This script marks the last Friday of the month in a daily chart because this is the day when BTC and ETH options expire according to Deribit.
I only found a script that highlights the 3rd Friday of the month, which is not what I wanted.
This script tries to figure out the correct number of days per month but is not aware of holidays which might displace the expiry date.
█ OVERVIEW
Here is a script based on the ATR but which unlike the traditional ATR using a Multiplier, here we use a signal filter by the Exchange of Prices
between Ticks. The more you increase the value, the more the parasitic signals will be filtered.
█ HOW TO INTERPRET?
• The signals are represented on the chart by "Buy" (Green) and "Sell" (Red)...
Japanese below / 日本語説明は下記
CFTC Positions by COT Report(Legacy and New Format)
This indicator shows CFTC positions provided by COT report with availability to select legacy format and new format.
Users also can select position type from Futures only and Futures and Options.
Data source is quandle.com
The indicator shows the data of the assets listed below based...
With the GOD's Eye, you can understand the money flow in the system/security
Know how biggies are following, and save from all your losses.
Works best in positional setup - Daily, Weekly and Monthly charts.
Note that I've inverted the scale of the "large specs" to clear up some noise.
- you simply revert to normal by unticking the checkbox
Sizes on crosses are calculated for you
- but they may not be perfectly reflective of true positioning
- due to differences in open interest of the underlying majors.
Orange = Commercials
Blue = Non Commercials (aka Large Specs)
- Retrieves fund net position from CFTC Commitments of Traders(COT) Reports
- Overlays fund net positions on left y-axis vs price on right y-axis
- Current supported Grain Products
- Corn (CBOT) (QUANDL: 002602)
- Soybeans (CBOT) (QUANDL: 005602)
- Kansas City Wheat(CBOT) (Hard Red Winter) (QUANDL: 001612)
- Oats (CBOT) (QUANDL: 004603)
-...
This indicator is based on the Commitment of Traders legacy report and compares the combined net noncommercial positions of the base and quote currency to the combined commercial positions of the base and quote currency.
The indicator currently works on aal the major and minor currency pairs including the inversed charts, and I will be adding exotic currencies...
Cumulative distribution function (tScore and zScore)
This script provides the calculation of the cumulative distribution function (i.e., probability). The measure allows you to calculate the chances of a value of interest being above or below a hypothesized value over the measurement period—nothing fancy here, just good old statistics and mathematics. The closer...
Hello there,
With this script, you can see CFTC COT Non Commercial and Commercial Positions together.
This way, you can analyze net values greater than 0 and smaller, as well as very dense and very shallow positions of producers and speculators.
Green - Non Commercials - Speculators
Red - Commercials - Producers
This script is multi time-frame and...
Hi.
Hello, this script has the same logic as Noldo CFTC COT Forex indicator :
It is the version for the future markets.
Major future assets are the subject.
Usage
This script works only on SPGSCI (S&P Goldman Sachs Commodity Index).
You must open SPGSCI :
www.tradingview.com
It only works on 1W graphics.
Because COT data is announced...
Hello.
I decided to publish the COT Forex Indicator, which I created for convenience, as an open source.
The period DXY is determined by the differences between the two signals on the Pivot Reversal Strategy on the weekly chart.(1W)
Thus, relative period point search is automated.
When the new signal comes, after the closing, the number of bars between the...
(1) What is COT(Commitment of Traders)?
COT reports provide a breakdown of each Tuesday’s open interest for futures and options on futures markets.
(Traders categories are Commercials, Speculators, Non-Reportables)
* Data itself is published Friday but its source is as of Tuesday close!! This is important.
* You MUST read CFTC site before you...
Indicator that fetch data and presents non commercial futures of Commitment of Traders report
In order to attach data on chart click confirm or manually type in case will not find CGTC code for example 099741 that equals EURO FX and can be find in CFTC website.
This is an interesting study using the data provided by the Bitcoin CME Commitment of Traders report.
The MACD plot the difference between the Retail Traders positions and the Professional Traders positions.
The general idea is that Professional Traders have a better read on the market than Retail Traders.
The signal line helps to identify the trend that it...
Today I feel good to share with my all pals a new "Pivot Point" indicator which I never thought that it could be that easily done. I have been trading for years but I am, to be honest, new to pine script. I used to code other programming languages in the past like HTML, CSS, javascript, PHP, etc web-based programming language which luckily helped me to...
Original script from ChartChampions :
Let's start.
This script was created by using Open Interest instead of Volume in the Market Facilitation Index.
Thus, it can make a difference in the Future and CFD Markets.
If your financial instrument is not from these markets, that is, if Open Interest is not used, you can choose Volume.
You can set "FUTURES" and...
![GC1!: [KY]COT (Commitment of Traders)](https://s3.tradingview.com/u/uLhdI3zM_mid.png "[KY]COT (Commitment of Traders)")
