This is the improved version of Stochastic Money Flow Index script that uses Open Interest instead of volume in Future markets.
I think it will make a difference especially in Future and CFD markets.
Since the system will pull data from Quandl, CFTC reports may cause repaint when disclosed.
So if you use it during the weekly time frame (1W), it will definitely...
With this script, you can see CFTC COT Non Commercial and Commercial Positions together.
This way, you can analyze net values greater than 0 and smaller, as well as very dense and very shallow positions of producers and speculators.
Green - Non Commercials - Speculators
Red - Commercials - Producers
This script is multi time-frame and...
Hi, this script is the version of Accumulation / Distribution Money Flow (ADMF) that uses Open Interes ts in the required markets instead of Volume.
Can be set from the menu. (Futures/Others)
NOTE: I only modified this script.
The original script belongs to cl8DH.
Original of the...
This script was created due to the lack of position of US Dollar Index Futures (DXY).
It is designed to perform a much more liquid and inclusive position analysis.
As the exponential ratios do not mean anything to positions, weights are used as multipliers instead of exponential functions.
Swedish Krona (SEK) Futures are not directly quoted in Quandl, therefore...
Original script from ChartChampions :
This script was created by using Open Interest instead of Volume in the Market Facilitation Index.
Thus, it can make a difference in the Future and CFD Markets.
If your financial instrument is not from these markets, that is, if Open...
CAUTION : This system was inspired from seiglerj' s "Money Flow Index " script. Open Interests are used instead of volume.
What is the Money Flow Index ( MFI )?
The Money Flow Index ( MFI ) is a technical oscillator that uses price and volume for identifying overbought or oversold conditions in an asset. It can also be used to spot divergences which warn of a...
LazyBear ' s "Weiss Wave " codes are used for open interests.
Original Weiss Wave Volume :
Let's start :
Open Interest vs. Volume: An Overview
Volume and open interest are two key measurements that describe the liquidity and activity of contracts In the options and...
Modified Ease of Movement :
* Open Interests used on Futures instead of Volume (Includes Bitcoin)
* Exponential Moving Average used instead of Simple Moving Average
* Division Number cancelled. (Division Number gives wrong signals inside strong trends.)
NOTE : This code is open source under the MIT License. If you have any improvements or corrections to...
This script aims to look at the markets from a manufacturer's point of view.
Producers or large enterprises gradually sell their goods as the price increases.
Because both the amount of product and position in their hands is too high, otherwise they can not find buyers, and they have to make a safe profit.
Therefore, I have shown short positions in green and long...
I decided to publish the COT Forex Indicator, which I created for convenience, as an open source.
The period DXY is determined by the differences between the two signals on the Pivot Reversal Strategy on the weekly chart.(1W)
Thus, relative period point search is automated.
When the new signal comes, after the...
Hello, this script has the same logic as Noldo CFTC COT Forex indicator :
It is the version for the future markets.
Major future assets are the subject.
This script works only on SPGSCI (S&P Goldman Sachs Commodity Index).
You must open SPGSCI :...
This indicator is based on the Commitment of Traders legacy report and compares the combined net noncommercial positions of the base and quote currency to the combined commercial positions of the base and quote currency.
The indicator currently works on aal the major and minor currency pairs including the inversed charts, and I will be adding exotic currencies...
The Commodity Futures Trading Commission (Commission or CFTC) publishes the Commitments of Traders ( COT ) reports to help the public understand market dynamics. Specifically, the COT reports provide a breakdown of each Tuesday’s open interest for futures and options on futures markets in which 20 or more traders hold positions equal to or above the...
This type of COT report is calculated as a percentage (%) of open interest. Its purpose is to see how large the position in% in the group of participants is for Open Interest. Someone sees this as an advantage in trading.
The Commodity Futures Trading Commission (Commission or CFTC) publishes the Commitments of Traders ( COT ) reports to help the...
The Commodity Futures Trading Commission (Commission or CFTC) publishes the Commitments of Traders (COT) reports to help the public understand market dynamics. Specifically, the COT reports provide a breakdown of each Tuesday’s open interest for futures and options on futures markets in which 20 or more traders hold positions equal to or above the...
The relativity method is a method of trade inspired by the Theory of Relativity of Albert Einstein , which argues that trade is a relative concept and, according to the case it advocates, creates the values to be evaluated relatively by using various engineering methods, and converts these values to factors to ensure the highest efficiency.
Many layers are...