Commitment of Traders (COT)
Deckchair Trader COT MACDPlots the COT MACD 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.
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
Deckchair Trader COT Open InterestPlots the COT Open Interest 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.
Works best on weekly timeframe.
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
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
Bitfinex BTC Longs & Shorts Positions Proportion ValueBTCUSDLONGS BTCUSDSHORTS Proportion- Bitfinex BTC Longs & Shorts Positions Proportion Value
Bitfinex BTC Longs & Shorts Positions Difference ValueBTCUSDLONGS BTCUSDSHORTS Difference- Bitfinex BTC Longs & Shorts Positions Difference Value
Commercial Index-BuschiThis simple script takes a closer look at the Commercial part of the CoT (Commitment of Traders) Data. It shows thier percentual level on given time frames (default: during the last 6 months, 3 years and 5 years).
This relative perspective is often more useful than the absolute contract numbers.
MY_CME Open Interestend-of-day Open Interest as provided by CME for D interval.
Can select Commodity (Gold.Silver,Crude), year, contract (Feb,April,June,AugOct,Dec)
Commitment of Traders (Legacy) Based on Greeny's script (Thank you very much!) , just tweaked to fit my preference and added a few instruments
Macd_Reader_Signal_Moriceau_Thesis_indicatorThe idea is to create a MACD "Reader" that can tell you when you should buy (yellow candle sticks) and when to Sell (black one) you have also strong signal of with B and S write on graphic automatically. This indicator is set and back tested with BTCUSD and Gold. I used also for french equities and it works really good.
Let me know if you want any change or have comments.
Hugo Moriceau
Non-commercial Interest Percent Comparison Non-FXThis script compares IMM CFTC net positioning in percentage terms for several instruments.
Load it onto any weekly chart. The data displayed is independent of the chart instrument.
On the Inputs tab, uncheck "Show Legend" to hide the legend (useful if you want to change the plot colours or it is getting in the way).
On the Inputs tab, select "Total OI" to show the net positions expressed as a percentage of Total Open Interest; or "Non-com positions" to show them expressed as a percentage of Non-commercial Longs + Shorts. The default is "Total OI".
On the Style tab, change the plot colours, etc. as necessary. Note that the legend will not reflect the new colours.
This is the second version. I had to rename it and publish it as new because I couldn't update the published version, despite it being almost exactly the same. Please feel free to copy and modify it however you wish.
An FX version is also available.
Non-commercial Interest Percent Comparison OtherThis script compares IMM CFTC net positioning in percentage terms for several instruments.
Load it onto any weekly chart. The data displayed is independent of the chart instrument.
On the Inputs tab, uncheck "Show Legend" to hide the legend (useful if you want to change the plot colours or it is getting in the way).
On the Inputs tab, select "Total OI" to show the net positions expressed as a percentage of Total Open Interest; or "Non-com positions" to show them expressed as a percentage of Non-commercial Longs + Shorts. The default is "Total OI".
On the Style tab, change the plot colours, etc. as necessary. Note that the legend will not reflect the new colours.
This is my first script and I couldn't get some things working as I wanted (such as multi-line declared functions and if-then-else blocks), so sorry the code's a bit clunky. Please feel free to copy and modify it however you wish.
An FX version is also available.
Non-commercial Interest Percent Comparison FXThis script compares IMM CFTC net positioning in percentage terms for several FX instruments.
Load it onto any weekly chart. The data displayed is independent of the chart instrument.
On the Inputs tab, uncheck "Show Legend" to hide the legend (useful if you want to change the plot colours or it is getting in the way).
On the Inputs tab, select "Total OI" to show the net positions expressed as a percentage of Total Open Interest; or "Non-com positions" to show them expressed as a percentage of Non-commercial Longs + Shorts. The default is "Total OI".
On the Style tab, change the plot colours, etc. as necessary. Note that the legend will not reflect the new colours.
This is my first script and I couldn't get some things working as I wanted (such as multi-line declared functions and if-then-else blocks), so sorry the code's a bit clunky. Please feel free to copy and modify it however you wish.
A non-FX version is also available.
r_COT (Commitment of Traders)COT, Commitment of Traders, both Commercials and Large Speculators merged.
