OPEN-SOURCE SCRIPT
업데이트됨 COT MCI
The COT MCI script is a market indicator based on the data from the Commitment of Traders Reports.
Integration of COT Report Data:
The script sources COT data from futures contracts, including:
Treasury Bonds (ZB), Dollar Index (DX), 10-Year Treasury Notes (ZN)
Commodities like Soybeans (ZS), Soy Meal (ZM), Soy Oil (ZL), Corn (ZC), Wheat (ZW), Kansas City Wheat (KE), Pork (HE), Cattle (LE)
Precious Metals such as Gold (GC), Silver (SI), Palladium (PA), Platinum (PL)
Industrial Metals like Copper (HG), Aluminum (AUP), Steel (HRC)
Energy Products like Crude Oil (CL), Heating Oil (HO), Gasoline (RB), Natural Gas (NG), Brent Crude (BB)
Currencies such as AUD (6A), GBP (6B), CAD (6C), EUR (6E), JPY (6J), CHF (6S), NZD (6N), BRL (6L), MXN (6M), RUB (6R), ZAR (6Z)
Others: Sugar (SB), Coffee (KC), Cocoa (CC), Cotton (CT), Ethanol (EH), Rice (ZR), Oats (ZO), Whey (DC), Orange Juice (OJ), Lumber (LBS), Livestock (GF), E-mini S&P 500 (ES), E-mini Russell 2000 (RTY), E-mini Dow Jones (YM), E-mini NASDAQ-100 (NQ), VIX Futures (VX), S&P 500 (SP), DJIA (DJIA)
Cryptocurrencies such as Bitcoin (BTC) and Ethereum (ETH)
Functions and Logic of the Script:
COT Calculation: Determines the net positions for commercial actors and large speculators. Also Available are short and long positions of commercials or large speculators.
Position Change Analysis: Analyzes the percentage changes in net positions and open interest data over a period of 6 weeks (Weekly Chart).
Average Value Calculation: Determines short-term and long-term trend averages.
Trend Analysis: Buy and sell signals (represented in colors) are based on linear regressions and average calculations.
Usage and Application Examples:
Ideal for traders looking for a detailed analysis of market dynamics and position changes in the futures market. Suitable for decision-making in transaction timing and assessing market sentiment.
Usage Notes:
Users should be familiar with the interpretation of COT data and basic concepts of futures trading. Particularly suitable for medium to long-term trading strategies.
Integration of COT Report Data:
The script sources COT data from futures contracts, including:
Treasury Bonds (ZB), Dollar Index (DX), 10-Year Treasury Notes (ZN)
Commodities like Soybeans (ZS), Soy Meal (ZM), Soy Oil (ZL), Corn (ZC), Wheat (ZW), Kansas City Wheat (KE), Pork (HE), Cattle (LE)
Precious Metals such as Gold (GC), Silver (SI), Palladium (PA), Platinum (PL)
Industrial Metals like Copper (HG), Aluminum (AUP), Steel (HRC)
Energy Products like Crude Oil (CL), Heating Oil (HO), Gasoline (RB), Natural Gas (NG), Brent Crude (BB)
Currencies such as AUD (6A), GBP (6B), CAD (6C), EUR (6E), JPY (6J), CHF (6S), NZD (6N), BRL (6L), MXN (6M), RUB (6R), ZAR (6Z)
Others: Sugar (SB), Coffee (KC), Cocoa (CC), Cotton (CT), Ethanol (EH), Rice (ZR), Oats (ZO), Whey (DC), Orange Juice (OJ), Lumber (LBS), Livestock (GF), E-mini S&P 500 (ES), E-mini Russell 2000 (RTY), E-mini Dow Jones (YM), E-mini NASDAQ-100 (NQ), VIX Futures (VX), S&P 500 (SP), DJIA (DJIA)
Cryptocurrencies such as Bitcoin (BTC) and Ethereum (ETH)
Functions and Logic of the Script:
COT Calculation: Determines the net positions for commercial actors and large speculators. Also Available are short and long positions of commercials or large speculators.
Position Change Analysis: Analyzes the percentage changes in net positions and open interest data over a period of 6 weeks (Weekly Chart).
Average Value Calculation: Determines short-term and long-term trend averages.
Trend Analysis: Buy and sell signals (represented in colors) are based on linear regressions and average calculations.
Usage and Application Examples:
Ideal for traders looking for a detailed analysis of market dynamics and position changes in the futures market. Suitable for decision-making in transaction timing and assessing market sentiment.
Usage Notes:
Users should be familiar with the interpretation of COT data and basic concepts of futures trading. Particularly suitable for medium to long-term trading strategies.
릴리즈 노트
Updated the COT data resource due to missing updates from Quandl Nasdaq data오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.