Hi, this script is the version of Accumulation / Distribution Money Flow (ADMF) that uses Open Interes ts in the required markets instead of Volume. Can be set from the menu. (Futures/Others) NOTE: I only modified this script. The original script belongs to cl8DH. Original of the script: I think it will make a difference in the future and commodity markets. ...
This is the improved version of Stochastic Money Flow Index script that uses Open Interest instead of volume in Future markets. I think it will make a difference especially in Future and CFD markets. Since the system will pull data from Quandl, CFTC reports may cause repaint when disclosed. So if you use it during the weekly time frame (1W), it will definitely...
CAUTION : This system was inspired from seiglerj' s "Money Flow Index " script. Open Interests are used instead of volume. What is the Money Flow Index ( MFI )? The Money Flow Index ( MFI ) is a technical oscillator that uses price and volume for identifying overbought or oversold conditions in an asset. It can also be used to spot divergences which warn of a...
Firstly : LazyBear ' s "Weiss Wave " codes are used for open interests. Original Weiss Wave Volume : Let's start : Open Interest vs. Volume: An Overview Volume and open interest are two key measurements that describe the liquidity and activity of contracts In the options and futures markets. However, their meanings and applications are different. Volume...
CFTC only publishes total OI on fridays, related to last Tuesday. But what happened since last Tuesday? CME Vol & Open Interest data is recorded&exported daily by quandl.com to tradingview via the che CHRIS/CME datasets www.quandl.com Eg. Nat Gas next outstanding cntract n. 20, field n. 7(OI) @quandl.com: www.quandl.com is exported...
Daily e-o-d Open Interest as published by CME. As CFTC COT Open Interest relates to last Tuesday, here you can have an idea how things evolved day-by-day since then. As CME total OI is not accessibl as data, here I sum OI of the next 9 outstanding contracts, which gives a fair idea of the trend in OI
end-of-day Open Interest as provided by CME for D interval. Can select Commodity (Gold.Silver,Crude), year, contract (Feb,April,June,AugOct,Dec)