wrong prices in the 5 and 15 years patterns Support for analyze module

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Thebigtrader
 
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Joined: Fri May 22, 2020 9:26 am

wrong prices in the 5 and 15 years patterns

by Thebigtrader » Tue Jul 07, 2020 8:30 am

Hi All
I'm quite new year and I would like to understand this issue: in the analyze- builder where I can see the spread pattern with also the 5 years and 15 year patterns, why the patterns of the 5 years and 15 years use wrong prices?

For example the spread ZCZ20-ZCK21 the 5 years pattern ends at a price of -30, meanwhile if i check the stacked patterns or the backtest section the average closing price is -20

So watching the builder looks like there is a lot of room for the price to decrease but in reality there is not because the 5 years old pattern prices are wrong..

I understand you need to normalize the graph, but exactly how it works? and there is a way to show the correct 5 years old prices?

thank you

BEst regards

Roman
 
Posts: 123
Joined: Tue May 14, 2013 12:59 pm

Re: wrong prices in the 5 and 15 years patterns

by Roman » Thu Jul 09, 2020 7:45 am

Hi, it's explained in this article: https://www.seasonalgo.com/seasonal-patterns

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