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Gary,
Thanks for the suggestion, but I cannot make it work. Seems to me this would require recursion which is not allowed with AB functions or it requires a loop for which I cannot find non-array functions such as Day, Date, DayOfWeek.
Signed Stumped.
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Terry,
If the trade day is null (ie. doesn't exist, just test for null and assign the alternate expiration date.
Regards,
Gary
Terry <MagicTH@xxxxxxxxxxx> wrote:
I searched PureBytes archives for a formula to detect options expiration dates...none found. I have the following, but it does not find expiration weeks that do not have a trade on Friday as in April, 2003 (for ^OEX). Any suggestions?
expiry = IIf(DayOfWeek()==5 AND Day() > 14 AND Day() < 22,True,False);
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