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ILuvMarkets
23 Okt 2022 pukul 06.21

Seasonality - Session Performance - Morning Afternoon Evening 

S&P 500SP

Deskripsi

Use this indicator on Intraday Timeframe. Higher the timeframe, more the data

This script calculates the performance of an instrument for different sessions.
Session inputs can be updated to study performance of
- Morning vs Afternoon vs Evening
- Pre-Market vs Market vs Post-Market (provided the data feed supports pre and post market)
- Overnight vs Intraday

Three session inputs are provided to tweak the session range

Performance is calculated as session close / session open - 1

Session timeframes can be set for various countries. Make sure the session timeframe aligns with the Candle open/close for the timeframe you choose. Some examples below
US Markets: 0930-1130 1130-1430 1430-1630 Timeframe 1 hour
India Markets: 0915-1030 1030-1415 1415-15:30 Timeframe 75min

Catatan Rilis

Added AVG/+ive aggregates

Catatan Rilis

Added Win Rate and Daily Avg Returns
Komentar
tradingaccount7777777
Hey ILuvMarkets, hope you're doing good. I already apologize for my question but: In which time zone are these times? Best regards
ILuvMarkets
@tradingaccount7777777, Exchange timezone of the symbol traded. for example, E-minis CME US/Chicago, stocks like AAPL US/Newyork etc.
tradingaccount7777777
@ILuvMarkets, Thanks so much for your fast answer. And thanks for your indicators. God bless you
nik0580
Just an idea. Would you be able to make another script which shows seasonality based on trading day of month. Eg. 1st trading day , 2nd upto last trading day of month? Thx !
ILuvMarkets
@ILuvMarkets, Better screen shot
nik0580
@ILuvMarkets, This is just awesome. Thank you. :)
TRinvestment
Huge fan of your script, but for some reason I am only getting the last two years of data?

I've tried diffferent tickers, but it seems like I only recieve 2022+2023, is this a problem you have observed?
ILuvMarkets
@TRinvestment, Since yours is premium account, 20k historical bars are available. If you set chart timeframe to hourly, that should give you more historical data.
nik0580
Nice and simple script. Could you let us know how to also add Average in last row on top of SUM ? Thanks !
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