ivan2007007 Posted October 18, 2013 Report Share Posted October 18, 2013 The formula of open interest. everyone understands that we almost impossible to get insider information in open interest . but I think it is possible to realize mathematically. With the help of mathematics , we will calculate the coefficient of mood within the day . What we have : volume, time , delta , price and nothing else. The most important of it all - TIME . Who will be the simplest math . Believe it or not Hoti . But the math works . Our task is to determine - Pulse force of Open Interest(ICOI).. To calculate the ICOI - you can use any number of bars but not less than 3 .... Factor ICOI with the sign " - " - in short interest ICOI factor with the "+ " - the interest in Long Guys help implement this formula in ninjatrader:: 0 to + \ - 0.5 weak pulse of + \ - 0.5 to + \ - 1.0 strong momentum Take for example the 5 bars. Now summarize the volume (V) - 21597 We summarize the time (T) -23089 or 6.41 hours We summarize the Delta with a sign (D) - +639 Sum up the price in points (minimum and maximum price for 5 bars) (P) - 25 points. Calculate the ratio of the range T \ R = k 6.41 \ 25 = 0.23 2. Calculate the ratio of the Delta D x 100% \ V = g 639 x 100% \ 21597 = 2.96% Calculate the IPSI K x G = IPSI 0.23 x 2.96 = 0.68 Or 68% - the momentum of open interest - strong ... The result - increased growth rates ... =================================================== С помощью математики мы будем вычислять коэффициент настроения, внутри дня. Что у нас есть: объем, время, дельта, цена и больше ничего. Главное из всего этого – ВРЕМЯ. Сейчас будет простейшая математика. Хотите верьте хоти нет. Но математика работает. Наша задача определить – Импульс Силы Открытого Интереса (ИСОИ).. Что бы высчитать ИСОИ – можно использовать любое кол-во баров но не меньше 3х…. Коэффициент ИСОИ со знаком «-« - интерес в шорт Коэффициент ИСОИ со знаком «+« - интерес в лонг ИСОИ от 0 до +\- 0.5 слабый импульс от +\- 0.5 до +\- 1.0 сильный импульс Возьмем к примеру 5 баров. Теперь суммируем объем (V) – 21597 Суммируем время (Т) -23089 или 6.41 часа Суммируем Дельту со знаком (D) - +639 Суммируем цену в пунктах (минимальная и максимальная цена за 5 баров) (Р) – 25 пунктов. Вычисляем коэффициент диапазона Т \ Р = k 6.41 \ 25 = 0.23 2. Вычисляем соотношение Дельты D x 100% \ V = g +639 х 100% \ 21597 = 2.96% Вычисляем ИСОИ K x G = ИСОИ 0.23 х 2.96 = 0.68 Или 68% - импульс Открытого Интереса – сильный… Результат – усиленный рост цены… ⭐ laser1000it and tryitagainmf 2 Quote Link to comment Share on other sites More sharing options...
ivan2007007 Posted October 18, 2013 Author Report Share Posted October 18, 2013 I do not know anything about programming. If someone is able to realzovat as an indicator that I think it would be very useful to all;) ================================== Я не разбираюсь в программировании. Если кто то сможет это реальзовать в виде индикатора то думаю это будет всем очень полезно ;) Quote Link to comment Share on other sites More sharing options...
kkrishna79 Posted October 18, 2013 Report Share Posted October 18, 2013 (edited) Hi Ivan, Can you ellaborate few factor V(volume) = is it total of 5 day or average of 5day volume T(time) = how are you calculating time, is it as per hours, min or days D(delta) = how do you find delta of symbol . Sum up the price in points (minimum and maximum price for 5 bars) (P) - 25 points. ?? IS IT AVERAGE OF 5 DAYS KINDLY MENTION DETAILS Calculate the ratio of the range T \ R = k (what is R VALUE or is it P as mention above) You mention that negative value will be short and positive value will be long. All value or result will be positive. Edited October 18, 2013 by kkrishna79 ⭐ laser1000it and tryitagainmf 2 Quote Link to comment Share on other sites More sharing options...
ivan2007007 Posted October 18, 2013 Author Report Share Posted October 18, 2013 Простите, я забыл приложить рисунок на котором был расчет. Выкладываю 1. The volume of the number of candles that you have chosen (объем количества свечей которые вы выбрали) 2. Time is translated in seconds (время переводим в секунды) 3. Delta look at every bar and believe it, folding (Дельту смотрим на каждый бар и ее считаем, складываем) 4. You are right, not 25, but 30 points. error in the calculations. Now all counted, see the changes. (Вы правы, не 25 а 30 пунктов. ошибка в расчетах. сейчас все пересчитал, смотрите изменения.) 5. "R" is the number of points. See above;) 0 to + \ - 0.5 weak pulse of + \ - 0.5 to + \ - 1.0 strong momentum Take for example the 5 bars. Now summarize the volume (V) - 21597 We summarize the time (T) -23089 or 6.41 hours We summarize the Delta with a sign (D) - +645 Sum up the price in points (minimum and maximum price for 5 bars) (P) - 30 points. Calculate the ratio of the range T \ Р = k 6.41 \ 30 = 0.21 2. Calculate the ratio of the Delta D x 100% \ V = g 645 x 100% \ 21597 = 2.98% Calculate the ICOI K x G = ICOI 0.21 x 2.98 = 0.63 Or 63% - the momentum of open interest - strong ... The result - increased growth rates ... picture: http://[email protected]/file/uedg5s Quote Link to comment Share on other sites More sharing options...
ivan2007007 Posted October 18, 2013 Author Report Share Posted October 18, 2013 Sorry, I forgot to attach picture which was the calculation. spread (Простите, я забыл приложить рисунок на котором был расчет. Выкладываю) 1. The volume of the number of candles that you have chosen (объем количества свечей которые вы выбрали) 2. Time is translated in seconds (время переводим в секунды) 3. Delta look at every bar and believe it, folding (Дельту смотрим на каждый бар и ее считаем, складываем) 4. You are right, not 25, but 30 points. error in the calculations. Now all counted, see the changes. (Вы правы, не 25 а 30 пунктов. ошибка в расчетах. сейчас все пересчитал, смотрите изменения.) 5. "R" is the number of points. See above;) 0 to + \ - 0.5 weak pulse of + \ - 0.5 to + \ - 1.0 strong momentum Take for example the 5 bars. Now summarize the volume (V) - 21597 We summarize the time (T) -23089 or 6.41 hours We summarize the Delta with a sign (D) - +645 Sum up the price in points (minimum and maximum price for 5 bars) (P) - 30 points. Calculate the ratio of the range T \ Р = k 6.41 \ 30 = 0.21 2. Calculate the ratio of the Delta D x 100% \ V = g 645 x 100% \ 21597 = 2.98% Calculate the ICOI K x G = ICOI 0.21 x 2.98 = 0.63 Or 63% - the momentum of open interest - strong ... The result - increased growth rates ... picture: http://[email protected]/file/uedg5s Quote Link to comment Share on other sites More sharing options...
leo1177 Posted October 18, 2013 Report Share Posted October 18, 2013 ochen interessno!!! Quote Link to comment Share on other sites More sharing options...
thedriver Posted October 18, 2013 Report Share Posted October 18, 2013 Sorry, I forgot to attach picture which was the calculation. spread (Простите, я забыл приложить рисунок на котором был расчет. Выкладываю) 1. The volume of the number of candles that you have chosen (объем количества свечей которые вы выбрали) 2. Time is translated in seconds (время переводим в секунды) 3. Delta look at every bar and believe it, folding (Дельту смотрим на каждый бар и ее считаем, складываем) 4. You are right, not 25, but 30 points. error in the calculations. Now all counted, see the changes. (Вы правы, не 25 а 30 пунктов. ошибка в расчетах. сейчас все пересчитал, смотрите изменения.) 5. "R" is the number of points. See above;) 0 to + \ - 0.5 weak pulse of + \ - 0.5 to + \ - 1.0 strong momentum Take for example the 5 bars. Now summarize the volume (V) - 21597 We summarize the time (T) -23089 or 6.41 hours We summarize the Delta with a sign (D) - +645 Sum up the price in points (minimum and maximum price for 5 bars) (P) - 30 points. Calculate the ratio of the range T \ Р = k 6.41 \ 30 = 0.21 2. Calculate the ratio of the Delta D x 100% \ V = g 645 x 100% \ 21597 = 2.98% Calculate the ICOI K x G = ICOI 0.21 x 2.98 = 0.63 Or 63% - the momentum of open interest - strong ... The result - increased growth rates ... picture: http://[email protected]/file/uedg5s please translate the picture from russian to english thanks Quote Link to comment Share on other sites More sharing options...
ivan2007007 Posted October 18, 2013 Author Report Share Posted October 18, 2013 what is written on the picture, it is not relevant to this topic. there simply written arguments about trade futprint. Do not pay attention. I put the picture on which the calculation made by the bar. so that you can understand what and how. thedriver 1 Quote Link to comment Share on other sites More sharing options...
ivan2007007 Posted October 18, 2013 Author Report Share Posted October 18, 2013 You can do it in ninjatrader? sorry for my english ( Quote Link to comment Share on other sites More sharing options...
leo1177 Posted October 18, 2013 Report Share Posted October 18, 2013 http://www.bilder-upload.eu/show.php?file=81efaf-1382105384.jpg thedriver 1 Quote Link to comment Share on other sites More sharing options...
ivan2007007 Posted October 18, 2013 Author Report Share Posted October 18, 2013 the picture vydeliny black bars on the 5 that was the calculation Quote Link to comment Share on other sites More sharing options...
ivan2007007 Posted October 18, 2013 Author Report Share Posted October 18, 2013 in the picture are highlighted with black bars on the 5 that was the calculation Quote Link to comment Share on other sites More sharing options...
thedriver Posted October 18, 2013 Report Share Posted October 18, 2013 You can do it in ninjatrader? sorry for my english ( no sorry , i'm not a ninja programmer regars Quote Link to comment Share on other sites More sharing options...
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