TSI -- Early Trend Shift Indicator
PURPOSE: This indicator detects early changes in trends and provides confirmation
In particular, the TSI aims to do the following simultaneously:
detect trend changes early
provide a means of trend confirmation -- while still being early in the cycle change
provide an early indication of trend changing away from positive. ...
Commitment of Traders based on legacy format taken from quandl.com. In this version you need to select product when applying the indicator. In future version there might be some kind of auto mapping based on current symbol.
Commitments of traders report in forex
https://en.wikipedia.org/wiki/Commitments_of_Traders
You can input a currency and see the reports
//AD-Aussie Dollar
//BP-British Pound
//CD-Canadian Dollar
//DX-Dollar Index
//FX-Euro, Day
//JY-Japanese Yen
//SF-Swiss Franc
//MP-Mexican Peso
Easy way to see the long and short positions of traders
Percents of Open Interest held by the largest four reportable traders from legacy commitment of traders (COT) report. Computed on a net long and net short basis. For the main symbol but also allows to override it. Also allows to include options in consideration.
Number of 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.
Open Interest from legacy commitment of traders (COT) report. For the main symbol but also allows to override it. Also allows to include options in consideration.
Open Interest for 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.
Change in Open Interest from legacy commitment of traders (COT) report. For the main symbol but also allows to override it. Also allows to include options in consideration.
This script compares IMM CFTC net positioning in percentage terms for several instruments.
Load it onto any weekly chart. The data displayed is independent of the chart instrument.
On the Inputs tab, uncheck "Show Legend" to hide the legend (useful if you want to change the plot colours or it is getting in the way).
On the Inputs tab, select "Total OI" to show ...
This script compares IMM CFTC net positioning in percentage terms for several instruments.
Load it onto any weekly chart. The data displayed is independent of the chart instrument.
On the Inputs tab, uncheck "Show Legend" to hide the legend (useful if you want to change the plot colours or it is getting in the way).
On the Inputs tab, select "Total OI" to show ...
This script compares IMM CFTC net positioning in percentage terms for several FX instruments.
Load it onto any weekly chart. The data displayed is independent of the chart instrument.
On the Inputs tab, uncheck "Show Legend" to hide the legend (useful if you want to change the plot colours or it is getting in the way).
On the Inputs tab, select "Total OI" to ...
Updated to Tradingview Pinescript 3.0
CFTC COT REPORT IN LEGACY MODE
Source : Quandl
The Commitments of Traders ( COT ) reports provide traders positions at the close of Tuesday's trading session. Reports show how many long and how many short contracts do traders of each category hold. As the original data is weekly, charts will only work at weekly timeframe . ...
The Commitments of Traders (COT) reports provide traders positions at the close of Tuesday's trading session. Reports show how many long and how many short contracts do traders of each category hold. This version covers the change in positions (CIP) in legacy format for CFD's. Default is Futures only. You can include Options from the input menu. From the style ...
The Commitments of Traders (COT) reports provide traders positions at the close of Tuesday's trading session. Reports show how many long and how many short contracts do traders of each category hold. This version covers the change in positions (CIP) in disaggregated format for CFD's. Default is Futures only. You can include Options from the input menu. From the ...
