Open Interest analyzer system

S

skarpio

Active Member
#11
#11
If you have Acrobat Pro/Std, export to Text and then some formatting ;)
Code: 
OI SNAPSHOT 



OI AND PRICE 

INCREASING OI AND INCREASING PRICE  
COMPANY  % OI CHANGE  % PRICE CHANGE  PRICE  
GNFC            20.37           0.36                139.75  
RANBAXY       19.84           1.25                525.35  
MARUTI         13.44           1.98                761.30  
CHAMBLFERT  12.35           4.75                  82.70  
ONGC            12.18           8.00                957.10  

INCREASING OI AND DECREASING PRICE  
COMPANY  % OI CHANGE  % PRICE CHANGE  PRICE  
RENUKA         35.25             -8.84                 96.95  
BANKINDIA     32.15             -4.91                256.55  
BPCL             18.10             -6.35                301.85  
TRIVENI         12.31             -5.59                 90.35  
EDUCOMP       11.12             -4.38              3494.50  

DECREASING OI AND INCREASING PRICE  
COMPANY        % OI CHANGE  % PRICE CHANGE  PRICE  
CROMPGREAV   -11.52             4.35                  237.30  
DRREDDY         -9.04              4.82                  700.80  
HDFCBANK       -8.11               2.73                1248.15  
SUZLON          -7.76               9.18                  269.45  
NAGARCONST   -7.73              4.46                   188.70  

DECREASING OI AND DECREASING PRICE  
COMPANY     % OI CHANGE  % PRICE CHANGE  PRICE  
PATELENG     -4.75             -1.12                 445.40  
J&KBANK       -4.55             -1.69                 622.15  
M&M            -3.76             -0.95                 563.05  
POWERGRID   -3.39             -0.17                  87.95  
SOBHA          -1.57             -0.02                 446.30
Agreed it doesn't look that nice! One more thing, how are you generating the pdfs?
 
G

gtlintra

New Member
#12
#12
skarpio said:
If you have Acrobat Pro/Std, export to Text and then some formatting ;)
Code: 
OI SNAPSHOT 



OI AND PRICE 

INCREASING OI AND INCREASING PRICE  
COMPANY  % OI CHANGE  % PRICE CHANGE  PRICE  
GNFC            20.37           0.36                139.75  
RANBAXY       19.84           1.25                525.35  
MARUTI         13.44           1.98                761.30  
CHAMBLFERT  12.35           4.75                  82.70  
ONGC            12.18           8.00                957.10  

INCREASING OI AND DECREASING PRICE  
COMPANY  % OI CHANGE  % PRICE CHANGE  PRICE  
RENUKA         35.25             -8.84                 96.95  
BANKINDIA     32.15             -4.91                256.55  
BPCL             18.10             -6.35                301.85  
TRIVENI         12.31             -5.59                 90.35  
EDUCOMP       11.12             -4.38              3494.50  

DECREASING OI AND INCREASING PRICE  
COMPANY        % OI CHANGE  % PRICE CHANGE  PRICE  
CROMPGREAV   -11.52             4.35                  237.30  
DRREDDY         -9.04              4.82                  700.80  
HDFCBANK       -8.11               2.73                1248.15  
SUZLON          -7.76               9.18                  269.45  
NAGARCONST   -7.73              4.46                   188.70  

DECREASING OI AND DECREASING PRICE  
COMPANY     % OI CHANGE  % PRICE CHANGE  PRICE  
PATELENG     -4.75             -1.12                 445.40  
J&KBANK       -4.55             -1.69                 622.15  
M&M            -3.76             -0.95                 563.05  
POWERGRID   -3.39             -0.17                  87.95  
SOBHA          -1.57             -0.02                 446.30
Agreed it doesn't look that nice! One more thing, how are you generating the pdfs?
Click to expand...
word to pdf
 
K

kenneth

Well-Known Member
#13
#13
Hi Tirthank,

Very interesting. Just a few observations.

On scanning the data on the 4th I found that IVRPrime had a increased in O/I .99% where as your table shows .-5.1% Stock was up by 6.8% today.

Code: 
Ticker	Date/Time	Close	OI	Per Oi	MACD BUY	TrgetRSI	TrgetVola	ADX	Change%	Vol	
	
IVRPRIME6/4/2008	211.55	1.00	0.99	210.58	254.46	246.99	21.26	2.25	105014	
ONGC	6/4/2008	886.20	1.00	4.13	825.51	992.78	966.02	44.16	5.59	7031564

Suzzlon O/I today has decreased -7.73 but price has increased by 9.1% and a buy for tomorrow.Could you please clarify the buy trend signal when the O/I has decreased.

Thanks & Regards
Ken
 
Last edited:
G

gtlintra

New Member
#14
#14
kenneth said:
Hi Tirthank,

Very interessting. Just a few obsevations.

On scanning the data on the 4th I found that IVRPrime had a increased in O/I .99% where as your table shows .-5.1% Stock was up by 6.8% today.

Code: 
Ticker	Date/Time	Close	OI	Per Oi	MACD BUY	TrgetRSI	TrgetVola	ADX	Change%	Vol	
	
IVRPRIME6/4/2008	211.55	1.00	0.99	210.58	254.46	246.99	21.26	2.25	105014	
ONGC	6/4/2008	886.20	1.00	4.13	825.51	992.78	966.02	44.16	5.59	7031564

Suzzlon O/I today has decreased -7.73 but price has increased by 9.1% and a buy for tomorrow.Could you please clarify the buy trend signal when the O/I has decreased.

Thanks & Regards
Ken
Click to expand...
shorts r covered.short term bottom identified by market.
 
J

justnifty

New Member
#15
#15
Hi Thirthank,

tracking increase or decrease in the OI independently (eod) would probably give a skewed picture. Would it make more sense to track past price (with the historical OI movements that you are already tracking) movements in context of increase/decrease in OI....

Let me explain...
Let is say there is a case of accumulation of a particular script. one of the text book method that could be followed would be to sell futures and buy spot and moving the price northwards in the first half of the derivative cycle. That would mean that "non-smart" money would be parked in longs.

If the price were to move down during the second half of the expiry cycle, the longs would be covered thus decrease in OI and decrease in price. Thus this would be a "north trend" for us... in reverse case (distribution) the price and shorts would continue northward, the same observation in the first half of the month would probably be a "south trend".

i.e. the delta OI and delta price would be probably seen in context of north-south movement (and the extent of it). so if one would look at history, the equivalent change in OI has to be preceded by the similar north south movement in price....

I hope I am making sense. But love your model. Will keep exchanging thoughts and have fun.

Just Nifty (xmatiz-77)
 
G

gtlintra

New Member
#16
#16
justnifty said:
Hi Thirthank,

tracking increase or decrease in the OI independently (eod) would probably give a skewed picture. Would it make more sense to track past price (with the historical OI movements that you are already tracking) movements in context of increase/decrease in OI....

Let me explain...
Let is say there is a case of accumulation of a particular script. one of the text book method that could be followed would be to sell futures and buy spot and moving the price northwards in the first half of the derivative cycle. That would mean that "non-smart" money would be parked in longs.

If the price were to move down during the second half of the expiry cycle, the longs would be covered thus decrease in OI and decrease in price. Thus this would be a "north trend" for us... in reverse case (distribution) the price and shorts would continue northward, the same observation in the first half of the month would probably be a "south trend".

i.e. the delta OI and delta price would be probably seen in context of north-south movement (and the extent of it). so if one would look at history, the equivalent change in OI has to be preceded by the similar north south movement in price....

I hope I am making sense. But love your model. Will keep exchanging thoughts and have fun.

Just Nifty (xmatiz-77)
Click to expand...
dude...got ur point..seems that u have been in the market from a long time..m just learning new concepts and trying to implement with watever technical knowledge i have..u wrote that it is one of the text book method.could u plz tell me such book where things r explained more frm practical point of view ,coz i have been reading hull where its more abt thoery but awesomely explained :)
 
K

kenneth

Well-Known Member
#18
#18
Code: 
Ticker	Date/Time	Close	OI	Per Oi	MACD BUY	TrgetRSI	TrgetVola	ADX	Change%	Vol	
BOSCHLTD6/9/2008	4061.65	1.00	22.37	4033.46	4254.83	4312.47	20.97	0.03	9060	
HEROHONDA6/9/2008	772.20	1.00	14.00	774.25	876.14	868.83	19.78	2.14	308462	
J&KBANK	6/9/2008	621.40	1.00	4.51	626.81	704.48	699.89	15.42	0.04	18244	
LUPIN	6/9/2008	700.80	1.00	3.49	718.89	787.24	808.99	33.37	7.98	404237	
TATAPOWER6/9/2008	1286.40	1.00	3.34	1238.96	1544.90	1494.06	23.01	0.80	650796	
NATIONALUM6/9/2008	515.95	1.00	2.49	516.24	589.07	600.78	29.45	4.86	492366
 
A

abhinkoi

Active Member
#20
#20
I am using Amibroker for TA. Is it possible to use this analyzer in Amibroker or it works independently only on Bhavcopy as input? Please share your experience as to how to get the required data?

Thanks
Abhinav
 
You must log in or register to reply here.
Thread starter Similar threads Forum Replies Date
Y Participant wise Open Interest historical data End of Day 1
S Open Interest, Max Pain & Options Greeks app Trading Resources 12
G Security in ban period showing rising open interest Derivatives 3
J Open Interest Analysis Derivatives 1254
R Regarding Option Open Interest Options 29

Similar threads