How to check if tomorrow is OptionExpiry
Author: dansmo
Creation Date: 2/9/2011 9:56 AM
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dansmo

#1

2/9/2011 9:56 AM

Hi,

in a realtime script I need to check if tomorrow is option expiry. Therefore I just wanted to use IsOptionExpiry function but the function needs Bars as input. Is it possible to create a function that uses a DateTime as input for IsOptionExpiry?
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Eugene

#2

2/9/2011 10:23 AM

Hi,

What the problem is with passing a future bar to the function in a realtime script? Could have suggested "use DateTimeToBar" but I'm curious.
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dansmo

#3

2/9/2011 12:04 PM

Hmm, I thought passing Bars.Count will result in an index out of bounds error? At least I had this error before posting the question. If the script runs on Bars.Count-1 how can I tell that tomorrow is option expir?
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?
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Eugene

#4

2/9/2011 12:30 PM

CODE:
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Cone

#5

2/9/2011 12:41 PM

Note quite as slick as Eugene's solution (though you'll still have to add a day to the current date)... WealthScript Programming Guide > WealthLab.Rules Classes > OptionExpiryDate

CODE:
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dansmo

#6

2/10/2011 1:28 AM

Thank you!
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