Open Interest for all reportable 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.
study("Reportable Interest", shorttitle="Rep Int", precision=0)
force_root = input("", title="Override Product")
is_includeoptions = input(false, type=bool, title="Include Options")
fxroot =
ticker == "USDCAD" ? "CD" :
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 == "AUDUSD" ? "AD" :
ticker == "GBPUSD" ? "BP" :
ticker == "NZDUSD" ? "NE" :
ticker == "BRLUSD" ? "BR" :
""
root = force_root == "" ? fxroot == "" ? syminfo.root : fxroot : force_root
code = root + (is_includeoptions ? "_FO" : "_F") + "_L_ALL"
is_inversed =
ticker == "USDCAD" ? true :
ticker == "USDCAD" ? true :
ticker == "USDCHF" ? true :
ticker == "USDCZK" ? true :
ticker == "USDHUF" ? true :
ticker == "USDILS" ? true :
ticker == "USDJPY" ? true :
ticker == "USDMXN" ? true :
ticker == "USDNOK" ? true :
ticker == "USDPLN" ? true :
ticker == "USDRUB" ? true :
ticker == "USDSEK" ? true :
ticker == "USDZAR" ? true :
false
long_total = security("QUANDL:CFTC/"+code+"|6", "D", close)
short_total = security("QUANDL:CFTC/"+code+"|7", "D", close)
long = is_inversed ? short_total : long_total
short = is_inversed ? long_total : short_total
plot(long, color = green, title="Long")
plot(short, color = red, title="Short")
plot(long-short, color = yellow, title="Net", style=histogram)
hline(0, color=yellow, linestyle=dashed)