COT/CFD:CIP-DThe Commitments of Traders (COT) reports provide traders positions at the close of Tuesday's trading session. Reports show how many long and how many short contracts do traders of each category hold. This version covers the change in positions (CIP) in disaggregated format for CFD's. Default is Futures only. You can include Options from the input menu. From the style menu you can turn on or off different trader groups data. As the original data is weekly, charts will only work at weekly and upper time frames.
COT
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 Data by cendalcLegacy and disaggregated COT data for several commodities I trade:
ZC, ZW, ZS, ZL, ZM, HG, GC, SI, CC, KC, CT, OJ, SB, CL, HO, NG
Available indexes:
Open Interest
Commercials Net
Large Traders Net
Producers Net
Managed Money Net
Commercials Long
Large Traders Long
Producers Long
Managed Money Long
Commercials Short
Large Traders Short
Producers Short
Managed Money Short
Data is taken from Quandl: www.quandl.com
COT Index by cendalcLegacy and disaggregated COT index for several commodities I trade:
ZC, ZW, ZS, ZL, ZM, HG, GC, SI, CC, KC, CT, OJ, SB, CL, HO, NG
Available indexes:
Commercials Index
Large traders Index
Producers Index
Managed Money Index
Data is taken from Quandl: www.quandl.com
Default week period is 26 except for CC, KC, CT, OJ, SB, CL, HO and NG where it is 13. You can set your own period.
Works correctly on weekly and daily data. Daily length is correctly computed from trade days in weeks.
Displays the previous cot index for the current week if COT report has not yet been published.
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.
_CM_COT Commercial Net Interest_V2This builds off of the work of Greeny and ChrisMoody and incorporates more symbol overrides to bring in a wider array of instruments
Herrick Payoff IndexThe Herrick Payoff Index is designed to show the amount of money flowing into or out of a futures contract. The Index uses open interest during its calculations, therefore, the security being analyzed must contain open interest.
The Herrick Payoff Index was developed by John Herrick.When the Herrick Payoff Index is above zero, it shows that money is flowing into the futures contract (which is bullish). When the Index is below zero, it shows that money is flowing out of the futures contract (which is bearish).
The interpretation of the Herrick Payoff Index involves looking for divergences between the Index and prices.
_CM_COT Commercial Net Interest_Upper_V1Overview.
-This is the Beginning of a Educational Series from Jake Bernstein to the TradingView Community.
-Many Traders use the COT Data Incorrectly.
-Jake Discovered if You Look at the Net Commercials and Take Note When Commercials net Buying is Either At All Time Highs, Or Net Buying = Longest Period of Buying Look for an Extreme Move To the Upside.
-In The Future We Will Show Precise Entry Signals…But a Basic Entry Signal Is When Commercials Go From Net Long to Net Short.
-Full Credit in Methodology goes to Jake Bernstein at www.Trade-Futures.com and www.2Chimps.net
Thought Process:
-Commercials Represent Large (Typically Billion Dollar) Companies.
-Take Note - When Commercials Are Buying at Record High
-Take Note - When Commercials Are Buying For Record Long Periods of Time
***Note…Commercials Can Buy For Extended Periods Dollar Cost Averaging…
***Basic Entry Listed In Overview.
***More Precise Entries Will Be Introduced Soon.
Indicator Shows Net Commercials
-Full Credit goes to Greeny for Creating Original Code. I only made slight modifications.
Modifications include
-Added Ability to Plot Text Entries when Commercials Switch From Net Long To Short
-Added Optional Background Highlighting when Commercials Switch from Long to Short
-Added Optional Alert Capability If Commercials Go From Net Long to Short
***Additional Indicators and Updates Coming Soon
***Link To Lower Indicator:
_CM_COT Commercial Net Interest_V1Overview.
-This is the Beginning of a Educational Series from Jake Bernstein to the TradingView Community.
-Many Traders use the COT Data Incorrectly.
-Jake Discovered if You Look at the Net Commercials and Take Note When Commercials net Buying is Either At All Time Highs, Or Net Buying = Longest Period of Buying Look for an Extreme Move To the Upside.
-In The Future We Will Show Precise Entry Signals…But a Basic Entry Signal Is When Commercials Go From Net Long to Net Short.
-Full Credit in Methodology goes to Jake Bernstein at www.Trade-Futures.com and www.2Chimps.net
Thought Process:
-Commercials Represent Large (Typically Billion Dollar) Companies.
-Take Note - When Commercials Are Buying at Record High
-Take Note - When Commercials Are Buying For Record Long Periods of Time
***Note…Commercials Can Buy For Extended Periods Dollar Cost Averaging…
***Basic Entry Listed In Overview.
***More Precise Entries Will Be Introduced Soon.
Indicator Shows Net Commercials
-Full Credit goes to Greeny for Creating Original Code. I only made slight modifications.
Modifications include
-Took Off Net Long and Short Individual Plots
-Added Optional Background Highlighting when Commercials Switch from Long to Short
-Added Optional Alert Capability If Commercials Go From Net Long to Short
-Ability to Show INVERSE - This makes it Easier for some Traders to See…Since the Signals look similar to MacD/RSI Type Indicators.
***Additional Indicators and Updates Coming Soon
***Link To Upper 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.