PureBytes Links
Trading Reference Links
|
At 7:58 PM -0500 1/13/02, Jdev02@xxxxxxx wrote:
>Can anyone help me with this code. I want to buy long the S&P 500 on the
>close of the Friday of the week prior to the option expiration and exit on
>the first profitable opening. I've got the exit and stops but I'm having
>trouble with the setup...Thanks/John
This should do it:
Vars: DTE(0);
DTE = DaysToExpiration(Month(Date), Year(Date));
if DayOfWeek = 5 and DTE > 3 and DTE < 10 then Buy at close;
It misses Friday holidays but that is a bit more complicated...
Bob Fulks
|