Obtaining Open Interest values not for the current bar - page 3

[fxsaber]

Karputov Vladimir:

You didn't read the answer carefully: at the moment MQL5 does not allow to get the value of the Open Interest for the bars different from the current one. Well, there is no information about Open Interest in the structure

And that's it, for crying out loud.

There is no way to calculate it! You take the current values of OI, then get the history of trades through copyix. Then using the obtained ribbon we obtain OM at any moment of history with the appropriate subtractions/additions of Tick.volume. Now do you understand?

The same baide/analogy with the history of balance, for example. It is calculated at any moment of time using AccountBalance for that moment and analysis of history. It's all the same.

[[Deleted]]

Sergey Chalyshev:

Fluttering again?

I can write the codes myself, I don't need to prove it, I stated what I see and what is actually there at the moment.

Ryzhkov comes to Gorbachev:

- Mikhail Sergeyevich, chickens are dying in the country!

- We should draw a black square in front of every chicken.

A week later:

- Mikhail Sergeyevich, they're dying again!

- Write a yellow triangle in the black square.

One week later again:

- Mikhail Sergeyevich, they're still dying!

- Then replace the yellow one with the green one.

A week later Ryzhkov comes again:

- Mikhail Sergeyevich, they're all dead!

- Pity... I still had so many new ideas!

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Maybe in Mt6 -7 , 8........ will decide in favour of open interest ,,,. well, why not take a ready-made story from the Quicksilver in the meantime?

[Sergey Chalyshev]

Alexander Antoshkin:

Ryzhkov goes to see Gorbachev:

- Mikhail Sergeyevich, the chickens in the country are dying!

- We should draw a black square in front of each chicken.

A week later:

- Mikhail Sergeyevich, they're dying again!

- Write a yellow triangle in the black square.

One week later again:

- Mikhail Sergeyevich, they're still dying!

- Then replace the yellow one with the green one.

A week later Ryzhkov comes again:

- Mikhail Sergeyevich, they're all dead!

- Pity... I still had so many new ideas!

---------------------------------------------------------------------------

Maybe in Mt6 -7 , 8........ will decide in favour of open interest ,,,. well, why not take a ready-made story from the Quicksilver in the meantime?

Is that your answer to me?

MT5 has already been bolted onto CQG, I think the tomozes and bugs will become many times over.

[[Deleted]]

Sergey Chalyshev:

Are you talking back to me?

MT5 has already been bolted onto CQG, I think the tomozes and bugs will be multiplied.

Yeah, if that's what you meanhttps://www.mql5.com/ru/forum/94312/page2, that's a good one.

[Dmitriy Skub]

Alexander Antoshkin:

Ryzhkov goes to see Gorbachev:

- Mikhail Sergeyevich, the chickens in the country are dying!

- We should draw a black square in front of each chicken.

A week later:

- Mikhail Sergeyevich, they're dying again!

- Write a yellow triangle in the black square.

One week later again:

- Mikhail Sergeyevich, they're still dying!

- Then replace the yellow one with the green one.

A week later Ryzhkov comes again:

- Mikhail Sergeyevich, they're all dead!

- Pity... I still had so many new ideas!

---------------------------------------------------------------------------

Maybe in Mt6 -7 , 8........ will decide in favour of open interest ,,,. well, why not take a ready-made story from the Quicksilver in the meantime?

Alexander, There is no OI history in the quickie, only for the last few days.

[fxsaber]

Strange why BUY and SELL OI are different, and not by a constant amount.

Let's say, for example, a new trading instrument is introduced. In the beginning, both OMs are zero. After the first transaction, both OM should become positive and equal. After the next one, the same thing. Why is it different in reality? Is there something in the calculation of exchange OI that is not taken into account?

[Vasiliy Sokolov]

fxsaber:

It is strange why BUY and SELL OM are different, and not by a constant amount.

Let's say, for example, a new trading instrument is introduced. In the beginning, both OMs are zero. After the first transaction, both OM should become positive and equal. After the next one, the same thing. Why is it different in reality? Is there something in the calculation of exchange OI that is not taken into account?

There is no such thing as buy and sell OM. And there is no way to calculate it by summing tick.volume. You have a misunderstanding of this characteristic.

[fxsaber]

Vasiliy Sokolov:
There is no such thing as a buy and sell OM. And there is no way to calculate it by summing tick.volume. You have a misunderstanding of this characteristic.

Please give me a link to the correct definition.

[prostotrader]

fxsaber:
Give me a link to the correct definition, please.

CME interprets Open Interest as follows:

http://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Open+Interest

[fxsaber]

prostotrader:

CME interprets Open Interest as follows:

http://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Open+Interest

Thanks, I understand that each exchange interprets it differently. I am not able to use MT5 on CME. If you do not know what exchange you are dealing with, there is a BCS. What is the algorithm for OI calculation there? There are separate flags for BUY and SELL. They even return some values. What is it? In the reference it is written so that there could be a million interpretations.