COT Data by cendalc — Indicateur par lcenovsky

COT

cot

Legacy 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:

Script open-source

Dans le véritable esprit de TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par le règlement. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.

Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.

Vous voulez utiliser ce script sur un graphique ?

//@version=2
study("COT Data by cendalc", shorttitle="COT Data", precision=0)

qticker =
     syminfo.root == "ZC" ? "C"  :
     syminfo.root == "ZW" ? "W"  :
     syminfo.root == "ZS" ? "S"  :
     syminfo.root == "ZL" ? "BO" :
     syminfo.root == "ZM" ? "SM" :
     syminfo.root == "HG" ? "HG" :
     syminfo.root == "GC" ? "GC" :
     syminfo.root == "SI" ? "SI" :
     syminfo.root == "CC" ? "CC" :
     syminfo.root == "KC" ? "KC" :
     syminfo.root == "CT" ? "CT" :
     syminfo.root == "OJ" ? "OJ" :
     syminfo.root == "SB" ? "SB" :
     syminfo.root == "CL" ? "CL" :
     syminfo.root == "HO" ? "HO" :
     syminfo.root == "NG" ? "NG" :
     ""

legacy_cot = "QUANDL:CFTC/" + qticker + "_FO_L_ALL|"

oi = security(legacy_cot + "0", "W", close)

comm_lg = security(legacy_cot + "4", "W", close)
comm_sh = security(legacy_cot + "5", "W", close)
comm_net = comm_lg - comm_sh

large_lg = security(legacy_cot + "1", "W", close)
large_sh = security(legacy_cot + "2", "W", close)
large_net = large_lg - large_sh

other_lg = security(legacy_cot + "8", "W", close)
other_sh = security(legacy_cot + "9", "W", close)
other_net = other_lg - other_sh

cot = "QUANDL:CFTC/" + qticker + "_FO_ALL|"

prod_lg = security(cot + "1", "W", close)
prod_sh = security(cot + "2", "W", close)
prod_net = prod_lg - prod_sh

manag_lg = security(cot + "6", "W", close)
manag_sh = security(cot + "7", "W", close)
manag_net = manag_lg - manag_sh

plot(oi, color=black, title="Open Interest", style=line, linewidth=1)

plot(comm_net, color=blue, title="Commercials Net", style=line, linewidth=1)
plot(large_net, color=green, title="Large Traders Net", style=line, linewidth=2)
plot(prod_net, color=aqua, title="Producers Net", style=line, linewidth=1)
plot(manag_net, color=lime, title="Managed Money Net", style=line, linewidth=2)

plot(comm_lg, color=navy, title="Commercials Long", style=line, linewidth=1)
plot(large_lg, color=red, title="Large Traders Long", style=line, linewidth=1)
plot(prod_lg, color=gray, title="Producers Long", style=line, linewidth=1)
plot(manag_lg, color=purple, title="Managed Money Long", style=line, linewidth=1)

plot(comm_sh, color=teal, title="Commercials Short", style=line, linewidth=1)
plot(large_sh, color=orange, title="Large Traders Short", style=line, linewidth=1)
plot(prod_sh, color=silver, title="Producers Short", style=line, linewidth=1)
plot(manag_sh, color=fuchsia, title="Managed Money Short", style=line, linewidth=1)