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Someone asked in the past for the 4th Thursday high.
Now, the third Friday of the [trading] month [not the third calender
Friday]
comes when the following condition is met.
/3rd trading Friday*/
x1=Month()!=Ref(Month(),-1);
x2=DayOfWeek()==5;
F1=Sum(x2,1+BarsSince(x1));
condition=F1==3 AND Ref(f1,-1)==2;
For example, in AA window, run the exploration
x1=Month()!=Ref(Month(),-1);
x2=DayOfWeek()==5;
F1=Sum(x2,1+BarsSince(x1));
Filter=F1==3 AND Ref(f1,-1)==2;
AddColumn(DayOfWeek(),"");
to see the 3rd Friday of each trading month.
Note that for American stocks, the 3rd friday of Sept 2001 was the
28th.
For other stocks it was the 21st.
Dimitris Tsokakis
--- In amibroker@xxxx, "Tomasz Janeczko" <tj@xxxx> wrote:
> Brian,
>
> You can not write Day() == (15 or 16 or 17 or 18 or 19 or 20 or
21 );
> because operation in parentheses is executed first and
> Day() is compared to the result of 15 or 16 or 17 or 18 or 19 or 20
or 21
> which is True (1). This is so because OR is a logical operator
> and non-zero value is interpreted as True so
> 15 or 16 or 17 or 18 or 19 or 21 is interpreted
> as True Or True Or True Or True Or True
> and gives True (1).
>
> What you want achieve has to be coded in a following way:
>
> Day() == 15 or Day() == 16 or Day() == 17 or Day() == 18 or Day()
== 19 or Day() == 20 or Day() == 21;
>
> Instead of such long statement it is better to write:
>
> ( Day() >= 15 AND Day() <= 21 )
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "saltyla1" <saltyla1@xxxx>
> To: <amibroker@xxxx>
> Sent: Wednesday, July 17, 2002 6:48 PM
> Subject: Re: [amibroker] Third Friday ?
>
>
> > Hello,
> >
> > This is not tested, but maybe it will give you direction.
> > On my calendar the second or fourth Friday
> > will never fall on or between the days 15 and 21,
> > but the third Friday will.
> >
> > result=iif(DayOfWeek()== 5 ==
> > day()==(15 or 16 or 17 or 18 or 19 or 20 or 21) and
> > DayOfWeek()== (5 or 4 or 3),0,1);
> >
> > Buy = MyRule AND result;
> >
> > HaND,
> > Brian
> >
> >
> > ----- Original Message -----
> > From: "kbennett99"
> > |
> > | Is it possible to code in AFL to avoid trades on the third
Friday of
> > | each month AND the preceeding two days.
> > |
> > | Something like:
> > |
> > | Buy = MyRule AND DayOfWeek()!= 5;
> > |
> > | but applied only to the third Friday (+ the preceeding 2 days
if
> > | possible), not every Friday.
> > |
> > | Keith (B)
> >
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
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