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.