Plots the COT Index from the legacy report data from Quandl. Plots the commercial, non commercial and non reportables. Each plot can be hidden as needed.
I've tried to capture the basic dollar based currencies and the futures such as corn , wheat , rice, oil , hogs etc. The symbols required a little translation to match what Quandl is expecting but I think I got most of them. Please let me know of any issues with these.
Part of a suite of COT related indicators based on the excellent book "the commitment of traders bible" by Stephen Briese.
Currently working on a trading strategy based around these indicators,
Would love to hear if you are interested in this or have some COT trading ideas to share.
Feb 26, 2018 Release Notes: Quandl have changed their codes :( now they seem to be using the CFTC Id's where are numeric (and can be found in the dump you get from them)
So whereas before for example, GBPUSD was mapped to BP it is now mapped to 096742.
I have gone through the various dumps and tried to map all the symbols I was using, the currency were the easy ones, the wheat, corn etc a little harder to trade down due to variations. Please let me know if different
Thanks so much for this script. Its helped me understand how to call the quandl data. Really helpful.
Opritamihai156
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does not work on gold, the code ist there, why?
Aporio
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Hi, is it possible to remove the cot between 0 and 100? that oscillates according to its own scale
greetins
OkanAybar
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@Aporio, don't think it is possible as the underlying formula is based on taking the ratio of difference between Current Net position and Minimum Net position and the difference between the Maximum Net and the Minimum Net position of the past three years