Statistical Analysis Software Questions & Answers

This code is just a basic example of how to extract option data in Amibroker AFL. You could modify the code to extract more or different data, or to perform more complex analysis.

To use this code, you need to first install the Amibroker AFL library. Once you have installed the library, you can copy and paste the code into a new AFL script. Then, you can run the script by clicking on the Run button.

// This AFL code extracts option data from Amibroker.

// Define the variables.
string Symbol;
int Expiry;
int OptionType;
int Strike;

// Get the symbol.
Symbol = input(\"Symbol\", \"\");

// Get the expiry.
Expiry = input(\"Expiry\", 0);

// Get the option type.
OptionType = input(\"OptionType\", 1); // 1 = Call, 2 = Put

// Get the strike price.
Strike = input(\"Strike\", 0);

// Get the option data.
array Options = GetOptionData(Symbol, Expiry, OptionType, Strike);

// Print the option data.
Print(\"Option Data:\");
for (int i = 0; i < Options.Size(); i++) {
    Print(\"Symbol: \", Options[i][0]);
    Print(\"Expiry: \", Options[i][1]);
    Print(\"OptionType: \", Options[i][2]);
    Print(\"Strike: \", Options[i][3]);
    Print(\"Bid: \", Options[i][4]);
    Print(\"Ask: \", Options[i][5]);
    Print(\"Last: \", Options[i][6]);
    Print(\"Vol: \", Options[i][7]);
    Print(\"OpenInterest: \", Options[i][8]);
}

This code will first define the variables that you need, such as the symbol, expiry, option type, and strike price. Then, it will get the option data from Amibroker. Finally, it will print the option data to the console.

Here's an example of how you might write an AmiBroker AFL code to spot the highest volume of the day in a 5-minute timeframe:

    TimeFrameSet(in5Minute); // switch to 5 minute frame
    vol = Volume; // get the volume

    // switch back to original time frame
    TimeFrameRestore();

    // expand to original time frame
    vol = TimeFrameExpand(vol, in5Minute);

    // find the highest volume of the day
    highestVol = TimeFrameApply(inDaily, HHV, vol, 1);

    Plot(highestVol, Highest Daily Volume, colorBlue);
    

This code first switches to a 5-minute timeframe and gets the volume. It then switches back to the original timeframe and expands the volume of data to this timeframe. Finally, it finds and plots the highest volume of each day.

Note:This is a simple example and may need to be adjusted based on your specific needs. Always test your AFL scripts thoroughly before using them for actual trading. Also, remember that past performance is not indicative of future results.