OPEN-SOURCE SCRIPT
Güncellendi 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
Sürüm Notları
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.Sürüm Notları
Adding MA for the Total OI/VolumeSürüm Notları
- Added a table with basic stats for option positioning
Sürüm Notları
- 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.
Sürüm Notları
- Bug fixed with OI alerts
Sürüm Notları
- Moving to libraries
- Updating the style.
Sürüm Notları
Updating calculation logic Açık kaynak kodlu komut dosyası
Gerçek TradingView ruhuyla, bu komut dosyasının mimarı, yatırımcıların işlevselliğini inceleyip doğrulayabilmesi için onu açık kaynaklı hale getirdi. Yazarı tebrik ederiz! Ücretsiz olarak kullanabilseniz de, kodu yeniden yayınlamanın Topluluk Kurallarımıza tabi olduğunu unutmayın.
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
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.
Açık kaynak kodlu komut dosyası
Gerçek TradingView ruhuyla, bu komut dosyasının mimarı, yatırımcıların işlevselliğini inceleyip doğrulayabilmesi için onu açık kaynaklı hale getirdi. Yazarı tebrik ederiz! Ücretsiz olarak kullanabilseniz de, kodu yeniden yayınlamanın Topluluk Kurallarımıza tabi olduğunu unutmayın.
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
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.