trader006

COT Index

1502 1 84
COT Index
Remove from Favorite Scripts Add to Favorite Scripts
//@version=2
study("COT Index", shorttitle="COT index L", precision=2)

length = input(13, title="La/Sm Týdnů")
is_includeoptions = input(true, type=bool, title="Včetně opcí")
force_root = input("", title="Jiný podklad")
nasobek = iff(isdaily,5,1)

coticker =
	  ticker == "AUDUSD" ? "AD" :
	  ticker == "GBPUSD" ? "BP" :
	  ticker == "NZDUSD" ? "NE" :
	  ticker == "BRLUSD" ? "BR" :
	  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 == "E61!"   ? "EC" :
	  ticker == "S61!"   ? "SF" :
	  ticker == "J61!"   ? "JY" :
	  ticker == "D61!"   ? "CD" :
	  ticker == "A61!"   ? "AD" :
	  ticker == "N61!"   ? "NE" :
	  ticker == "B61!"   ? "BP" :
	  ticker == "M61!"   ? "MP" :
	  ticker == "YO1!"   ? "MP" :
	  ticker == "6M1!"   ? "MP" :
	  ticker == "DXY"    ? "DX" :

	  ticker == "ZC1!"   ? "C"  :
	  ticker == "ZS1!"   ? "S"  :
	  ticker == "ZM1!"   ? "SM" :
	  ticker == "ZL1!"   ? "BO" :
	  ticker == "ZW1!"   ? "W"  :
	  ticker == "KE1!"   ? "KW" :
	  ticker == "ZO1!"   ? "O"  :
	  ticker == "ZR1!"   ? "RR" :

	  ticker == "COPPER" ? "HG" :
	  ticker == "XAUUSD" ? "GC" :
	  ticker == "XAGUSD" ? "SI" :

	  ticker == "LE1!"   ? "LC" :
	  ticker == "GF1!"   ? "FC" :
	  ticker == "HE1!"   ? "LH" :

	  ticker == "SPX"    ? "SP" :
	  ticker == "SPY"    ? "ES" :
	  ticker == "IUXX"   ? "NQ" :
	  ticker == "DJY0"   ? "DJ" :
	  ticker == "IUX"    ? "TF" :
	  ticker == "IWM"    ? "TF" :
	  ticker == "TNA"    ? "TF" :
	  ticker == "RJ1!"   ? "TF" :
	  ticker == "IDX"    ? "MD" :
	  ticker == "MDY0"   ? "MD" :
	  ticker == "GE1!"   ? "ED" :
	  ticker == "ZQ1!"   ? "FF" :
	  ticker == "ZT1!"   ? "TU" :
	  ticker == "ZF1!"   ? "FV" :
	  ticker == "ZN1!"   ? "TY" :
	  ticker == "ZB1!"   ? "US" :

	  ticker == "FL1!"   ? "CU" :
	  ticker == "VI1!"   ? "VX" :
	  ticker == "VIX"    ? "VX" :
	  ticker == "NY1!"   ? "NK" :
	  ticker == "USOIL"  ? "CL" :
	  ""

root = force_root == "" ? (coticker == "" ? syminfo.root : coticker) : force_root
code = "QUANDL:CFTC/"+root+(is_includeoptions ? "_FO_L_ALL|" : "_F_L_ALL|")

long_comm = security(code + "4", "W", close)
short_comm = security(code + "5", "W", close)

long_large = security(code + "1", "W", close)
short_large = security(code + "2", "W", close)

long_small = security(code + "8", "W", close)
short_small = security(code + "9", "W", close)

net_comm = long_comm-short_comm
net_large = long_large-short_large
net_small = long_small-short_small

max_comm_tr = highest(net_comm, 13 * nasobek)
min_comm_tr = lowest(net_comm, 13 * nasobek)
index_comm_tr = sma(100 * (net_comm - min_comm_tr) / (max_comm_tr - min_comm_tr),nasobek)
max_comm_dv = highest(net_comm, 26 * nasobek)
min_comm_dv = lowest(net_comm, 26 * nasobek)
index_comm_dv = sma(100 * (net_comm - min_comm_dv) / (max_comm_dv - min_comm_dv),nasobek)
max_comm_pa = highest(net_comm, 52 * nasobek)
min_comm_pa = lowest(net_comm, 52 * nasobek)
index_comm_pa = sma(100 * (net_comm - min_comm_pa) / (max_comm_pa - min_comm_pa),nasobek)

max_large = highest(net_large, length * nasobek)
min_large = lowest(net_large, length * nasobek)
index_large = sma(100 * (net_large - min_large) / (max_large - min_large),nasobek)

max_small = highest(net_small, length * nasobek)
min_small = lowest(net_small, length * nasobek)
index_small = sma(100 * (net_small - min_small) / (max_small - min_small),nasobek)

plot(index_comm_tr, color = blue, title="Comm 13", style=line, linewidth=2)
plot(index_comm_dv, color = #00B0FF, title="Comm 26", style=line, linewidth=1)
plot(index_comm_pa, color = #B000FF, title="Comm 52", style=line, linewidth=1)
plot(index_large, color = green, title="Large", style=line, linewidth=1)
plot(index_small, color = red, title="Small", style=line, linewidth=1)

hline(95, color=lime, linestyle=dashed, title="Horní extrém")
hline(5, color=lime, linestyle=dashed, title="Dolní extrém")
Thanks
Reply
EN English
EN English (UK)
EN English (IN)
DE Deutsch
FR Français
ES Español
IT Italiano
PL Polski
TR Türkçe
RU Русский
PT Português
ID Bahasa Indonesia
MS Bahasa Melayu
TH ภาษาไทย
VI Tiếng Việt
JA 日本語
KO 한국어
ZH 简体中文
ZH 繁體中文
AR العربية
Home Stock Screener Forex Signal Finder Cryptocurrency Signal Finder Economic Calendar How It Works Chart Features House Rules Moderators Website & Broker Solutions Widgets Stock Charting Library Feature Request Blog & News FAQ Help & Wiki Twitter
Profile Profile Settings Account and Billing My Support Tickets Contact Support Ideas Published Followers Following Private Messages Chat Sign Out