Open interest, read off each capture's own bytes — every CODE_FULL packet carries it,
and the journal has persisted it since the 64-byte widening. The exchange republishes OI about
once a minute, so one minute is the finest honest timeframe; anything shorter would draw
copies of the same value.
Several legs can be drawn together. They share one price scale, because comparing open
interest means comparing levels — so two legs of very different size (NIFTY against SENSEX, whose
OI runs about twelve times smaller) will flatten one of them. That is the honest picture rather
than a normalised one.
Renko bricks default to 50,000 contracts and the Brick box
takes any size from 500 up. They are built server-side by a port of the same
indicators::renko the strategy reads, and test_oi_page.py asserts that
port reproduces the binary's own bricks exactly, leg by leg, so the chart cannot drift from the
strategy. A brick is a distance, not a moment — several can form in one minute, and they are
spread across that minute's seconds so none is lost. One leg draws filled bricks; two or more
draw each leg as a stepped line through its brick closes, because opaque boxes from several
series hide each other. The construction is identical either way.
SMA — 10, 20, 25, 30, 50 are shortcuts, and the SMA box adds any other period from
2 to 500 bars (up to 6 of your own). Your own periods, their colours and every
other setting on this bar are remembered in this browser only; nothing about them is stored on the
server. Supertrend 1/3.1, 3/2, 10/3 — the first of those the pair
docs/strategies/trend-reversal/specification.md specifies, the other two smoothed over more bars so they turn less
often — describe one focus leg, chosen beside the toggles when several are drawn: seven
indicators across six legs would be forty-two lines on one price scale. The three Supertrends stay
green above the trend and red below it, because that is what the line says; they are told apart by
being solid, dashed and dotted. On the Line chart they read the time series; on Renko they read the
bricks, which is the specification's own arrangement and the reason a different brick size
gives a different Supertrend. Open interest is a level published about once a minute, so a
one-minute bar has no high or low of its own — there ATR(1) is simply the minute's
change, and the band is the last change times 3.1. From two minutes up the high and low are
real. An average that has not warmed draws nothing rather than a stub, so SMA 50 is
unavailable on an hourly chart with seven bars in the session, and so is Supertrend 10/3.