COT Data by cendalc — Petunjuk oleh lcenovsky

COT

cot

Legacy and disaggregated COT data for several commodities I trade:
ZC, ZW, ZS, ZL, ZM, HG, GC, SI, CC, KC, CT, OJ, SB, CL, HO, NG

Available indexes:

Open Interest
Commercials Net
Large Traders Net
Producers Net
Managed Money Net
Commercials Long
Large Traders Long
Producers Long
Managed Money Long
Commercials Short
Large Traders Short
Producers Short
Managed Money Short

Data is taken from Quandl:

Skrip sumber terbuka

Dalam semangat TradingView yang sebenar, penulis skrip ini telah menerbitkannya dengan menggunakan sumber terbuka supaya pedagang-pedagang dapat memahami dan mengesahkannya. Sorakan kepada penulis! Anda dapat menggunakannya secara percuma tetapi penggunaan semula kod ini dalam penerbitan adalah dikawalselia oleh Peraturan Dalaman. Anda boleh menyukainya untuk menggunakannya pada carta.

Penafian

Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.

Ingin menggunakan skrip ini pada carta?

//@version=2
study("COT Data by cendalc", shorttitle="COT Data", precision=0)

qticker =
     syminfo.root == "ZC" ? "C"  :
     syminfo.root == "ZW" ? "W"  :
     syminfo.root == "ZS" ? "S"  :
     syminfo.root == "ZL" ? "BO" :
     syminfo.root == "ZM" ? "SM" :
     syminfo.root == "HG" ? "HG" :
     syminfo.root == "GC" ? "GC" :
     syminfo.root == "SI" ? "SI" :
     syminfo.root == "CC" ? "CC" :
     syminfo.root == "KC" ? "KC" :
     syminfo.root == "CT" ? "CT" :
     syminfo.root == "OJ" ? "OJ" :
     syminfo.root == "SB" ? "SB" :
     syminfo.root == "CL" ? "CL" :
     syminfo.root == "HO" ? "HO" :
     syminfo.root == "NG" ? "NG" :
     ""

legacy_cot = "QUANDL:CFTC/" + qticker + "_FO_L_ALL|"

oi = security(legacy_cot + "0", "W", close)

comm_lg = security(legacy_cot + "4", "W", close)
comm_sh = security(legacy_cot + "5", "W", close)
comm_net = comm_lg - comm_sh

large_lg = security(legacy_cot + "1", "W", close)
large_sh = security(legacy_cot + "2", "W", close)
large_net = large_lg - large_sh

other_lg = security(legacy_cot + "8", "W", close)
other_sh = security(legacy_cot + "9", "W", close)
other_net = other_lg - other_sh

cot = "QUANDL:CFTC/" + qticker + "_FO_ALL|"

prod_lg = security(cot + "1", "W", close)
prod_sh = security(cot + "2", "W", close)
prod_net = prod_lg - prod_sh

manag_lg = security(cot + "6", "W", close)
manag_sh = security(cot + "7", "W", close)
manag_net = manag_lg - manag_sh

plot(oi, color=black, title="Open Interest", style=line, linewidth=1)

plot(comm_net, color=blue, title="Commercials Net", style=line, linewidth=1)
plot(large_net, color=green, title="Large Traders Net", style=line, linewidth=2)
plot(prod_net, color=aqua, title="Producers Net", style=line, linewidth=1)
plot(manag_net, color=lime, title="Managed Money Net", style=line, linewidth=2)

plot(comm_lg, color=navy, title="Commercials Long", style=line, linewidth=1)
plot(large_lg, color=red, title="Large Traders Long", style=line, linewidth=1)
plot(prod_lg, color=gray, title="Producers Long", style=line, linewidth=1)
plot(manag_lg, color=purple, title="Managed Money Long", style=line, linewidth=1)

plot(comm_sh, color=teal, title="Commercials Short", style=line, linewidth=1)
plot(large_sh, color=orange, title="Large Traders Short", style=line, linewidth=1)
plot(prod_sh, color=silver, title="Producers Short", style=line, linewidth=1)
plot(manag_sh, color=fuchsia, title="Managed Money Short", style=line, linewidth=1)