Open Interest Suite [Aggregated] - By Leviathan

Category: market_structure, volume

Aggregates Open Interest from multiple exchanges to track market positioning, identifying aggressive participants and liquidation events (rekt).

Formula

\Delta OI_{total} = \sum_{source} (\Delta OI_{source}) \\ \text{Threshold}_{up} = \text{SMA}(\Delta OI > 0, 300) \times \text{Multiplier} \\ \text{Threshold}_{down} = \text{SMA}(\Delta OI < 0, 300) \times \text{Multiplier} \\ \text{Aggressive Longs} = \text{Price Up} \text{ AND } \Delta OI > \text{Threshold}_{up} \\ \text{Rekt Longs} = \text{Price Down} \text{ AND } \Delta OI < \text{Threshold}_{down}

Inputs

• Display Mode (default: Open Interest)
• Quoted in (default: USD)
• Threshold Multiplier (default: 5)
• Binance USDT.P_OI (default: true)
• Lookback (bars) (default: 200)

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.