Re: [amibroker] attn: optoins players ----- new feature suggestedto AB

[Terry <MagicTH@xxxxxxxxxxx>]

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








Yahoo! Groups Sponsor


  ADVERTISEMENT 












Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/ 
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx 
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.