Greeny

COT (Legacy): Open Interest

Open Interest from legacy commitment of traders ( COT ) report. For the main symbol but also allows to override it. Also allows to include options in consideration.
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study("Open Interest", shorttitle="OI", precision=0)
force_root = input("", title="Override Product")
is_includeoptions = input(false, type=bool, title="Include Options")

fxroot =
	  ticker == "USDCAD" ? "CD" : 
	  ticker == "USDCAD" ? "CD" : 
	  ticker == "USDCHF" ? "SF" : 
	  ticker == "USDCZK" ? "CZ" : 
	  ticker == "USDHUF" ? "FR" : 
	  ticker == "USDILS" ? "IS" : 
	  ticker == "USDJPY" ? "JY" : 
	  ticker == "USDMXN" ? "MP" : 
	  ticker == "USDNOK" ? "UN" : 
	  ticker == "USDPLN" ? "PZ" : 
	  ticker == "USDRUB" ? "RU" : 
	  ticker == "USDSEK" ? "SE" : 
	  ticker == "USDZAR" ? "RA" : 
	  ticker == "EURUSD" ? "EC" : 
	  ticker == "AUDUSD" ? "AD" : 
	  ticker == "GBPUSD" ? "BP" : 
	  ticker == "NZDUSD" ? "NE" : 
	  ticker == "BRLUSD" ? "BR" : 
	  ""
root = force_root == "" ? fxroot == "" ? syminfo.root : fxroot : force_root
code = root + (is_includeoptions ? "_FO" : "_F") + "_L_ALL"

oi = security("QUANDL:CFTC/"+code+"|0", "D", close)

plot(oi, color = gray, title="OI")

Comentários

HI Greeny! can you explain how to add the OI to the gold chart for example?
+8 Resposta
Greeny LEONES
Thanks for asking! Here you are:
1. Apply this script to the chart
2. Switch the GC1!
3. Go to the indicator settings and change Net style from histogram to line.
+9 Resposta
LEONES Greeny
@Greeny, Hi Greeny, do you know why this is not working anymore? OI doesn't show up anymore
+4 Resposta
Hi Greeny,

Love your work. I'm just enquiring about how the OI figures are calculated as per this example:

Copper futures HG1!

OI as per CME group 24th June is recorded as 255,073 while the indicator will show 280 640.

Regards

Evahn
+2 Resposta
Hi Greeny! Please tell me how to run your indicator for EURUSD - BOptions?
+1 Resposta
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