Interesting question!
AutoHotkey scripts are interpret on runtime, the AHK runtime is bundled inside the .exe file and then interprets the script after 'unpacking' it from the .exe. Because of this any binary protection solution I've tried doesn't process AHK .exe files because it 'breaks out' the files and then evaluates. (my layman's understanding).
So I was under the impression that it wasn't possible, unless there is a AHK compiler that actually compiles AHK to exe files that do not require interpretation..
EDIT: perhaps it's using
http://www.ironahk.net/docs/autohotkey/ IronAHK:
Security
When scripts are compiled the source code is not attached to the binary file so it cannot be decompiled. This is unlike AutoHotkey which stores a full copy of the script with the compiled .exe which can be extracted and decrypted or read from process memory when it is executed.