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