PROTECTED SOURCE SCRIPT
[KY]COT (Commitment of Traders)
Diupdate
(1) What is COT(Commitment of Traders)?
COT reports provide a breakdown of each Tuesday’s open interest for futures and options on futures markets.
(Traders categories are Commercials, Speculators, Non-Reportables)
* Data itself is published Friday but its source is as of Tuesday close!! This is important.
* You MUST read CFTC site before you use my script.
cftc.gov/MarketReports/CommitmentsofTraders/index.htm
(2) What can you do with my COT indicator?
You can illustrate the following data from COT report.
- Open Interest: total number of positions of each traders
- Commercials net position: the net position of "Producer/Merchant/Processor/User" and "Swap Dealers"
- Speculators net position: the net position of "Money Managers" (or sometimes called "Managed Money", "Funds", "Large Speculators")
- Other Reportables net position: the net position of "Other Reportables" (aka "Small Speculators")
- Non Reportables net position: the net position of "Non Reportables" (aka "Retail/individual investors")
In addition to these, you can show detailed information as follows:
- Speculators long/short position: sometimes you need not only "Net position" but also "Long/Short posotion". Use this.
- Long/Short ratio of each traders: Long ratio is shown as percentage. calculation is
Long ratio = (Long Interest + Spread) / (Long Interest + Short Interest + 2 * Spread)
(3) What data source do I use?
I use quandl CFTC data.
quandl.com/data/CFTC-Commodity-Futures-Trading-Commission-Reports
(4) How to use my indicator?
- add at least three indicator.
- wait until data is loaded.(my script collects a lot of data from CFTC so usually it takes 5-10 seconds.)
- open the settings and choose what you want to display.
options are ["OpenInterest", "Commercials", "Specs", "Others", "Total Reportables", "Non Reportables", "SpecsVol", "PositionRatio"]
(4) Have any questions? Or any requests or ideas for improvement?
Please message me.
tradingview.com/u/KaibaraYuzan/
(5) Happy Trading Everyone!!
COT reports provide a breakdown of each Tuesday’s open interest for futures and options on futures markets.
(Traders categories are Commercials, Speculators, Non-Reportables)
* Data itself is published Friday but its source is as of Tuesday close!! This is important.
* You MUST read CFTC site before you use my script.
cftc.gov/MarketReports/CommitmentsofTraders/index.htm
(2) What can you do with my COT indicator?
You can illustrate the following data from COT report.
- Open Interest: total number of positions of each traders
- Commercials net position: the net position of "Producer/Merchant/Processor/User" and "Swap Dealers"
- Speculators net position: the net position of "Money Managers" (or sometimes called "Managed Money", "Funds", "Large Speculators")
- Other Reportables net position: the net position of "Other Reportables" (aka "Small Speculators")
- Non Reportables net position: the net position of "Non Reportables" (aka "Retail/individual investors")
In addition to these, you can show detailed information as follows:
- Speculators long/short position: sometimes you need not only "Net position" but also "Long/Short posotion". Use this.
- Long/Short ratio of each traders: Long ratio is shown as percentage. calculation is
Long ratio = (Long Interest + Spread) / (Long Interest + Short Interest + 2 * Spread)
(3) What data source do I use?
I use quandl CFTC data.
quandl.com/data/CFTC-Commodity-Futures-Trading-Commission-Reports
(4) How to use my indicator?
- add at least three indicator.
- wait until data is loaded.(my script collects a lot of data from CFTC so usually it takes 5-10 seconds.)
- open the settings and choose what you want to display.
options are ["OpenInterest", "Commercials", "Specs", "Others", "Total Reportables", "Non Reportables", "SpecsVol", "PositionRatio"]
(4) Have any questions? Or any requests or ideas for improvement?
Please message me.
tradingview.com/u/KaibaraYuzan/
(5) Happy Trading Everyone!!
Catatan Rilis
I removed the unrelated drawings in the chart which would help you understand how my script works.And to make it easier to understand, I changed the pine code slightly.(Not affecting the result itself.)
Pernyataan Penyangkalan
Informasi dan publikasi tidak dimaksudkan untuk menjadi, dan bukan merupakan saran keuangan, investasi, perdagangan, atau rekomendasi lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Persyaratan Penggunaan.