Greeny

COT (Legacy): Noncommercial Interest

Open Interest for non commercial traders from legacy commitment of traders ( COT ) report. 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("Noncommercial Interest", shorttitle="Noncom Int", precision=0)
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"

is_inversed = 
	  ticker == "USDCAD" ? true : 
	  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_noncom = security("QUANDL:CFTC/"+code+"|1", "D", close) 
short_noncom = security("QUANDL:CFTC/"+code+"|2", "D", close) 
spread = security("QUANDL:CFTC/"+code+"|3", "D", close) 

long = is_inversed ? short_noncom : long_noncom
short = is_inversed ? long_noncom : short_noncom

plot(long, color = green, title="Long")
plot(short, color = red, title="Short")
plot(long-short, color = yellow, title="Net", style=histogram)
plot(spread, color = purple, title="Spread", style=area)
hline(0, color=yellow, linestyle=dashed)
hi, I was wondering if you all could make this script available for grains like wheat and corn. I've tried it on wheat and can't get it to work. I wish I knew more about scripts so I could make it work without having to ask but, no dice. Thanks!
Reply
Ideas Scripts Chart
United States
United Kingdom
India
España
France
Italia
Polska
Brasil
Россия
Türkiye
Indonesia
日本
한국
Home Stock Screener Forex Signal Finder Economic Calendar How It Works Chart Features House Rules Moderators For the WEB Widgets Stock Charting Library Priority Support Feature Request Blog & News FAQ Help & Wiki Twitter
Private Messages Chat Ideas Published Followers Following Priority Support Public Profile Profile Settings Account and Billing Sign Out