Rajandran R Follow Creator of OpenAlgo Sketchmaker, RagZ. Building GenAI Applications. Telecom Engineer turned Full-time Derivative Trader. Mostly Trading Nifty, Banknifty, High Liquid Stock Derivatives. Trading the Markets Since 2006 onwards. Using Market Profile and Orderflow for more than a decade. Designed and published 100+ open source trading systems on various trading tools. Now the recent curiosity on building Trading AI Agents.

Last 1 Hour Intraday Range on Expiry Day – Amibroker AFL Exploration Code

February 23, 2023 27 sec read

Here is a simple AFL exploration code that scans and retrieves the last 1 hour of Intraday high and low range on expiry day. Generating this sort of statistics can be further analyzed particularly if you are a weekly options trader.

Amibroker AFL Code for Last 1 Hour Intraday Range on Expiry Day

//Coded by Rajandran R - Founder - Marketcalls / Creator - OpenAlgo
//Coded on 22nd Feb 2023
//Website - www.marketcalls.in / www.openalgo.in
//Exploration Module

_SECTION_BEGIN("Computing Last 1 Hour Range on Weekly Expiry");

starttime = 143000;
endtime = 153000;

hi = HighestSince(TimeNum()==starttime,High);
lo = lowestSince(TimeNum()==starttime,low);

range = hi-lo;

Filter = TimeNum()==endtime AND DayOfWeek()==4;
AddColumn(Close,"LTP");
AddColumn(Hi,"High Value");
AddColumn(Lo,"Low Value");
AddColumn(range,"Last Hour Range");


_SECTION_END();