Rajandran R Telecom Engineer turned Full-time Derivative Trader. Mostly Trading Nifty, Banknifty, USDINR and 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. Strongly believe that market understanding and robust trading frameworks are the key to the trading success. Writing about Markets, Trading System Design, Market Sentiment, Trading Softwares & Trading Nuances since 2007 onwards. Author of Marketcalls.in and Co-Creator of Algomojo (Algorithmic Trading Platform for DIY Traders)

Expected Move Amibroker AFL Code

28 sec read

Expected Move for Nifty

In the last tutorial we had seen how to compute expected move for stock/index. In this tutorial we will be making Amibroker AFL for the expected value using that once can visualize the historical variations in the expected value.

Note : This AFL Code refers ATM straddles. Make sure those ATM Option Strikes for both CE and PE are loaded to get the necessary futures/stock/index symbols so it computes the Expected Move properly. External control is given to the user to represent in Expected Move in both percentage terms or range values. One can control those plot type from the Parameter window as shown in the above image.

Expected Move – Amibroker AFL Code

https://gist.github.com/dbd8a23dc8a61448a2c16ff5365cab6c

Rajandran R Telecom Engineer turned Full-time Derivative Trader. Mostly Trading Nifty, Banknifty, USDINR and 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. Strongly believe that market understanding and robust trading frameworks are the key to the trading success. Writing about Markets, Trading System Design, Market Sentiment, Trading Softwares & Trading Nuances since 2007 onwards. Author of Marketcalls.in and Co-Creator of Algomojo (Algorithmic Trading Platform for DIY Traders)

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7 Replies to “Expected Move Amibroker AFL Code”

  1. Hi Rajendra,

    I have EOD data subsciption from Viratech which I purchased after I read it on your website. The only issue I have is the data is in Metastock format which I have imported in Amibroker but the full name of the scrip is not displayed on charts or explorer or backtester. It is very difficult to identify which ticker it is. I suppose you use EOD data from Viratech,Please share how can I solve this issue ?

    1. Iam not a viratech user. But their software is designed in that way. But instead you can use full name to search for stock symbols.

      1. Hi,

        thanks for the response…In that case, which is a good cash EOD data provider for Amibroker?

        Thanks,
        Hardik Upadhyay.

  2. Hi Rajandran,
    I would like to know about a mechanism by means of which live data from Metatrader5 can be inputted to Ambibroker.I have followed an article of yours that describes transfer of live data from Metatrader4 to amibroker.How it can be done for Metatrader5, can you pls say!…..

  3. sir i need a afl for moving average crossover scanning afl. conditions need that when moving average crossover in 5 min, that time it should be crossed up in hourly. in scanning it shows buy1 when hourly crossed up if not then gives buy2. thanks in advance

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