ATM CE and ATM PE Caclulation - Amibroker AFL

ATM CE and ATM PE Caclulation

//Coded by Paris Kamal - Python Data Analyst
//website - www.marketcals.in
//Version 1.0.0.0
//Coded Date : 9-Dec-2019


_SECTION_BEGIN("ATM CE and ATM PE Caclulation");


iInterval= Param("Strike Interval",50,1,5000,1);



//ATM Calculation using Static Variables
//iCE & iPE temporary variables

for (i=0;i<BarCount;i++)

{
latest_price = C[i];
iPE = latest_price-(latest_price%iInterval);
iCE = iPE;

if((latest_price%iInterval) > 0 ){
	iCE = iPE+iInterval;
	}
	
//ATM CE and ATM PE Symbol String formation	

StaticVarSetText("CE"+i,StrFormat("%.0f",iCE)+"CE");
StaticVarSetText("PE"+i,StrFormat("%.0f",iPE)+"PE");

//For Debugging Purpose
//_TRACE("CE "+iCE+" PE "+iPE);


}

//CE and PE variables stores only the recent value or selected value from the static arrays
CE = StaticVargetText("CE"+BarIndex());
PE = StaticVargetText("PE"+BarIndex());

//Dasboard

GfxSelectFont( "BOOK ANTIQUA", 12, 100 );

GfxSetBkMode( 1 ); 

GfxSetTextColor ( colorWhite ); 

GfxSelectSolidBrush( colorDarkGrey );

pxHeight = Status( "pxchartheight" ) ; 
xx = Status( "pxchartwidth"); 
Left = 1100; 
width = 310; 
x = 5; 
x2 = 290; 
y = pxHeight; 

GfxSelectPen( colorLightBlue, 1); // border color 

GfxRoundRect( x, y - 155, x2, y-30 , 7, 7 ) ; 



GfxTextOut( "ATM Call " +CE,13,y-130);
GfxTextOut( "ATM Put " +PE,13,y-110);
GfxTextOut("LTP - "+close,13,y-90);
GfxTextOut("Strike Interval - "+iInterval,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();