Close Price based on X Date
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Close Price based on X Date


ThinkOrSwim

Created July 2nd 2019 by jimderbehr
Updated July 7th 2019 by Nube
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Close Price based on X Date

  #1 (permalink)
Rowland Heights, CA USA
 
 
Posts: 3 since Jul 2019
Thanks: 1 given, 0 received

Close Price based on X Date

I am trying to get a close price based on certain previous date, right now is based on EX-Dividend date, however TOS doesnt allow me to use that date. Below code for reference


#I can declare the X amount of days since last Ex Div Date
def LastXDiv= (GetEventOffset(Events.DIVIDEND, -1));

#But unable to put it under close parameters as below, it does not accept the Def variable LastXDiv or if I type out it all out.
#def LastXDivClose = close[GetEventOffset(Events.DIVIDEND, -1)];
#However I can get TOS to accept as below, but this would the result would be the next amount dividend days, not for previous.

def LastXDivClose = close[Events.DIVIDEND];



#right now I can only way I can get it to semi-working is to put label and find out X amount of days then change the input manually each time, but too tedious and wondering any work around for it.

input DaySinceLastXDiv = 2;
input CloseDay= 1;

def LastXDiv= (GetEventOffset(Events.DIVIDEND, -1));
def PrevDivClose = close(period = dayagg)[DaySinceLastXDiv];
def CurrentDayClose = close(period = dayagg)[CloseDay];
def PercentGain = (PrevdivClose - CurrentDayClose)/CurrentDayClose;

AddLabel(yes, LastXDiv + ": " + round(Percentgain,2) + "%" );

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  #2 (permalink)
Minneapolis Minnesota
 
 
Posts: 23 since Jul 2019
Thanks: 0 given, 10 received

Try this

 
Code
def dayClose = close(period = AggregationPeriod.DAY);
def divvieClose = if !IsNaN(GetDividend()) then dayClose else divvieclose[1];
def dow = GetDayOfWeek(GetYYYYMMDD());
def daysSinceDivvie = if !IsNaN(GetDividend()) then 
                        0 else if dow != dow[1] then
                                 daysSinceDivvie[1] + 1 else
                                 daysSinceDivvie[1];

plot ClosePriceOnDivviDate = divvieClose; 
AddLabel(1, "Days Since Last Dividend: "+daysSinceDivvie, Color.Gray);


Last edited by Nube; July 4th, 2019 at 03:40 PM.
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  #3 (permalink)
Rowland Heights, CA USA
 
 
Posts: 3 since Jul 2019
Thanks: 1 given, 0 received


Thanks, but I tried that and seems doesn't work, as I want to get the DayClose of the Last Previous Div date, but when I use your code and just add one extra line, and use the "daysSinceDivvie" as the length number for Close it doesn't accept it as says it only accepts constant. Which is the same error I got when I did it my way.

def prevdivclose = close(period = AggregationPeriod.DAY)[daysSinceDivvie];

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  #4 (permalink)
Minneapolis Minnesota
 
 
Posts: 23 since Jul 2019
Thanks: 0 given, 10 received


jimderbehr View Post
Thanks, but I tried that and seems doesn't work, as I want to get the DayClose of the Last Previous Div date, but when I use your code and just add one extra line, and use the "daysSinceDivvie" as the length number for Close it doesn't accept it as says it only accepts constant. Which is the same error I got when I did it my way.

def prevdivclose = close(period = AggregationPeriod.DAY)[daysSinceDivvie];

Don't add anything. It's already plotting the close price for the day of the last dividend.

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  #5 (permalink)
Rowland Heights, CA USA
 
 
Posts: 3 since Jul 2019
Thanks: 1 given, 0 received

Sorry I was being dumb, I was fixated on just what the label was showing didnt actually saw the plot itself. It works now thanks for your help.

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  #6 (permalink)
Minneapolis Minnesota
 
 
Posts: 23 since Jul 2019
Thanks: 0 given, 10 received


jimderbehr View Post
Sorry I was being dumb, I was fixated on just what the label was showing didnt actually saw the plot itself. It works now thanks for your help.

No problem. It isn't obvious when skimming the code. The value not being [indexed] makes it a little confusing.

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