Seasonal Momentum Long

// ============================================================
// Seasonal Momentum Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 10 minutes
// ============================================================

// --- Settings ---
DEFPARAM CumulateOrders = false

// --- Parameters ---
positionSize = 1          // contracts per trade
halfMonthDay = 15         // last day of the first half of the month
minTrueRange = 25         // bar true range must exceed this, in price points
temaPeriod = 4            // TEMA length
emaPeriod = 4             // EMA length compared with the TEMA
repulsePeriod = 3         // Repulse length for the exit
repulseExitLevel = -0.3   // exit when Repulse falls below this
stopLossPct = 5           // protective stop, percent of entry price

// Seasonal weight per half month. Zero blocks new entries in that half.
janFirstHalf = 3
janSecondHalf = 0
febFirstHalf = 3
febSecondHalf = 3
marFirstHalf = 3
marSecondHalf = 2
aprFirstHalf = 3
aprSecondHalf = 3
mayFirstHalf = 1
maySecondHalf = 1
junFirstHalf = 1
junSecondHalf = 2
julFirstHalf = 3
julSecondHalf = 2
augFirstHalf = 2
augSecondHalf = 3
sepFirstHalf = 3
sepSecondHalf = 0
octFirstHalf = 3
octSecondHalf = 2
novFirstHalf = 1
novSecondHalf = 3
decFirstHalf = 3
decSecondHalf = 2

ONCE seasonWeight = 0

// --- Indicators ---
// CurrentMonth is the calendar month the system runs in, Day is the bar's day.
IF CurrentMonth = 1 THEN
  IF Day <= halfMonthDay THEN
    seasonWeight = janFirstHalf
  ELSE
    seasonWeight = janSecondHalf
  ENDIF
ELSIF CurrentMonth = 2 THEN
  IF Day <= halfMonthDay THEN
    seasonWeight = febFirstHalf
  ELSE
    seasonWeight = febSecondHalf
  ENDIF
ELSIF CurrentMonth = 3 THEN
  IF Day <= halfMonthDay THEN
    seasonWeight = marFirstHalf
  ELSE
    seasonWeight = marSecondHalf
  ENDIF
ELSIF CurrentMonth = 4 THEN
  IF Day <= halfMonthDay THEN
    seasonWeight = aprFirstHalf
  ELSE
    seasonWeight = aprSecondHalf
  ENDIF
ELSIF CurrentMonth = 5 THEN
  IF Day <= halfMonthDay THEN
    seasonWeight = mayFirstHalf
  ELSE
    seasonWeight = maySecondHalf
  ENDIF
ELSIF CurrentMonth = 6 THEN
  IF Day <= halfMonthDay THEN
    seasonWeight = junFirstHalf
  ELSE
    seasonWeight = junSecondHalf
  ENDIF
ELSIF CurrentMonth = 7 THEN
  IF Day <= halfMonthDay THEN
    seasonWeight = julFirstHalf
  ELSE
    seasonWeight = julSecondHalf
  ENDIF
ELSIF CurrentMonth = 8 THEN
  IF Day <= halfMonthDay THEN
    seasonWeight = augFirstHalf
  ELSE
    seasonWeight = augSecondHalf
  ENDIF
ELSIF CurrentMonth = 9 THEN
  IF Day <= halfMonthDay THEN
    seasonWeight = sepFirstHalf
  ELSE
    seasonWeight = sepSecondHalf
  ENDIF
ELSIF CurrentMonth = 10 THEN
  IF Day <= halfMonthDay THEN
    seasonWeight = octFirstHalf
  ELSE
    seasonWeight = octSecondHalf
  ENDIF
ELSIF CurrentMonth = 11 THEN
  IF Day <= halfMonthDay THEN
    seasonWeight = novFirstHalf
  ELSE
    seasonWeight = novSecondHalf
  ENDIF
ELSIF CurrentMonth = 12 THEN
  IF Day <= halfMonthDay THEN
    seasonWeight = decFirstHalf
  ELSE
    seasonWeight = decSecondHalf
  ENDIF
ENDIF

weekday = DayOfWeek = 1 OR DayOfWeek = 2 OR DayOfWeek = 3 OR DayOfWeek = 4 OR DayOfWeek = 5
wideBar = TR(close) > minTrueRange
temaAboveEma = TEMA[temaPeriod](close) > ExponentialAverage[emaPeriod](close)
repulseValue = Repulse[repulsePeriod](close)