Page 1 of 1

Stacked- Pattern Question

PostPosted: Sun Apr 11, 2021 5:53 pm
by Baldus
SeasonALGO-STacked-Pattern.png
SeasonALGO-STacked-Pattern.png (81.29 KiB) Viewed 20602 times


How you can seen the Pattern Feature in Stacked does'nt respect the value of the Spread
at the enter price -9.05 and at the exit price -13.65.

The blue line must be the average of the last 5 seasonal spread. Why isn't in line with the
correct price ?

Thanks in advance.

Luca Baldo

Re: Stacked- Pattern Question

PostPosted: Tue Apr 13, 2021 8:17 am
by Roman
Hi, pattern explanation is here:

https://www.seasonalgo.com/seasonal-patterns

Re: Stacked- Pattern Question

PostPosted: Tue Apr 13, 2021 11:18 am
by Baldus
Thanks Roman.

Because there are 2 tipes of Normalization:

Normalization : like Mathematics teachs us scaling 0-100 the min and the max value of the spread.

Align Pattern : is proper of the S.A. Algorithms the actual Spread has min and max value and the
other spread where re-scaling with the max&min espressed by the Spread in exam.

Thanks so much.

Luca Baldo