English I'm often asked to provide an alternate view on the CoT data. For example, the indicator "Commercial index" is an oscillator from 0 to 100, but oftentimes it can be helpful to look at the absolute position. So, here the absolute position of certain parts of the CoT report are given, alongside with the percentage of a given time frame to put them in...
English Inspired by the book "The Commitments of Traders Bible" by Stephen Briese, this indicator is a follow-up of my already published "Commercial Index-Buschi". Here, the Commercial Index isn't shown in values from 0 to 100, but in how far the value changed from a given timeframe (default Movement Reference: 6 weeks). Therefore it ranges from 100 (bullish move...
This is the improved version of Stochastic Money Flow Index script that uses Open Interest instead of volume in Future markets. I think it will make a difference especially in Future and CFD markets. Since the system will pull data from Quandl, CFTC reports may cause repaint when disclosed. So if you use it during the weekly time frame (1W), it will definitely...
This script takes the hedger (commercial short) from the COT report and normalize the chart for configurable time frames (e.g. 26 weeks, 152 weeks and 260 weeks). Based on the "Commercial Index-Buschi" script by MagicEins.
This script aims to look at the markets from a manufacturer's point of view. Producers or large enterprises gradually sell their goods as the price increases. Because both the amount of product and position in their hands is too high, otherwise they can not find buyers, and they have to make a safe profit. Therefore, I have shown short positions in green and long...
Modified Ease of Movement : * Open Interests used on Futures instead of Volume (Includes Bitcoin) * Exponential Moving Average used instead of Simple Moving Average * Division Number cancelled. (Division Number gives wrong signals inside strong trends.) NOTE : This code is open source under the MIT License. If you have any improvements or corrections to...
CAUTION : This system was inspired from seiglerj' s "Money Flow Index " script. Open Interests are used instead of volume. What is the Money Flow Index ( MFI )? The Money Flow Index ( MFI ) is a technical oscillator that uses price and volume for identifying overbought or oversold conditions in an asset. It can also be used to spot divergences which warn of a...
Firstly : LazyBear ' s "Weiss Wave " codes are used for open interests. Original Weiss Wave Volume : Let's start : Open Interest vs. Volume: An Overview Volume and open interest are two key measurements that describe the liquidity and activity of contracts In the options and futures markets. However, their meanings and applications are different. Volume...
English: One part of the "Commitment of Traders-Report" is the Open Interest which is shown in this indicator (source: Quandl database). Unlike my also published indicator "Open Interest-Buschi", the values here are not absolute but in a ranking system from 0 to 100 with individual time frames- The following futures are included: 30-year Bonds (ZB) 10-year...
English: One part of the "Commitment of Traders-Report" is the Open Interest which is shown in this indicator (source: Quandl database). The following futures are included: 30-year Bonds (ZB) 10-year Notes (ZN) Soybeans (ZS) Soybean Meal (ZM) Soybean Oil (ZL) Corn (ZC) Soft Red Winter Wheat (ZW) Hard Red Winter Wheat(KE) Lean Hogs (HE) Live Cattle...
COT Large Speculators only. The COT will be plotted as an overlay to the main chart. As the COT is released with a 1 week delay, you can set the offset of the candles. The default is -7. You should use a daily chart when using this offset.
English: Another view the Commitment of Traders (CoT) data Since the Commercials are often a good indicator for future market movements, I tampered a little bit with their positioning (long or short) in relation to the open interest to visualize some kind of "commercial buying (long) or selling (short) power". It's definitely nothing more than work in progress,...
Will plot the sum of all positions (total) for selected categories Configure&select: -futures/futures+options -plot sum by num_contracts/percent -plot sum of all spreads positions across all categories
CFTC COT data is exported by quandl.com to tradingview COT@quandl: www.quandl.com COT@tradingview www.tradingview.com How to use this script: Select and load CFTC COT data for the commodity ticker in the chart Will by default take current ticker, or allow to avvverride it with another Traders' categories are those for commodities , not financial futs Select And...
CFTC COT data is exported by quandl.com to tradingview COT@quandl: www.quandl.com COT@tradingview www.tradingview.com How to use this script: Select and load CFTC COT data for the commodity ticker in the chart Will by default take current ticker, or allow to avvverride it with another Traders' categories are those for commodities, not financial futs Select And...
Commitments of Traders (COT) - Net Positions of Swap Dealers See Also: - www.cftc.gov - www.investopedia.com - www.sunshineprofits.com
Plots the COT MACD from the legacy report data from Quandl. Plots the commercial, non commercial and non reportables. Each plot can be hidden as needed. I've tried to capture the basic dollar based currencies and the futures such as corn , wheat , rice, oil , hogs etc. The symbols required a little translation to match what Quandl is expecting but I think I got...
Plots the COT Open Interest from the legacy report data from Quandl. Plots the commercial, non commercial and non reportables. Each plot can be hidden as needed. I've tried to capture the basic dollar based currencies and the futures such as corn , wheat , rice, oil , hogs etc. The symbols required a little translation to match what Quandl is expecting but I...