Re: [EquisMetaStock Group] Sign of Open Interest Change

[Richard Dale <richard@xxxxxxxxxxxxxxx>]

Hi Alex

Indicators need to return a numeric value for further comparison/testing purposes - so let's try 1 and -1 as the results.

IF(ROC(OI,1,$)>=0,1,-1)

Returns 1 if unchanged or positive change
Returns -1 if negative change

-- 
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

On 13/11/2008 10:47 PM, Alex Spiroglou wrote:

Dear Listmembers,

 

I am trying to build an indicator that includes

a comparison of the change in Open Interest.

 

COI = Change in Open Interest (+ or -)

 

How could I have the COI as negative or positive

compared to the previous day, without the actual value ?

 

i.e today OI = 100,000

    yestredray OI = 150,000

    the COI = -   

    (not -50,000)

 

thanks in advance

Alex

 

 

__._,_.___

Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___