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COT

COT Week BoxCOT Week Box — visualize weekly positioning shifts from the CFTC Commitments of Traders report directly on your price chart. ═══════════════════════════════════════ WHAT IT DOES ═══════════════════════════════════════ Every week on Friday, the CFTC publishes updated positioning data reflecting what traders did between the previous Wednesday and Tuesday. This indicator takes that weekly change in net positioning and draws a colored rectangle spanning exactly that Wed→Tue price window on your chart. The result: you can instantly see which weeks had unusually large positioning shifts, what the price did during those weeks, and which side of the market was driving the flow. ═══════════════════════════════════════ HOW TO READ THE COLORS ═══════════════════════════════════════ GREEN — Net positioning increased. Traders added more longs than shorts on balance. RED — Net positioning decreased. Traders added more shorts than longs on balance. YELLOW — Net positioning increased, but the move was driven mostly by shorts covering (closing losing positions) rather than fresh buying. Often a sign of short squeeze dynamics. BLUE — Net positioning decreased, but the move was driven mostly by longs liquidating (closing winning or losing positions) rather than fresh shorting. Often a sign of profit-taking or capitulation. The opacity of each box scales with how extreme the week was: faint boxes are borderline, bold boxes are true outliers. ═══════════════════════════════════════ INPUTS ═══════════════════════════════════════ Group — choose which participant group to analyze: Commercials (hedgers), Non-Commercials (large speculators / funds), Non-Reportables (small traders), or All (sum of all groups). Weekly move threshold (%) — only draw boxes for weeks where the absolute change in net positioning ranks above this percentile. Default 85 shows the top 15% of weeks. Increase to 95 or 99 to isolate only the most extreme weeks. Reduction dominance threshold (%) — controls when BLUE/YELLOW colors trigger instead of RED/GREEN. Higher values require cleaner one-sided flow to flag a reduction-dominated week. Lookback (weeks) — historical window for percentile calculation. Default 156 weeks (≈ 3 years). ═══════════════════════════════════════ SUPPORTED INSTRUMENTS ═══════════════════════════════════════ The indicator automatically maps the chart symbol to the correct CFTC report code. Supported markets include: Metals: Gold, Silver, Copper, Platinum, Palladium Energy: WTI Crude, Brent, Natural Gas, RBOB Gasoline, Heating Oil FX: DXY, EUR, GBP, JPY, CAD, AUD, NZD, CHF, MXN Indices: S&P 500, Nasdaq 100, Dow, Russell 2000, VIX Softs: Coffee, Cocoa, Sugar, Cotton, Orange Juice Grains: Corn, Wheat, Soybeans, Soybean Meal, Soybean Oil, Oats, Rough Rice Meats: Live Cattle, Feeder Cattle, Lean Hogs Works on the daily (D1) timeframe only. ═══════════════════════════════════════ USAGE TIPS ═══════════════════════════════════════ Settings -> pin to scale -> pin to right scale (may be needed if rectangles aren't bind to candles) Start with Group = "Commercial" on commodity charts — commercial hedgers often signal turning points when their positioning reaches extremes. On index futures and FX, try Group = "Non-Commercial" to follow large speculator flow. A cluster of BLUE boxes near a price high, or YELLOW boxes near a price low, can indicate exhaustion of the dominant side. Combine with your existing technical analysis — COT data works best as a confirmation tool, not a standalone signal. ═══════════════════════════════════════ NOTES ═══════════════════════════════════════ Data source: CFTC Legacy report, futures-only. Boxes are drawn after the Friday release, covering the prior Wed→Tue reporting week. The indicator requires a full week of bars (Wed through Tue) to draw a box. If your instrument isn't in the supported list, the indicator will display "Instrument not mapped" — a premium version with manual CFTC code override is available separately.
مؤشر Pine Script®
من ‎tibiusxc‎
COT Comm OsciDescription The COT Comm Osci is a sentiment oscillator based on net positions from the weekly Commitments of Traders (COT) report. It transforms net positions of Commercials, Noncommercials, or Nonreportables into a 0–100 index. A value of 100 = highest net position within the selected timeframe. A value of 0 = lowest net position. You can define three historical intervals (e.g. 26/ 52 / 156 weeks). Tip To improve your analysis, it's recommended to add a separate COT indicator that visualizes raw Long/Short or net positions directly. This helps interpret the oscillator in context. This script is based on “Commercial Index–Buschi” by MagicEins and has been extended with new features and error handling. Features Select between Commercial, Noncommercial, or Nonreportable trader groups Proper handling of HG Futures (Copper) Displays a warning if the root code is invalid (unsupported market symbol)
مؤشر Pine Script®
من ‎gondatom‎
Briese CoT Movement IndexThis Briese CoT (Commitments of Traders) Movement Index histogram indicator was built based on the formula by Stephen Briese in his book "The Commitments of Traders Bible": "...difference between the COT Index and its reading of one or several weeks prior. I use six." —Chapter 7, page 75. The code is a bit of a remix of the "ICT Commitment of Traders°" indicator by toodegrees and is meant for use in a new pane below a Weekly Chart . The upper and lower thresholds are +40/-40. Some context: "A ± 40 point surge in the COT Index within a six-week period frequently marks the end of a counter-trend price reaction" 40 Point CoT Surge Rules (Commercials) from page 76 "During a correction from a prevailing uptrend, a +40 point movement in the CoT Index within a six-week period often marks the end of a corrective pullback, and the resumption of the major uptrend." "During a reaction in a prevailing downtrend, a -40 point movement in the CoT Index within a six-week period frequently marks the end of a price reaction, and the resumption of the established downtrend." "The failure of a ± point CoT Movement Index signal to restart the prevailing trend is a tip-off to a major trend change" I'd recommend reading Briese's book for examples on how to properly interpret this indictor. This indicator can be used in conjunction with another one I've published called the "Williams x Briese Hybrid CoT Index" which can be found on my scripts page.
مؤشر Pine Script®
من ‎ajay_puppy‎
2
COT-Index-NocTradingCOT Index Indicator The COT Index Indicator is a powerful tool designed to visualize the Commitment of Traders (COT) data and offer insights into market sentiment. The COT Index is a measurement of the relative positioning of commercial traders versus non-commercial and retail traders in the futures market. It is widely used to identify potential market reversals by observing the extremes in trader positioning. Customizable Timeframe: The indicator allows you to choose a custom time interval (in months) to visualize the COT data, making it flexible to fit different trading styles and strategies. How to Use: Visualize Market Sentiment: A COT Index near extremes (close to 0 or 100) can indicate potential turning points in the market, as it reflects extreme positioning of different market participant groups. Adjust the Time Interval: The ability to adjust the time interval (in months) gives traders the flexibility to analyze the market over different periods, which can be useful in detecting longer-term trends or short-term shifts in sentiment. Combine with Other Indicators: To enhance your analysis, combine the COT Index with your technical analysis. This tool can serve as an invaluable addition to your trading strategy, providing a deeper understanding of the market dynamics and the positioning of major market participants.
مؤشر Pine Script®
من ‎NocTrading‎
1
COT3 - Flip Strength Index - Invincible3This indicator uses the TradingView COT library to visualize institutional positioning and potential sentiment or trend shifts. It compares the long% vs short% of commercial and non-commercial traders for both Pair A and Pair B, helping traders identify trend strength, market overextension, and early reversal signals. 🔷 COT RSI The COT RSI normalizes the net positioning difference between non-commercial and commercial traders over (N=13, 26, and 52)-week periods. It ranges from 0 to 100, highlighting when sentiment is at bullish or bearish extremes. COT RSI (N)= ((NC - C)−min)/(max-min) x100 🟡 COT Index The COT Index tracks where the current non-commercial net position lies within its 1-year and 3-year historical range. It reflects institutional accumulation or distribution phases. Strength represents the magnitude of that positioning bias, visualized through normalized RSI-style metrics. COT Index (N)= (NC net)/(max-min) x100 🔁 Flip Detection Flip refers to the crossovers between long% and short%, indicating a change in directional bias among trader groups. When long positions exceed shorts (or vice versa), it signals a possible market flip in sentiment or trend. For example, Pair B commercial flip is calculated as: Long% = (Long/Open Interest)×100 Short% = (Short/Open Interest)×100 Flip = Long%−Short% A bullish flip occurs when long% overtakes short%, and vice versa for a bearish flip. These flips often precede price trend changes or confirm sentiment breakouts. Flip captures how far current positioning deviates from historical norms — highlighting periods of institutional overconfidence or exhaustion, often leading to significant market turns. This combination offers a multi-layered edge for identifying when smart money is flipping direction, and whether that flip has strong conviction or is likely to fade. ..........................................................................................................................................................
مؤشر Pine Script®
من ‎invincible3‎
4
Planting & Harvesting SeasonsHello all, as a commodity trader, I use a lot of seasonal patterns in my analysis. Some time ago, I came up with the idea to develop a simple script that visually overlays the typical planting and harvesting periods for key agricultural futures directly on the chart. This script automatically detects the underlying commodity based on the symbol (e.g. ZC, ZW, ZS, CT) and displays color-coded zones for each seasonal window. These zones are based on historical crop calendars and help identify when planting or harvesting typically takes place. The goal is to better align technical setups with fundamental seasonal factors. This is a basic version and meant as a visual aid — not a trading signal in itself. Hope you enjoy it and any feedback is highly appreciated!
مؤشر Pine Script®
من ‎DerAndi72‎
1
Automatic comparison of symbols depending on custom listIn the indicator settings, specify a list of tickers and the corresponding symbol for comparison (e.g. TVC:DXY). Each new list must be on a separate line. The line must begin with the symbol for comparison, then an equal sign (=), and then a list of tickers separated by commas (e.g. OANDA:XAUUSD, OANDA:XAGUSD). If the ticker selected in the chart window is not found in any of the lists, then the symbol from the first list, which is specified before the equal sign, will be used as the symbol for comparison. For example: TVC:DXY = OANDA:XAUUSD, OANDA:XAGUSD OANDA:BCOUSD = OANDA:SPX500USD OANDA:SPX500USD = BINANCE:BTCUSDT *** Автоматическое сравнение символов в зависимости от настраиваемого списка В настройках индикатора укажите список тикеров и соответствующий символ для сравнения. Каждый новый список должен быть на отдельной строке. В начале строки должен быть указан символ для сравнения (например, TVC:DXY), затем знак равенства (=) и после него список тикеров, разделенных запятыми (например, OANDA:XAUUSD, OANDA:XAGUSD). Если выбранный в окне графика тикер не будет найден ни в одном из списков, то в качестве символа для сравнения ему будет соответствовать символ из первого списка, который указан перед знаком равенства. Например: TVC:DXY = OANDA:XAUUSD, OANDA:XAGUSD OANDA:BCOUSD = OANDA:SPX500USD OANDA:SPX500USD = BINANCE:BTCUSDT
مؤشر Pine Script®
من ‎grigorykov‎
1
COT-NocTradingIndicator Description: Commitments of Traders (COT) Data Indicator The Commitments of Traders (COT) Data Indicator on TradingView provides insights into market sentiment based on the weekly CFTC (Commodity Futures Trading Commission) reports. It plots three key lines derived from this data, offering valuable information for traders seeking to understand positioning trends among large speculators, commercial hedgers, and small traders. Lines Plotted: Commercials: Reflects positions held by commercial entities engaged in the production or sale of the underlying commodity. Their positions often act as a hedge against physical market exposure. Non Commercials: Represents positions held by large speculators, typically hedge funds and large financial institutions, who often take more significant positions based on their market outlook. Retail Traders: Shows positions held by small traders, including individual retail traders and smaller institutional players, providing insights into the broader retail sentiment. Labeling: Each line is accompanied by a label to clearly identify its corresponding group, enhancing clarity and ease of interpretation for traders analyzing the indicator. Usage: Trend Confirmation: Monitor the positioning of commercial and non commercial relative to retail traders to confirm trends and potential reversals. Sentiment Analysis: Assess shifts in market sentiment based on changes in positioning across different trader categories. Trading Signals: Use crossovers, divergences, and extreme positioning relative to historical data to generate potential trading signals. This indicator is valuable for traders looking to incorporate institutional positioning data into their trading strategies, offering a deeper understanding of market dynamics beyond price action alone.
مؤشر Pine Script®
من ‎NocTrading‎
7
IndexogramIndexogram is a platform designed to help traders analyze the Commitment of Traders (COT) report data. It specifically focuses on the Rate Of Change (ROC) of the COT data, visualized using a unique polyline plotting technique. Commitments of Traders % Rate Of Change (%ROC): The COT %ROC indicates the momentum of trader positions over a specified period. This measure is crucial for understanding shifts in market sentiment and potential future price movements. Unique Polyline Plotting Technique: Unlike traditional line or bar charts, the polyline plotting technique used in Indexogram offers a more nuanced and detailed view of the %ROC data. Multiple Ticker Monitoring: Indexogram allows the setup of up to five different tickers. Traders can assign different weightages to these tickers, enabling a customized and weighted view of their %ROC data. This feature is beneficial for tracking a diversified portfolio or comparing different assets. Average ROI Plot: An additional feature is the Average ROI plot, which provides the average return on investment (ROI) of the five selected tickers. This plot helps traders quickly assess the overall performance of their monitored assets. Strategy for Traders Diversified Monitoring: By setting up five different tickers with varying weightages, traders can diversify their monitoring efforts across different assets or markets. This diversification helps in reducing risk and identifying opportunities in different sectors or asset classes. Weightage Customization: Assign weightages based on market conditions or personal trading strategy. For example, if a trader believes that commodities are likely to outperform equities in the near term, they can assign a higher weightage to commodities-related tickers. Analyzing %ROC Trends: Use the polyline plots to identify significant %ROC trends. A rising %ROC might indicate increasing momentum and a potential buying opportunity, while a falling %ROC could signal decreasing momentum and a potential selling opportunity. Average ROI Analysis: Use the Average ROI plot to gauge the overall performance of the selected assets. If the average ROI is positive and trending upwards, it indicates a generally favorable market condition for the monitored assets. Tactical Adjustments: Regularly review and adjust the selected tickers and their weightages based on changing market conditions, news, and personal insights. This flexibility allows traders to adapt their strategy in response to new information. Important Notes: Indexogram is a tool to identify potential tradings, not a guaranteed predictor of future price movements.
مؤشر Pine Script®
من ‎HashAlgo‎
Commitments of Traders Report [Advanced]This indicator displays the Commitment of Traders (COT) report data in a clear, table format similar to an Excel spreadsheet, with additional functionalities to analyze open interest and position changes. The COT report, published weekly by the Commodity Futures Trading Commission (CFTC), provides valuable insights into market sentiment by revealing the positioning of various trader categories. Display: Release Date: When the data was released. Open Interest: Shows the total number of open contracts for the underlying instrument held by selected trader category. Net Contracts: Shows the difference between long and short positions for selected trader category. Long/Short OI: Displays the long and short positions held by selected trader category. Change in Long/Short OI: Displays the change in long and short positions since the previous reporting period. This can highlight buying or selling pressure. Long & Short Percentage: Displays the percentage of total long and short positions held by each category. Trader Categories (Configurable) Commercials: Hedgers who use futures contracts to manage risk associated with their underlying business (e.g., producers, consumers). Non-Commercials (Large Speculators): Speculative traders with large positions who aim to profit from price movements (e.g., hedge funds, investment banks). Non-Reportable (Small Speculators/Retail Traders): Smaller traders with positions below the CFTC reporting thresholds. CFTC Code: If the indicator fails to retrieve data, you can manually enter the CFTC code for the specific instrument. The code for instrument can be found on CFTC's website. Using the Indicator Effectively Market Sentiment Gauge: Analyze the positioning of each trader category to gauge overall market sentiment. High net longs by commercials might indicate a bullish outlook, while high net shorts could suggest bearish sentiment. Changes in open interest and long/short positions can provide additional insights into buying and selling pressure. Trend Confirmation: Don't rely solely on COT data for trade signals. Use it alongside price action and other technical indicators for confirmation. Identify Potential Turning Points: Extreme readings in COT data, combined with significant changes in open interest or positioning, might precede trend reversals, but exercise caution and combine with other analysis tools. Disclaimer Remember, the COT report is just one piece of the puzzle. It should not be used for making isolated trading decisions. Consider incorporating it into a comprehensive trading strategy that factors in other technical and fundamental analysis. Credit A big shoutout to Nick from Transparent FX ! His expertise and thoughtful analysis have been a major inspiration in developing this COT Report indicator. To know more about this indicator and how to use it, be sure to check out his work.
مؤشر Pine Script®
من ‎a_guy_from_wall_street‎
11
TASC 2023.10 COT Commercials Indicator█ OVERVIEW This script implements the COT Commercials Indicator introduced by Alfred François Tagher in an article featured in TASC's October 2023 edition of Traders' Tips . The indicator is designed for use in futures markets and represents a fast stochastic (%K) calculated based on the commercial open interest values of an asset derived from the weekly Commitments Of Traders (COT) report . █ CONCEPTS The COT report, issued by the Commodity ​Futures Trading Commission (CFTC) , presents a breakdown of reportable open interest positions held by various trader groups—commercial, noncommercial, and nonreportable (small traders). Open interest reflects the total number of derivative contracts entered by market participants but not yet settled. Consequently, it can serve as a measure of market activity and liquidity. The indicator showcased here aims to analyze changes in the reported net values of open interest for commercial traders/hedgers (often referred to as 'smart money', as they deal directly in underlying commodities). The net values are positive when the commercial traders have more long positions than short ones and negative when they hold more short positions than long ones. Positive net values indicate that commercial traders hold more long positions than short ones, while negative values indicate the opposite. Thus, overbought and oversold conditions of the COT Commercials Indicator potentially suggest collective bullish and bearish sentiments, respectively. █ CALCULATIONS The calculations involve these steps: 1. Net open interest values are extracted from COT data using the LibraryCOT library provided by TradingView. 2. A fast stochastic indicator (%K) is then applied to normalize these net values. The script also provides an option of calculating and plotting the indicator curve for noncommercial (speculators) open interest.
مؤشر Pine Script®
من ‎PineCodersTASC‎
4
Bensler COT OscillatorI tried to replicate the indicator I think Jason Shapiro from Crowded Market Report has kind of alluded to on his interviews and YouTube channel. I think I made the default colors on my indicator match Shapiro's. It's best if used in parallel with the indicator CoT-Buschi which is a nice COT indicator that I based my oscillator off of. That way you can see the effect of the oscillator and decide if you like how the time period affects the output. I am a total noob so just in case you think I know what I'm talking about or doing, I don't.
مؤشر Pine Script®
من ‎NwThtsAlotofDmg‎
16
Open Interest Chart [LuxAlgo]The Open Interest Chart displays Commitments of Traders %change of futures open interest , with a unique circular plotting technique, inspired from this publication Periodic Ellipses . 🔶 USAGE Open interest represents the total number of contracts that have been entered by market participants but have not yet been offset or delivered. This can be a direct indicator of market activity/liquidity, with higher open interest indicating a more active market. Increasing open interest is highlighted in green on the circular plot, indicating money coming into the market, while decreasing open interests highlighted in red indicates money coming out of the market. You can set up to 6 different Futures Open interest tickers for a quick follow up: 🔶 DETAILS Circles are drawn, using plot() , with the functions createOuterCircle() (for the largest circle) and createInnerCircle() (for inner circles). Following snippet will reload the chart, so the circles will remain at the right side of the chart: if ta.change(chart.left_visible_bar_time ) or ta.change(chart.right_visible_bar_time) n := bar_index Here is a snippet which will draw a 39-bars wide circle that will keep updating its position to the right. //@version=5 indicator("") n = bar_index barsTillEnd = last_bar_index - n if ta.change(chart.left_visible_bar_time ) or ta.change(chart.right_visible_bar_time) n := bar_index createOuterCircle(radius) => var int end = na var int start = na var basis = 0. barsFromNearestEdgeCircle = 0. barsTillEndFromCircleStart = radius startCylce = barsTillEnd % barsTillEndFromCircleStart == 0 // start circle bars = ta.barssince(startCylce) barsFromNearestEdgeCircle := barsTillEndFromCircleStart -1 basis := math.min(startCylce ? -1 : basis + 1 / barsFromNearestEdgeCircle * 2, 1) // 0 -> 1 shape = math.sqrt(1 - basis * basis) rad = radius / 2 isOK = barsTillEnd <= barsTillEndFromCircleStart and barsTillEnd > 0 hi = isOK ? (rad + shape * radius) - rad : na lo = isOK ? (rad - shape * radius) - rad : na start := barsTillEnd == barsTillEndFromCircleStart ? n -1 : start end := barsTillEnd == 0 ? start + radius : end = createOuterCircle(40) plot(h), plot(l) 🔶 LIMITATIONS Due to the inability to draw between bars, from time to time, drawings can be slightly off. Bar-replay can be demanding, since it has to reload on every bar progression. We don't recommend using this script on bar-replay. If you do, please choose the lowest speed and from time to time pause bar-replay for a second. You'll see the script gets reloaded. 🔶 SETTINGS 🔹 TICKERS Toggle :     • Enabled  -> uses the first column with a pre-filled list of Futures Open Interest tickers/symbols     • Disabled -> uses the empty field where you can enter your own ticker/symbol Pre-filled list : the first column is filled with a list, so you can choose your open interest easily, otherwise you would see COT:088691_F_OI aka Gold Futures Open Interest for example.      If applicable, you will see 3 different COT data:     • COT: Legacy Commitments of Traders report data     • COT2: Disaggregated Commitments of Traders report data     • COT3: Traders in Financial Futures report data Empty field : When needed, you can pick another ticker/symbol in the empty field at the right and disable the toggle. Timeframe : Commitments of Traders (COT) data is tallied by the Commodity ​Futures Trading Commission (CFTC) and is published weekly. Therefore data won't change every day.      Default set TF is Daily 🔹 STYLE From middle:     • Enabled (default): Drawings start from the middle circle -> towards outer circle is + %change , towards middle of the circle is - %change     • Disabled: Drawings start from the middle POINT of the circle, towards outer circle is + OR -     -> in both options, + %change will be coloured green , - %change will be coloured red .     -> 0 %change will be coloured blue , and when no data is available, this will be coloured gray . Size circle : options tiny, small, normal, large, huge. Angle : Only applicable if "From middle" is disabled!     -> sets the angle of the spike: Show Ticker : Name of ticker, as seen in table, will be added to labels. Text - fill     • Sets colour for +/- %change Table     • Sets 2 text colours, size and position Circles     • Sets the colour of circles, style can be changed in the Style section.        You can make it as crazy as you want:
مؤشر Pine Script®
من ‎LuxAlgo‎
23
ICT Commitment of Traders° by toodegreesDescription: The Commitment of Traders (COT) is a valuable raw data report released weekly by the Commodity Futures Trading Commission (CFTC). This report offers insights into the current long and short positions of three key market entities: Commercial Traders ( usually represented in red ) Large Traders ( typically depicted in green ) Small Speculator Traders ( commonly shown in blue ) The concept of utilizing the COT data as a strategic trading tool was first introduced by Larry Williams, who emphasized the importance of monitoring Commercial Speculators – large corporate producers or consumers of commodities. The Inner Circle Trader (ICT) prompts us to delve deeper into this data. While we can easily determine their Net Position (also referred to as the Main Program) by subtracting Commercial Short Positions from the Commercial Long Positions, this calculation doesn't reveal their ongoing Hedge Program . Merely following the Main Program won't provide a trading edge. Aligning with the Hedge Program can be an invaluable weapon in your trading arsenal. The Commercial Speculators' Hedge Program can be unveiled by examining the highest and lowest reading of their Net Position over a chosen time period and setting a new "zero line" between these extremes. This process generates a novel "COT Graph" providing a detailed understanding of the Commercial Speculators' current market activity. When the Hedge Program, Seasonality, and Open Interest are cross-referenced with Institutional Orderflow, a trader can construct a very clear medium-to-long-term market narrative. Features: Access COT Data for the Commercial Speculators via Tradingview's reliable data source Automate calculations and display the 3-month, 6-month, 12-month, 2-year, and 3-year Hedge Program Define your own Custom Time Range for the Hedge Program Display the Main Program and all Hedge Programs in an easy-to-understand table format Additionally, by following the included instructions, you can augment your table with COT data from multiple markets. This extra information can help monitor correlated markets and develop a more robust market narrative:
مؤشر Pine Script®
من ‎toodegrees‎
25
COT-index rangeA graph showing the commercials (part of COT-data) positioning in relation to its own range, X periods back. I usually choose the look-back period to equal approximately one year. This will be around 52 on a weekly chart and 250 on a daily chart. In my opinion a high data-point for the commercials is bullish and vice versa. But instead of only looking att absolute values I now look more at how the commercials are positioned compared to the previous 12 och 6 months. Example: a) if COT-index range = 0.8, then the commercials are in the 80th percentile for this specific look-back period, i.e. the commercials has only been more bullish 20% of the time and more bearish 80% of the time. b) a) if COT-index range = 0.5, then the commercials are in the 50th percentile for this specific look-back period, i.e. the commercials has been more bullish 50% of the time and more bearish 50% of the time. c) if COT-index range = 0.2, then the commercials are in the 20th percentile for this specific look-back period, i.e. the commercials has been more bullish 80% of the time and more bearish 20% of the time. In other words, a high reading is bullish and a low reading is bearish.
مؤشر Pine Script®
من ‎IvarssonAnalytics‎
1
EURUSD COT Trend StrategyThis is a long term/investment type of strategy designed to have a good idea about where the big trend direction is headed. Its logic, its made entirely on the COT report, mainly from looking into the net non comercial positions aka the speculators. For bullish trend we look that the difference between long non comercial vs short non comercial is higher than 0 For bearish trend we look that the difference between long non comercial vs short non comercial is lower than 0. This is mainly as an educational tool, for a full strategy, I recommend implement other things into it, like technical analysis or risk management. If you have any questions, please let me know !
استراتيجية Pine Script®
من ‎exlux‎
3
ILM COT Financial Table - CFTCUse this indicator on Daily Timeframe Please refer to the below link for CFTC Financials www.cftc.gov This script shows the Financial COT for the respective instrument by deriving the CFTC code. Option is provided to override the CFTC code User can also configure the historical CFTC data view The script calculates the Long% vs Short% for various categories (Dealers/Asset Managers/Leveraged Funds/Other Reportables) and color codes the column appropriately. The goal of this script is to show all the financial CFTC data on a single page to digest the data better in a tabular form Fixed the default TradingView Library which has some errors with CFTC code mapping. For example, SPX CFTC Code #13874+ which is the most important one where big players take positions is not there in the default Library.
مؤشر Pine Script®
من ‎ILuvMarkets‎
4
LibraryCOTLibrary "LibraryCOT" This library provides tools to help Pine programmers fetch Commitment of Traders (​COT) data for futures. rootToCFTCCode(root)   Accepts a futures root and returns the relevant CFTC code.   Parameters:      root : Root prefix of the future's symbol, e.g. "ZC" for "ZC1!"" or "ZCU2021".   Returns: The part of a COT ticker corresponding to `root`, or "" if no CFTC code exists for the `root`. currencyToCFTCCode(curr)   Converts a currency string to its corresponding CFTC code.   Parameters:      curr : Currency code, e.g., "USD" for US Dollar.   Returns: The corresponding to the currency, if one exists. optionsToTicker(includeOptions)   Returns the part of a COT ticker using the `includeOptions` value supplied, which determines whether options data is to be included.   Parameters:      includeOptions : A "bool" value: 'true' if the symbol should include options and 'false' otherwise.   Returns: The part of a COT ticker: "FO" for data that includes options and "F" for data that doesn't. metricNameAndDirectionToTicker(metricName, metricDirection)   Returns a string corresponding to a metric name and direction, which is one component required to build a valid COT ticker ID.   Parameters:      metricName : One of the metric names listed in this library's chart. Invalid values will cause a runtime error.      metricDirection : Metric direction. Possible values are: "Long", "Short", "Spreading", and "No direction". Valid values vary with metrics. Invalid values will cause a runtime error.   Returns: The part of a COT ticker ID string, e.g., "OI_OLD" for "Open Interest" and "No direction", or "TC_L" for "Traders Commercial" and "Long". typeToTicker(metricType)   Converts a metric type into one component required to build a valid COT ticker ID. See the "Old and Other Futures" section of the CFTC's Explanatory Notes for details on types.   Parameters:      metricType : Metric type. Accepted values are: "All", "Old", "Other".   Returns: The part of a COT ticker. convertRootToCOTCode(mode, convertToCOT)   Depending on the `mode`, returns a CFTC code using the chart's symbol or its currency information when `convertToCOT = true`. Otherwise, returns the symbol's root or currency information. If no COT data exists, a runtime error is generated.   Parameters:      mode : A string determining how the function will work. Valid values are: "Root": the function extracts the futures symbol root (e.g. "ES" in "ESH2020") and looks for its CFTC code. "Base currency": the function extracts the first currency in a pair (e.g. "EUR" in "EURUSD") and looks for its CFTC code. "Currency": the function extracts the quote currency ("JPY" for "TSE:9984" or "USDJPY") and looks for its CFTC code. "Auto": the function tries the first three modes (Root -> Base Currency -> Currency) until a match is found.      convertToCOT : "bool" value that, when `true`, causes the function to return a CFTC code. Otherwise, the root or currency information is returned. Optional. The default is `true`.   Returns: If `convertToCOT` is `true`, the part of a COT ticker ID string. If `convertToCOT` is `false`, the root or currency extracted from the current symbol. COTTickerid(COTType, CTFCCode, includeOptions, metricName, metricDirection, metricType)   Returns a valid TradingView ticker for the COT symbol with specified parameters.   Parameters:      COTType : A string with the type of the report requested with the ticker, one of the following: "Legacy", "Disaggregated", "Financial".      CTFCCode : The for the asset, e.g., wheat futures (root "ZW") have the code "001602".      includeOptions : A boolean value. 'true' if the symbol should include options and 'false' otherwise.      metricName : One of the metric names listed in this library's chart.      metricDirection : Direction of the metric, one of the following: "Long", "Short", "Spreading", "No direction".      metricType : Type of the metric. Possible values: "All", "Old", and "Other".   Returns: A ticker ID string usable with `request.security()` to fetch the specified Commitment of Traders data.
مكتبة Pine Script®
من ‎ILuvMarkets‎
1
COT Report IndicatorA COT Report Indicator that shows the Data for both currencies (base- and quotecurrency). It works in the forex market and on the Bitcoin Chart. The table shows the Net-Contracts, Long and Short Percentage of the latest report. The line chart shows if the Commercials, Institutionals and Retail Traders are more long biased (value above 50) or more short biased (value below 50). The COT Report is only published weekly. This should not be used as an entry indicator, but can help to find market bottoms/top and the trend of the market.
مؤشر Pine Script®
من ‎Trading_Nerd‎
73