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Willi wrote:
>In the internet you find a lot of sites that shows seasonal charts but I
>have not found any sourcecode to build such an indicator.
If I were to do this, I would get as vast a history of spot prices
that I could buy. Then, given that there are 252 (I think) trading
days in a year, I would build an array of 252 prices, such that the
first price is the average price of the first trading day of the
past X years, the second price is the average of the second day, and
so on. Misalignments related to holidays shouldn't matter much;
they will only smear the data a bit in a small window around the
holidays. You aren't interested in exactness here, just tendencies.
Once I have built that array, I could hard-code it into an EL
function that returns the average price of today.
-Alex
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