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 .
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...
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 )
This 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...
Use this indicator on Daily Timeframe
Please refer to the below link for CFTC Financials
This script is very similar to COT Financial Table indicator except that it plots the data (Longs - Shorts) instead of showing in a table.
A 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...
This strat applies the data from BITFINEX:USDSHORTS to the RSI indicator in order to provide SHORT/LONG entries as the number of contracts goes up and down. Although Bitfinex has lost relevance over the years its generally considered an exchange dominated by smart money rather than retail. I'd like to see if any insights can be gained by following...
Purpose: Create a script for backtesting the idea that COT can steer weekly Bias on Forex Market.
How does it works: the script use Commercials Delta Conctract, EMA of the selected ticker, EMA of 2 auxiliary tickers (e.g. correlated ticker) to generates buy and sell signals, it allows to include or not each of these.
If you use all the indicator, The buy or sell...
Showing the Commitments of Traders (COT) report(*) for BITCOIN Positions - CHICAGO MERCANTILE EXCHANGE (futures only) with COT charts on TradingView data.
* COT reports are released each Friday (except for U.S. holidays) by the CFTC.
* Each COT report release includes data from the previous Tuesday.
* Original data is www.cftc.gov
Weekly Commitment of Traders Report for Futures positions, as well as futures plus options positions.
This is only for Bitcoin and Ether.
Displays COT data based on the "Disaggregated Commitments of Traders" report for Futures of the CFTC.
It does make accesible the following symbols:
This indicator shows the future BTC premiums on FTX.
The purple area is the Daily December Futures contract subtracted by the current price.
The blue area is the Daily September futures contract subtracted by the current price.
The green area is the Daily June futures contract subtracted by the current price.
You can use this to try and understand market...
This script marks the last Friday of the month in a daily chart because this is the day when BTC and ETH options expire according to Deribit.
I only found a script that highlights the 3rd Friday of the month, which is not what I wanted.
This script tries to figure out the correct number of days per month but is not aware of holidays which might displace the expiry date.
- Retrieves fund net position from CFTC Commitments of Traders(COT) Reports
- Overlays fund net positions on left y-axis vs price on right y-axis
- Current supported Grain Products
- Corn (CBOT) (QUANDL: 002602)
- Soybeans (CBOT) (QUANDL: 005602)
- Kansas City Wheat(CBOT) (Hard Red Winter) (QUANDL: 001612)
- Oats (CBOT) (QUANDL: 004603)
Cumulative distribution function (tScore and zScore)
This script provides the calculation of the cumulative distribution function (i.e., probability). The measure allows you to calculate the chances of a value of interest being above or below a hypothesized value over the measurement period—nothing fancy here, just good old statistics and mathematics. The closer...
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...
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.
This script works only on SPGSCI (S&P Goldman Sachs Commodity Index).
You must open SPGSCI :
It only works on 1W graphics.
Because COT data is announced...