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