Seasonality Monthly v2.0

//version=5
indicator("dvp Seasonality Monthly v2.0", "Seasonality Monthly v2.0", format = format.volume)

if not timeframe.ismonthly and not timeframe.isdaily
runtime.error("Please switch timeframe to either Daily or Monthly")

i_year_start = input(2000, "Start Year")
// i_method = input.string("time", "Method", options=["time","time_close"])
i_method = "time_close"
i_text_size = input.string(size.auto, "Text Size", [size.auto, size.tiny, size.small, size.normal, size.large, size.huge])

//--------------------------------------------------------Functions----------------------------------------------------
f_array_stats(array_) =>
count_pos_ = 0
count_neg_= 0
count_ = 0
sum_ = 0.0
if not na(array_) and array.size(array_) > 0
for i_ = 0 to array.size(array_) - 1
elem_ = array.get(array_, i_)
if not na(elem_)
sum_ += elem_
count_ += 1
switch
elem_ > 0 => count_pos_ += 1
elem_ < 0 => count_neg_ += 1
avg_ = count_ > 0 ? sum_ / count_ : 0.0
[sum_, avg_, count_, count_pos_, count_neg_]
//-------------------------------------------------------------------------------------------------------------------
[year_, month_, chg_pct_] = request.security(syminfo.tickerid, "M", [year(time_close), month(time_close), nz(close/close[1]-1)], gaps = barmerge.gaps_on, lookahead = barmerge.lookahead_on )

// month_ = switch i_method
// "time" => month(time)
// "time_close" => month(time_close)

// year_ = switch i_method
// "time" => year(time)
// "time_close" => year(time_close)

var year_start_ = math.max(year_, i_year_start)
var no_years_ = year(timenow) - year_start_ + 1
var matrix<float> data_ = matrix.new<float>(no_years_,13,na)
var table table_ = na
var text_color_ = color.white
var bg_color_ = color.gray

// chg_pct_ = nz(close/close[1]-1)

if year_ >= year_start_
// log.info(str.format("Time {0} Year {1} Month {2} ChgPct {3,number,#.##%}", str.format_time(time_close), year_, month_, chg_pct_))
cur_val_ = nz(matrix.get(data_, year_-year_start_, month_-1))
matrix.set(data_, year_-year_start_, month_-1, cur_val_ + chg_pct_)

// if barstate.islast
// log.info("ROWS {0}", no_years_ + 7 )

if barstate.islast
table_ := table.new(position.middle_center, 13, no_years_ + 7, border_width = 1)
// log.info("ROWS {0}", year_ - year_start_ + 7 )

table.cell(table_, 0, 0, str.format("Seasonality Monthly Performance - {0}:{1}", syminfo.prefix, syminfo.ticker), text_color = text_color_, bgcolor = color.blue, text_size = i_text_size)
table.merge_cells(table_, 0,0,12,0)
row = 1
table.cell(table_, 0, row, "Year", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 1, row, "Jan", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 2, row, "Feb", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 3, row, "Mar", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 4, row, "Apr", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 5, row, "May", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 6, row, "Jun", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 7, row, "Jul", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 8, row, "Aug", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 9, row, "Sep", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 10, row, "Oct", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 11, row, "Nov", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 12, row, "Dec", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)

for row_ = 0 to no_years_ - 1
table.cell(table_, 0, 2+row_, str.tostring(row_ + year_start_), text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
for col_ = 0 to 11
val_ = nz(matrix.get(data_, row_, col_),0.0)
val_color_ = val_ > 0.0 ? color.green : val_ < 0.0 ? color.red : color.gray
table.cell(table_, 1+col_, 2+row_, str.format("{0,number,###.##%}", val_), bgcolor = color.new(val_color_,80), text_color = val_color_, text_size = i_text_size)
true

//Aggregates
row_ = no_years_ + 2
table.cell(table_, 0, row_, "AVG", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 0, row_+1, "SUM", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 0, row_+2, "+ive", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 0, row_+3, "WR", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
for col_ = 0 to 11
arr_ = matrix.col(data_, col_)
// val_ = array.sum(arr_)
[sum_, avg_, count_, count_pos_, count_neg_] = f_array_stats(arr_)
val_color_ = sum_ > 0 ? color.green : sum_ < 0 ? color.red : color.gray
table.cell(table_, 1+col_, row_, str.format("{0,number,###.##%}", avg_), bgcolor = color.new(val_color_,50), text_color = val_color_, text_size = i_text_size)
table.cell(table_, 1+col_, row_+1, str.format("{0,number,###.##%}", sum_), bgcolor = color.new(val_color_,50), text_color = val_color_, text_size = i_text_size)
table.cell(table_, 1+col_, row_+2, str.format("{0}/{1}", count_pos_, count_), bgcolor = color.new(val_color_,50), text_color = color.new(color.white, 50), text_size = i_text_size)
table.cell(table_, 1+col_, row_+3, str.format("{0,number,#.##%}", count_pos_/count_), bgcolor = color.new(val_color_,50), text_color = color.new(color.white, 50), text_size = i_text_size)
true

Open-source script

In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.

dharmeshparikh2

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.

Open-source script

dharmeshparikh2