OPEN-SOURCE SCRIPT
已更新 COT Index Commercials vs large and small Speculators
The COT reports for futures-only Commitments of Traders and for Futures and Options Combined Commitments of Traders are collected on Tuesdays and published every Friday at 3:30 p.m. Eastern time. The raw data is available free of charge on the Commodity Futures Trading Commission (CFTC) website.
Use it to get a better understanding on which side the smart money (producers, commercials) are trading on.
The COT index ranges from 0 to 100%. Extreme values are areas below 25% and above 75%. When the index reaches 0% or 100%, it means that the market participant has the most extreme net short or net long position in the last 26 weeks. Readings below 25% are considered as a short sentiment and readings above 75% are considered long sentiment. However the COT index is not a timing tool. It only shows the overall market sentiment of the smart money in relation over the past 26 weeks.
You can change the period to calculate the index, as well as the style, which lines to show and if you want to highlight the extreme arias.
Use it to get a better understanding on which side the smart money (producers, commercials) are trading on.
The COT index ranges from 0 to 100%. Extreme values are areas below 25% and above 75%. When the index reaches 0% or 100%, it means that the market participant has the most extreme net short or net long position in the last 26 weeks. Readings below 25% are considered as a short sentiment and readings above 75% are considered long sentiment. However the COT index is not a timing tool. It only shows the overall market sentiment of the smart money in relation over the past 26 weeks.
You can change the period to calculate the index, as well as the style, which lines to show and if you want to highlight the extreme arias.
發行說明
Added:- Input timeframe for COT request. Defaults to 1 week.
- Input COT Type to choose between Legacy, Disaggregated and Financial Reports. Defaults to Legacy.
- Input Display Mode to choose between COT Index and Net Position display.
Changed:
- The input descriptions to offical CFTC naming. Commercial, Non Commercial and Non Reportables.
- Code Optimisation to support Pine Script v6.
Removed:
- Option to hide current trading week.
發行說明
added:- top right info table for active value series
- info table text color equals series line color
- zero line color and style option
發行說明
Updated chart發行說明
Changed:- Chart Background Color for info table label background
- Chart Background Color as default for Zero Line color
發行說明
Changed:- COT Library Version from v2 to v6
Fixed:
- Call of COT Lib functions
- Retrieve correct COT data based on selected COT Type and symbol ticker
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開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。