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What about the missing 3rd Fridays?
In my data there are many of them. If you like you can compare the two
indicators to locate missing monthly expiration dates in your own data.
In such cases this version will mark the next available bar.
{***3rd Friday***}
newweek:=DayOfWeek()<Ref(DayOfWeek(),-1);
expir:=
(DayOfWeek()=5 AND
DayOfMonth()>14 AND
DayOfMonth()<22)
OR
(Ref(DayOfWeek(),-1)=4 AND
Ref(DayOfMonth(),-1)>13 AND
Ref(DayOfMonth(),-1)<21 AND newweek)
OR
(Ref(DayOfWeek(),-1)=3 AND
Ref(DayOfMonth(),-1)>12 AND
Ref(DayOfMonth(),-1)<20 AND newweek)
OR
(Ref(DayOfWeek(),-1)=2 AND
Ref(DayOfMonth(),-1)>11 AND
Ref(DayOfMonth(),-1)<19 AND newweek)
OR
(Ref(DayOfWeek(),-1)=1 AND
Ref(DayOfMonth(),-1)>10 AND
Ref(DayOfMonth(),-1)<18 AND newweek) ;
expir
{****************}
Spyros
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