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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,
GaryTerry <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);Terry--
What options functionality isn't already available? All you need is a data vendor to supply the options O, H, L, C, V, OI data, then program the greeks into AFL which I believe someone has already done in either the AFL library or on this board.Check AmiBroker web page at:http://www.amibroker.com/Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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