Data |
A data series, usually from price functions price(), priceClose() etc. |

Length |
The length of the data series, f.i. the LookBack period. |

Horizon |
The price change duration in bars. |

Percentile |
The price changes percentile to return, f.i. 5 for the lowest 5% or 95 for the highest 5%. |

Season |
1 for daily, 2 for weekly, 3 for monthly, or 4 for annual changes. |

- Source code in
**indicators.c**.

function run() { StartDate = 2010; BarPeriod = 1440; LookBack = 252; // 1 year vars Prices = series(price()); if(!is(LOOKBACK)) { LifeTime = 1; var Season = season(Prices,LookBack,LifeTime,2); if(Season > 0) enterLong(); else if(Season < 0) enterShort(); } }