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
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Demand Index StrategyDemand Index Strategy
Goes Long if Indicator is > 1
Goes Short if Indicator is < 1
I have no clue how and when to use it.
Please message me if you found something.
ZeroLag Evwma zero lag index smoothed high weighted average lineZeroLag Evwma zero lag index smoothed high weighted average line 零ラグ指数平滑出来高加重平均線
The Evwma exponential smoothing weighted average weighting line modified the EMA and weighted further with the volume.
Since the features of the Evwma exponential smoothing weighted average weight line are considerably good, I tried to convert it to Zero Lag using the upward compatible function of EMA on the condition.
It is unknown what makes Zero Lag meaningful. Perhaps the ZeroLag version is not necessary.
Evwma 指数平滑出来高加重平均線はEMAを改造してボリュームでさらに重みを付けました。
Evwma 指数平滑出来高加重平均線の素性がかなり良さげなので調子に乗ってEMAの上位互換関数なのを利用してZeroLag化してみました。
ZeroLag化して意味があるのは現状不明です。たぶんZeroLag版はいらないでしょう。
Relative Strength Index of Moving Average MTF alertsAll credit to this study is for chris jhoncic , this is MTF version with alert of his study
basic idea is hybrid of RSI and different MA
You can choose which MA from the following list:
Tillson Moving Average (T3)
Double Exponential Moving Average ( DEMA )
Arnaud Legoux Moving Average ( ALMA )
Least Squares Moving Average ( LSMA )
Simple Moving Average ( SMA )
Exponential Moving Average ( EMA )
Weighted Moving Average ( WMA )
Smoothed Moving Average ( SMMA )
Triple Exponential Moving Average ( TEMA )
Hull Moving Average ( HMA )
Adaptive moving average (AMA)
Fractal Adaptive Moving Average (FAMA)
Variable Index Dynamic Average ( VIDYA )
Triangular Moving Average (TRIMA)
to change the time frame change int2 to what you desire
Positive Volume IndexHello traders!
This indicator was originally developed by Paul L. Dysart in the 1930s and then described and popularized by Norman G. Fosback in his book "Stock Market Logic: A Sophisticated Approach to Profits on Wall Street"
Like and follow for more cool indicators!
Happy Trading!
Elder's Force Index Function (with source)TradingView has built in functions for RSI, Momentum, and many other oscillators. Why the source isn't available for Elder's Force Index is beyond me. To me it's one of the Holy Grail indicators. This is EFI indicator with a simple function inside the source code. You're can easily copy this function into any study(indicator) or strategy that uses built-in oscillators, as a replacement.
Example using EFI instead of RSI in built-in Divergence Indicator:
gyazo.com
//Discord: Sheldon#7775
//Server: discord.gg
Relative Strength Index & Stochastic RSIThis script calculates both RSI (Relative Strength Index) and Stock (Stochastic) RSI Indicators, and plots them with a distinctive background on the same graph. The colors were chosen to be very easy on the eyes.
I published it as a way to give back to this community. Use your own judgement when trading, I am not responsible for any losses resulting from the use of my script.
Feel free to modify the script with no attribution.
Gopalakrishnan Range IndexThis indicator was originally developed by Jayanthi Gopalakrishnan (Stocks & Commodities, V.19:1 (January, 2001): "Gopalakrishnan Range Index").
Like and follow for more open source indicators!
Happy Trading!
IO_CWL IndexCandlestick body and Wick Length Index (CWL)
Shows a trend chart of candle body length and wick length.
Green -> Candle body
Red -> Candle Wick
-- Invsto
Shadow Index by WentalThe indicator shows the ratio of the upper and lower shadows of the candlestick chart.
Chande Kroll R-Squared IndexChande Kroll R-Squared Index script.
This indicator was originally developed by Tushar S. Chande and Stanley Kroll (see their book `The New Technical Trader`, Chapter 2: `Linear Regression Analysis`).
Money Flow IndexMFI (money flow index) indicator, to help identify volume trends, divergence, and reversals. Optional settings to show the "raw" money flow or the money flow ratio, instead of the final MFI calculation. Also includes optional SMA (for MFI only).
Trend Intensity Index by ParaticaTrend Intensity Index is very strong. It can see next coming trend very early
William's Commercial Index (0.5y, 3y)William's Commercial Index from Greeny with look at 0.5 year and 3 years.
Fisher Transform Money Flow IndexThis is an experimental indicator by applying Money Flow Index with Fisher Transform. i found MFI code and Fisher transform code from public library.
Use longer length to find divergence. Tune the length and samples according to your trading style and instrument
Privacy Coins IndexEqual weighted price index of the following privacy themed/ZN Proof coins:
m1 = Exch("zec")
m2 = Exch("xmr")
m3 = Exch("bcn")
m4 = Exch("pivx")
m5 = Exch("xzc")
m6 = Exch("zen")
Micro Alts IndexEqual weighted price index of the following coins:
m1 = Exch("rby")
m2 = Exch("slr")
m3 = Exch("bsd")
m4 = Exch("ok")
m5 = Exch("gam")
m6 = Exch("sphr"
Small Alts IndexEqual Weighted price index of the following coins
m1 = Exch("rcn")
m2 = Exch("ast"
m3 = Exch("edo")
m4 = Exch("lend")
m5 = Exch("dnt")
Mid Cap Alts IndexEqual weighted price index of the following coins
m1 = Exch("zec")
m2 = Exch("icx")
m3 = Exch("lsk")
m4 = Exch("zil")
m5 = Exch("ont")