Open Interest Change Percent

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What SteadyEdge calculates

This page documents the exact runtime calculation for the listed filter IDs. Formula symbols use O , H , L , C , and V for the current candle open, high, low, close, and volume; p is the configured lookback.

- Registry filter IDs: open_interest_change_pct

Exact formula

OI_t = latest exchange measurement with time <= reference time

OI_prev = latest measurement with time <= reference time - period*timeframe

change % = 100 * (OI_t-OI_prev) / OI_prev

Parameters, defaults, and bounds

- period : default 1 ; 1–24

How the rule passes

above requires a strict > comparison.

below requires a strict < comparison.

Data, timing, and warm-up

This filter reads external state at the evaluation time. If the provider has no usable value, the rule does not pass.

Every rule in the same filter set must pass. Test Filters and a backtest validate the complete set.

- Filters Reference

- How Entry Filters Work

- Timeframe, Operator, Value, And Params