MS COT Data Series V0.9

9 thg 10, 2020

This script reads the freely available weekly CoT data from Quandl and displays it as a graph. Threshold values for identifying extremes can be set.

10 thg 10, 2020

Phát hành các Ghi chú

This script reads the freely available weekly CoT data from Quandl and displays it as a graph. The individual COT data series (Commercials Short aka "Producers", Commercials Long aka "Consumers" etc.) can be selected and divided into zones. The threshold values for the zone separation can be set.
Bug-Fix V0.9-1: the data are now always displayed in weekly compression independent of the chart setting.

1 thg 11, 2020

Phát hành các Ghi chú

Bug fixed: the producer data now include the swap dealer spread data. All other items are calculated in the same way as in the last version

1 thg 11, 2020

Phát hành các Ghi chú

Wrong chart added - my apology. Now the chart should be clean and focused on CoT data.