OPEN-SOURCE SCRIPT
更新済 Total Futures Volume & Open Interest (Aggregated Curve)
Description
Most futures indicators only look at the front contract, but that often tells an incomplete — and sometimes misleading — story.
This indicator solves that problem by aggregating Volume and Open Interest across the entire futures curve, not just the nearest expiry.
Instead of focusing on a single contract, the script automatically scans up to 40 futures contracts ahead (roughly one year forward) for the same underlying root symbol and sums their data into a single, unified series.
🔍 Why this matters
Open Interest is about commitment, not just activity.
By looking at total participation across all maturities, you get a much cleaner view of:
This is especially useful during high-volatility phases, contract roll periods, and major macro moves, where front-month data alone can be deceptive.
⚙️ How it works
The result is a continuous, roll-agnostic view of futures participation.
🧠 How to use it
Most futures indicators only look at the front contract, but that often tells an incomplete — and sometimes misleading — story.
This indicator solves that problem by aggregating Volume and Open Interest across the entire futures curve, not just the nearest expiry.
Instead of focusing on a single contract, the script automatically scans up to 40 futures contracts ahead (roughly one year forward) for the same underlying root symbol and sums their data into a single, unified series.
🔍 Why this matters
Open Interest is about commitment, not just activity.
- A drop in front-month OI can simply mean rolls, not liquidation
- Rising total OI confirms new money entering the market, not just contract switching
- Divergences between price and aggregated OI often signal positioning stress, exhaustion, or regime shifts
By looking at total participation across all maturities, you get a much cleaner view of:
- Real capital inflows vs. mechanical rolls
- Structural positioning changes
- Whether volatility is driven by speculation or true exposure changes
This is especially useful during high-volatility phases, contract roll periods, and major macro moves, where front-month data alone can be deceptive.
⚙️ How it works
- Automatically iterates through the last 40 futures contracts of the same root symbol starting from ~1 year ahead expiry.
- Aggregates: Total Open Interest and Total Volume
- Lets you choose what to display directly from the indicator settings
- Fully dynamic — no manual symbol selection, no roll management
The result is a continuous, roll-agnostic view of futures participation.
🧠 How to use it
- Confirm breakouts with rising aggregated OI
- Detect false moves when price expands but total OI contracts
- Analyze post-spike behavior to see whether moves were driven by forced liquidation or fresh positioning
- Compare volatility spikes against true market engagement
リリースノート
A new option allows you to switch between the current product root and a custom product root. This means you can analyze a CFD while applying analytics derived from the underlying futures contract.リリースノート
Adding MA for the Total OI/Volumeリリースノート
- Added a table with basic stats for option positioning
リリースノート
- A feature was added to receive alerts when OI or Volume deviates from the MA too much. This way you can spot big moves in total volume or OI.
リリースノート
- Bug fixed with OI alerts
リリースノート
- Moving to libraries
- Updating the style.
リリースノート
Updating calculation logic オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
Quant Developer | Pine Script v6 | Python & R
12+ yrs system. trading, hedge fund experience
Indicators, strategies & screeners
Futures & options
💼 Hire/Consulting:
qntly.com/hire
🎓 Pine Code With AI:
qntly.com/pineai
12+ yrs system. trading, hedge fund experience
Indicators, strategies & screeners
Futures & options
💼 Hire/Consulting:
qntly.com/hire
🎓 Pine Code With AI:
qntly.com/pineai
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。
オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
Quant Developer | Pine Script v6 | Python & R
12+ yrs system. trading, hedge fund experience
Indicators, strategies & screeners
Futures & options
💼 Hire/Consulting:
qntly.com/hire
🎓 Pine Code With AI:
qntly.com/pineai
12+ yrs system. trading, hedge fund experience
Indicators, strategies & screeners
Futures & options
💼 Hire/Consulting:
qntly.com/hire
🎓 Pine Code With AI:
qntly.com/pineai
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。