Hi there,
I need to Check ORB Open Price of Nifty 50 spot (09:15 to 09:29) and construct Condition Builder in Options with Strike price as ORB open of Nifty spot, If LTP of Option (with strike price as Nifty 50 ORB open) cross below the ORB Low of the Option (with strike price as Nifty 50 ORB open), then it should take the trade. I coded the below
But in above condition, only Option with Strike as ATM is checked and not the strike of ORB Open of Nifty 50 spot. But i need to select the Option with Strike as ORB Open (ORB from 09:15 to 09:29).
Basically my requirement is to build a condition builder with Option strike price as ORB Open (from 09:15 to 09:29) and check if LTP of PE Option with strike of ORB Open of Nifty Spot is lower than or equal to ORB of PE option with Strike of ORB Open of Nifty Spot.
Please advise.