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    Exclude expiration

    Tried to make filter to exclude expiration dates.

    I found DayOfWeek.Friday but can't figure out how to get the Third Friday of the month.

    Any suggestions?

    #2
    WhoKnows, maybe this link can give you some ideas for programming this in your code - http://www.quantnet.org/forum/showthread.php?t=3177

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      #3
      Thanks, I searched here on the NT site but didn't find how to exclude expiration dates. I expected more people had done it already.

      But thanks ....with the logic mentioned in the link it should not be difficult.

      Any Day=Friday combined with Month date 15-22

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