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COT

Weiss Wave Open Interest BarsFirstly : LazyBear ' s "Weiss Wave " codes are used for open interests. Original Weiss Wave Volume : Let's start : Open Interest vs. Volume: An Overview Volume and open interest are two key measurements that describe the liquidity and activity of contracts In the options and futures markets. However, their meanings and applications are different. Volume refers to the number of contracts traded in a given period, while open interest denotes the number of active contracts. Volume Trading volume measures the number of options or futures contracts being exchanged between buyers and sellers, identifying the level of activity for that particular contract. For every buyer, there is a seller, and the transaction itself counts toward the daily volume. Open Interest Open interest indicates the number of options or futures contracts that are held by traders and investors in active positions. These positions have not been closed out, expired, or exercised. Open interest decreases when holders and writers of options (or buyers and sellers of futures) close out their positions. To close out positions, they must take offsetting positions or exercise their options. Open interest increases once again when investors and traders open new long positions or writers/sellers take on new short positions. Open interest also increases when new options or futures contracts are created. Options or futures contract trading volume can only increase while open interest can either increase or decrease. While trading volume indicates the number of contracts that have been bought or sold, open interest identifies the number of contracts that are currently held. Reference : www.investopedia.com *** Worked to define all futures . You can look them in codes (between line : 13 to line 94 ) ** CAUTION 1 : Since each instrument in the list has its own unique contract data, you must first enter its name to display it. I recommend you to select OANDA from the markets. Finally, when the COT reports are issued, it may repaints. However, this repaint is usually close to closing or after close .(When COT reports are so sharp ) So use this script only 1W ( 1 week ) or 1 M ( 1 month ) timeframe. ** CAUTION 2 : This data is taken to Tradingview with the help of Quandl. This is a tremendous possibility, but the system will not work if there is a malfunction. Best regards.
Chỉ báo Pine Script™
bởi Noldo
18
Open Interest Rank-BuschiEnglish: One part of the "Commitment of Traders-Report" is the Open Interest which is shown in this indicator (source: Quandl database). Unlike my also published indicator "Open Interest-Buschi", the values here are not absolute but in a ranking system from 0 to 100 with individual time frames- The following 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) Sugar ( 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) Platin (PL) Palladium (PA) Aluminium (AUP) Steel ( HRC ) Ethanol (AEZ) Brent Crude Oil (J26) Rice (ZR) Oat (ZO) Milk (DL) Orange Juice (JO) Lumber (LS) Feeder Cattle (GF) S&P 500 ( SP ) Dow Jones Industrial Average Index (DJIA) New Zealand Dollar (N6) Deutsch: Ein Bestandteil des "Commitment of Traders-Report" ist das Open Interest, das in diesem Indikator dargestellt wird (Quelle: Quandl Datenbank). Anders als in meinem ebenfalls veröffentlichten Indikator "Open Interest-Buschi" werden hier nicht die absoluten Werte dargestellt, sondern in einem Ranking-System von 0 bis 100 mit individuellen Zeitrahmen. 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) Aluminium (AUP) Stahl ( HRC ) Ethanol (AEZ) Brent Rohöl (J26) Reis (ZR) Hafer (ZO) Milch (DL) Orangensaft (JO) Holz (LS) Mastrinder (GF) S&P 500 ( SP ) Dow Jones Industrial Average Index (DJIA) Neuseeland Dollar (N6)
Chỉ báo Pine Script™
bởi MagicEins
8
Open Interest-Buschi English: One part of the "Commitment of Traders-Report" is the Open Interest which is shown in this indicator (source: Quandl database). The following 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) Sugar (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) Platin (PL) Palladium (PA) Aluminium (AUP) Steel (HRC) Ethanol (AEZ) Brent Crude Oil (J26) Rice (ZR) Oat (ZO) Milk (DL) Orange Juice (JO) Lumber (LS) Feeder Cattle (GF) S&P 500 (SP) Dow Jones Industrial Average Index (DJIA) New Zealand Dollar (N6) Deutsch: Ein Bestandteil des "Commitment of Traders-Report" ist das Open Interest, das in diesem Indikator dargestellt wird (Quelle: Quandl Datenbank). 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) Aluminium (AUP) Stahl (HRC) Ethanol (AEZ) Brent Rohöl (J26) Reis (ZR) Hafer (ZO) Milch (DL) Orangensaft (JO) Holz (LS) Mastrinder (GF) S&P 500 (SP) Dow Jones Industrial Average Index (DJIA) Neuseeland Dollar (N6)
Chỉ báo Pine Script™
bởi MagicEins
2
Commercial / Open Interest-Buschi English: Another view the Commitment of Traders (CoT) data Since the Commercials are often a good indicator for future market movements, I tampered a little bit with their positioning (long or short) in relation to the open interest to visualize some kind of "commercial buying (long) or selling (short) power". It's definitely nothing more than work in progress, but I decided to publish it anyway. Critical comments are mostly welcome. Deutsch: Ein weiterer Blick auf die Commitment of Traders (CoT) Daten Da die Commercials häufig ein guter Indikator für zukünftige Marktbewegungen sind, habe ich ein wenig mit ihrer Positionierung (long oder short) im Verhältnis zum Open Interest herumgebastelt, um eine Art von "kommerzieller Kauf- (long) oder Verkaufs-Kraft" abzubilden. Es ist momentan noch im absoluten Teststadium, aber ich habe mich dazu entschlossen, es trotzdem zu veröffentlichen. Kritische Anmerkungen sind sehr willkommen.
Chỉ báo Pine Script™
bởi MagicEins
1
COT disaggregatedCFTC 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 (only when also "Show as % of OI" selected) will plot the total of spreads positions across all categories This script supercedes my other "MY_ CFTC GC/SI/CL (Disaggregated)" script Just changed name
Chỉ báo Pine Script™
bởi giancapino
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
Chỉ báo Pine Script™
bởi giancapino
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
Chỉ báo Pine Script™
bởi deckchairtrader
1
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
Chỉ báo Pine Script™
bởi 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
Chỉ báo Pine Script™
bởi deckchairtrader
6
COT Net Positions Plots the COT net positions 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. I have the COT Index, Momentum, Strength and Open Interest waiting in the wings. 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.
Chỉ báo Pine Script™
bởi deckchairtrader
7