Tracking FOMC Days Since 2006

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furytrader
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Tracking FOMC Days Since 2006

Postby furytrader » 09 Aug 2011

I put together the following simple function called "IsFedDay" that will tell you whether a particular historical date coincided with a scheduled FOMC monetary policy announcement:

The data goes from 2006 through June of this year. It may be helpful for day traders who wish to develop a model that trades only these days - or avoids these days.

Code: Select all


Inputs: SampleDate(NumericSimple);

IsFedDay = FALSE;

If SampleDate = 1060131 Then IsFedDay = TRUE;
If SampleDate = 1060328 Then IsFedDay = TRUE;
If SampleDate = 1060510 Then IsFedDay = TRUE;
If SampleDate = 1060629 Then IsFedDay = TRUE;
If SampleDate = 1060808 Then IsFedDay = TRUE;
If SampleDate = 1060920 Then IsFedDay = TRUE;
If SampleDate = 1061025 Then IsFedDay = TRUE;
If SampleDate = 1061212 Then IsFedDay = TRUE;

If SampleDate = 1070131 Then IsFedDay = TRUE;
If SampleDate = 1070321 Then IsFedDay = TRUE;
If SampleDate = 1070509 Then IsFedDay = TRUE;
If SampleDate = 1070628 Then IsFedDay = TRUE;
If SampleDate = 1070807 Then IsFedDay = TRUE;
If SampleDate = 1070918 Then IsFedDay = TRUE;
If SampleDate = 1071031 Then IsFedDay = TRUE;
If SampleDate = 1071211 Then IsFedDay = TRUE;

If SampleDate = 1080130 Then IsFedDay = TRUE;
If SampleDate = 1080318 Then IsFedDay = TRUE;
If SampleDate = 1080430 Then IsFedDay = TRUE;
If SampleDate = 1080625 Then IsFedDay = TRUE;
If SampleDate = 1080805 Then IsFedDay = TRUE;
If SampleDate = 1080916 Then IsFedDay = TRUE;
If SampleDate = 1081029 Then IsFedDay = TRUE;
If SampleDate = 1081216 Then IsFedDay = TRUE;

If SampleDate = 1090128 Then IsFedDay = TRUE;
If SampleDate = 1090318 Then IsFedDay = TRUE;
If SampleDate = 1090429 Then IsFedDay = TRUE;
If SampleDate = 1090624 Then IsFedDay = TRUE;
If SampleDate = 1090812 Then IsFedDay = TRUE;
If SampleDate = 1090923 Then IsFedDay = TRUE;
If SampleDate = 1091104 Then IsFedDay = TRUE;
If SampleDate = 1091216 Then IsFedDay = TRUE;

If SampleDate = 1100127 Then IsFedDay = TRUE;
If SampleDate = 1100316 Then IsFedDay = TRUE;
If SampleDate = 1100428 Then IsFedDay = TRUE;
If SampleDate = 1100623 Then IsFedDay = TRUE;
If SampleDate = 1100810 Then IsFedDay = TRUE;
If SampleDate = 1100921 Then IsFedDay = TRUE;
If SampleDate = 1101103 Then IsFedDay = TRUE;
If SampleDate = 1101214 Then IsFedDay = TRUE;

If SampleDate = 1110126 Then IsFedDay = TRUE;
If SampleDate = 1110315 Then IsFedDay = TRUE;
If SampleDate = 1110427 Then IsFedDay = TRUE;
If SampleDate = 1110622 Then IsFedDay = TRUE;

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