Seasonality Advanced

Description This is a professional-grade Seasonality Analysis tool designed to project future price trends based on historical cyclical patterns. Unlike simple seasonal indicators that just average price, this script offers a statistical approach with a "Zero Gravity" visualization mode and a real-time Data Dashboard.

Underlying Concepts & Methodology The script calculates the seasonal tendency by averaging the price performance of the same day/week over a user-defined lookback period (e.g., 5, 10, or 15 years).

Data Alignment: It aligns historical data based on trading days (default 252) or calendar days to create a coherent "Annual Cycle".

Smoothing: A Moving Average is applied to the raw seasonal data to filter out noise and reveal the true macro tendency.

Correlation Engine: It calculates the real-time correlation between the current price action and the projected seasonal line. This acts as a "Lie Detector"—if correlation is high, the seasonal pattern is currently valid.

Key Features

Multi-Cycle Analysis: Plot up to 3 different seasonal baselines simultaneously (e.g., Short-term 5Y vs. Long-term 15Y cycles).

Zero Gravity View: Uses a "Joyplot" style separation (Stacking) to prevent lines from overlapping messily, making it easier to compare different cycles.

Statistical Dashboard: A built-in table displays Avg Return, WinRate, Volatility Risk, and Correlation.

How to Use

Projections: Use the lines extending into the future to anticipate potential turning points.

Confluence: When the 5-year and 10-year lines point in the same direction, the probability increases.

Filter: Watch the "Correlation" column in the table. Low correlation means the current market is decoupling from history.

[English Translation of User Interface]

To comply with House Rules regarding non-English UI, here is the translation of the script's settings menu:

1. Cálculos Sazo 3 (Calculation Settings)


Dias de negociação = Trading Days (Fixed 252 or Variable)


Método de dias = Day Count Method (Min, Max, Avg)


Projeção Futura (Barras) = Future Projection (Bars)


Suavização (Média) = Smoothing (MA Length)


Deslocamento = Offset

2. Visualização e Layout (Visuals)


Empilhamento / Separação (%) = Stacking / Separation %


Distância Vertical = Vertical Distance


Distância da Etiqueta = Label Offset

3. Painel Estatístico (Statistics Panel)


Mostrar Tabela = Show Table


Mostrar Próximo Mês = Show Next Month


Mostrar Linha Méd/Alvo = Show Avg/Target Row


Texto Suave = Soft Text (Transparency)


Período Correlação = Correlation Period


Tema = Theme (Dark/Light)


Tamanho = Size


Posição = Position

4. Linha de Hoje (Today's Line)


Mostrar Linha = Show Vertical Line


Cor/Estilo/Espessura = Color/Style/Width

5. Linhas 1, 2, 3 (Seasonal Lines)


Ativar Linha = Enable Line


Período (anos) = Lookback Period (Years)

Descrição Este indicador é uma ferramenta completa de Sazonalidade que projeta tendências futuras baseadas em padrões históricos. Ele inclui um painel estatístico exclusivo que mostra a probabilidade (WinRate) e a correlação do ciclo atual.

Funcionalidades

Projeção Futura: Desenha o comportamento provável do preço para os próximos dias.

Painel Estatístico: Mostra retorno médio, risco e correlação em tempo real.

Zero Gravity: Visualização empilhada para facilitar a leitura de múltiplos ciclos.