cool...and I remember there is a script in the library that colors each day too, so perhaps a different color for each Friday through the month. I use the same notification for FX and Fix rates.
SPYderCrusher
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Nice work -- I have to admit I got super excited when I saw the title because I was trying to program a OPEX marker, but was only able to determine every Friday, not every third Friday because despite all the choices there is no ' ' weekokmonth ' variable. Admittedly I didn't spend an inordinate amount of time on it, but now that you;ve jogged my memory maybe I'll try again this afternoon.
Good stuff.
UDAY_C_Santhakumar
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I am starting to work on it as well. Primarily for options.
SPYderCrusher
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Sweet. I outlined a thought process for how one could do it below, curious to see what you come up with or if that was basically your plan as well. Cheers.
ArtquantFunds
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thanks you verymuch I use for backtest very good
TimKutch
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any ideas for plotting expirations for future dates? not just current bar and previous.
I guess you could do weekofyear, and do like a if <4 then 3, if > 4, then n placeholder +3 something along those lines
SPYderCrusher
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greater than and less than symbols didnt show but it should be if less than 4 then n is 3 and if greater than 4 then n placeholder plus 3 (on the assuming 3 would be the third week of the year + friday, then can just add four to that to get February's third friday etc).