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Futures data typically includes Open Interest by default.
The Futures Mag article at:
http://www.boomj.com/?page=politics/newsdetail
<http://www.boomj.com/?page=politics/newsdetail&storyID=112554117&password=f
gjqui> &storyID=112554117&password=fgjqui
has the following formula:
CumulativeSum (Open Interest * (Close - Close. 1) / (True High - True Low))
+ OBV
Translating this to MetaStock and doing a bit of code trickery for the True
High/True Low
CUM(OI * (C - REF(C,-1)) / ((H - L + Abs(H - Ref(C,-1)) + Abs(L -
Ref(C,-1)) )/2)) + OBV(V)
Hope that helps.
Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
markets in Australia, Asia, Canada, Europe, UK & USA -
www.premiumdata.net <http://www.premiumdata.net/>
From: equismetastock@xxxxxxxxxxxxxxx [mailto:equismetastock@xxxxxxxxxxxxxxx]
On Behalf Of pumrysh
Sent: Monday, 10 December 2007 8:48 AM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: [EquisMetaStock Group] Re: Larry Williams' POIV indicator
Eric,
The calculation requires open interest. That is not commonly imported
as part of the price structure. High, low, open, and close are. So
unless you have a method of importing this data the calculation cannot
be done.
Preston
[Non-text portions of this message have been removed]
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