COT Data by cendalc: Indicador de 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 de código abierto

Siguiendo el verdadero espíritu de TradingView, el autor de este script lo ha publicado en código abierto, para que los traders puedan entenderlo y verificarlo. ¡Un hurra por el autor! Puede utilizarlo de forma gratuita, aunque si vuelve a utilizar este código en una publicación, debe cumplir con lo establecido en las Normas internas. Puede añadir este script a sus favoritos y usarlo en un gráfico.

Exención de responsabilidad

La información y las publicaciones que ofrecemos, no implican ni constituyen un asesoramiento financiero, ni de inversión, trading o cualquier otro tipo de consejo o recomendación emitida o respaldada por TradingView. Puede obtener información adicional en las Condiciones de uso.

¿Quiere utilizar este script en un gráfico?

//@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)