Variable List Abbreviation: PutOpnIntWgtMvAvg
Variable Mode(s): Futures2
[ Note: appears in indicator list only after put open interest selected ]
Parameter(s): PutOpnIntWgtMvAvg 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 put open interest contributes more than the price of time periods with low put open interest.
Calculation:
sum over n time periods of ( put open interest * close )
sum over n time periods of ( put open interest )
