Greeny

COT (Legacy): Largest 8 Gross

Percents of Open Interest held by the largest eight reportable traders from legacy commitment of traders ( COT ) report. Computed on a gross long and gross short basis. For the main symbol but also allows to override it. Also allows to include options in consideration.
Remove from Favorite Scripts Add to Favorite Scripts
study("Largest 8 Gross", shorttitle="Lrg8G", precision=1)
force_root = input("", title="Override Product")
is_includeoptions = input(false, type=bool, title="Include Options")

fxroot =
	  ticker == "USDCAD" ? "CD" : 
	  ticker == "USDCAD" ? "CD" : 
	  ticker == "USDCHF" ? "SF" : 
	  ticker == "USDCZK" ? "CZ" : 
	  ticker == "USDHUF" ? "FR" : 
	  ticker == "USDILS" ? "IS" : 
	  ticker == "USDJPY" ? "JY" : 
	  ticker == "USDMXN" ? "MP" : 
	  ticker == "USDNOK" ? "UN" : 
	  ticker == "USDPLN" ? "PZ" : 
	  ticker == "USDRUB" ? "RU" : 
	  ticker == "USDSEK" ? "SE" : 
	  ticker == "USDZAR" ? "RA" : 
	  ticker == "EURUSD" ? "EC" : 
	  ticker == "AUDUSD" ? "AD" : 
	  ticker == "GBPUSD" ? "BP" : 
	  ticker == "NZDUSD" ? "NE" : 
	  ticker == "BRLUSD" ? "BR" : 
	  ""
root = force_root == "" ? fxroot == "" ? syminfo.root : fxroot : force_root
code = root + (is_includeoptions ? "_FO" : "_F") + "_L_ALL_CR"

long = security("QUANDL:CFTC/"+code+"|2", "D", close)
short = security("QUANDL:CFTC/"+code+"|3", "D", close) 

plot(long, color = green, title="Long")
plot(short, color = red, title="Short")
plot(long-short, color=yellow, title="Net", style=histogram)
hline(0, color=yellow, linestyle=dashed)
Home Stock Screener Forex Screener Crypto Screener Economic Calendar How It Works Chart Features Pricing House Rules Moderators Website & Broker Solutions Widgets Charting Solutions Help Center Feature Request Blog & News FAQ Wiki Twitter
Profile Profile Settings Account and Billing TradingView Coins My Support Tickets Help Center Ideas Published Followers Following Private Messages Chat Sign Out