Difference between revisions of "OpenInt"
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| − | Returns the open interest of the current bar for | + | Returns the open interest of the current bar for time-based charts with resolutions of 1 day or more. |
| − | For time-based charts with resolutions of 24 hours or less, OpenInt returns: | + | For tick and volume-based charts and for time-based charts with resolutions of 24 hours or less, OpenInt returns: |
* The volume traded on [[DownTicks|Down ticks]] will be returned if '''Build Volume On''' is set to '''Trade Volume''', or | * The volume traded on [[DownTicks|Down ticks]] will be returned if '''Build Volume On''' is set to '''Trade Volume''', or | ||
* The number of [[DownTicks|Down ticks]] in the current bar will be returned if '''Build Volume On''' is set to '''Tick Count''' | * The number of [[DownTicks|Down ticks]] in the current bar will be returned if '''Build Volume On''' is set to '''Tick Count''' | ||
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* OpenInt is supported for time-based charts with resolutions of 1 day or more. | * OpenInt is supported for time-based charts with resolutions of 1 day or more. | ||
* Please note that most [[:Category:Built-in_Data_Sources|data feeds]] provide only a limited history of volume and tick data; storing real-time feed data will ensure the availability of historical volume and tick data. | * Please note that most [[:Category:Built-in_Data_Sources|data feeds]] provide only a limited history of volume and tick data; storing real-time feed data will ensure the availability of historical volume and tick data. | ||
| + | * The range of returned values is limited by the [[MaxBarsBack]] setting. | ||
== Examples == | == Examples == | ||
Latest revision as of 12:38, 22 August 2012
Returns the open interest of the current bar for time-based charts with resolutions of 1 day or more.
For tick and volume-based charts and for time-based charts with resolutions of 24 hours or less, OpenInt returns:
- The volume traded on Down ticks will be returned if Build Volume On is set to Trade Volume, or
- The number of Down ticks in the current bar will be returned if Build Volume On is set to Tick Count
Usage
OpenInt
Notes
- OpenInt is supported for time-based charts with resolutions of 1 day or more.
- Please note that most data feeds provide only a limited history of volume and tick data; storing real-time feed data will ensure the availability of historical volume and tick data.
- The range of returned values is limited by the MaxBarsBack setting.
Examples
Plot the open interest of the current bar:
Plot1(OpenInt, "Open interest");
Plot the open interest of the previous bar:
Plot1(OpenInt of 1 Bar Ago, "Previous bar's open interest");
Plot the open interest of two bars ago:
Plot1(OpenInt[2], "Open interest 2 bars ago");
