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Niels_W91
2024年1月16日午後6時48分

COT Index by Niels 

E-mini S&P 500 FuturesCME

詳細

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.

リリースノート

Added correction for the copper futures to show the correct value.
コメント
morkvomork2806
Hi Niels, would it be possible to add a second time frame to this indicator? Thanks for your answer. Cheers, Holger
詳細