Strategies / Pattern / Seasonal Calendar Hold Long Short

Seasonal Calendar Hold Long Short

Holds a long position during August to February, then closes it during March to July. The short side is coded but its entry and exit conditions are fixed at zero, so no short trades open.

PatternLong & shortSwingGoldDaily

2.97Profit factor

36,436Net profit EUR

62.26%Win rate

53Trades

-16,036Max drawdown

687Avg trade

Best run of 3. Gold, Daily, spread 0.6, from run pf:2026-10-11-GOLD-D.tsv:23.

Entry rules, long

The calendar month is August to February.

Entry rules, short

The short entry condition is fixed at zero, so no short position opens.

Exit rules

The short exit condition is fixed at zero, so it never closes a short position.

Test conditions

Period	Up to 2026-10-11
Instrument	Gold, Daily
Spread	0.6 points
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	Daily	2.97	53	62.26	36,436 EUR	-16,036
USD/JPY	Daily	3.38	9	55.56	3,655 USD	-1,699
Silver	Daily	2.20	46	54.35	32,137 USD	-19,910

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Seasonal Calendar Hold Long Short
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false
ONCE capital = 10000

22 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Read this firstKnown weaknesses2 points

The best run has only 53 trades, which is a small sample to judge it on.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Seasonal Calendar Hold Long Short in ProOrder?

Yes. The code is ProBuilder and runs as an automated ProOrder system. Backtest it on your own account with your own spread and position size before trading it live.

Which markets was it tested on?

It was tested on 3 market and timeframe combinations. The best run was Gold, Daily, with a profit factor of 2.97 over 53 trades.

How large was the drawdown?

The best run had a maximum drawdown of 16,036 EUR at the tested position size, against a net result of 36,436 EUR.

Does it trade long, short or both?

It trades both long and short.

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades