COT Data by cendalc — Indicator by 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:

Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.

Want to use this script on a chart?

//@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)