For the current bar, getting open interest is not a problem:
But how do you get open interest for other bars (not for the current bar - the rightmost one)?
From https://www.mql5.com/ru/docs/constants/environment_state/marketinfoconstants#enum_symbol_info_double
SYMBOL_SESSION_BUY_ORDERS_VOLUME | Общий объём ордеров на покупку в текущий момент | double |
SYMBOL_SESSION_SELL_ORDERS_VOLUME | Общий объём ордеров на продажу в текущий момент | double |
What is meant by"Total volume of orders"? Is it the total volume of the gangs of one side of the stack? Or is it the total one-sided position of all exchange clients?
- www.mql5.com
For the current bar, getting open interest is not a problem:
But how do you get open interest for other bars (not for the current bar - the rightmost one)?
From https://www.mql5.com/ru/docs/constants/environment_state/marketinfoconstants#enum_symbol_info_double
What is meant by"Total volume of orders"? Is it the total volume of the bands of one side of the betting market? Or is it the total one-sided position of all exchange clients?
Total volume of orders placed on the exchange (does not depend on bars and comes to the terminal with each pack of ticks)
But it is not for the current bar, but for the current moment. In a second it will be the same bar, but with another value of Open Interest. As far as I understand, this value is not stored in the history. Therefore, there is no way, but to collect the statistics online.
Actually OHLC is also a momentary price value: "Open" - at the moment of bar opening, "Close" - at the moment of bar closing.
Save to file, then read from it. There is no other way.
It either is or it is the collector of Open Interest for all its pairs on VPS.
Open Interest Ribbon indicator
Added: Zeroing of variables, during initialization.
Added:
Replace COPY_TICKS_TRADE with COPY_TICKS_ALL.
Added ChartRedraw(ChartID()) function;
Either that or put an open interest collector on the VPS for all pairs.
If I sum up the gangs of the tumbler on one side, do I get the corresponding OI?
You can also get it from ready-made sources. I remember there are archives on finam.
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For the current bar, getting open interest is not a problem:
But how do you get open interest for other bars (not for the current bar - the rightmost one)?
Forum on trading, automated trading systems and strategy testing
How to get the Open Interest values not for the current bar
Karputov Vladimir, 2016.09.05 11:16
So it's like this. Here is the correlation between MetaTrader 5 and Quick:
100% match in numbers.