Open Interest analyzer system

Hello friends,
I am a management student pursuing my MBA finance from one of the top management institute in Mumbai. I have been a silent member of this group from last 9-10 months and have learnt a lot from various posts/files/reports posted on the group. I thought even I should contribute something for the investor community.
During one of my project at a leading brokerage house in Mumbai, I had developed a system to track/analyze Open Interest. This system has been used be at the Institutional Desk of the same brokerage house from last many months and has been giving great results.
Features of the system are follows:
Obtain top OI gainers and Losers for the day
Obtain bullish and bearish OI and Price Indicators
Historic analysis of OI changes (say for a ONGC Todays OI change was 15 % ,then system will search for similar OI changes in past 2 years with given range (say +-2 meaning OI change of 13-17%),and indicate what has been the price change in x future days from that particular day (x could be 1,2,3,..Etc)
Gives rollovers for the last week
Gives what has been current rollover during any of the day of expiry week and what has been the average rollover that particular numbered day in the past (say average rollover for 3rd day of expiry)
Now I will be generating daily reports from the system and sending across the group, so that community can take informed short term trading decision.
P.S.I have put the snapshots of the system in files section and todays report with the mail.
Cheers
Tirthank Shah
tirthankshah@**********

u say results are gr8...pls can u post the results of actual trades undertaken by the system...also does the system mention the buy/sell prices.

also provide the logic for the system...i mean the buy/sell & scan conditions...it will help us to put in in a programmable format which can be used by the tech analysis softwares.

gtlintra,

A warm Welcome to the Forum.Rarely the 1st post of a member moved me so much,am looking forward to learn from you.

Asish

these has been told to me by my project guide who is currently using it.now i have updated the file and uploaded all bhavcopies.
the system gives that snapshot which i showed.den der is a module..which lets input follwoing
1.stock name
2% oi change
3 range of oi
4.furure movement day

so if i see the X company stock had OI change of 20% which is not normal..so i will module will search the system..frm last 1.5 years data and see wat has been been movemt in next n days..after such a OI change..so i can take a judgement..this does not generates a buy/sell target.Generally its been used with other tech-analysis system for trend analysis

thanks...

calls did pretty well toda
ONFC was up by 8% during the day
Sesa Goa was down by 2% and Essar OIl by 4 % during the day
tech mahindra dint do well as it had a good opening

lets wait for next calls

Would you be posting the snapshots daily? Do not upload the file, just copy paste the tables -- that'd get around the upload limit.

today's file

tried..but cudnt......will remove files posted once limit exceeds

Hi gtlintra,
Congratulation for great work.. and producing good analysis result.
I will be looking forward for your posts everyday.
Not sure if one can jump in the trade only on the basis of OI analysis. For trading we still need the price levels for Buy/ Target/ Stoploss..

But certainly, this will be a great input as additional parameter in anybody's analysis.

Keep the great work going..