Fundamental data

April 6th, 2022, 07:52 AM

Hi everyone, I am trying to create an indicator that uses fundamental data. I used the reserved word GetFundData to indicate Open Interest, what I need to know is the lowest value and the highest value of Open interest based on a look back period which I set in a input LookBack(26). I tried to use the function FundValue but it does not help since I need the lowest value and the highest in that specific look back period. Thank you.

April 11th, 2022, 08:24 AM

soacm

Hi everyone, I am trying to create an indicator that uses fundamental data. I used the reserved word GetFundData to indicate Open Interest, what I need to know is the lowest value and the highest value of Open interest based on a look back period which I set in a input LookBack(26). I tried to use the function FundValue but it does not help since I need the lowest value and the highest in that specific look back period. Thank you.

Have you tried a loop?

var: k(0), aMin(0), aMax(0), tVal(0);
For k = 1 To LookBack Begin
tVal = GetFundData("open interest", k);
if (tVal < aMin) then aMin = tVal;
if (tVal > aMax) then aMax = tVal;
End;

April 11th, 2022, 02:39 PM

soacm

Hi everyone, I am trying to create an indicator that uses fundamental data. I used the reserved word GetFundData to indicate Open Interest, what I need to know is the lowest value and the highest value of Open interest based on a look back period which I set in a input LookBack(26). I tried to use the function FundValue but it does not help since I need the lowest value and the highest in that specific look back period. Thank you.

Save the OI into a variable then use highest() and lowest() to find the values you are interested in.

Inputs:
LookBack(26);

Vars:
OI(0),
OIH(0),
OIL(0);

OI = GetFundDataCode;
OIH = highest(OI, LookBack);//highest value in variable over lookback length
OIL = Lowest(OI, LookBack);

Fundamental data

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Fundamental data