Probability Cone in AmiBroker

[lennon]

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?

Thank you !

[fxshrat]

You may use Low Level Graphics for that.
I have made it so that the Cone values are stored to Matrix.

Then from start point -> last bar the cone is drawn to the right side.

lastbar = BarCount-1

Then in loop



for( i = 0; i < rownum; i++ ) {
   fut_bars = lastbar + i;
   x1 = fut_bars-1;
   x2 = fut_bars;
// etc. y1, y2, Gfx code
}


[lennon]

Thank you for the loop.

But how do I solve?

dt = DateTime();



lastbar = BarCount - 1;

_TRACEF( "lastbar %0.0f", dt[ lastbar + 1 ] );