Support Board
Date/Time: Fri, 18 Sep 2026 11:09:18 +0000
[User Discussion] - Free Sierra Chart COT indicator
View Count: 347
| [2026-08-04 00:27:20] |
| User263526 - Posts: 5 |
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I wanted to share a COT indicator for Sierra Chart in case anyone needs it. I'm not a programmer, just a hobbyist. The code is working and compiles easily. If something doesn't work or if the list of supported instruments is too limited, that can be fixed. Thanks, everyone. I have also applied machine learning models and other systematic research to this full universe of instruments over a 30‑year history. There is no alpha and no exploitable edge anywhere in this data. Those who prefer to keep deceiving themselves are welcome to continue staring at this spaghetti haha COT v.Prod — Commitments of Traders for Sierra Chart CFTC positioning in a sub-panel. Downloads straight from CFTC's public portal and caches locally. No account, no API key. Drop it on a futures chart — the contract is detected from the chart symbol. Install Copy COT_vProd.cpp into your Sierra Chart ACS_Source folder Analysis → Build Custom Studies DLL → Build → Remote Build Studies → Add Custom Study → COT v.Prod Use Use a Daily chart with 1+ year of history. COT is weekly; on a short or intraday chart every bar carries the same report and the lines go flat. The panel tells you when that happens. Everything is on the right-click menu: show/hide, info panel, display mode, report type, coverage, manual refresh. Active options are checkmarked; report types that don't exist for the instrument are greyed out. Two views Net Positions — long minus short, in contracts. Above zero = net long. COT Index 0–100 — net position ranked against its own last N reports (default 156 ≈ 3 years), reference lines at 80/50/20. High = that group is as long as it's been in years. Three report types — Auto picks the right one: Groups Legacy Commercial · Non-Commercial · Non-Reportable Disaggregated (commodities) Producer/Merchant · Swap Dealer · Managed Money · Other TFF (financials) Dealer · Asset Manager · Leveraged Funds · Other Managed Money / Leveraged Funds is the speculative trend-following money — that's the line most people watch. Coverage is switchable between Futures Only and Futures+Options Combined (different numbers; the active one is named in the panel). Instruments ES NQ RTY · CL NG RB HO · GC SI HG PL PA · 6E 6J 6B 6S 6C 6A 6N 6M · ZT ZF ZN TN ZB UB · ZC ZS ZL ZM ZW KE MWE ZO ZR · KC CC SB CT OJ LE HE GF LBR Contract month and exchange suffix are ignored (NGV26-NYMEX → NG), so continuous contracts work and rollover is irrelevant. For anything else, set Instrument = Manual CFTC Code and enter the code from CFTC's portal. Limits Weekly data, published Friday for Tuesday positions. Not an intraday tool. Values appear at their publication time, never the survey date, so no bar shows data that wasn't public yet. Regular holidays are handled; unscheduled CFTC delays (2025 shutdown, 2023 ION incident) are not — those reports date earlier than they were actually released. COT Index needs a full window before it plots anything. One instance per chart. Reading it from a trading system sc.GetStudyArrayUsingID(), independent of the display mode: Subgraph 8–11 net position per group, contracts 12–15 COT Index per group (-1 = window not full) 16 data valid 1/0 — check first 17 report date, Sierra date serial Slot 16 matters: a net of exactly 0 is a real reading, so 0 in 8–11 doesn't mean "no data". Subgraphs 0–3 are the displayed values and change meaning with the UI — don't read those. https://www.sierrachart.com/image.php?Image=1785802748607.png https://www.sierrachart.com/image.php?Image=1785802859110.png Date Time Of Last Edit: 2026-08-06 18:02:58
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 COT_vProd.cpp - Attached On 2026-08-04 00:08:45 UTC - Size: 91.79 KB - 85 views COT_vProd_64.dll - Attached On 2026-08-04 00:10:47 UTC - Size: 985 KB - 67 views  SierraChart_64_HDu90FaeVD.png / V - Attached On 2026-08-04 00:33:06 UTC - Size: 7.73 KB - 86 views |
| [2026-08-04 08:13:43] |
| User135243 - Posts: 311 |
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great job, thanks
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