Probability Cone in AmiBroker

[ChimpTrader]

Warm Greetings to AFL experts,

Let's say an Option expires at a future date (on a candle yet to form beyond the Barcount - 1) for which there is no Quote yet and I want to visualize the probable range of the security assuming constant volatility as per the selected bar. Below is an attempt which obviously throws Error 10: Array subscript out of range whenever a bar is selected that provoke the lines to be plotted beyond Barcount - 1.

_SECTION_BEGIN( "Probability Cone" );
     SetChartOptions( 0, chartShowDates );
   
     PrcFld = ParamField( "Price Field", 3 );
     chPrcFld = ParamToggle( "Choice Field Hi-Lo", "Field|H-L", 0 );
     //volTyp = ParamList( "Vol. Type", "GARCH|VIX|IV", 2 );
     vol = 0.10; //Assumed Volatility (ideally based on volTyp)
     intrvl = Param( "No. of days ahead", 5, 1, 252 );
     stdPer = Param( "Std. Dev.", 2, 1, 5, 0.5 );   

     bi = SelectedValue( BarIndex() );
   
     stdDev = Null;
     u = Null;
     d = Null;
     ctr = 0;
   
     if( ( bi + intrvl ) <= Status( "lastvisiblebar" ) )
     {
         for( i = bi; i <= bi + intrvl; i++ )
         {
             stdDev[ i ] = stdPer * ( PrcFld[ bi ] * vol[ bi ] * sqrt( ctr / 365 ) );
             if( chPrcFld )
             {
                 u[ i ] = H[ bi ] + stdDev[ i ];
                 d[ i ] = L[ bi ] - stdDev[ i ];
             }
             else
             {
                 u[ i ] = PrcFld[ bi ] + stdDev[ i ];
                 d[ i ] = PrcFld[ bi ] - stdDev[ i ];
             }
             ctr++;
         }
     }
     else
     {
             //Not able to think !!!
     }
   
     Plot( C, "", colorDefault, styleCandle );
     Plot( u, "", colorBlue, styleLine | styleNoLabel | styleNoRescale, Null, Null, 0, 1, 2 );
     Plot( d, "", colorYellow, styleLine | styleNoLabel | styleNoRescale, Null, Null, 0, 1, 2 );
   
     //PlotText( NumToStr( u[ bi + intrvl ], 1.2 ), bi + intrvl + 2, u[ bi + intrvl ], colorBlue );
     //PlotText( NumToStr( d[ bi + intrvl ], 1.2 ), bi + intrvl + 2, d[ bi + intrvl ], colorYellow );
   
     Title = "{{DATE}} C " + C;
_SECTION_END();

The challenge that I am attempting to apprehend is to pinpoint (Lookup for) the expiration date ahead of the end of arrays. How do I find the number of bars between a future expiration date (for which a candle is yet to form) and a selected bar?

Please suggest an approach on how to achieve the below:

Thank you !

 

[MarkBrown]

Next 3rd Friday function out of MultiCharts - maybe you can glean something fro it.

inputs:
Series( numericsimple ) ;

variables:
var0( 0 ),
var1( 0 ),
var2( 0 ),
var3( 0 ),
var4( 0 ),
var5( 0 ),
var6( 0 ),
var7( 0 ),
var8( 0 ),
var9( 0 ),
var10( 0 ) ;



var0 = DayOfMonth( Date ) ;
var1 = Month( Date ) ;
var2 = Year( Date ) ;

var3 = DayOfWeek( var2 * 10000 + var1 * 100 + 1 ) ;
if var3 < 6 then
var4 = 6 - var3
else
var4 = 7 ;

var5 = var4 + 14 ;
if var5 > var0 then
var7 = var1 + Series - 1
else
var7 = var1 + Series ;

if var7 > 12 then
begin
var7 = var7 - 12 ;
var8 = var2 + 1 ;
end
else
var8 = var2 ;

var3 = DayOfWeek( var8 * 10000 + var7 * 100 + 1 ) ;
if var3 < 6 then
var4 = 6 - var3
else if var3 = 6 then
var4 = 7 ;
var6 = var4 + 14 ;
var9 = DateToJulian( var8 * 10000 + var7 * 100 + var6 ) ;
var10 = DateToJulian( Date ) ;
Next3rdFriday = var9 - var10 ;

 

[ChimpTrader]

The dilemma that I am trying to solve in Amibroker is how do I correct:

dt = DateTime();
lastbar = BarCount - 1;

_TRACEF( "Next to lastbar Datetime: %0.0f", dt[ lastbar + 1 ] );

So basically I am wondering to figure out a way in AFL in order to get hold of these dates of future bars on which a candle is yet to form?

Thank you!

 

[SteveH]

Go to forum.amibroker.com. That's where the Amibroker experts hang out. And if they don't answer then Tomasz (creator of Amibroker) steps in and makes everyone feel stupid for how simple he makes it look.