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.
Commitment of Traders (COT)
r_COT (Commitment of Traders)COT, Commitment of Traders, both Commercials and Large Speculators merged.
Commitments of Traders(COT) Major's noncom net (beta) By Lowphata charted commitments of traders report
of most majors on one chart.
EUR=red
GBP=blue
CHF=white
CAD=dark green
USD bright green
JPY=yellow
AUD=brown
COT Net Position's (Com,Non-Com and Spec) by LowphatCommitments of Traders with Com's Non-Com's and Spec's in one indicator.
COT (Legacy): Largest 8 NetPercents of Open Interest held by the largest eight reportable traders from legacy commitment of traders (COT) report. Computed on a net long and net short basis. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Largest 4 NetPercents of Open Interest held by the largest four reportable traders from legacy commitment of traders (COT) report. Computed on a net long and net short basis. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Largest 8 GrossPercents of Open Interest held by the largest eight reportable traders from legacy commitment of traders (COT) report. Computed on a gross long and gross short basis. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Largest 4 GrossPercents of Open Interest held by the largest four reportable traders from legacy commitment of traders (COT) report. Computed on a gross long and gross short basis. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Non-Reportable Interest PercentPercent in Open Interest for non reportable traders from legacy commitment of traders (COT) report. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Non-Reportable Interest ChangeChange in Open Interest for non reportable traders from legacy commitment of traders (COT) report. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Non-Reportable InterestOpen Interest for non reportable traders from legacy commitment of traders (COT) report. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Reportable TradersNumer of all reportable traders from legacy commitment of traders (COT) report. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Reportable Interest PercentPercent of Open Interest for all reportable traders from legacy commitment of traders (COT) report. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Reportable Interest ChangeChange in Open Interest for all reportable traders from legacy commitment of traders (COT) report. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Reportable InterestOpen Interest for all reportable traders from legacy commitment of traders (COT) report. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Noncommercial TradersNumber of non commercial traders from legacy commitment of traders (COT) report. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Noncommercial Interest PercentPercent of Open Interest for non commercial traders from legacy commitment of traders (COT) report. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Noncommercial Interest ChangeChange in Open Interest for non commercial traders from legacy commitment of traders (COT) report. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Noncommercial InterestOpen Interest for non commercial traders from legacy commitment of traders (COT) report. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Commercial TradersNumber of commercial traders from legacy commitment of traders (COT) report. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Commercial TradersNumber of commercial traders from legacy commitment of traders (COT) report. For the main symbol but also allows to override it. Also allows to include options in consideration.
COT (Legacy): Commercial Interest PercentPercent of Open Interest for commercial traders from legacy commitment of traders (COT) report. For the main symbol but also allows to override it. Also allows to include options in consideration.
