Historical Data
Professional-grade OHLCV data across all major asset classes. Updated weekly.
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Showing 7 products
HOL - Holiday's effect EA
Interesting periods to be studied are the days that precede and follow public holidays, such as Christmas and New Year.In fact, days preceding holidays are generally associated to a positive mood, which cause a greater propension to risk. Instead, the days following holidays are generally associated to a negative mood and so more aversion to take risks. To know more about the HOL strategies, click here to read the article. Requirements The EA needs a csv file containing the holiday's entry and exit dates to work. Holidays are different according to country, and each combination of instrument-strategy generates different holiday's entry and exit dates. For example, "HOL_B_3_1" on S&P 500 has different entry and exit dates than "HOL_C_3_3" on S&P 500 and both ones have different dates than "HOL_B_3_1" in Dax. To know more read the article linked above. To get the holiday's entry and exit dates for a specific instrument and strategy, from 1971 to 2050, contact us and we will send you the csv file. The .csv file has to be placed, to trade in real time in "MQL4/Files/BTM-Files/Dates" and to backtest in "tester/BTM-Files/Dates". The csv file name must be equal to the "EA Name", which is an input parameter of the Expert Advisor. NB : The EA and needs " Main EA and libraries " to work, and has the features described in its product description.
HAL - Halloween effect EA
The Halloween effect is a market-timing strategy based on the hypothesis that stocks perform better between Nov.1st (Halloween) and Apr.30, than from May to the end of October. The strategy states that it is prudent to buy stocks in November, hold them through the winter months, then sell in April, while investing in other asset classes from May through October. Some who subscribe to this tactic say not to invest at all during the summer months. To know more about the HAL strategies, click here to read the article . NB : The EA and needs " Main EA and libraries " to work, and has the features described in its product description.
MOY - Month of Year effect EA
These strategies enters in the market at the beginning of a month (1: January, 12: December) and close the position at the end of the same month or at the end of a following month. To know more about the MOY strategies, click here to read the article . NB : The EA and needs " Main EA and libraries " to work, and has the features described in its product description.
TDW - Day of Week effect EA
These strategies use a very simple technique to decide the entry and the exit points. The discretion of whether buy or sell an instrument will be purely given by the day of the week (Monday = 1, Sunday = 7). To know more about the TDW strategies, click here to read the article. The EA can be configured to: operate in multiple weekdays decide how many days to keep the position open etc NB : The EA and needs " Main EA and libraries " to work, and has the features described in its product description.
WTM - Within the Month effect EA
A behavior of a financial instrument can be studied ‘within the month’, by splitting of the month in multiple parts and measuring the returns in each one. A possible explanation of this anomaly (and not only) is the irregularity of capital inflows in a market which affect asset returns. The EA supports the month division in 2, 3 and 4 parts: To know more about the WTM strategies, click here to read the article. NB : The EA and needs " Main EA and libraries " to work, and has the features described in its product description.
WOY - Week of the year effect EA
The calendar year is splitted into 52 weeks and it is analyzed the return in each week. Each week of the year is composed by 7 days, starting from the WOY n°1 that goes from January 1st to January 7th included. To know more about the WOY strategy, click here to read the article. NB : The EA and needs " Main EA and libraries " to work, and has the features described in its product description.
TOM - Turn of the month effect EA
Starting from 1987 Ariel’s work, in which he showed that Dow Jones returns in the 1 st part of the month are significantly higher than the ones of the 2 nd part of the month, Lakonishok and Smidt (1987) noted that the performance in the 4 days around the end of the month was 0.473%, while the average of returns over a period of 4 days was 0.0612%. To know more about the TOM strategies, click here to read the article. Requirements Since the TOM dates are different according to the tactic (read the article linked above), the EA needs a csv file containing the turn of the month dates to work. To get the TOM dates, contact us and we will send you the csv file. The .csv file has to be placed, to trade in real time in "MQL4/Files/BTM-Files/Dates" and to backtest in "tester/BTM-Files/Dates". The csv file name must be equal to the "EA Name", which is an input parameter of the Expert Advisor. NB : The EA and needs " Main EA and libraries " to work, and has the features described in its product description.