This script is meant to help verify the existence of a seasonal effect in asset returns, using a Z-test. There are three steps:
1. Think of a way to identify a season. The available methods are: by month, by week of the year, by day of the month, by day of the week, by hour of the day, and by minute of the hour.
2. Set the chart to the unit of your season. For...
Example how to backtest specific date(s) which can be useful for testing seasonality strategy ideas such as "Sell in May", etc.
If using Daily period with wild card dates it will not trade on 1st day of month. If market is closed will trade on next open day.
Works only with Daily or lower timeframes. When using on Daily timeframe set dates 1 day earlier to...
