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COT CFTC

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Title: Enhanced COT CFTC Analysis Tool

Description:

Introducing the 'Enhanced COT CFTC Analysis Tool', meticulously designed to dissect the CFTC's Commitments of Traders (COT) data. This sophisticated tool aims to equip traders and investors with profound insights into market dynamics, utilizing the positions of Large Speculators, Commercials, and Non-Reportable Positions for a comprehensive market overview.

Key Features:

Large Speculators Analysis: Visualizes the net positions of large speculators, offering insights into speculative market sentiments.
Commercials Insights: Provides a deep dive into the trading activities of commercials, known for their strategic hedging practices.
Non-Reportable Positions Tracking: Displays the activities of smaller speculators, often considered as contrarian indicators.
Additional Plots:
Options Share: Allows selection between the proportion of options in the market.
Net, Short, and Long Positions: Offers options to view net, short, and long positions.
Percentage of Net Short and Long Positions: Displays the percentage of net short and long positions, either as raw data or as an index over a specified time period.
Extreme Value Indicators: Highlights extreme values in the market data, providing critical insights into market peaks and troughs.
This tool features an intuitive display with color-coded lines and charts, simplifying the complex data analysis process. It also includes an innovative 5% detector, highlighting extreme market positions for enhanced market understanding.
Spread Analysis: This feature provides an insightful visualization of the spread between various COT data points, enabling users to gauge the market’s depth and liquidity effectively.

Usage Tips:

Utilize divergence analysis between different groups to identify potential trend reversals.
Keep a close eye on the 5% detector for early indications of market overextensions.
The 'Enhanced COT CFTC Analysis Tool' is a vital addition to your trading arsenal, designed to enrich your trading strategy with precise and actionable market insights. It’s not just an indicator; it’s a comprehensive market analysis suite.

Disclaimer: This indicator is for educational purposes only. Trading decisions should always be approached with caution and based on thorough personal analysis.
發布通知:
"Changed the COT Data Import from Quandl to Tradingview Library due to Data Update Problems.

Added a correlation function to indicate when the price correlates with the COT data, including a background color display."
發布通知:
fixed a future contract bug
發布通知:
Added: 0 lines
Deleted: Correlation between price and COT data
Improved: The COT Index can now be displayed accurately in the daily chart without calculation distortion.
Bugfix: Corrected the Small Speculator Index. It was set to Index 2 instead of Index 1.
Index length 1 is set to 26 weeks by default
Index 2 has a default value of 6 weeks
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