Turn Of The Month: en säsongsaffär vid årsskiftet

// ============================================================
// Turn Of The Month
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long only
// Timeframe tested: Daily
// ============================================================

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

// --- Parameters ---
capitalPerTrade = 10000   // money committed to each trade
entryDay = 21             // buy from this day of the month
firstMonth = 10           // seasonal window starts in October
lastMonth = 12            // and ends in December
exitDay = 19              // sell from this day of the following month

// --- Indicators ---
positionSize = capitalPerTrade / close