COT Index and OI Index

31 ม.ค.

COT Index and OI Index

It calculates COT Index for Commercials and Open Interest Index. Both for a custom period depending of the asset nature. These periods can be adjusted. You can also choose to have signals drawn on the chart when the following conditions are met



If "Extreme Positions" option is chosen:

* COT Index for Commercials > Extreme Long (adjustable parameter in %) and COT Index for Large Speculators and Small Speculators < Extreme Short (adjustable parameter in %). This will show a green triangle up in the last weekly bar/candle

* COT Index for Commercials < Extreme Short (adjustable parameter in %) and COT Index for Large Speculators and Small Speculators > Extreme Long (adjustable parameter in %). This will show a red triangle down in the last weekly bar/candle



If "Extreme Commercials and OI Index" option is chosen:

* COT Index for Commercials > Extreme Long (adjustable parameter in %) and OI Index < Extreme Short (adjustable parameter in %). This will show a green triangle up in the last weekly bar/candle

* COT Index for Commercials < Extreme Short (adjustable parameter in %) and OI Index > Extreme Long (adjustable parameter in %). This will show a red triangle down in the last weekly bar/candle

31 ม.ค.

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Minor corrections

1 ก.พ.

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Minor changes

1 ก.พ.

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minor changes

2 ก.พ.

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delayed COT data issue fixed

2 ก.พ.

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Weekly offset parameter issue fixed