Hi R,

 

I have a code below that looks at the first trading day of every month.
Any help towards improving this is welcome. However my question is how
do I generalize to look at every trading day of the every month like the
last or 15th  trading day of every month?

 

dat=read.csv("z:/ S&P-OHLC.csv")

dat[,1]=as.Date(dat[,1],"%m/%d/%Y")

dat=dat[,-(3:4)]

names(dat)[1]="Date"

yy=unique(format(dat[,1],"%Y"))

 

for(i in 1:
length(yy))dat[which(format(dat[,1],"%Y")==yy[i]),4]=months(dat[which(fo
rmat(dat[,1],"%Y")==yy[i]),1])

for(i in 1: (nrow(dat)-1))dat[i,5]=ifelse(dat[i,4]==dat[i+1,4],1,0)

new_dat=dat[(which(dat[,5]==0)+1),]

 

Thanks in advance for the help.

Ravi

 

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