SeasonAlgo Forum

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

Hi, pattern explanation is here:

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

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