Lowphat

COT Net Position's (Com,Non-Com and Spec) by Lowphat

Commitments of Traders with Com's Non-Com's and Spec's in one indicator.
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//Created by Lowphat on 5-22-2016 using Greeny's example as a base
//I wanted to see Net positions of coms, non-coms and specs on one chart.

study("COT Net Position's (by Lowphat)", shorttitle="COT Net Positions(Com,Non-Com,Spec) by Lowphat", precision=0)
force_root = input("", title="Override Product")
is_includeoptions = input(false, type=bool, title="Include Options")

fxroot =
	  ticker == "USDCAD" ? "CD" : 
	  ticker == "USDCAD" ? "CD" : 
	  ticker == "USDCHF" ? "SF" : 
	  ticker == "USDCZK" ? "CZ" : 
	  ticker == "USDHUF" ? "FR" : 
	  ticker == "USDILS" ? "IS" : 
	  ticker == "USDJPY" ? "JY" : 
	  ticker == "USDMXN" ? "MP" : 
	  ticker == "USDNOK" ? "UN" : 
	  ticker == "USDPLN" ? "PZ" : 
	  ticker == "USDRUB" ? "RU" : 
	  ticker == "USDSEK" ? "SE" : 
	  ticker == "USDZAR" ? "RA" : 
	  ticker == "EURUSD" ? "EC" : 
	  ticker == "AUDUSD" ? "AD" : 
	  ticker == "GBPUSD" ? "BP" : 
	  ticker == "NZDUSD" ? "NE" : 
	  ticker == "BRLUSD" ? "BR" : 
	  ""
root = force_root == "" ? fxroot == "" ? syminfo.root : fxroot : force_root
code = root + (is_includeoptions ? "_FO_L_ALL" : "_F_L_ALL")


	  
long_noncom   = security("QUANDL:CFTC/"+code+"|1", "D", close) 
short_noncom  = security("QUANDL:CFTC/"+code+"|2", "D", close) 
long_total    = security("QUANDL:CFTC/"+code+"|4", "D", close)
short_total   = security("QUANDL:CFTC/"+code+"|5", "D", close)
long_total_S  = security("QUANDL:CFTC/"+code+"|9", "D", close) 
short_total_S = security("QUANDL:CFTC/"+code+"|8", "D", close) 

//net_MA=ema(net, 10)//for future use
//plot(net_MA, color = purple, title="ave", style=line)//for future use

plot(long_noncom-short_noncom, color = lime, title="Com", style=line, linewidth=2)
plot(long_total-short_total, color = red, title="Large", style=line, linewidth=2)
plot(short_total_S-long_total_S, color = blue, title="Spec", style=line,linewidth=2)
hline(0, color=gray, linestyle=dashed)
codes updated @
Reply
the inverse code needs to be added. not sure how i go about updating this indy to add/replace
nclong = is_inversed ? short_noncom : long_noncom
ncshort = is_inversed ? long_noncom : short_noncom
clong = is_inversed ? short_total : long_total
cshort = is_inversed ? long_total : short_total
splong = is_inversed ? short_total_S : long_total_S
spshort = is_inversed ? long_total_S : short_total_S


plot(nclong-ncshort, color = lime, title="Com", style=line, linewidth=2)
plot(clong-cshort, color = red, title="Large", style=line, linewidth=2)
plot(spshort-splong, color = blue, title="Spec", style=line,linewidth=2)
hline(0, color=gray, linestyle=dashed)
+3 Reply
Zach_John Lowphat
@Lowphat,
Any mt4 version
Reply
Lowphat Zach_John
@Zach_John, no, mt4 lacks direct access to COT data so its a lot more work to code and you would probably have to keep the code updated constantly. a web search came up with darkmindfx which appears to be a fairly recent free implementation of cot data to mt4 but i don't know if its any good or what it actually displays or how long it would be functional.
Reply
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