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Cftc

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.
Pine Script™ indicator
by NocTrading
6
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.
Pine Script™ indicator
by ILuvMarkets
4
Institutional Behavior AnalyticsJapanese below / 日本語説明は下記 ■Summary This indicator provides analysis on institutional investors/traders’ behavior by discovering and interpreting patterns of CFTC positions and price action in order to help users follow market directions that maker makers create and make decisions. ■What can we do with this indicator? ●Display institutional investors/traders’ position(CFTC COT position) ●Analyze institutional investors/traders’ behavior Analyze institutional investors’ behavior from CFTC position data and price action and patternize the movement where strong buying/selling pressures are indicated ●Notify institutional investors’ behavioral changes with signals and alerts In case strong buying/selling pressures detected, signals will be displayed along with the factors by which the behavioral changes identified. Alerts can be set with the same condition as signals. ■Why is it important to analyze institutional investors/traders behavior? Financial markets are created by institutional investors/traders aka market makers. Analyzing their behavior and knowing where they are heading are chances for retail traders for trend trading. ■Functions There is three core functions in this indicator. 1. CFTC COT Positions 2. Institutional Behavior Analysis 3. Alert ■Function Details: 1. CFTC COT Positions 1-1. CFTC COT Position This indicator shows COT(Commitment of Traders) positions provided by CFTC with selection of legacy format and new format. Users also can select position type from Futures only and Futures and Options. Data source is quandle.com The indicator shows the data of the assets listed below based on the code and the ticker code of which users open charts. This is upgrade functions of CFTC Positions by COT Report(Legacy and New Format) Indicator which I previously released by adding more assets and new functions; (1)manual CFTC code entry, (2)display of changes from previous week and (3) Auto-identification of peak position level (see below) CFTC Positions by COT Report(Legacy and New Format) Indices: Dow Jones Industrial Average / CFTC code:12460P / when DJI/US30 open S&P 500 STOCK INDEX / CFTC code:13874P / when SPX / SPX500USD /US500 open NASDAQ-100 STOCK INDEX / CFTC code:20974P / when NDX/US100 open E-MINI Russel2000 INDEX / CFTC code:239742 / when RUT/US2000 open NIKKEI STOCK AVERAGE / CFTC code:240741 / when NI225 / JP225USD open Currencies: EURO / CFTC code:099741 / when EURUSD open Japanese Yen / CFTC code:097741 / when USDJPY open British Pound / CFTC code:096742 / when GBPUSD or EURGBP open Australian Dollars / CFTC code:232741 / when AUDUSD open New Zealand Dollars / CFTC code:112741 / when NZDUSD open Canadian Dollars / CFTC code:090741 / when USDCAD open Swiss Franc / CFTC code:092741 / when USDCHF open Commodities: USOIL / CFTC code:067411 / when USOIL open Brent oil / CFTC code:06765T / when UKOIL open  GOLD / CFTC code:088691 / when GOLD or XAUUSD open Silver / CFTC code:084691 / when SILVER or XAGUSD open Platinum / CFTC code:076651 / when PLATINUM or XPTUSD open Palladium / CFTC code:075651 / when PALLADIUM or XPDUSD open Copper(Grade#1) / CFTC code:085692 / HG1! or HG2! Open Natural Gas(Henry Hub) / CFTC code:023391 / when NATURALGAS open) Corn / CFTC code:002602 / ZC1! Or ZC2! Open Cryptos: Bitcoin / CFTC code:133741 / when BTCUSD open Ether / CFTC code:146021 / when ETHUSD open Data to be displayed: Legacy format: 1. Open Interest 2. Non Commercial Long 3. Non Commercial Short 4. Non Commercial Net Positions (calculated by 2 and 3) 5. Non Commercial Spreads 6. Commercial Long 7. Commercial Short 8. Commercial Net Positions(calculated by 6 and 7) 9. Total Long 10. Total Short 11. Non Reportable Positions Long 12. Non Reportable Positions Short 13. Non Reportable Net Positions(calculated by 11 and 12) New format: 1. Open Interest 2. Producer/Merchant/Processor/User Longs 3. Producer/Merchant/Processor/User Shorts 4. Producer/Merchant/Processor/User Net Positions(calculated by 2 and 3) 5. Swap Dealer Longs 6. Swap Dealer Shorts 7. Swap Dealer Net Positions(calculated by 5 and 6) 8. Swap Dealer Spreads 9. Money Manager Longs 10. Money Manager Shorts 11. Money Manager Net Positions(calculated by 9 and 10) 12. Money Manager Spreads 13. Other Reportable Longs 14. Other Reportable Shorts 15. Other Reportable Net Positions(calculated by 13 and 14) 16. Other Reportable Spreads 17. Total Reportable Longs 18. Total Reportable Shorts 19. Non Reportable Longs 20. Non Reportable Shorts 21. Non Reportable Net Positions(calculated by 19 and 20) Sample chart Colors and chart type are configurable. ❶.Non commercial long(green)/short(purple)/net(blue) position ❷.All data in legacy format ❸. All net positions in new format 1-2 Manual CFTC code entry Besides the assets above, users now can enter CFTC code manually when they want to specify CFTC code regardless of charts they are opening and see other assets' COT position data. 1-3 Changes from previous week Changes from previous week are displayed as text for Open interest, Non Commercial Long/Short/Net positions. 1-4 Auto-identification of peak position level in past N week By specifying number of weeks(=N), the indicator automatically identify highest position level in the past N weeks for Non-commercial long and short positions. By knowing this, users can prepare for trend reversal possibilities. Sample chart 2. Institutional Behavior Analysis This indicator detects institutional behavior changes based on changes of positions and price action and then categorizes them into patterns where strong buying/selling pressures of institutional investors are indicated. Once the patterns identified, those will be displayed as signals and also it plots the factors in text by which the patterns are identified in order to support users’ decision making. Sample chart What makes indicator suggest institutional investors’ strong buy/sell will be remarked in the bottom right corner. Please be noted that this function works on weekly timeframe only as institutional investors positions are updated on weekly basis by CFTC. 3. Alert Alerts can be set with the same condition as signals so that users do not miss indicated strong buying/selling pressure of institutional investors. ■What timeframe/trading style is this indicator for? As CFTC position updated on weekly basis, weekly, daily and 4H timeframes are most appropriate hence swing trading and day trading is best fitting trading style. Scalping? Possible but why would we aim such small movement, knowing the directions that institutional investors are going to which could lead to big trends. --------------------------------------------------- ■サマリー 機関投資家の建玉とプライスアクションに基づいて機関投資家の行動分析を提供するインジケーターです。 機関投資家の強い買い圧力、売り圧力が示唆されるケースをその構成要素と共にパターン分類。 マーケットメーカーの作り出す相場の方向性に追従しやすくなるように、ユーザーの意思決定を支援します。 ■このインジケーターでできること ●CFTC建玉の分析 CFTC(アメリカ商品先物取引委員会)が公開するCOT(Commitment of Traders)レポートに基づき機関投資家や商業筋の建玉データを分析することができます。 ●機関投資家の行動分析 建玉データと値動きから機関投資家の行動を分析することが可能です。 インジケーターは建玉データとプライスアクションを基に機関投資家の強い買い圧力、売り圧力が示唆されるケースをその構成要素と共にパターン分類します。 ●機関投資家の行動変化をシグナルとアラートで通知 機関投資家の強い買い圧力、売り圧力が検知された場合、その構成要素と共にシグナルを表示します。またシグナル表示のタイミングでアラート設定することも可能です。 ■なぜ機関投資家の建玉や行動を分析することが重要なのか？ 相場はマーケットメーカーと呼ばれる機関投資家によって作られています。 彼らのポジション状況や行動を分析し、彼らがどの方向に進んでいるのかを知ることは、個人投資家にとってトレンドフォローでトレードする機会、特に大きなトレンドに乗る機会を見出すことに繋がります。 機能 このインジケーターには主に3つの機能が搭載されています。 1. CFTC建玉データの表示 2. 機関投資家の行動分析 3. アラート 1. CFTC建玉データの表示 1-1. CFTC建玉データの表示 COTレポートが提供するCFTC建玉をサブウィンドウに表示することができます。 データレイアウトについては、レガシーフォーマットと新フォーマットの二つのレポートフォーマットを選択可能です。 またポジション種類として先物のみを表示するか、先物とオプションを含んだポジションを表示するかの選択も可能です。 インジケーターが表示する対象の資産と該当のCFTCコード、どのティッカーコードのチャートで表示されるかは以下の通りです。(データソースはquandle.com) この機能は以前リリースしたCFTC Positions by COT Report(Legacy and New Format) Indicatorのアップグレードバージョン機能です。 対象データが追加されている他、新機能として(1)マニュアルでのCFTCコード指定、(2)前週比の表示、(3)過去のピークポジションのレベルライン自動描画が追加されています。（詳細は下記） CFTC Positions by COT Report(Legacy and New Format) 株価インデックス: ダウ工業平均 / CFTC code:12460P / DJI/US30 を開いたとき S&P500 / CFTC code:13874P / SPX / SPX500USD /US500 ナスダック100指数 / CFTC code:20974P / NDX/US100 E-MINI ラッセル2000指数 / CFTC code:239742 / RUT/US2000 日経平均 / CFTC code:240741 / NI225 / JP225USD 通貨: ユーロ / CFTC code:099741 / EURUSDを開いた時 円 / CFTC code:097741 / USDJPY ポンド / CFTC code:096742 / GBPUSD または EURGBP 豪ドル / CFTC code:232741 / AUDUSD ニュージーランドドル / CFTC code:112741 / NZDUSD カナダドル / CFTC code:090741 / USDCAD スイスフラン / CFTC code:092741 / USDCHF コモディティ: WTI原油 / CFTC code:067411 / USOIL 北海ブレント原油 / CFTC code:06765T / UKOIL ゴールド / CFTC code:088691 / GOLD または XAUUSD シルバー / CFTC code:084691 / SILVER または XAGUSD プラチナ / CFTC code:076651 /  PLATINUM または XPTUSD  パラジウム / CFTC code:075651 / PALLADIUM または XPDUSD  銅(Grade#1) / CFTC code:085692 / HG1! または HG2! 天然ガス(Henry Hub) / CFTC code:023391 / NATURALGAS コーン / CFTC code:002602 / ZC1! または ZC2! 暗号資産: ビットコイン / CFTC code:133741 / BTCUSD イーサ / CFTC code:146021 / ETHUSD 表示されるデータ: レガシーフォーマット(一般的によく見るのはこのフォーマットです。) 1. Open Interest 2. Non Commercial Long 3. Non Commercial Short 4. Non Commercial Net Positions (calculated by 2 and 3) 5. Non Commercial Spreads 6. Commercial Long 7. Commercial Short 8. Commercial Net Positions (calculated by 6 and 7) 9. Total Long 10. Total Short 11. Non Reportable Positions Long 12. Non Reportable Positions Short 13. Non Reportable Net Positions(calculated by 11 and 12) 新フォーマット: 1. Open Interest 2. Producer/Merchant/Processor/User Longs 3. Producer/Merchant/Processor/User Shorts 4. Producer/Merchant/Processor/User Net Positions(calculated by 2 and 3) 5. Swap Dealer Longs 6. Swap Dealer Shorts 7. Swap Dealer Net Positions(calculated by 5 and 6) 8. Swap Dealer Spreads 9. Money Manager Longs 10. Money Manager Shorts 11. Money Manager Net Positions(calculated by 9 and 10) 12. Money Manager Spreads 13. Other Reportable Longs 14. Other Reportable Shorts 15. Other Reportable Net Positions(calculated by 13 and 14) 16. Other Reportable Spreads 17. Total Reportable Longs 18. Total Reportable Shorts 19. Non Reportable Longs 20. Non Reportable Shorts 21. Non Reportable Net Positions(calculated by 19 and 20) サンプルチャート: 色とグラフ/線種は変更可能です。 ❶.Non commercial(いわゆる投機筋)のポジション: ロング(緑)/ショート(紫)/ネット(青) ❷.レガシーフォーマットの全データ出力 ❸. 新フォーマットで提供される全てのネットポジション 1-2 CFTCコードのマニュアル入力 上記のアセットに加え、任意のCFTCコードを指定して建玉データを表示することができます。 現在開いているチャートに関係なく、特定のアセットの建玉を確認したい時、他のアセットの建玉との相関を見るときに活用できます。 1-3 前週比の表示 Open Interest, Non Commercial（投機筋）のLong/Short/Netについて、前週比を表示します。 1-4. 過去N週間における建玉のピークを自動表示 過去N週間(Nはパラメータ設定)におけるNon Commercial（投機筋）のロング·ショートポジションのピークを自動で表示します。 過去の建玉のピークを知ることで、建玉が再びそのラインに接近した時のトレンド転換の可能性に備えることが可能です。 サンプルチャート 2. 機関投資家の行動分析 この機能では建玉の変化とプライスアクションから機関投資家の行動変化を検知し、機関投資家の強い買い、売りの存在が示唆されるケースをパターン分類します。 パターンが特定されたタイミングでシグナル表示するとともに、パターンを構成する要素（何を以て機関投資家の強い買い/売りの存在を判断したか）をテキストで表示することでユーザーの意思決定を支援します。 サンプルチャート インジケーターが機関投資家の強い買い·売りの存在が示唆されると判断した要素がサブウィンドウの右下に記載されます。 この機能は週足でのみ有効です。 3. アラート 上記2のシグナルが表示されるタイミングでアラートを設定することができます。 機関投資家の強い買い·売りを検知したタイミングを逃さないよう活用してください。 ■このインジケーターが適しているタイムフレーム CFTCのポジションが週次で更新されることから、長めの時間軸である週足、日足から4時間足くらいまでが適しています。 トレードスタイルとしては、機関投資家が作る大きなトレンドに追尾するスイングトレードが最も適していると考えますが、デイトレードにも使えます。
Pine Script™ indicator
by FX365_Thailand
3
CFTC Positions by COT Report(Legacy and New Format)Japanese below / 日本語説明は下記 CFTC Positions by COT Report(Legacy and New Format) This indicator shows CFTC positions provided by COT report with availability to select legacy format and new format. Users also can select position type from Futures only and Futures and Options. Data source is quandle.com The indicator shows the data of the assets listed below based on the code and the ticker code of which users open charts. Indices: Dow Jones Industrial Average / CFTC code:124601 / when DJI/US30 open S&P 500 STOCK INDEX / CFTC code:138741 / when SPX/SPX500USD/US500 open NASDAQ-100 STOCK INDEX / CFTC code:209741 / when NDX/US100 open NIKKEI STOCK AVERAGE / CFTC code:240741 / when NI225/JP225USD open Currencies: US Dollars / CFTC code:132741 / when EURUSD open Japanese Yen / CFTC code:097741 / when USDJPY open British Pound / CFTC code:096742 / when GBPUSD or EURGBP open Australian Dollars / CFTC code:232741 / when AUDUSD open New Zealand Dollars / CFTC code:112741 / when NZDUSD open Canadian Dollars / CFTC code:090741 / when USDCAD open Swiss Franc / CFTC code:092741 / when USDCHF open Commodities: USOIL / CFTC code:067411" / when USOIL open GOLD / CFTC code:088691" / when GOLD or XAUUSD open Silver / CFTC code:084691" / when SILVER or XAGUSD open Cryptos: Bitcoin / CFTC code:133741" / when BTCUSD open Data to be displayed: Legacy format: 1. Open Interest 2. Non Commercial Long 3. Non Commercial Short 4. Non Commercial Net Positions (calculated by 2 and 3) 5. Non Commercial Spreads 6. Commercial Long 7. Commercial Short 8. Commercial Net Positions(calculated by 6 and 7) 9. Total Long 10. Total Short 11. Non Reportable Positions Long 12. Non Reportable Positions Short 13. Non Reportable Net Positions(calculated by 11 and 12) New format: 1. Open Interest 2. Producer/Merchant/Processor/User Longs 3. Producer/Merchant/Processor/User Shorts 4. Producer/Merchant/Processor/User Net Positions(calculated by 2 and 3) 5. Swap Dealer Longs 6. Swap Dealer Shorts 7. Swap Dealer Net Positions(calculated by 5 and 6) 8. Swap Dealer Spreads 9. Money Manager Longs 10. Money Manager Shorts 11. Money Manager Net Positions(calculated by 9 and 10) 12. Money Manager Spreads 13. Other Reportable Longs 14. Other Reportable Shorts 15. Other Reportable Net Positions(calculated by 13 and 14) 16. Other Reportable Spreads 17. Total Reportable Longs 18. Total Reportable Shorts 19. Non Reportable Longs 20. Non Reportable Shorts 21. Non Reportable Net Positions(calculated by 19 and 20) Sample chart Colors and chart type are configurable. 1.Non commercial long(green)/short(purple)/net(blue) position 2.All data in legacy format 3. All net positions in new format How to use this indicator? This indicator is paid indicator and invited-only indicator. Please contact me via private chat or follow links in my signature so that I can grant the access right to the indicator. Comment section is only for comments on the indicator or updates. Please refrain from contacting me using comments to follow TradingView house rules. --------------------------------------------------- COTレポートが提供するCFTC建玉をサブウィンドウに表示するインジケーターです。 レガシーフォーマットと新フォーマットの二つのレポートフォーマットを選択することができます。 またポジション種類として先物のみを表示するか、先物とオプションを含んだポジションを表示するかの選択も可能です。 インジケーターが表示する対象の資産と該当のCFTCコード、どのティッカーコードのチャートで表示されるかは以下の通りです。(データソースはquandle.com) 株価インデックス: ダウ工業平均 / CFTC code:124601 / DJI/US30 を開いたとき S&P500 / CFTC code:138741 / SPX/SPX500USD/US500 ナスダック100指数 / CFTC code:209741 / NDX/US100 日経平均 / CFTC code:240741 / NI225/JP225USD 通貨: 米ドル / CFTC code:132741 / EURUSDを開いた時 円 / CFTC code:097741 / USDJPY ポンド / CFTC code:096742 / GBPUSD または EURGBP 豪ドル / CFTC code:232741 / AUDUSD ニュージーランドドル / CFTC code:112741 / NZDUSD カナダドル / CFTC code:090741 / USDCAD スイスフラン / CFTC code:092741 / USDCHF コモディティ: WTI原油 / CFTC code:067411 / USOIL ゴールド / CFTC code:088691 / GOLD または XAUUSD シルバー / CFTC code:084691 / SILVER または XAGUSD 暗号資産: ビットコイン / CFTC code:133741" / BTCUSD 表示されるデータ: レガシーフォーマット(一般的によく見るのはこのフォーマットです。) 1. Open Interest 2. Non Commercial Long 3. Non Commercial Short 4. Non Commercial Net Positions (calculated by 2 and 3) 5. Non Commercial Spreads 6. Commercial Long 7. Commercial Short 8. Commercial Net Positions (calculated by 6 and 7) 9. Total Long 10. Total Short 11. Non Reportable Positions Long 12. Non Reportable Positions Short 13. Non Reportable Net Positions(calculated by 11 and 12) 新フォーマット: 1. Open Interest 2. Producer/Merchant/Processor/User Longs 3. Producer/Merchant/Processor/User Shorts 4. Producer/Merchant/Processor/User Net Positions(calculated by 2 and 3) 5. Swap Dealer Longs 6. Swap Dealer Shorts 7. Swap Dealer Net Positions(calculated by 5 and 6) 8. Swap Dealer Spreads 9. Money Manager Longs 10. Money Manager Shorts 11. Money Manager Net Positions(calculated by 9 and 10) 12. Money Manager Spreads 13. Other Reportable Longs 14. Other Reportable Shorts 15. Other Reportable Net Positions(calculated by 13 and 14) 16. Other Reportable Spreads 17. Total Reportable Longs 18. Total Reportable Shorts 19. Non Reportable Longs 20. Non Reportable Shorts 21. Non Reportable Net Positions(calculated by 19 and 20) サンプルチャート: 色とグラフ/線種は変更可能です。 1.Non commercial(いわゆる投機筋)のポジション: ロング(緑)/ショート(紫)/ネット(青) 2.レガシーフォーマットの全データ出力 3. 新フォーマットで提供される全てのネットポジション インジケーターの使用について 当インジケーターは招待制インジケーター(有料)となっています。 使用を希望される方はプライベートチャットや下記リンクのDMでご連絡ください。 このページのコメント欄はインジケーターそのものに対するコメントやアップデートの記載のためのものとなっております。Tradingviewのハウスルールを守るためにもコメント欄からの連絡はご遠慮ください。
Pine Script™ indicator
by FX365_Thailand
12
COT Net Positions Index - Currencies Only (Legacy Report)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 and metals shortly. Please request any other instruments in the comments below. Something to be aware of is that for any pair containing the U.S. Dollar, the U.S. Dollar is represented by the U.S. Dollar Index. For example, if we take the EURUSD the script combines the Euro FX futures contracts and combines the U.S. Dollar Index futures contracts, where as with for example the NZDCAD, the New Zealand Dollar is indexed against the Canadian Dollar. You should keep this in mind, because the Euro positions are 125,000 Euro FX futures contracts, while the U.S. Dollar Index futures contracts are only 1,000 U.S. Dollars. By default the total open interest and net total of all the positions are showing as well, however, these can be turned off in the indicator settings along with the noncommercial and commercial positions. You can also turn on the indicator lables on the scale, and it will show the name label for the open interest, noncomercials, commercials, and net total.
Pine Script™ indicator
by iMick
1
COT Net Non-Commercials vs Commercials (Updated MTF Non-Repaint)Hello there, 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 non-repaint script. Data pulled through Quandl. And the latest version codes have been used. As time goes by, I will try to make useful modifications to this scheme. Regards.
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Pine Script™ indicator
by Noldo
57
Noldo CFTC COT Commodities IndicatorHi. 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. Usage This script works only on SPGSCI (S&P Goldman Sachs Commodity Index). You must open SPGSCI : www.tradingview.com It only works on 1W graphics. Because COT data is announced on Tuesday, it will cause repaint every Tuesday. However, since it is a terminal, this factor is not strong enough to affect your decisions. For use, you should open the bottom panel, go a little to the right in the history section and enlarge the panel you have opened. The terminal will take its form in the presentation and provide analysis on the big screen. COT data are pulled via Quandl. Regards.
Pine Script™ indicator
by Noldo
3
Noldo CFTC COT Forex IndicatorHello. 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 closing, the number of bars between the previous bar before the new signal comes both directions. This elapsed time is our period in which we will look back on relative changes. If there is no signal, the period remains constant, thereby allowing us to notice excessive changes. And in this period, COT data exchange and price changes are reflected in the terminal. The automatic time-keeping of the period and the automatic generation of the relative differences of the terminals according to the period prevents a great loss of time. Thus, we create one of the strong columns that enable us to make decisions. The other column is the signals we obtained as a result of technical analysis. The last column is the economic agenda and data tracking. That's why I made my decision to share this: Real life should not be distracted, should not be drowned in the sea of ​​technical analysis. COT data is one of the most important and valuable tools that bring us signs of real life, It should not be forgotten ! A lot of time is lost while doing these analyzes, and I wanted this to be much more practical and tidy! And we can see if there are factors that will back up our incoming signals. Usage This script works only on DXY . You must open DXY. It only works on 1W graphics. Because COT data is announced on Tuesday, it will cause repaint every Tuesday. However, since it is a terminal, this factor is not strong enough to affect your decisions. For use, you should open the bottom panel, go a little to the right in the history section and enlarge the panel you have opened. The terminal will take its form in the presentation and provide analysis on the big screen. COT data are pulled via Quandl. General kind request: Authors who know the technical broad expression of the security function or have an idea about its creation, please reach me. Best regards.
Pine Script™ indicator
by Noldo
10
Commitments of Traders COT Long & ShortCOT REPORTS 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 reporting levels established by the CFTC. The COT reports are based on position data supplied by reporting firms (FCMs, clearing members, foreign brokers and exchanges). While the position data is supplied by reporting firms, the actual trader category or classification is based on the predominant business purpose self-reported by traders on the CFTC Form 401 and is subject to review by CFTC staff for reasonableness.2 CFTC staff does not know specific reasons for traders’ positions and hence this information does not factor in determining trader classifications. In practice this means, for example, that the position data for a trader classified in the “producer/merchant/processor/user” category for a particular commodity will include all of its positions in that commodity, regardless of whether the position is for hedging or speculation. Note that traders are able to report business purpose by commodity and, therefore, can have different classifications in the COT reports for different commodities . For one of the reports, Traders in Financial Futures , traders are classified in the same category for all commodities . Due to legal restraints (CEA Section 8 data and confidential business practices), the CFTC does not publish information on how individual traders are classified in the COT reports. Generally, the data in the COT reports is from Tuesday and released Friday. The CFTC receives the data from the reporting firms on Wednesday morning and then corrects and verifies the data for release by Friday afternoon. Futures Position Large Long (large participants in a long position) Large Short (large participants short position) Comm Long (Commercial members long position) Comm Short (Commercial members long position) Other Long (Other "small" position participants in the long) Other Short (Other "small" position participants in the long)COT reports can be found on the website of the Commodity Futures Trading Commission. The most relevant reports can be found in the section “Current Legacy Reports”. В отчете COT участники рынка сгруппированы по объему, которым они оперируют на рынке: Futures Position Large Long (крупные участники позиции в длинную) Large Short (крупные участники позиция в короткую) Comm Long (Коммерческие участники позиции в длинную) Comm Short (Коммерческие участники позиции в длинную) Other Long (Другие «мелкие» участники позиции в длинную) Other Short (Другие «мелкие» участники позиции в длинную) COT-отчёты можно найти на сайте Комиссии по торговле товарными фьючерсами. Наиболее релевантные отчеты можно найти в разделе “Current Legacy Reports”.
Pine Script™ indicator
by A-Shternkuker
Commitments of Traders COT %COT REPORTS 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 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 reporting levels established by the CFTC. The COT reports are based on position data supplied by reporting firms (FCMs, clearing members, foreign brokers and exchanges). While the position data is supplied by reporting firms, the actual trader category or classification is based on the predominant business purpose self-reported by traders on the CFTC Form 401 and is subject to review by CFTC staff for reasonableness.2 CFTC staff does not know specific reasons for traders’ positions and hence this information does not factor in determining trader classifications. In practice this means, for example, that the position data for a trader classified in the “producer/merchant/processor/user” category for a particular commodity will include all of its positions in that commodity, regardless of whether the position is for hedging or speculation. Note that traders are able to report business purpose by commodity and, therefore, can have different classifications in the COT reports for different commodities . For one of the reports, Traders in Financial Futures , traders are classified in the same category for all commodities . Due to legal restraints (CEA Section 8 data and confidential business practices), the CFTC does not publish information on how individual traders are classified in the COT reports. Generally, the data in the COT reports is from Tuesday and released Friday. The CFTC receives the data from the reporting firms on Wednesday morning and then corrects and verifies the data for release by Friday afternoon. NON REPORTABLE POSITIONS contains information on the open positions of small traders, therefore it is not interesting from the point of view of global price fluctuations; The NON-COMMERCIAL column contains data on major players: banks, investment funds, large investors, etc .; Spreads shows the multidirectional positions of a single player. This information is not interesting from the point of view of trading; COMMERCIAL contains information about large companies that are not speculators, but trade to comply with their interests on the site; The TOTAL column displays general information about the positions of major players; You also need to pay attention to the values in CHANGES FROM , showing the changes since the last report. COT reports can be found on the website of the Commodity Futures Trading Commission. The most relevant reports can be found in the section “Current Legacy Reports”. Этот тип СОТ отчета, рассчитывается в процентах (% ) к открытому интересу. Цель его заключается в том, что бы видеть насколько крупная позиция в % в группе участников к Открытому интересу. Кто-то в этом видит преимущество в торговли. В отчете COT участники рынка сгруппированы по объему, которым они оперируют на рынке: NON-COMMERCIAL - институциональные инвесторы и хедж-фонды, которые спекулируют на ценах на сырьевые товары, чтобы получать прибыль от краткосрочных или долгосрочных движений. Например, хедж-фонд может приобрести фьючерсы на кукурузу, чтобы извлечь выгоду из влияния новых постановлений о производстве этанола на цены на кукурузу, не намереваясь принимать физические поставки. В виду того, что они спекулируют на направлении цены, - это трейдеры, за которыми стоит наблюдать наиболее внимательно. COMMERCIAL - коммерческие представители крупных производственных компаний, которые торгуют в интересах этих компаний и используют фьючерсный рынок для компенсации риска на наличном или спотовом рынках. Например, фермер сои может хеджировать цены на урожай, чтобы гарантировать, что он сможет продать свой продукт по установленной цене. Поскольку эти игроки не спекулируют на направлении цены, - эта группа трейдеров не особенно полезна для тех, кто ищет подсказки о будущих движениях рынка. На рынке хеджерам характерно контртрендовое поведение. NON REPORTABLE POSITIONS - мелкие трейдеры, которые не обязаны сообщать о своих позициях в CFTC. Зачастую у этой группы трейдеров не достаточно опыта или информации, чтобы предсказывать тенденции рынка, поэтому эта категория обычно игнорируется теми, кто читает отчеты COT . COT-отчёты можно найти на сайте Комиссии по торговле товарными фьючерсами. Наиболее релевантные отчеты можно найти в разделе “Current Legacy Reports”.
Pine Script™ indicator
by A-Shternkuker
Commitments of Traders NET COTCOT REPORTS 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 reporting levels established by the CFTC. The COT reports are based on position data supplied by reporting firms (FCMs, clearing members, foreign brokers and exchanges). While the position data is supplied by reporting firms, the actual trader category or classification is based on the predominant business purpose self-reported by traders on the CFTC Form 401 and is subject to review by CFTC staff for reasonableness.2 CFTC staff does not know specific reasons for traders’ positions and hence this information does not factor in determining trader classifications. In practice this means, for example, that the position data for a trader classified in the “producer/merchant/processor/user” category for a particular commodity will include all of its positions in that commodity, regardless of whether the position is for hedging or speculation. Note that traders are able to report business purpose by commodity and, therefore, can have different classifications in the COT reports for different commodities. For one of the reports, Traders in Financial Futures, traders are classified in the same category for all commodities. Due to legal restraints (CEA Section 8 data and confidential business practices), the CFTC does not publish information on how individual traders are classified in the COT reports. Generally, the data in the COT reports is from Tuesday and released Friday. The CFTC receives the data from the reporting firms on Wednesday morning and then corrects and verifies the data for release by Friday afternoon. NON REPORTABLE POSITIONS contains information on the open positions of small traders, therefore it is not interesting from the point of view of global price fluctuations; The NON-COMMERCIAL column contains data on major players: banks, investment funds, large investors, etc .; Spreads shows the multidirectional positions of a single player. This information is not interesting from the point of view of trading; COMMERCIAL contains information about large companies that are not speculators, but trade to comply with their interests on the site; The TOTAL column displays general information about the positions of major players; You also need to pay attention to the values ​​in CHANGES FROM , showing the changes since the last report. COT reports can be found on the website of the Commodity Futures Trading Commission. The most relevant reports can be found in the section “Current Legacy Reports”. В отчете COT участники рынка сгруппированы по объему, которым они оперируют на рынке: NON-COMMERCIAL - институциональные инвесторы и хедж-фонды, которые спекулируют на ценах на сырьевые товары, чтобы получать прибыль от краткосрочных или долгосрочных движений. Например, хедж-фонд может приобрести фьючерсы на кукурузу, чтобы извлечь выгоду из влияния новых постановлений о производстве этанола на цены на кукурузу, не намереваясь принимать физические поставки. В виду того, что они спекулируют на направлении цены, - это трейдеры, за которыми стоит наблюдать наиболее внимательно. COMMERCIAL - коммерческие представители крупных производственных компаний, которые торгуют в интересах этих компаний и используют фьючерсный рынок для компенсации риска на наличном или спотовом рынках. Например, фермер сои может хеджировать цены на урожай, чтобы гарантировать, что он сможет продать свой продукт по установленной цене. Поскольку эти игроки не спекулируют на направлении цены, - эта группа трейдеров не особенно полезна для тех, кто ищет подсказки о будущих движениях рынка. На рынке хеджерам характерно контртрендовое поведение. NON REPORTABLE POSITIONS - мелкие трейдеры, которые не обязаны сообщать о своих позициях в CFTC. Зачастую у этой группы трейдеров не достаточно опыта или информации, чтобы предсказывать тенденции рынка, поэтому эта категория обычно игнорируется теми, кто читает отчеты COT. COT-отчёты можно найти на сайте Комиссии по торговле товарными фьючерсами. Наиболее релевантные отчеты можно найти в разделе “Current Legacy Reports”.
Pine Script™ indicator
by A-Shternkuker
1
Open Interest Market Facilitation IndexOriginal script from ChartChampions : Let's start. 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 Interest is not used, you can choose Volume. You can set "FUTURES" and "OTHERS" from the menu. If you use the Open Interest (FUTURES) option in the menu on 1W bars and defined Future markets, it will not repaint. This is the best use for Open Interests, as data is extracted from Quandl and CFTC COT reports are published once a week. Color Change Rules : In my version : Green Bars = Green Fade Bars = Orange Fake Bars = Blue Squat Bars = Red To show the difference in the presentation, both the Futures option using Open Interest and the Others option using Volume were published to compare. You can observe the difference. Best regards.
Pine Script™ indicator
by Noldo
4
Accumulation/Distribution Open Interest Money Flow 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 script: I think it will make a difference in the future and commodity markets. Since the system uses CFTC data, use only for 1W timeframe. With my best regards..
Pine Script™ indicator
by Noldo
2
Relativity Autonomous Distribution Blocks 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 common with Autonomous LSTM. For more information about Autonomous LSTM : But there are additional layers that are much higher than that. These systems use COT (Commitment of Traders) data positively in trade and significantly increase the hit rate compared to conventional methods. And in all traded instruments, it decides the degree of scoring by linking with global markets. The more liquidity of the selected parities, the higher the success rate, the higher liquidity in the markets. ***STRUCTURE Feature Layer 1 : Formulation : Common Layer with Autonomous LSTM Feature Layer 2: Forecast Algorithm : Common Layer with Autonomous LSTM Feature Layer 3 : Composite of Two Layers : Adaptive Period (Length) Algorithm : Common Layer with Autonomous LSTM Feature Layer 4 : High - Low Selection Algorithm : Common Layer with Autonomous LSTM Feature Layer 5 : Volume (Ticker ) - Open Interest (Global Market) Power Factor according to Global Markets and Related instrument (Ticker) Feature Layer 6 : Quantum Equations including COT Commercial Positions (Communicate with layer 5) Feature Layer 7 : World's Price/Earnings Ratio (This layer is automatically added to layer 6 as a factor each week.) Feature Layer 8 : Distribution Blocks : The design of script as a histogram, with distributional buying and selling points and positive/negative zone coloring, with alerts. Uses the relativity algorithm. This will contribute not only to leveraged transactions but also to portfolio management and will give a more realistic perspective. Informs the trading points within the regions. In this way, it allows for gradual buying and selling and reduces the risk to a much lower level. These feature allows a difference perspective especially for traders who act with portfolio logic and / or add regular income. The educational idea I shared in order to set an example for this logic: ***SETTINGS Menu 1. * Market Type The menu is divided into 5 different algorithms and covers all instruments around the world. For example: Futures : XAUUSD , GC , XAGUSD , SUGARUSD , SB1! , XAGUSD Stocks : All Stocks and Modified Parities (Example : AAPL/EUR , XAU/XAG , AAPL , MT , BAC) Forex Excluding USD/X : CHFUSD , EURUSD , EURJPY , AUDNZD Forex USD/X : USDJPY , USDTRY , USDMXN Crypto : BTCUSD , ETHUSD , ADAUSD or BTCETH , ETHBTC 2. * Barcolor Barcolor Plotting Rules : On / off section with these rules when barcolor on : Orange : Distributional Sell Signal ( Not Short ) Blue : Distributinaol Buy Signal *** FEATURES Indicator Features : Red Background with Cross : Short Signal Green Background with Cross : Buy Signal Blue Histogram Color : Distributional Buy Signal Orange Histogram Color : Distributional Sell Signal Alerts Long Alert Short Alert Distributional Buy Alert Distributional Sell Alert *** USAGE Since the script uses various Commitment of Traders data, it is designed only for the weekly time frame. ( TF = 1W ) Script does not repaint 1 Week and above time frames . (Source = close ) NOTE : The script design was inspired by one of RafaelZioni's script : Best regards.
Pine Script™ indicator
by Noldo
5
DXY COT Commercial Net PositionsThis 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 weighted in Euro / dollar parity. By perceiving these positions as inverse correlations, you can also identify where the world economy is doing well. COT Commercial Net Positions are calculated as (Short - Long) because of Commercials act according to the reverse of the market. In this way, you can follow up normally instead of reverse correlation. Because except in extreme cases, in which case capitals usually shift to Gold. This is not the case, since there is no capital inflow to other currencies, it is not a strong sell position to the dollar index. When there is a shift in bonds, we see the effect of the dollar in general. I created for the Dollar Index in order not to deviate from the concept. I wanted to share it with everyone as I thought that you have important clues about how investors take positions. Modified currency weights : Euro : % 61.8 Japanese Yen : % 13.6 British Pound : %11.9 Canadian Dollar : % 9.1 Swiss Franc : % 3.6 NOTE : You can use it for all instruments except crypto coins, especially US Dollar Index (DXY). Since the COT data is taken, it will not repaint in 1 week (1W) timeframe. The log can also be repaint according to the time of data publication. It will repaint in lower time frames. I hope it will help your analysis and your scripts,regards.
Pine Script™ indicator
by Noldo
2
Open Interest Stochastic Money Flow IndexThis 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 not repaint. You can also use the volume by selecting "Others" from the menu.This option applies to each instrument, you can use it on any financial instrument with or without COT data. Bitcoin is included in the "Futures" option. In Futures, you can observe the difference of Open Interest's success by comparing, since it counts exchanges between the two parties singularly, it reacts more firmly to speculative movements. This script also includes alerts and bar color options, you can use from the menu. It is also suitable for mutable variables.This script was freed from the integer loads.You can modify it in any adaptive or fractional period. I hope it will help your analyzes, regards .
Pine Script™ indicator
by Noldo
44
COT Commercial Positions (Updated) 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 positions in red. Blue is the net position formed by subtracting long positions from short positions. This script is created with the latest Quandl data number codes. Please let me know if you see a missing or a code update. I recommend using it in a weekly (1W) time frame. CAUTION : Since Bitcoin producer positions are very sparse, speculative long positions have been preferred in Bitcoin. If you're looking for Bitcoin, select Bitcoin from the menu. Regards.
Pine Script™ indicator
by Noldo
4
Open Interest Exponential Ease of MovementModified 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 suggest, please send me a pull request via the github repository github.com Stay tuned. Best regards !
Pine Script™ indicator
by Noldo
4
Open Interest Money Flow Index (OIMFI)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 trend change in price. The oscillator moves between 0 and 100. Unlike conventional oscillators such as the Relative Strength Index ( RSI ), the Money Flow Index incorporates both price and volume data, as opposed to just price. For this reason, some analysts call MFI the volume-weighted RSI . What Does the Money Flow Index ( MFI ) Tell You? One of the primary ways to use the Money Flow Index is when there is a divergence. A divergence is when the oscillator is moving in the opposite direction of price. This is a signal of a potential reversal in the prevailing price trend. For example, a very high Money Flow Index that begins to fall below a reading of 80 while the underlying security continues to climb is a price reversal signal to the downside. Conversely, a very low MFI reading that climbs above a reading of 20 while the underlying security continues to sell off is a price reversal signal to the upside. Traders also watch for larger divergences using multiple waves in the price and MFI . For example, a stock peaks at $10, pulls back to $8, and then rallies to $12. The price has made two successive highs, at $10 and $12. If MFI makes a lower higher when the price reaches $12, the indicator is not confirming the new high. This could foreshadow a decline in price. The overbought and oversold levels are also used to signal possible trading opportunities. Moves below 10 and above 90 are rare. Traders watch for the MFI to move back above 10 to signal a long trade, and to drop below 90 to signal a short trade. Other moves out of overbought or oversold territory can also be useful. For example, when an asset is in an uptrend, a drop below 20 (or even 30) and then a rally back above it could indicate a pullback is over and the price uptrend is resuming. The same goes for a downtrend. A short-term rally could push the MFI up to 70 or 80, but when it drops back below that could be the time to enter a short trade in preparation for another drop . Reference : www.investopedia.com WARNING : ** Since each instrument in the list has its own unique contract data, you must first enter its name to display it. I recommend you to select OANDA from the markets. Finally, when the COT reports are issued, it may repaints. However, this repaint is usually close to closing or after close .(When COT reports are so sharp ) So use this script only 1W ( 1 week ) or 1 M ( 1 month ) timeframe. ** This data is taken to Tradingview with the help of Quandl. This is a very low possibility, but the system will not work if there is a malfunction. FEATURES : *** Working with all futures (Including : Bitcoin ) *** If you dont work with "Futures" , you can select "Others" from switchable menu and use volume for all instruments. *** New generation elegant design used : Adaptive coloring Overbought - Oversold Levels according to the closing price. NOTE : This code is open source under the MIT License. If you have any improvements or corrections to suggest, please send me a pull request via the github repository github.com Stay tuned. Best wishes !
Pine Script™ indicator
by Noldo
8