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Seasonality Indicator

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    Seasonality Indicator

    This Seasonality Indicator is based on the Ratio-to-Moving-Average Method, a classical time series decomposition technique used for analyzing and forecasting data with seasonal patterns. The indicator is designed for data series based on "Day". With minor modifications, as demonstrated in the image, it can be adapted to display, for example, a seasonally adjusted open interest from the COT indicator.

    Enjoy!

    Seasonality.png

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