PureBytes Links
Trading Reference Links
|
> Subject: Re: 3rd Friday
> Date: Sun, 28 Nov 1999 19:09:53 -0500
> From: Bob Fulks <bfulks@xxxxxxxxxxxx>
> To: "Bert" <opa@xxxxxxx>
> CC: <omega-list@xxxxxxxxxx>
>
>At 6:31 PM -0500 11/27/99, Bert wrote:
>
>> >>Could someone please tell me how to plot a Show Me for the 3rd
>> >>Friday of each month. (Obviously I'm trying to see option
>> >>expirations on the chart.) I know it must be something easy but I
>> >>can't find the right formula.
>
>At 7:45 AM -0500 11/28/99, Bob Fulks wrote:
>
>>You might take a look at the code for the "DaystoExpiration"
>>function in TradeStation. (In fact you might be able to use it as
>>is.)
>
>At 3:55 PM -0500 11/28/99, Bert wrote:
>
>>I tried that also, and got nowhere.
>>Any other suggestions?
>>I can't believe this is so difficult.
>>What am I doing wrong?
>>Bert.
>
>In the QuickEditor insert the following after the "If":
>
> DayToExpiration(Month(Date), Year(Date)) = 0
>
>This seems to work.
>
>Bob Fulks
That must Ts2K - I don't find it in Ts4.
You (whoever) can work it out. I did this a few years ago,
but I have no idea what study it was.
Each nth day of the week has a specific range of dates,
and will not overlap with the same day in another week.
I.e., only the 3rd Friday will appear in the range 15 to 20
(that's a guess - I don't remember). Just work out
all the combinations of a month's days !
donc
|