Need Afl for Open Interest, Price & Volume

[sylc]

Hello,

I need a AFL file with below condition to track futures and options trading.

Thanks in advance.
Syrus

 

[colion]

You can define rising and falling in a number of ways. Here are a couple of ways using Ref() and MA():

risingANYTHING = ANYTHING > ref( ANYTHING, -1 );
fallingANYTHING = ANYTHING < ref( ANYTHING, -1 );

or

risingANYTHNG = ANYTHING > MA( ANYTHNG, Period );
fallingANYTHNG = ANYTHING < MA( ANYTHING, Period );

where ANYTHING can be Price, Volume, Open Interest, etc.

Then, for example,

strongUp = risingPrice AND risingVolume AND risingOpenInterest;

Do similar with the appropriate variables for weakUp, strongDown and weakDown.

 

[nraja5]

Sir please convert this open interest , price , volume relationship into AFL code