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marketcalls/Nifty Rollover Statistics.afl

Created December 24, 2014 12:04
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Nifty Rollover Statistics
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Nifty Rollover Statistics.afl
_SECTION_BEGIN("Rollover Statistics");
curr = OpenInt;
prev = Foreign( "NIFTY14DECFUT", "I" );
next = Foreign( "NIFTY15FEBFUT", "I" );
rollover = curr*100/ (prev + curr + next);
Plot(rollover,"Rollover",colorRed);
_SECTION_END();
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