MY_CME Open Interestend-of-day Open Interest as provided by CME for D interval.
Can select Commodity (Gold.Silver,Crude), year, contract (Feb,April,June,AugOct,Dec)
Вовлечённость трейдеров (COT)
Commitment of Traders (Legacy) Based on Greeny's script (Thank you very much!) , just tweaked to fit my preference and added a few instruments
COT Net Position's (by Ramon Coto-Vazquez) Commitment of TradersUpdated COT Net Positions with optional open interest in the settings
Updated the codes that broke anything related to COT
Fixed an issue that appeared on most COT scripts where the monthly chart didn't update the last price.
I have been asked for a BTC_address so If you feel the urge to Donate
_BTC_
3DXaarzMDwif4Hi2Ysj2BoEnzbfcvvWWDD
Macd_Reader_Signal_Moriceau_Thesis_indicatorThe 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 comments.
Hugo Moriceau
BTC-USD Commitment of Traders Bitsense v1.0INDICATOR EXPLANATION
The main data from the COT report is plotted using 4 lines. These are
The solid red line shows the commercial short (hedge) positions
The solid green line shows the commercial long positions
The dotted red line shows the non commercial short (not hedging) positions
The dotted green line shows the non commercial long positions
The shaded areas show the long and short situation in the bitcoin market as weak and strong
The lighter the color, the weaker the market is. So for example for Jan 2018 the first full month with the new futures we see a light red color between the commercial (solid green) and the noncommercial (dotted green) positioning line. This means that the market is weakening but on a longer timeframe still on an upward move. So this is a possible launchzone for any short trade but it is weak
The darker the color, the stronger the market. So for example in the middle of Feb 2018 we see a bigger area with different shades of green. There is a light green color shown between the commercial long (solid green) and the non commercial long (dotted green) line and a darker green color between the commercial long (solid green) and the commercial short (solid red) line. So this is a possible and strong launchzone for a long trade in bitcoin
HOW TO USE
Whenever Bitsense shows a light shaded colored area, that area then can be used as a launchzone for trades in the direction of the market but one needs to know that the light colors represent weak market conditions. So a light shaded red area represents a possible launchzone for a short trade but it is a very weak short market (no matter how many points the market moves in that direction it is still a weak condition)
Whenever Bitsense shows a darker shaded colored area, that area then can be used as a launchzone for trades in the direction of the market. The same goes for areas where light and darker shaded areas are together. These represent strong market conditions
As can be seen (mid feb 2018), even though the commercial shorts stay on top, Bitsense shows a strong long situation and the market starts rising. The COT report is different from traditional indicators and Bitsense shows this clearly. To explain, both of the dotted lines show the non commercial positions either long or short. These positions are traded in the direction of their color, so if the non commercial dotted green line stays on top of the non commercial red dotted line there are more long positions on bitcoin futures out there than there are short positions. But this is not that easy with the commercial positions. These are usually hedging positions which means a high commercial solid red line represents the commercial traders hedging a market that they think i a) high and b) can rise more, so they sell short positions to lock in gains from the market position, whereas solid green line commercial positions start rising only when markets are low because these traders usually lock in cheap market prices with buying long positions
Since there is just a very short accumulation of data since the inception of both bitcoin futures the indicator still might not work correctly and you have to be very careful in using it. It is published here as an information tool only and should not be used for any real trading without other means of information about the market
By using this indicator you acknowledge that you have read and understood that this is for research purposes only and I am not responsible for any financial losses you may incur by using this indicator. All trading involves high risk and past performance is not necessarily an indication of future results
COT Majors Net Position's (by Ramon Coto-Vazquez)COT Currency Majors.
This is a temp fix for the COT data changes until tradingview reintegrates the codes or its a perm fix if the current codes don't change.
Big thanks to fractalhedge for help on the project.
BTC:
1N5LUW7R1ZpkiQ8vfTkXtyVXdFoEzZ9JHW
COT reports - ForexCommitments of traders report in forex
en.wikipedia.org
You can input a currency and see the reports
//AD-Aussie Dollar
//BP-British Pound
//CD-Canadian Dollar
//DX-Dollar Index
//FX-Euro, Day
//JY-Japanese Yen
//SF-Swiss Franc
//MP-Mexican Peso
Easy way to see the long and short positions of traders
Trend Shift Indicator TSI -- Early Trend Shift Indicator
PURPOSE: This indicator detects early changes in trends and provides confirmation
In particular, the TSI aims to do the following simultaneously:
detect trend changes early
provide a means of trend confirmation -- while still being early in the cycle change
provide an early indication of trend changing away from positive.
EMPI indicates shifts in the following ways (see reference image below)
Positive Shift: fill color red to green
Early Positive Signal: upward green over red (use with caution)
Negative Shift: fill color green to red
Early Negative Signal: in green but with decreasing green (use with caution)
Non-commercial Interest Percent Comparison Non-FXThis 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 the net positions expressed as a percentage of Total Open Interest; or "Non-com positions" to show them expressed as a percentage of Non-commercial Longs + Shorts. The default is "Total OI".
On the Style tab, change the plot colours, etc. as necessary. Note that the legend will not reflect the new colours.
This is the second version. I had to rename it and publish it as new because I couldn't update the published version, despite it being almost exactly the same. Please feel free to copy and modify it however you wish.
An FX version is also available.
Non-commercial Interest Percent Comparison OtherThis 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 the net positions expressed as a percentage of Total Open Interest; or "Non-com positions" to show them expressed as a percentage of Non-commercial Longs + Shorts. The default is "Total OI".
On the Style tab, change the plot colours, etc. as necessary. Note that the legend will not reflect the new colours.
This is my first script and I couldn't get some things working as I wanted (such as multi-line declared functions and if-then-else blocks), so sorry the code's a bit clunky. Please feel free to copy and modify it however you wish.
An FX version is also available.
Non-commercial Interest Percent Comparison FXThis 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 show the net positions expressed as a percentage of Total Open Interest; or "Non-com positions" to show them expressed as a percentage of Non-commercial Longs + Shorts. The default is "Total OI".
On the Style tab, change the plot colours, etc. as necessary. Note that the legend will not reflect the new colours.
This is my first script and I couldn't get some things working as I wanted (such as multi-line declared functions and if-then-else blocks), so sorry the code's a bit clunky. Please feel free to copy and modify it however you wish.
A non-FX version is also available.
CFTC/COT:LUpdated to Tradingview Pinescript 3.0
CFTC COT REPORT IN LEGACY MODE
Source : Quandl
The Commitments of Traders ( COT ) reports provide traders positions at the close of Tuesday's trading session. Reports show how many long and how many short contracts do traders of each category hold. As the original data is weekly, charts will only work at weekly timeframe .
Supported tickers are all major FX pairs against USD and common CFD^s. Chart will not load if ticker is not supported.
Commitment of Traders (COT) NonCom with Average (by Lowphat)Commitment of Traders Non Commercial with Trailing Average
r_COT (Commitment of Traders)COT, Commitment of Traders, both Commercials and Large Speculators merged.
COT/CFD:CIP-LThe Commitments of Traders (COT) reports provide traders positions at the close of Tuesday's trading session. Reports show how many long and how many short contracts do traders of each category hold. This version covers the change in positions (CIP) in legacy format for CFD's. Default is Futures only. You can include Options from the input menu. From the style menu you can turn on or off different trader groups data. As the original data is weekly, charts will only work at weekly and upper time frames.
COT/CFD:CIP-DThe Commitments of Traders (COT) reports provide traders positions at the close of Tuesday's trading session. Reports show how many long and how many short contracts do traders of each category hold. This version covers the change in positions (CIP) in disaggregated format for CFD's. Default is Futures only. You can include Options from the input menu. From the style menu you can turn on or off different trader groups data. As the original data is weekly, charts will only work at weekly and upper time frames.
Commitments of Traders(COT) Major's noncom net (beta) By Lowphata charted commitments of traders report
of most majors on one chart.
EUR=red
GBP=blue
CHF=white
CAD=dark green
USD bright green
JPY=yellow
AUD=brown
COT Net Position's (Com,Non-Com and Spec) by LowphatCommitments of Traders with Com's Non-Com's and Spec's in one indicator.
COT (Legacy): Largest 8 NetPercents of Open Interest held by the largest eight reportable traders from legacy commitment of traders (COT) report. Computed on a net long and net short basis. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Largest 4 NetPercents of Open Interest held by the largest four reportable traders from legacy commitment of traders (COT) report. Computed on a net long and net short basis. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Largest 8 GrossPercents of Open Interest held by the largest eight reportable traders from legacy commitment of traders (COT) report. Computed on a gross long and gross short basis. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Largest 4 GrossPercents of Open Interest held by the largest four reportable traders from legacy commitment of traders (COT) report. Computed on a gross long and gross short basis. For the main symbol but also allows to override it. Also allows to include options in consideration.
