Many traders study changes in open interest with change in price and then try and anticipate what will happen next.
This AFL lists the % change of the underlying and also the change in the open interest. You can then sort the respective columns and develop your trading strategy.
More info on open interest is available at http://www.vfmdirect.com/info/open.html
And this is the AFL
>>>
<<<
This AFL lists the % change of the underlying and also the change in the open interest. You can then sort the respective columns and develop your trading strategy.
More info on open interest is available at http://www.vfmdirect.com/info/open.html
And this is the AFL
>>>
Filter=1;
AddColumn(C,"Close",1.2);
AddColumn(ROC(C,1),"% change",1.2);
AddColumn(ROC(OpenInt,1),"% OI change",1.2);
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