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Open Interest with Exploration for Amibroker (AFL)
Rating:
5 / 5 (Votes 2)
Tags:
OI, Open Interest, Option Chain, amibroker
Displays open interest data of current month.
It can explore based on OI filters.
Screenshots
Indicator / Formula
Copy & Paste Friendly
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 | //Author : Ashok Kumar Yadala//Credits to all authors , code adopted from open source authors and modified as per real time needs!_SECTION_BEGIN("Total OI");Symbol1OI_Vege=Foreign(Name(),"I"); V1 = Ref(V,-1);C1 = Ref(C,-1);oi1 = Ref(OI,-1);vol_up = V>V1;price_up = C>C1;oi_up = OI>OI1;vol_dn = V<V1;price_dn = C<C1;oi_dn = OI<OI1;ROChag = ROC(Symbol1OI_Vege,1);long_buildup = price_up AND vol_up AND oi_up;short_buildup = price_dn AND vol_up AND oi_up;long_unwinding = price_up AND vol_dn AND oi_dn;short_covering = price_dn AND vol_dn AND oi_dn;trendSTATUS =WriteIf(long_buildup,"long_buildup",WriteIf(short_buildup,"short_buildup",WriteIf(long_unwinding,"long_unwinding",WriteIf(short_covering,"short_covering"," "))));trendCOLOR = IIf(long_buildup, colorGreen,IIf(short_buildup, colorRed,IIf(long_unwinding, colorOrange,IIf(short_covering, colorLightBlue, colorWhite))));Plot(Symbol1OI_Vege ," Current Month OI",trendCOLOR ,styleHistogram);Title = Name() + " - " + Date() + ", " +" Open=" +WriteVal(O,1.0)+ ", " +" High=" +WriteVal(H,1.0)+ ", " +" Low=" +WriteVal(L,1.0)+ ", " +" Close=" +WriteVal(C,1.0) +", " +" OI=" +WriteVal(OI,1.0)+", " +" OI% Chg=" +WriteVal(ROChag,1.0);Long = (price_up AND oi_up AND C1>Ref(C1,-1) AND oi1 >Ref(oi1 ,-1));Short = ( price_dn AND oi_up AND C1<Ref(C1,-1) AND oi1 <Ref(oi1 ,-1));Filter = Long OR Short;AddColumn(C,"Close",1.2);AddTextColumn(trendSTATUS,"OI Status",1, colorBlack, trendCOLOR,width=110);AddColumn(C,"Close",1,IIf(C>Ref(C,-1),colorGreen,colorRed));AddColumn(ROC(C,1),"% Price change",1.2);AddColumn(Symbol1OI_Vege,"open interest",1,IIf(Symbol1OI_Vege>Ref(Symbol1OI_Vege,-1),colorGreen,colorRed));AddColumn(ROC(Symbol1OI_Vege,1),"% OI change",1.2);SetSortColumns( -7,-8);_SECTION_END(); |
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Sample
why do you use Symbol1OI_Vege=Foreign(Name(),“I”) instead of Symbol1OI_Vege=OI ?
bug:
long_unwinding : price should be down
short_covering : price should be up
My bad: code is fine..