MagicEins

CoT Data

CoT Data (Commercials, Large Speculators, Small Speculators)
릴리즈 노트: Rather simple presentation of the CoT (Commitment of Traders) data using the Quandl database (futures only, legacy format)

CoT data can be used as an indicator for price development as the Commercials (blue line), the "smart money", rely on hedging their positions.

The most common 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)
Suggar (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)

Study can be used both for continuous contracts (e. g. SI1! - Silver front month) and individual contracts (e. g. ZSX2018 - Soybeans November 2018).
릴리즈 노트: Rather simple presentation of the CoT (Commitment of Traders) data using the Quandl database (futures only, legacy format)

CoT data can be used as an indicator for price development as the Commercials (blue line), the "smart money", rely on hedging their positions.

The most common 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)
Suggar (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)

Study can be used both for continuous contracts (e. g. SI1! - Silver front month) and individual contracts (e. g. ZSX2018 - Soybeans November 2018).
릴리즈 노트: Added two futures:
Platinum (PL)
Palladium (PA)
릴리즈 노트: Added two futures:
Platinum (PL)
Palladium (PA)
릴리즈 노트: German translation

Deutsch:
Eine simple Darstellung der CoT-Daten (Commitment of Traders) über die Quandl-Datenbank (nur Futures, legacy-Format):

Die CoT-Daten können als Indikator für zukünftige Preisbewegungen herangezogen werden, da die kommerziellen Marktteilnehmer (blaue Linie) im Allgemeinen auf Hedging angewiesen sind.

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)
릴리즈 노트: English:
Added additional Futures:
Aluminium (AUP)
Steel (HRC)
Ethanol (AEZ)
Brent Crude Oil (J26)
Rice (ZR)
Oat (ZO)
Milk (DL)
Orange Juice (JO)
Lumber (LS)
Feeder Cattle (GF)

Deutsch:
weitere Futures hinzugefügt:
Aluminium (AUP)
Stahl (HRC)
Ethanol (AEZ)
Brent Rohöl (J26)
Reis (ZR)
Hafer (ZO)
Milch (DL)
Orangensaft (JO)
Holz (LS)
Mastrinder (GF)
릴리즈 노트: English
Added addtional futures:
S&P 500 (SP):
Dow Jones Industrial Average Index (DJIA)
New Zeeland Dollar (N6)

Deutsch
weitere Futures hinzugefügt:
S&P 500 (SP):
Dow Jones Industrial Average Index (DJIA)
Neuseeland Dollar (N6)
릴리즈 노트: English
Added addtional futures:
S&P 500 (SP):
Dow Jones Industrial Average Index (DJIA)
New Zeeland Dollar (N6)

Deutsch
weitere Futures hinzugefügt:
S&P 500 (SP):
Dow Jones Industrial Average Index (DJIA)
Neuseeland Dollar (N6)
릴리즈 노트: Release Notes:

English
Since TradingView changed some symbols, especially in the currency section, I had to change some code lines.

Deutsch
Da TradingView einige Symbole geändert hat, insbesondere bei den Währungen, musste ich einige Anpassungen im Programmcode vornehmen.
릴리즈 노트: English:
Some people are interested not only in the net involvement of the market participants but also in their amount of long and short positions. Therefore I integrated these lines in the script.
Please don't get confused by the many lines. You can easily switch anything off you don't like or need in the Style section of the settings. You can also easily open another instance of the script to have for example the original view in one window and perhaps a view of the Commercials short positioning in another.
To have a better overview, short positions are drawn as negative numbers by default, which can be changed in the Inputs section.

Deutsch:
Einige Leute sind nicht nur an den Netto-Positionierungen der Marktteilnehmer interessiert, sondern auch an ihren Long- und Short-Positionen. Deshalb habe ich auch diese Linien in das Skript integriert. Bitte lasst euch nicht durch die vielen Linien verwirren, alles was ihr nicht braucht / was euch nicht gefällt kann im Stil-Bereich der Einstellungen ausgeschaltet werden. Ihr könnt auch eine weitere Instanz dieses Skriptes öffnen und beispielsweise in einem Fenster die Original-Version laufen lassen und in einem anderen vielleicht die Short-Positionierung der Commercials.
Um einen besseren Überblick zu gewährleisten, sind die Short-Positionen standardmäßig negativ dargestellt, was im Eingaben-Bereich geändert werden kann.
릴리즈 노트: English:
Bugfix: Japanese Yen futures are now functioning.

Deutsch:
Bugfix: Japanische Yen Futures funktionieren jetzt.
릴리즈 노트: English
Added / updated some futures:
Ethanol (EH)
Brent Oil (BB)
Mexican Peso (6M)
Russian Ruble (6R)
South African Rand (6Z)

Deutsch
einige Futures hinzugefügt / aktualisiert:
Ethanol (EH)
Brent Öl (BB)
Mexikanischer Peso (6M)
Russischer Rubel (6R)
Südafrikanischer Rand (6Z)
릴리즈 노트: English
Added some futures:
5-year Notes (ZF)
2-year Notes (ZT)


Deutsch
einige Futures hinzugefügt:
50-jährige US-Staatsanleihen (ZF)
2-jährige US-Staatsanleihen (ZT)
오픈 소스 스크립트

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차트에 이 스크립트를 사용하시겠습니까?

코멘트

great job bro, thank you
100 코인
응답
how do I apply in the forex market ?
GBP, USD, JPY, AUD, NZD future option ?
+30 응답
vik0q IFXPROS
@IFXPROS, you have to go do 6B!1, 6J1!, 6A!1 right now I see divergence in AUD
+1 응답
how do i get this on tradingview also can I get it on MT4 please
+17 응답
Is it possible to have this show seasonal averages for the COT data?
+10 응답
Any reason why this indicator is not showing up on my chart when I add it?
+2 응답
Rmillz11 Rmillz11
@Rmillz11, Seems to only work on contract specific and not the continuous contract
응답
MagicEins Rmillz11
@Rmillz11,
the indicator should also work with the continuous contracts "1!" and "2!".
+1 응답
Rmillz11 MagicEins
@MagicEins, It sure does! Thanks! This is awesome
응답