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COT

Open Interest-Buschi 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 (LE) Gold (GC) Silver (SI) Copper (HG) Crude Oil (CL) Heating Oil (HO) RBOB Gasoline (RB) Natural Gas (NG) Australian Dollar (A6) British Pound (B6) Canadian Dollar (D6) Euro (E6) Japanese Yen (J6) Swiss Franc (S6) Sugar (SB) Coffee (KC) Cocoa (CC) Cotton (CT) S&P 500 E-Mini (ES) Russell 2000 E-Mini (RTY) Dow Jones Industrial Mini (YM) Nasdaq 100 E-Mini (NQ) Platin (PL) Palladium (PA) Aluminium (AUP) Steel (HRC) Ethanol (AEZ) Brent Crude Oil (J26) Rice (ZR) Oat (ZO) Milk (DL) Orange Juice (JO) Lumber (LS) Feeder Cattle (GF) S&P 500 (SP) Dow Jones Industrial Average Index (DJIA) New Zealand Dollar (N6) Deutsch: Ein Bestandteil des "Commitment of Traders-Report" ist das Open Interest, das in diesem Indikator dargestellt wird (Quelle: Quandl Datenbank). Folgende Futures sind enthalten: 30-jährige US-Staatsanleihen (ZB) 10-jährige US-Staatsanleihen (ZN) Sojabohnen(ZS) Sojabohnen-Mehl (ZM) Sojabohnen-Öl (ZL) Mais(ZC) Soft Red Winter-Weizen (ZW) Hard Red Winter-Weizen (KE) Magerschweine (HE) Lebendrinder (LE) Gold (GC) Silber (SI) Kupfer(HG) Rohöl (CL) Heizöl (HO) Benzin (RB) Erdgas (NG) Australischer Dollar (A6) Britisches Pfund (B6) Kanadischer Dollar (D6) Euro (E6) Japanischer Yen (J6) Schweizer Franken (S6) Zucker (SB) Kaffee (KC) Kakao (CC) Baumwolle (CT) S&P 500 E-Mini (ES) Russell 2000 E-Mini (RTY) Dow Jones Industrial Mini (YM) Nasdaq 100 E-Mini (NQ) Platin (PL) Palladium (PA) Aluminium (AUP) Stahl (HRC) Ethanol (AEZ) Brent Rohöl (J26) Reis (ZR) Hafer (ZO) Milch (DL) Orangensaft (JO) Holz (LS) Mastrinder (GF) S&P 500 (SP) Dow Jones Industrial Average Index (DJIA) Neuseeland Dollar (N6)
Penunjuk Pine Script®
oleh MagicEins
2
Commercial / Open Interest-Buschi 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, but I decided to publish it anyway. Critical comments are mostly welcome. Deutsch: Ein weiterer Blick auf die Commitment of Traders (CoT) Daten Da die Commercials häufig ein guter Indikator für zukünftige Marktbewegungen sind, habe ich ein wenig mit ihrer Positionierung (long oder short) im Verhältnis zum Open Interest herumgebastelt, um eine Art von "kommerzieller Kauf- (long) oder Verkaufs-Kraft" abzubilden. Es ist momentan noch im absoluten Teststadium, aber ich habe mich dazu entschlossen, es trotzdem zu veröffentlichen. Kritische Anmerkungen sind sehr willkommen.
Penunjuk Pine Script®
oleh MagicEins
2
COT disaggregatedCFTC 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 Configure : -categories to be plotted -Futures/Futures+Options -by num_contracts/percent -plot "Tot Spreads %" selection (only when also "Show as % of OI" selected) will plot the total of spreads positions across all categories This script supercedes my other "MY_ CFTC GC/SI/CL (Disaggregated)" script Just changed name
Penunjuk Pine Script®
oleh giancapino
plot CFTC COT disaggregated dataCFTC 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 Configure : -categories to be plotted -Futures/Futures+Options -by num_contracts/percent -plot"Tot Spreads %" selection when also "Show as % of OI" selected This script supercedes my other "MY_ CFTC GC/SI/CL (Disaggregated)" script
Penunjuk Pine Script®
oleh giancapino
Deckchair Trader COT MACDPlots 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 most of them. Please let me know of any issues with these. Part of a suite of COT related indicators based on the excellent book "the commitment of traders bible" by Stephen Briese. Feb 26, 2018 Release Notes: Quandl have changed their codes :( now they seem to be using the CFTC Id's where are numeric (and can be found in the dump you get from them) So whereas before for example, GBPUSD was mapped to BP it is now mapped to 096742. I have gone through the various dumps and tried to map all the symbols I was using, the currency were the easy ones, the wheat, corn etc a little harder to trade down due to variations. Please let me know if different Thanks Tim Titchmarsh DeckchairTrader
Penunjuk Pine Script®
oleh deckchairtrader
1
Deckchair Trader COT Open InterestPlots 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 think I got most of them. Please let me know of any issues with these. Part of a suite of COT related indicators based on the excellent book "the commitment of traders bible" by Stephen Briese. Works best on weekly timeframe. Feb 26, 2018 Release Notes: Quandl have changed their codes :( now they seem to be using the CFTC Id's where are numeric (and can be found in the dump you get from them) So whereas before for example, GBPUSD was mapped to BP it is now mapped to 096742. I have gone through the various dumps and tried to map all the symbols I was using, the currency were the easy ones, the wheat, corn etc a little harder to trade down due to variations. Please let me know if different Thanks Tim Titchmarsh DeckchairTrader
Penunjuk Pine Script®
oleh deckchairtrader
Deckchair Trader COT IndexPlots 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 most of them. Please let me know of any issues with these. Part of a suite of COT related indicators based on the excellent book "the commitment of traders bible" by Stephen Briese. Currently working on a trading strategy based around these indicators, Would love to hear if you are interested in this or have some COT trading ideas to share. Feb 26, 2018 Release Notes: Quandl have changed their codes :( now they seem to be using the CFTC Id's where are numeric (and can be found in the dump you get from them) So whereas before for example, GBPUSD was mapped to BP it is now mapped to 096742. I have gone through the various dumps and tried to map all the symbols I was using, the currency were the easy ones, the wheat, corn etc a little harder to trade down due to variations. Please let me know if different Thanks Tim Titchmarsh DeckchairTrader
Penunjuk Pine Script®
oleh deckchairtrader
6
COT Net Positions Plots the COT net positions 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 most of them. Please let me know of any issues with these. Part of a suite of COT related indicators based on the excellent book "the commitment of traders bible" by Stephen Briese. I have the COT Index, Momentum, Strength and Open Interest waiting in the wings. Currently working on a trading strategy based around these indicators, Would love to hear if you are interested in this or have some COT trading ideas to share.
Penunjuk Pine Script®
oleh deckchairtrader
8
COT Index by cendalcLegacy and disaggregated COT index for several commodities I trade: ZC, ZW, ZS, ZL, ZM, HG, GC, SI, CC, KC, CT, OJ, SB, CL, HO, NG Available indexes: Commercials Index Large traders Index Producers Index Managed Money Index Data is taken from Quandl: www.quandl.com Default week period is 26 except for CC, KC, CT, OJ, SB, CL, HO and NG where it is 13. You can set your own period. Works correctly on weekly and daily data. Daily length is correctly computed from trade days in weeks. Displays the previous cot index for the current week if COT report has not yet been published.
Penunjuk Pine Script®
oleh lcenovsky
20