MagicEins

CoT Data

CoT Data (Commercials, Large Speculators, Small Speculators)
Phát hành các Ghi chú: Rather simple presentation of the CoT (Commitment of Traders) data using the Quandl database (futures only, legacy format)

CoT data can be used as an indicator for price development as the Commercials (blue line), the "smart money", rely on hedging their positions.

The most common futures are included:
30-year Bonds (ZB)
10-year Notes (ZN)
Soybeans (ZS)
Soybean Meal (ZM)
Soybean Oil (ZL)
Corn (ZC)
Soft Red Winter Wheat (ZW)
Hard Red Winter Wheat(KE)
Lean Hogs (HE)
Live Cattle (LE)
Gold (GC)
Silver (SI)
Copper (HG)
Crude Oil (CL)
Heating Oil (HO)
RBOB Gasoline (RB)
Natural Gas (NG)
Australian Dollar (A6)
British Pound (B6)
Canadian Dollar (D6)
Euro (E6)
Japanese Yen (J6)
Swiss Franc (S6)
Suggar (SB)
Coffee (KC)
Cocoa (CC)
Cotton (CT)
S&P 500 E-Mini (ES)
Russell 2000 E-Mini (RTY)
Dow Jones Industrial Mini (YM)
Nasdaq 100 E-Mini (NQ)

Study can be used both for continuous contracts (e. g. SI1! - Silver front month) and individual contracts (e. g. ZSX2018 - Soybeans November 2018).
Phát hành các Ghi chú: Rather simple presentation of the CoT (Commitment of Traders) data using the Quandl database (futures only, legacy format)

CoT data can be used as an indicator for price development as the Commercials (blue line), the "smart money", rely on hedging their positions.

The most common futures are included:
30-year Bonds (ZB)
10-year Notes (ZN)
Soybeans (ZS)
Soybean Meal (ZM)
Soybean Oil (ZL)
Corn (ZC)
Soft Red Winter Wheat (ZW)
Hard Red Winter Wheat(KE)
Lean Hogs (HE)
Live Cattle (LE)
Gold (GC)
Silver (SI)
Copper (HG)
Crude Oil (CL)
Heating Oil (HO)
RBOB Gasoline (RB)
Natural Gas (NG)
Australian Dollar (A6)
British Pound (B6)
Canadian Dollar (D6)
Euro (E6)
Japanese Yen (J6)
Swiss Franc (S6)
Suggar (SB)
Coffee (KC)
Cocoa (CC)
Cotton (CT)
S&P 500 E-Mini (ES)
Russell 2000 E-Mini (RTY)
Dow Jones Industrial Mini (YM)
Nasdaq 100 E-Mini (NQ)

Study can be used both for continuous contracts (e. g. SI1! - Silver front month) and individual contracts (e. g. ZSX2018 - Soybeans November 2018).
Phát hành các Ghi chú: Added two futures:
Platinum (PL)
Palladium (PA)
Phát hành các Ghi chú: Added two futures:
Platinum (PL)
Palladium (PA)
Phát hành các Ghi chú: German translation

Deutsch:
Eine simple Darstellung der CoT-Daten (Commitment of Traders) über die Quandl-Datenbank (nur Futures, legacy-Format):

Die CoT-Daten können als Indikator für zukünftige Preisbewegungen herangezogen werden, da die kommerziellen Marktteilnehmer (blaue Linie) im Allgemeinen auf Hedging angewiesen sind.

Folgende Futures sind enthalten:
30-jährige US-Staatsanleihen (ZB)
10-jährige US-Staatsanleihen (ZN)
Sojabohnen(ZS)
Sojabohnen-Mehl (ZM)
Sojabohnen-Öl (ZL)
Mais(ZC)
Soft Red Winter-Weizen (ZW)
Hard Red Winter-Weizen (KE)
Magerschweine (HE)
Lebendrinder (LE)
Gold (GC)
Silber (SI)
Kupfer(HG)
Rohöl (CL)
Heizöl (HO)
Benzin (RB)
Erdgas (NG)
Australischer Dollar (A6)
Britisches Pfund (B6)
Kanadischer Dollar (D6)
Euro (E6)
Japanischer Yen (J6)
Schweizer Franken (S6)
Zucker (SB)
Kaffee (KC)
Kakao (CC)
Baumwolle (CT)
S&P 500 E-Mini (ES)
Russell 2000 E-Mini (RTY)
Dow Jones Industrial Mini (YM)
Nasdaq 100 E-Mini (NQ)
Platin (PL)
Palladium (PA)
Phát hành các Ghi chú: English:
Added additional Futures:
Aluminium (AUP)
Steel (HRC)
Ethanol (AEZ)
Brent Crude Oil (J26)
Rice (ZR)
Oat (ZO)
Milk (DL)
Orange Juice (JO)
Lumber (LS)
Feeder Cattle (GF)

Deutsch:
weitere Futures hinzugefügt:
Aluminium (AUP)
Stahl (HRC)
Ethanol (AEZ)
Brent Rohöl (J26)
Reis (ZR)
Hafer (ZO)
Milch (DL)
Orangensaft (JO)
Holz (LS)
Mastrinder (GF)
Phát hành các Ghi chú: English
Added addtional futures:
S&P 500 (SP):
Dow Jones Industrial Average Index (DJIA)
New Zeeland Dollar (N6)

Deutsch
weitere Futures hinzugefügt:
S&P 500 (SP):
Dow Jones Industrial Average Index (DJIA)
Neuseeland Dollar (N6)
Phát hành các Ghi chú: English
Added addtional futures:
S&P 500 (SP):
Dow Jones Industrial Average Index (DJIA)
New Zeeland Dollar (N6)

Deutsch
weitere Futures hinzugefügt:
S&P 500 (SP):
Dow Jones Industrial Average Index (DJIA)
Neuseeland Dollar (N6)
Phát hành các Ghi chú: Release Notes:

English
Since TradingView changed some symbols, especially in the currency section, I had to change some code lines.

Deutsch
Da TradingView einige Symbole geändert hat, insbesondere bei den Währungen, musste ich einige Anpassungen im Programmcode vornehmen.
Phát hành các Ghi chú: English:
Some people are interested not only in the net involvement of the market participants but also in their amount of long and short positions. Therefore I integrated these lines in the script.
Please don't get confused by the many lines. You can easily switch anything off you don't like or need in the Style section of the settings. You can also easily open another instance of the script to have for example the original view in one window and perhaps a view of the Commercials short positioning in another.
To have a better overview, short positions are drawn as negative numbers by default, which can be changed in the Inputs section.

Deutsch:
Einige Leute sind nicht nur an den Netto-Positionierungen der Marktteilnehmer interessiert, sondern auch an ihren Long- und Short-Positionen. Deshalb habe ich auch diese Linien in das Skript integriert. Bitte lasst euch nicht durch die vielen Linien verwirren, alles was ihr nicht braucht / was euch nicht gefällt kann im Stil-Bereich der Einstellungen ausgeschaltet werden. Ihr könnt auch eine weitere Instanz dieses Skriptes öffnen und beispielsweise in einem Fenster die Original-Version laufen lassen und in einem anderen vielleicht die Short-Positionierung der Commercials.
Um einen besseren Überblick zu gewährleisten, sind die Short-Positionen standardmäßig negativ dargestellt, was im Eingaben-Bereich geändert werden kann.
Phát hành các Ghi chú: English:
Bugfix: Japanese Yen futures are now functioning.

Deutsch:
Bugfix: Japanische Yen Futures funktionieren jetzt.
Gỡ bỏ khỏi Script Ưa thích Thêm vào Script Ưa thích
Thanks for sharing the code. For those interested in the difference between the legacy report and the disaggregated Futures report, just change the code from QUANDL:CFTC/Comm_F_L_ALL to QUANDL:CFTC/Comm_F_ALL (the _L is for legacy, without the _L is the disaggregated report). Adjust the |numbers after accordingly ( more columns in the disaggregated report). Having said that, unfortunately, the Quandl database is kind of junk. Some data are updated but other are from the week before. For instance you can have the Long producers updated but the Short producers has not been updated. Garbage in/garbage out
Phản hồi
Very nice and clear. Thanks a lot for writing this!
Phản hồi
whats the conclusion. oil going up or down?
Phản hồi
@tbuckle
It's more of a tool for several futures. I'm relativley new to TradingView and still trying out multiple features.
Regarding oil, the Commercials are quite short, so the price should not go too high from now if at all. Much depends on the OPEC, but there should not be much interest to shorten the supply.
Phản hồi
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