Plots the COT Index 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...
Show's the commercials netto extrem position for a defined period of time.
Show's extrem positions in the commercials netto data
Its a Swing Chart based on the methods discussed in www.unofficed.com
BTCUSDLONGS BTCUSDSHORTS Proportion- Bitfinex BTC Longs & Shorts Positions Proportion Value
BTCUSDLONGS BTCUSDSHORTS Difference- Bitfinex BTC Longs & Shorts Positions Difference Value
This simple script takes a closer look at the Commercial part of the CoT (Commitment of Traders) Data. It shows thier percentual level on given time frames (default: during the last 6 months, 3 years and 5 years). This relative perspective is often more useful than the absolute contract numbers.
PercentR (RSI), Commercial Index (6 m, 3 y), IVR for some futures
end-of-day Open Interest as provided by CME for D interval. Can select Commodity (Gold.Silver,Crude), year, contract (Feb,April,June,AugOct,Dec)
Based on Greeny's script (Thank you very much!) , just tweaked to fit my preference and added a few instruments
The idea is to create a MACD "Reader" that can tell you when you should buy (yellow candle sticks) and when to Sell (black one) you have also strong signal of with B and S write on graphic automatically. This indicator is set and back tested with BTCUSD and Gold. I used also for french equities and it works really good. Let me know if you want any change or have...
This script compares IMM CFTC net positioning in percentage terms for several instruments. Load it onto any weekly chart. The data displayed is independent of the chart instrument. On the Inputs tab, uncheck "Show Legend" to hide the legend (useful if you want to change the plot colours or it is getting in the way). On the Inputs tab, select "Total OI" to show...
This script compares IMM CFTC net positioning in percentage terms for several instruments. Load it onto any weekly chart. The data displayed is independent of the chart instrument. On the Inputs tab, uncheck "Show Legend" to hide the legend (useful if you want to change the plot colours or it is getting in the way). On the Inputs tab, select "Total OI" to show...
This script compares IMM CFTC net positioning in percentage terms for several FX instruments. Load it onto any weekly chart. The data displayed is independent of the chart instrument. On the Inputs tab, uncheck "Show Legend" to hide the legend (useful if you want to change the plot colours or it is getting in the way). On the Inputs tab, select "Total OI" to...
COT, Commitment of Traders, both Commercials and Large Speculators merged.