It was inspired by the data terminals used by commercial traders.
Period selection can be set in the menu.
This script uses the adaptive period algorithm used by Autonomous LSTM and Relativity scripts.
Or you can set the period manually from the menu.
For more information about adaptive period this script uses:
This script works only for 1 day (1D) and 1 week (1W) time frames.
Since data is used, the most efficient time frame is 1 week (1W) .
- Value changes on a percentage basis (%)
- Commitment of Traders position changes on a percentage basis :
Net position percentage is calculated as Short - Long and there is no inverse relationship.
Direct relationship is provided.
- Due to the advantage of movement, future data were drawn instead of spot values on the required instruments.
- US10Y : U.S Government Bonds 10 Year Yields
- SP500 : S&P 500 Index
- DXY : US Dollar Index
- TIO : Iron Ore : Iron Ore %62 Fe CFR China
- XAG : SI : Silver
- NG : Natural Gas
- JPYUSD : Japanese Yen
- EURUSD : Euro /Dollar
Position Change InfoPanel
- 10 US T-Bond positions are used because there is no position equivalent in US10Y .
In other instruments, the corresponding position provisions are written and their changes are calculated.
The script can be used as an indicator by putting it under the chart as shown above.
It is necessary to enlarge to see clearly.
Since it is not often looked at,
such use is the best method for healthy interpretation.
Unnecessary codes have been deleted.