Variable List Abbreviation: CallOpnIntWgtMvAvg
Variable Mode(s): Futures2
[ Note: appears in indicator list only after call open interest selected ]
Parameter(s): CallOpnIntWgtMvAvg time periods
Description:
A weighted moving average of price over the last n (time periods) time periods in which the price of time periods with high call open interest contributes more than the price of time periods with low call open interest.
Calculation:
sum over n time periods of ( call open interest * close )
sum over n time periods of ( call open interest )
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