Commitment of Traders (COT) Indicator

Marcel van Vliet · Wed, 27 May 2020 08:24:27 +0000

Hi, For a VPA research on futures I am looking for an indicator that represents all three COT report types (Commercial Hedgers, Small- and Large Traders) in one indicator. (just like picture of the FINVIZ version attached) Is anybody challenged to build this kind of indicator for PRT (V11), or does it maybe exist already in the library but with different name? Thank you

This topic has 2 replies, 3 voices, and was last updated 3 years ago by Nicolas.

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05/27/2020 at 9:24 AM #133401

Marcel van Vliet

Hi, For a VPA research on futures I am looking for an indicator that represents all three COT report types (Commercial Hedgers, Small- and Large Traders) in one indicator. (just like picture of the FINVIZ version attached)

Is anybody challenged to build this kind of indicator for PRT (V11), or does it maybe exist already in the library but with different name?

Thank you

Marcel van Vliet
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06/03/2020 at 3:55 PM #134421

tobytarczy

I would be interested as well. Have used COT before. It would be interesting to correlate this into Institutional Levels indicator, something that I am still looking for in PRT

tobytarczy
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06/03/2020 at 4:28 PM #134431

Nicolas

As you probably know, there is no way to import external data, so the COT indicator can’t be coded.

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Marcel van Vliet

Nicolas
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Commitment of Traders (COT) Indicator

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