Greeny

William's Commercial Index

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William's Commercial Index
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study("William's Commercial Index", shorttitle="WILLCO", precision=2)
force_root = input("", title="Override Product")
is_includeoptions = input(false, type=bool, title="Include Options")

fxroot =
	  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_L_ALL" : "_F_L_ALL")

is_inversed = 
	  ticker == "USDCAD" ? true : 
	  ticker == "USDCHF" ? true : 
	  ticker == "USDCZK" ? true : 
	  ticker == "USDHUF" ? true : 
	  ticker == "USDILS" ? true : 
	  ticker == "USDJPY" ? true : 
	  ticker == "USDMXN" ? true : 
	  ticker == "USDNOK" ? true : 
	  ticker == "USDPLN" ? true : 
	  ticker == "USDRUB" ? true : 
	  ticker == "USDSEK" ? true : 
	  ticker == "USDZAR" ? true : 
	  false

long_total = security("QUANDL:CFTC/"+code+"|4", "D", close)
short_total = close
oi = security("QUANDL:CFTC/"+code+"|0", "D", close)

long = is_inversed ? short_total : long_total
short = is_inversed ? long_total : short_total
net = long-short
willco = net / oi

length = input(24, title="Period (weeks)")

max = highest(willco, length)
min = lowest(willco, length)
index = 100 * (willco - min) / (max - min)

index_adopted = security("QUANDL:CFTC/"+code+"|5", "D", index)

plot(index_adopted, color = black, title="Index", style=line)
hline(80, color=blue, linestyle=dashed)
hline(20, color=blue, linestyle=dashed)
Hi, Greeny, do you have any plan to update the list of current 17 pairs?
+1 Reply
I forgot to ask... Is it possible to program a panel which has the COT markets and an overview of the values of the COT indicators?
Reply
Nice work Greeny!!!!

I dont find the right abbreviations for the following markets for the COT data:
-Euro
-Mexican Peso
-Corn
-Rough Rice
-Lean Hogs
+2 Reply
Hello, Greeny! Can u help me with add you script on my chart?
Thanks
+3 Reply
I am not getting anything on the indicator , What could be wrong?
Applying to EURUSD Charts.
+5 Reply
Greeny, great! how are the upper and lower bands calculated?
+1 Reply
You are the man!!!
+5 Reply
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