Login Page - Create Account

Support Board


Date/Time: Mon, 29 Apr 2024 06:49:33 +0000



Post From: COT / Commitment of Traders

[2020-06-26 17:11:01]
JohnR - User831573 - Posts: 300
People, Back in Feb 2019, aknsyu71@gmail in Post # 27 created what everyone is asking for. It is in User Contributed Studies section of the web. I did not see it compiled as part of the "User Contributed Studies" in "Add Custom Study". You will have to take the source and compile it.

https://www.sierrachart.com/AdditionalFiles/UserContributedACS_SourceCode/COT.cpp

More than 700 different contract codes in 8 COT report types:
- Futures only OR Futures and Options
-- Long Short Positions (_F_ALL or _FO_ALL)
-- Number of Trades (_F_ALL_NT or _FO_ALL_NI)
-- Percent of Open Interest (_F_ALL_OI or _FO_ALL_OI)
-- Change in Position (_F_CHG or _FO_ALL)

Study automatically differentiates between:
- Disaggregated COT Reports ( Commodities )
-- Producer/Merchant/Processor/User
-- Swap Dealer
-- Managed Money
-- Other Reportable

- Financial COT Reports ( Indices, currency futures etc)
-- Dealer/Intermediary
-- Asset Manager
-- Leveraged Funds
-- Other Reportable

- Calculates NET Positions for each report


Study accesses COT data from Quandle.com ( basic free account needed for study )

The study code is now available on the User Contributed page User Contributed Advanced Custom Study System Source Code

JohnR
imageSC_Forum_COT_image.png / V - Attached On 2020-06-25 15:50:14 UTC - Size: 29.06 KB - 689 views