Difference between revisions of "OpenInt"

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(Created page with "Returns the open interest of the current bar for tick and volume-based charts, and for time-based charts with resolutions of 24 hours or less: - the volume traded on Down tic...")
 
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==== Usage ====
 
==== Usage ====
[[OpenInt]]
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<syntaxhighlight>OpenInt</syntaxhighlight>
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==== Example ====
 
==== Example ====
 
Plot the open interest of the current bar:
 
Plot the open interest of the current bar:

Revision as of 12:19, 20 January 2012

Returns the open interest of the current bar for tick and volume-based charts, and for time-based charts with resolutions of 24 hours or less: - the volume traded on Down ticks will be returned if Build Volume On is set to Trade Volume - the number of Down ticks in the current bar will be returned if Build Volume On is set to Tick Count

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.

Usage

OpenInt

Example

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");