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Right, holidays are a problem since they don't show up in AB.
Maybe you could track every third Wednesday (or whatever dayofweek your
date is) by using DAYOFWEEK.
I do have some code that tracks holidays and find options expiration
day. You have to maintain the holiday list, but that's fairly easy to do
once a year.
--
Terry
| -----Original Message-----
| From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
| Behalf Of bilbod
| Sent: Sunday, September 04, 2005 12:49
| To: amibroker@xxxxxxxxxxxxxxx
| Subject: Re: [amibroker] Date
|
| Terry wrote:
|
| > Since you're guaranteed to have exactly 6 weekend days every 21
| calendar
| > days just change the %21 to %15 (21 - 6)
| > --
|
| What about holidays?
|
| It would be nice if AB let you have the option of using colander days
| or
| trading days.
|
| Bill
|
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