Option Expiration Dates

Expiration days for options often mark turning points in the market and are therefore widely considered.

The attached indicator is here in a time series from 2004 to 2019. Extensions, improvements desired!

The indicator represents these days by coloring the background, so it does not disturb any further.

For Dax, Dow Jones, ect. ,

IF date =20040319 OR date =20040618 OR date =20040917 OR date =20041217 OR date =20050318 OR date =20050617 OR date =20050916 OR date =20051216 OR date =20060317 OR date =20060616 OR date =20060915 OR date =20061215 OR date =20070316 OR date =20070615 OR date =20070921 OR date =20071221or date =20080320 OR date =20080620 OR date =20080919 OR date =20081219 OR date =20090320 OR date =20090619 OR date =20090918 OR date =20091218 OR date =20100319 OR date =20100618 OR date =20100917 OR date =20101217 OR date =20110318 OR date =20110617 OR date =20110916 OR date =20111216or date =20120316 OR date =20120615 OR date =20120921 OR date =20121221 OR date =20130315 OR date =20130621 OR date =20130920 OR date =20131220 OR date =20140321 OR date =20140620 OR date =20140919 OR date =20141219 OR date =20150320 OR date =20150619 OR date =20150918 OR date =20151218OR date =20160318 OR date =20160617 OR date =20160916 OR date =20161216OR date =20170317 OR date =20170616 OR date =20170915 OR date =20171215 OR date =20180316 OR date =20180615 OR date =20181221 OR date =20180921 OR date =20190315 OR date =20190615 OR date =20190920 OR date =20191220 THEN
 drawvline(barindex[+0])COLOURED (30,30,250)
ENDIF

RETURN

IF date =20040319 OR date =20040618 OR date =20040917 OR date =20041217 OR date =20050318 OR date =20050617 OR date =20050916 OR date =20051216 OR date =20060317 OR date =20060616 OR date =20060915 OR date =20061215 OR date =20070316 OR date =20070615 OR date =20070921 OR date =20071221or date =20080320 OR date =20080620 OR date =20080919 OR date =20081219 OR date =20090320 OR date =20090619 OR date =20090918 OR date =20091218 OR date =20100319 OR date =20100618 OR date =20100917 OR date =20101217 OR date =20110318 OR date =20110617 OR date =20110916 OR date =20111216or date =20120316 OR date =20120615 OR date =20120921 OR date =20121221 OR date =20130315 OR date =20130621 OR date =20130920 OR date =20131220 OR date =20140321 OR date =20140620 OR date =20140919 OR date =20141219 OR date =20150320 OR date =20150619 OR date =20150918 OR date =20151218OR date =20160318 OR date =20160617 OR date =20160916 OR date =20161216OR date =20170317 OR date =20170616 OR date =20170915 OR date =20171215 OR date =20180316 OR date =20180615 OR date =20181221 OR date =20180921 OR date =20190315 OR date =20190615 OR date =20190920 OR date =20191220 THEN

drawvline(barindex[+0])COLOURED (30,30,250)

ENDIF

RETURN

expiration options

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atxeel • 08/10/2017 #
For 2020

IF date =20040319 OR date =20040618 OR date =20040917 OR date =20041217 OR date =20050318 OR date =20050617 OR date =20050916 OR date =20051216 OR date =20060317 OR date =20060616 OR date =20060915 OR date =20061215 OR date =20070316 OR date =20070615 OR date =20070921 OR date =20071221or date =20080320 OR date =20080620 OR date =20080919 OR date =20081219 OR date =20090320 OR date =20090619 OR date =20090918 OR date =20091218 OR date =20100319 OR date =20100618 OR date =20100917 OR date =20101217 OR date =20110318 OR date =20110617 OR date =20110916 OR date =20111216or date =20120316 OR date =20120615 OR date =20120921 OR date =20121221 OR date =20130315 OR date =20130621 OR date =20130920 OR date =20131220 OR date =20140321 OR date =20140620 OR date =20140919 OR date =20141219 OR date =20150320 OR date =20150619 OR date =20150918 OR date =20151218OR date =20160318 OR date =20160617 OR date =20160916 OR date =20161216OR date =20170317 OR date =20170616 OR date =20170915 OR date =20171215 OR date =20180316 OR date =20180615 OR date =20181221 OR date =20180921 OR date =20190315 OR date =20190615 OR date =20190920 OR date =20191220 OR date =20200320 OR date =20200619 OR date =20200918 OR date =20201218 THEN
drawvline(barindex[+0])COLOURED (30,30,250)
ENDIF

RETURN

Bard • 08/10/2017 #
Option Equity Expiry Dates along with 2022 FOMC meetings presented as two faded dotted lines that sit unobtrusively on the Price chart:

OPTION EXPIRY & FOMC DATES
//https://www.marketwatch.com/optionscenter/calendar
//https://www.optionseducation.Org/referencelibrary/expiration-calendar

//INDEX EXPIRY
If Date = 20200117 Or Date = 20200221 Or Date = 20200320 Or Date = 20200417 Or Date = 20200515 Or Date = 20200619 Or Date = 20200717 Or Date = 20200821 Or Date = 20200918 Or Date = 20201016 Or Date = 20201120 Or Date = 20201218 Or Date = 20210115 Or Date = 20210219 Or Date = 20210319 Then
DrawvLine(BarIndex[+0])Coloured (0,200,0)style (DottedLine)
EndIf

//Or Date = 20210416 Or Date = 20210521 Or Date = 20210618 Or Date = 20210716 Or Date = 20210820 Or Date = 20210917 Or Date = 20211015 Or Date = 20211119 Or Date = 20211217

// Plot up to a Date in the Future (1 Year)
DrawvLine(DateToBarIndex(20210416))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20210417))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20210521))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20210522))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20210618))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20210619))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20210716))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20210717))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20210820))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20210821))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20210917))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20210918))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20211015))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20211016))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20211119))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20211120))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20211217))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20211218))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20220121))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20220122))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20220218))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20220219))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20220318))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20220319))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20220414))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20220415))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20220520))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20220521))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20220617))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20220618))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20220715))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20220716))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20220820))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20220821))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20220916))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20220917))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20221021))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20221022))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20221118))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20221119))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20221220))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20221221))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20230120))Coloured (0,200,0)style (DottedLine)
DrawvLine(DateToBarIndex(20230121))Coloured (0,200,0)style (DottedLine)
//

//FMOC MEETINGS
//https://www.federalreserve.gov/monetarypolicy/fomccalendars.htm

If Date = 20220316 Or Date = 20220504 Or Date = 20220615 Or Date = 20220727 Or Date = 20220921 Or Date = 20221102 Or Date = 20221214 Then
DrawvLine(BarIndex[+0])Coloured (255,0,0)style (DottedLine)
EndIf

// Plot up to a Date in the Future (1 Year)
DrawvLine(DateToBarIndex(20220125))Coloured (200,200,51)style (DottedLine)
DrawvLine(DateToBarIndex(20220126))Coloured (200,200,51)style (DottedLine)
DrawvLine(DateToBarIndex(20220315))Coloured (200,200,51)style (DottedLine)
DrawvLine(DateToBarIndex(20220316))Coloured (200,200,51)style (DottedLine)
DrawvLine(DateToBarIndex(20220503))Coloured (200,200,51)style (DottedLine)
DrawvLine(DateToBarIndex(20220504))Coloured (200,200,51)style (DottedLine)
DrawvLine(DateToBarIndex(20220726))Coloured (200,200,51)style (DottedLine)
DrawvLine(DateToBarIndex(20220727))Coloured (200,200,51)style (DottedLine)
DrawvLine(DateToBarIndex(20220920))Coloured (200,200,51)style (DottedLine)
DrawvLine(DateToBarIndex(20220921))Coloured (200,200,51)style (DottedLine)
DrawvLine(DateToBarIndex(20221102))Coloured (200,200,51)style (DottedLine)
DrawvLine(DateToBarIndex(20221101))Coloured (200,200,51)style (DottedLine)
DrawvLine(DateToBarIndex(20221213))Coloured (200,200,51)style (DottedLine)
DrawvLine(DateToBarIndex(20221214))Coloured (200,200,51)style (DottedLine)

Return

atxeel • 08/10/2017 #
Very nice, Thank you! Bard
- Bard • 08/10/2017 #
  No worries!

David0972 • 08/10/2017 #
Bonjour,

Je cherche à exclure des dates pour un algo. Voici un code en indicateur pour faire le test.
Mais ça ne fonctionne pas.
Quelqu’un a-t-il une idée de code pour exclure les dates de jours fériers et des FOMC par exemple ?
Merci par avance

indicateur = 0

date01 = 20230410
date02 = 20230411
date03 = 20230412

date00 = date01 or date02 or date03
date00 = date

IF date = today THEN
Indicateur = 6
ENDIF

RETURN indicateur

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