Đoạn mã: Tính toán quyền chọn mua và bán ATM/ITM/OTM từ Giá giao ngay: Amibroker AFL

//Coded by Rajandran R - Marketcalls
//website - www.marketcals.in
//Version 1.0.0.1
//Coded Date : 04/07/2021

//Symbol Format - NIFTY29JUL2115700CE     Spot+Expiry+StrikePrice+OptionType(CE/PE)

_SECTION_BEGIN("ATM/ITM/OTM Caclulation");

EnableTextOutput(False);

spot = Paramlist("Spot Symbol","NIFTY|BANKNIFTY");
expiry = ParamStr("Expiry Date","29JUL21");

offsetCE = Param("CE Offset",-1,-40,40,1);
offsetPE = Param("PE Offset",-1,-40,40,1);

optionCEtype = WriteIf(offsetCE == 0, "ATM CE", WriteIf(offsetCE<0,"ITM"+abs(offsetCE)+" CE","OTM"+abs(offsetCE)+" CE"));
optionPEtype = WriteIf(offsetPE == 0, "ATM PE", WriteIf(offsetPE<0,"ITM"+abs(offsetPE)+" PE","OTM"+abs(offsetPE)+" PE"));


if(spot == "NIFTY")
{
Symbol = "NIFTY 50.NSE_IDX";
iInterval= 50;
}

if(spot == "BANKNIFTY")
{
Symbol = "NIFTY BANK.NSE_IDX";
iInterval= 100;
}

SetForeign(Symbol);
spotC = Close;
RestorePriceArrays();

//Maintain Array to Store ATM Strikes for each and every bar
strike = IIf(spotC % iInterval > iInterval/2, spotC - (spotC%iInterval) + iInterval,
			spotC - (spotC%iInterval));
strikeCE = strike + (offsetCE * iInterval);
strikePE = strike - (offsetPE * iInterval);

//Derives the Symbol Format from the Strike Price
symCE = spot+expiry+strikeCE+"CE";
symPE = spot+expiry+strikePE+"PE";

printf("\nTrading CE Symbol :"+symCE);
printf("\nTrading PE Symbol :"+symPE);
printf("\n");
//Datafeed Symbol Format
SymbolCE = symCE+".NFO";
SymbolPE = symPE+".NFO";

printf("\nDatafeed CE Symbol :"+SymbolCE);
printf("\nDatafeed PE Symbol :"+SymbolPE);

//Call Options LTP
SetForeign(SymbolCE);
CEclose = Close;
RestorePriceArrays();

//Put Options LTP
SetForeign(SymbolPE);
PEclose = Close;
RestorePriceArrays();

//Dasboard

GfxSelectFont( "BOOK ANTIQUA", 12, 100 );
GfxSetBkMode( 1 ); 
GfxSetTextColor ( colorWhite ); 
GfxSelectSolidBrush( colorDarkGrey );

pxHeight = Status( "pxchartheight" ) ; 
xx = Status( "pxchartwidth"); 
x = 5; 
x2 = 340; 
y = pxHeight; 

GfxSelectPen( colorLightBlue, 1); // border color 

GfxRoundRect( x, y - 155, x2, y-30 , 7, 7 ) ; 
GfxTextOut( optionCEtype+" :" +symCE,13,y-130);
GfxTextOut("CE Premium - "+CEclose,13,y-110);
GfxTextOut( optionPEtype+" :" +symPE,13,y-90);
GfxTextOut("PE Premium - "+PEclose,13,y-70);


_SECTION_END();


_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 
_SECTION_END();