Controlling the interaction forces between a human and an exoskeleton is crucial for providing transparency or adjusting assistance or resistance levels. However, it is an open problem to control the interaction forces of lower-limb exoskeletons designed for unrestricted overground walking. For these types of exoskeletons, it is challenging to implement force/torque sensors at every contact between the user and the exoskeleton for direct force measurement. Moreover, it is important to compensate for the exoskeleton's whole-body gravitational and dynamical forces, especially for heavy lower-limb exoskeletons. Previous works either simplified the dynamic model by treating the legs as independent double pendulums, or they did not close the loop with interaction force feedback. The proposed whole-exoskeleton closed-loop compensation (WECC) method calculates the interaction torques during the complete gait cycle by using whole-body dynamics and joint torque measurements on a hip-knee exoskeleton. Furthermore, it uses a constrained optimization scheme to track desired interaction torques in a closed loop while considering physical and safety constraints. We evaluated the haptic transparency and dynamic interaction torque tracking of WECC control on three subjects. We also compared the performance of WECC with a controller based on a simplified dynamic model and a passive version of the exoskeleton. The WECC controller results in a consistently low absolute interaction torque error during the whole gait cycle for both zero and nonzero desired interaction torques. In contrast, the simplified controller yields poor performance in tracking desired interaction torques during the stance phase.