plot CFTC COT disaggregated dataCFTC COT data is exported by quandl.com to tradingview
COT@quandl:
www.quandl.com
COT@tradingview
www.tradingview.com
How to use this script:
Select and load CFTC COT data for the commodity ticker in the chart
Will by default take current ticker, or allow to avvverride it with another
Traders' categories are those for commodities, not financial futs
Select And Configure :
-categories to be plotted
-Futures/Futures+Options
-by num_contracts/percent
-plot"Tot Spreads %" selection when also "Show as % of OI" selected
This script supercedes my other "MY_ CFTC GC/SI/CL (Disaggregated)" script
Yatırımcı Taahhüdü (COT)
COT Swap Dealers Net PositionsCommitments of Traders (COT) - Net Positions of Swap Dealers
See Also:
- www.cftc.gov
- www.investopedia.com
- www.sunshineprofits.com
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