I'm interested in trying to build an indicator like the Decennial Cycle or Larry William's Trading Day of the Month...
What is the best way to find the First Trade Date of a security without needing data outside of Thinkorswim? The best I could think of was a fold using the counting of trading days backwards (so to speak) and then another fold to build the indicator forward. Is that the best approach or is there a better way I'm not seeing/finding?
EDIT: Perhaps I should just start with a date like Jan 1, 1900, ignore non-trading days, and use a recursion or compound? At least that's the thought now. Any thoughts are appreciated.
What is the best way to find the First Trade Date of a security without needing data outside of Thinkorswim? The best I could think of was a fold using the counting of trading days backwards (so to speak) and then another fold to build the indicator forward. Is that the best approach or is there a better way I'm not seeing/finding?
EDIT: Perhaps I should just start with a date like Jan 1, 1900, ignore non-trading days, and use a recursion or compound? At least that's the thought now. Any thoughts are appreciated.
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