This is an indicator that gets data from Quandl and presents weekly CFTC futures data (cftc.gov/MarketReports/CommitmentsofTraders/index.htm). In this indicator, Open Interest (OI) and net noncommercial positions are presented. Net_noncommercial positions are calculated as noncommercial_long - noncommercial_short.
Phát hành các Ghi chú
⋅
minor change.
Phát hành các Ghi chú
⋅
//Ver. 29 Changed everything into @version=4 //Ver. 30 Changed all CFTC into futures only (without options anymore)
added some notes for better reading.
Phát hành các Ghi chú
⋅
Added Institution and Hedge fund contract Long and short.