OPEN-SOURCE SCRIPT
已更新 COT Index by Niels

The COT index is an indicator for determining trend reversals based on the net positions of commercials from the CFTC COT report.
A time frame of 26 weeks is selected as the basis. If the value is greater than or equal to 75, this is a bullish sign; if it is less than or equal to 25, this is a bearish sign.
You can select the number of weeks to be used for the calculation.
As the CFTC data is only published on Fridays at 21:30, the value of the current week is hidden until the market closes.
In addition, the background changes color when the index reaches an extreme range.
Both functions can be deactivated in the settings.
A time frame of 26 weeks is selected as the basis. If the value is greater than or equal to 75, this is a bullish sign; if it is less than or equal to 25, this is a bearish sign.
You can select the number of weeks to be used for the calculation.
As the CFTC data is only published on Fridays at 21:30, the value of the current week is hidden until the market closes.
In addition, the background changes color when the index reaches an extreme range.
Both functions can be deactivated in the settings.
版本注释
Added correction for the copper futures to show the correct value.版本注释
Two functions have been added:1. A COT proxy function has been added, which calculates COT data using the price range without the CFTC report. This is enabled by default for the DAX future and can be applied to all other futures through the options if needed. The formula was developed by Larry Williams.
2. It is now also possible to view the change of the COT index compared to the previous week. This can also be activated in the options.
版本注释
Added "Hide Until New Data" (default enabled):The COT Index is now only displayed if the data for the current week differs from the previous week. Prevents showing unchanged or outdated data.
开源脚本
本着TradingView的真正精神,此脚本的创建者将其开源,以便交易者可以查看和验证其功能。向作者致敬!虽然您可以免费使用它,但请记住,重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
开源脚本
本着TradingView的真正精神,此脚本的创建者将其开源,以便交易者可以查看和验证其功能。向作者致敬!虽然您可以免费使用它,但请记住,重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。