Hi,
Trying to generate option name for the monthlies.
Are there qualifiers for
So we end up with the nearest monthly to a specified date?
In OptionSynthetic.Symbol(bars, OptionType.Call, strike, expiry);
Thanks!
Trying to generate option name for the monthlies.
Are there qualifiers for
CODE:
DateTime expiry = bars.DateTimes[bars.Count - 1].AddDays(7).NextOptionExpiryDate(bars);
So we end up with the nearest monthly to a specified date?
In OptionSynthetic.Symbol(bars, OptionType.Call, strike, expiry);
Thanks!
Rename
"Monthlies" are regular expirations, or simply not weeklies.
NextOptionExpiryDate() will return the next regular expiration from "this" date.
You don't need to use this function for option symbols.
See the QuickRef for class OptionSynthetic > GetOptionsSymbol(). It's all explained there. You only need to pass your date as currentDate, false for useWeeklies, 0 for minDaysAhead, and false for allowExpired for backtesting.
NextOptionExpiryDate() will return the next regular expiration from "this" date.
You don't need to use this function for option symbols.
See the QuickRef for class OptionSynthetic > GetOptionsSymbol(). It's all explained there. You only need to pass your date as currentDate, false for useWeeklies, 0 for minDaysAhead, and false for allowExpired for backtesting.
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