AIActivationFunctionsBipolarSigmoid is a Pine Script library that provides mathematical implementations of the bipolar sigmoid activation function and its derivatives for machine learning algorithms. It calculates bipolar sigmoid values bounded between -1 and
Library · Pine Script v6 · Library
LibraryCOT
A Pine Script v6 library that supports Commitment of Traders data requests.
GitHub stars1on the repository
Pine versionv6current
Lines of code1,083
Settings0inputs
LicenceNone statedfile: MPL-2.0
Last update1 year ago1 Mar 2025
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above, or the copy button on the code below.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new library, select all of the template text and paste. Press Save and give it a name.
- 4Publish or import itA library draws nothing. Publish it from the editor, then import its functions in your own scripts.
Source Code
1,083 lines of Pine Script v6 from edu_lib/cot.pine, published under MPL-2.0 (file header). Keep the author's credit and licence lines when you reuse it.
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © TradingView
//@version=6
library("LibraryCOT", overlay = false)
// LibraryCOT Library
// v3, 2024.11.26
// This code was written using the recommendations from the Pine Script™ User Manual's Style guide:
// https://www.tradingview.com/pine-script-docs/writing/style-guide/
//#region ———————————————————— Metric names and valid directions
// +-----------------------------------+------------------------+
// | Legacy (COT) Metric Names | Directions |
// +-----------------------------------+------------------------+
// | Open Interest | No direction |
// | Noncommercial Positions | Long, Short, Spreading |
// | Commercial Positions | Long, Short |
// | Total Reportable Positions | Long, Short |
// | Nonreportable Positions | Long, Short |
// | Traders Total | No direction |
// | Traders Noncommercial | Long, Short, Spreading |
// | Traders Commercial | Long, Short |
// | Traders Total Reportable | Long, Short |
// | Concentration Gross LT 4 TDR | Long, Short |
// | Concentration Gross LT 8 TDR | Long, Short |
// | Concentration Net LT 4 TDR | Long, Short |
// | Concentration Net LT 8 TDR | Long, Short |
// +-----------------------------------+------------------------+
// +-----------------------------------+------------------------+
// | Disaggregated (COT2) Metric Names | Directions |
// +-----------------------------------+------------------------+
// | Open Interest | No direction |
// | Producer Merchant Positions | Long, Short |
// | Swap Positions | Long, Short, Spreading |
// | Managed Money Positions | Long, Short, Spreading |
// | Other Reportable Positions | Long, Short, Spreading |
// | Total Reportable Positions | Long, Short |
// | Nonreportable Positions | Long, Short |
// | Traders Total | No direction |
// | Traders Producer Merchant | Long, Short |
// | Traders Swap | Long, Short, Spreading |
// | Traders Managed Money | Long, Short, Spreading |
// | Traders Other Reportable | Long, Short, Spreading |
// | Traders Total Reportable | Long, Short |
// | Concentration Gross LE 4 TDR | Long, Short |
// | Concentration Gross LE 8 TDR | Long, Short |
// | Concentration Net LE 4 TDR | Long, Short |
// | Concentration Net LE 8 TDR | Long, Short |
// +-----------------------------------+------------------------+
// +-----------------------------------+------------------------+
// | Financial (COT3) Metric Names | Directions |
// +-----------------------------------+------------------------+
// | Open Interest | No direction |
// | Dealer Positions | Long, Short, Spreading |
// | Asset Manager Positions | Long, Short, Spreading |
// | Leveraged Funds Positions | Long, Short, Spreading |
// | Other Reportable Positions | Long, Short, Spreading |
// | Total Reportable Positions | Long, Short |
// | Nonreportable Positions | Long, Short |
// | Traders Total | No direction |
// | Traders Dealer | Long, Short, Spreading |
// | Traders Asset Manager | Long, Short, Spreading |
// | Traders Leveraged Funds | Long, Short, Spreading |
// | Traders Other Reportable | Long, Short, Spreading |
// | Traders Total Reportable | Long, Short |
// | Concentration Gross LE 4 TDR | Long, Short |
// | Concentration Gross LE 8 TDR | Long, Short |
// | Concentration Net LE 4 TDR | Long, Short |
// | Concentration Net LE 8 TDR | Long, Short |
// +-----------------------------------+------------------------+
//#endregion
//#region ———————————————————— Library functions
// @function Checks whether the given string is not empty.
// @param str (string) The string to inspect.
// @returns (bool) `true` if the string is not empty, `false` otherwise.
isNotEmpty(string str) =>
bool result = str != ""
// @function Creates a map of futures symbol root prefixes and their corresponding CFTC Commitment of
// Traders (COT) report codes.
// @returns (map<string, string>) A map of "string" keys representing root prefixes and "string"
// values representing CFTC root codes.
createRootCodeMap() =>
map<string, string> rootCodeMap = map.new<string, string>()
rootCodeMap.put("AMB1", "1450E1")
rootCodeMap.put("AMT1", "1450E4")
rootCodeMap.put("VM" , "1170E8")
rootCodeMap.put("VXM" , "1170E8")
rootCodeMap.put("IBHY", "2520E1")
rootCodeMap.put("IBIG", "2520E2")
rootCodeMap.put("VX" , "1170E1")
rootCodeMap.put("VX10", "117E10")
rootCodeMap.put("VX11", "117E11")
rootCodeMap.put("VX13", "117E13")
rootCodeMap.put("VX14", "117E14")
rootCodeMap.put("VX15", "117E15")
rootCodeMap.put("VX17", "117E17")
rootCodeMap.put("VX18", "117E18")
rootCodeMap.put("VX19", "117E19")
rootCodeMap.put("VX21", "117E21")
rootCodeMap.put("VX22", "117E22")
rootCodeMap.put("VX23", "117E23")
rootCodeMap.put("VX24", "117E24")
rootCodeMap.put("VX26", "117E26")
rootCodeMap.put("VX27", "117E27")
rootCodeMap.put("VX28", "117E28")
rootCodeMap.put("VX30", "117E30")
rootCodeMap.put("VX31", "117E31")
rootCodeMap.put("VX32", "117E32")
rootCodeMap.put("VX34", "117E34")
rootCodeMap.put("VX35", "117E35")
rootCodeMap.put("VX36", "117E36")
rootCodeMap.put("VX37", "117E37")
rootCodeMap.put("VX39", "117E39")
rootCodeMap.put("VX40", "117E40")
rootCodeMap.put("VX41", "117E41")
rootCodeMap.put("VX43", "117E43")
rootCodeMap.put("VX09", "117E09")
rootCodeMap.put("YIA" , "342602")
rootCodeMap.put("YIY" , "343603")
rootCodeMap.put("N1S" , "343604")
rootCodeMap.put("YIT" , "342603")
rootCodeMap.put("TWE" , "020605")
rootCodeMap.put("YIC" , "344606")
rootCodeMap.put("YIE" , "320604")
rootCodeMap.put("25U" , "046603")
rootCodeMap.put("30U" , "046604")
rootCodeMap.put("35U" , "046605")
rootCodeMap.put("40U" , "046606")
rootCodeMap.put("45U" , "046607")
rootCodeMap.put("50U" , "046608")
rootCodeMap.put("55U" , "046609")
rootCodeMap.put("60U" , "046610")
rootCodeMap.put("YID" , "344604")
rootCodeMap.put("YIW" , "344605")
rootCodeMap.put("F1S" , "344615")
rootCodeMap.put("YIB" , "344607")
rootCodeMap.put("BWF" , "00160F")
rootCodeMap.put("AW" , "221602")
rootCodeMap.put("DRS" , "221604")
rootCodeMap.put("CWR" , "00160D")
rootCodeMap.put("ZC" , "002602")
rootCodeMap.put("DFN" , "251605")
rootCodeMap.put("YM" , "124603")
rootCodeMap.put("RX" , "124606")
rootCodeMap.put("SAS" , "005609")
rootCodeMap.put("10Y" , "04360Y")
rootCodeMap.put("2YY" , "04260Y")
rootCodeMap.put("30Y" , "02060Y")
rootCodeMap.put("5YY" , "04460Y")
rootCodeMap.put("MYM" , "124608")
rootCodeMap.put("XC" , "002603")
rootCodeMap.put("XK" , "005603")
rootCodeMap.put("XW" , "001603")
rootCodeMap.put("ZO" , "004603")
rootCodeMap.put("ZR" , "039601")
rootCodeMap.put("ZM" , "026603")
rootCodeMap.put("ZL" , "007601")
rootCodeMap.put("ZS" , "005602")
rootCodeMap.put("ZB" , "020601")
rootCodeMap.put("UNO" , "251609")
rootCodeMap.put("TN" , "043607")
rootCodeMap.put("UB" , "020604")
rootCodeMap.put("UFB" , "251604")
rootCodeMap.put("UFE" , "251606")
rootCodeMap.put("UME" , "251603")
rootCodeMap.put("UFV" , "251607")
rootCodeMap.put("ZW" , "001602")
rootCodeMap.put("ZQ" , "045601")
rootCodeMap.put("ZN" , "043602")
rootCodeMap.put("ZF" , "044601")
rootCodeMap.put("Z3N" , "038601")
rootCodeMap.put("KE" , "001612")
rootCodeMap.put("ZT" , "042601")
rootCodeMap.put("SR1" , "134742")
rootCodeMap.put("SR3" , "134741")
rootCodeMap.put("AQR" , "209748")
rootCodeMap.put("A2R" , "239749")
rootCodeMap.put("ASR" , "13874W")
rootCodeMap.put("D2" , "17564H")
rootCodeMap.put("D2X" , "16S063")
rootCodeMap.put("K1" , "16064C")
rootCodeMap.put("H1" , "16064H")
rootCodeMap.put("K1K" , "16S023")
rootCodeMap.put("H1X" , "16S056")
rootCodeMap.put("ACD" , "432741")
rootCodeMap.put("AJY" , "632741")
rootCodeMap.put("ANE" , "532741")
rootCodeMap.put("6A" , "232741")
rootCodeMap.put("BTC" , "133741")
rootCodeMap.put("BLK" , "063643")
rootCodeMap.put("KW" , "17064C")
rootCodeMap.put("HWX" , "16S061")
rootCodeMap.put("6L" , "102741")
rootCodeMap.put("6B" , "096742")
rootCodeMap.put("6C" , "090741")
rootCodeMap.put("CJY" , "190741")
rootCodeMap.put("CB" , "050642")
rootCodeMap.put("CSC" , "063642")
rootCodeMap.put("K2N" , "16S183")
rootCodeMap.put("K2K" , "16S186")
rootCodeMap.put("K2" , "16164C")
rootCodeMap.put("H2" , "16164H")
rootCodeMap.put("H2X" , "16S042")
rootCodeMap.put("CHP" , "279742")
rootCodeMap.put("K3" , "16364C")
rootCodeMap.put("K3K" , "16364D")
rootCodeMap.put("K3N" , "163K3N")
rootCodeMap.put("H3" , "16364H")
rootCodeMap.put("H3Z" , "16S002")
rootCodeMap.put("H3X" , "16S050")
rootCodeMap.put("GDK" , "052644")
rootCodeMap.put("BOS" , "20074A")
rootCodeMap.put("CHI" , "20074B")
rootCodeMap.put("CUS" , "20074K")
rootCodeMap.put("DEN" , "20074C")
rootCodeMap.put("LAV" , "20074D")
rootCodeMap.put("LAX" , "20074E")
rootCodeMap.put("MIA" , "20074F")
rootCodeMap.put("NYM" , "20074G")
rootCodeMap.put("SDG" , "20074H")
rootCodeMap.put("SFR" , "20074I")
rootCodeMap.put("WDC" , "20074J")
rootCodeMap.put("CZK" , "275741")
rootCodeMap.put("K5" , "16464C")
rootCodeMap.put("H5" , "16464H")
rootCodeMap.put("K5N" , "16S045")
rootCodeMap.put("K5K" , "16S016")
rootCodeMap.put("H5X" , "16S053")
rootCodeMap.put("DY" , "052645")
rootCodeMap.put("M6A" , "232742")
rootCodeMap.put("M6B" , "096746")
rootCodeMap.put("MCD" , "090744")
rootCodeMap.put("M6E" , "099743")
rootCodeMap.put("MSF" , "092744")
rootCodeMap.put("M6J" , "097745")
rootCodeMap.put("M6C" , "090747")
rootCodeMap.put("M6S" , "092748")
rootCodeMap.put("E7" , "099742")
rootCodeMap.put("IPO" , "164741")
rootCodeMap.put("J7" , "097744")
rootCodeMap.put("NIY" , "240745")
rootCodeMap.put("SOX" , "13874Y")
rootCodeMap.put("RSV" , "239744")
rootCodeMap.put("RSG" , "239745")
rootCodeMap.put("RS1" , "239743")
rootCodeMap.put("R2V" , "239746")
rootCodeMap.put("R2G" , "239748")
rootCodeMap.put("RTY" , "239742")
rootCodeMap.put("EMD" , "33874A")
rootCodeMap.put("ESG" , "13874S")
rootCodeMap.put("ES" , "13874A")
rootCodeMap.put("SXT" , "13874Z")
rootCodeMap.put("E3G" , "13874X")
rootCodeMap.put("SXO" , "138743")
rootCodeMap.put("XAR" , "13874R")
rootCodeMap.put("SXB" , "138752")
rootCodeMap.put("SXR" , "138751")
rootCodeMap.put("XAZ" , "13874P")
rootCodeMap.put("XAY" , "138747")
rootCodeMap.put("XAP" , "138748")
rootCodeMap.put("XAE" , "138749")
rootCodeMap.put("XAF" , "13874C")
rootCodeMap.put("XAV" , "13874E")
rootCodeMap.put("XAI" , "13874F")
rootCodeMap.put("SXI" , "138753")
rootCodeMap.put("XAB" , "13874H")
rootCodeMap.put("XAK" , "13874I")
rootCodeMap.put("XAU" , "13874J")
rootCodeMap.put("SMC" , "338742")
rootCodeMap.put("D4X" , "16042I")
rootCodeMap.put("EBR" , "133744")
rootCodeMap.put("ETH" , "146021")
rootCodeMap.put("EAD" , "199741")
rootCodeMap.put("ECD" , "699741")
rootCodeMap.put("RY" , "399741")
rootCodeMap.put("ENK" , "799741")
rootCodeMap.put("ESK" , "899741")
rootCodeMap.put("RF" , "499741")
rootCodeMap.put("6E" , "099741")
rootCodeMap.put("RP" , "299741")
rootCodeMap.put("ESR" , "047745")
rootCodeMap.put("EUS" , "598742")
rootCodeMap.put("ECK" , "275742")
rootCodeMap.put("EPZ" , "277742")
rootCodeMap.put("GF" , "061641")
rootCodeMap.put("HUF" , "274741")
rootCodeMap.put("EHF" , "274743")
rootCodeMap.put("SIR" , "131741")
rootCodeMap.put("MIR" , "131742")
rootCodeMap.put("ISL" , "278741")
rootCodeMap.put("6J" , "097741")
rootCodeMap.put("KRW" , "086741")
rootCodeMap.put("K0" , "16964C")
rootCodeMap.put("H0" , "16964H")
rootCodeMap.put("K0K" , "16S025")
rootCodeMap.put("H0X" , "16S189")
rootCodeMap.put("HE" , "054642")
rootCodeMap.put("LE" , "057642")
rootCodeMap.put("D0X" , "16S039")
rootCodeMap.put("LBR" , "058644")
rootCodeMap.put("TIE" , "134743")
rootCodeMap.put("6M" , "095741")
rootCodeMap.put("MBT" , "133742")
rootCodeMap.put("MNQ" , "209747")
rootCodeMap.put("M2K" , "239747")
rootCodeMap.put("MMC" , "33874B")
rootCodeMap.put("MES" , "13874U")
rootCodeMap.put("MSC" , "338744")
rootCodeMap.put("MET" , "146022")
rootCodeMap.put("DC" , "052641")
rootCodeMap.put("JQ" , "052648")
rootCodeMap.put("KQK" , "17364D")
rootCodeMap.put("HQX" , "16S052")
rootCodeMap.put("BIO" , "209744")
rootCodeMap.put("H2O" , "147641")
rootCodeMap.put("NDA" , "438741")
rootCodeMap.put("NQ" , "209742")
rootCodeMap.put("VLQ" , "117742")
rootCodeMap.put("K4" , "16264C")
rootCodeMap.put("H4" , "16264H")
rootCodeMap.put("H4Z" , "16S003")
rootCodeMap.put("K4N" , "16S181")
rootCodeMap.put("K4K" , "16S018")
rootCodeMap.put("H4X" , "16S041")
rootCodeMap.put("6N" , "112741")
rootCodeMap.put("NKD" , "240741")
rootCodeMap.put("ENY" , "240743")
rootCodeMap.put("GNF" , "052642")
rootCodeMap.put("NOK" , "273741")
rootCodeMap.put("K6" , "16564C")
rootCodeMap.put("H6Z" , "16S168")
rootCodeMap.put("PLN" , "277741")
rootCodeMap.put("PRK" , "054643")
rootCodeMap.put("K7K" , "16S185")
rootCodeMap.put("K7" , "16664C")
rootCodeMap.put("H7X" , "16S059")
rootCodeMap.put("PSF" , "296741")
rootCodeMap.put("PJY" , "396741")
rootCodeMap.put("SON" , "047743")
rootCodeMap.put("RDA" , "239750")
rootCodeMap.put("SDA" , "43874A")
rootCodeMap.put("SDI" , "43874Q")
rootCodeMap.put("TRI" , "13874N")
rootCodeMap.put("GD" , "256741")
rootCodeMap.put("GIE" , "256742")
rootCodeMap.put("KS" , "17464C")
rootCodeMap.put("KSN" , "16S187")
rootCodeMap.put("HSX" , "16S188")
rootCodeMap.put("6Z" , "122741")
rootCodeMap.put("ZAR" , "122742")
rootCodeMap.put("SEK" , "264741")
rootCodeMap.put("6S" , "092741")
rootCodeMap.put("SJY" , "192741")
rootCodeMap.put("BSB" , "157741")
rootCodeMap.put("TPD" , "241740")
rootCodeMap.put("TRL" , "019743")
rootCodeMap.put("IBV" , "130741")
rootCodeMap.put("CPO" , "037021")
rootCodeMap.put("RMB" , "082744")
rootCodeMap.put("TPY" , "243742")
rootCodeMap.put("ALA" , "191698")
rootCodeMap.put("EDP" , "191696")
rootCodeMap.put("AEP" , "191694")
rootCodeMap.put("MJP" , "191695")
rootCodeMap.put("ALI" , "191691")
rootCodeMap.put("AUP" , "191693")
rootCodeMap.put("COB" , "188691")
rootCodeMap.put("HG" , "085692")
rootCodeMap.put("HGS" , "085695")
rootCodeMap.put("QC" , "085693")
rootCodeMap.put("GC" , "088691")
rootCodeMap.put("FSF" , "257651")
rootCodeMap.put("TIO" , "195651")
rootCodeMap.put("PAC" , "195656")
rootCodeMap.put("LTC" , "189692")
rootCodeMap.put("LTH" , "189691")
rootCodeMap.put("MHG" , "085699")
rootCodeMap.put("MGC" , "088695")
rootCodeMap.put("SIL" , "084694")
rootCodeMap.put("QO" , "088692")
rootCodeMap.put("QI" , "084692")
rootCodeMap.put("MOX" , "192656")
rootCodeMap.put("EHR" , "192691")
rootCodeMap.put("SGC" , "088698")
rootCodeMap.put("SGU" , "088697")
rootCodeMap.put("SI" , "084691")
rootCodeMap.put("BUS" , "257652")
rootCodeMap.put("HRC" , "192651")
rootCodeMap.put("HDG" , "192692")
rootCodeMap.put("UX" , "016651")
rootCodeMap.put("BTI" , "133LM2")
rootCodeMap.put("ETI" , "146LM2")
rootCodeMap.put("OIL" , "067LM1")
rootCodeMap.put("BIT" , "133LM1")
rootCodeMap.put("ET" , "146LM1")
rootCodeMap.put("BMC" , "133SG2")
rootCodeMap.put("SDX" , "098SG1")
rootCodeMap.put("TM" , "067SG1")
rootCodeMap.put("SR1" , "134731")
rootCodeMap.put("SR3" , "134730")
rootCodeMap.put("30C" , "203061")
rootCodeMap.put("AS" , "232663")
rootCodeMap.put("YA" , "332661")
rootCodeMap.put("AR" , "432661")
rootCodeMap.put("AWN" , "24478F")
rootCodeMap.put("BTM" , "133732")
rootCodeMap.put("QA" , "232662")
rootCodeMap.put("PC" , "090663")
rootCodeMap.put("GN" , "112662")
rootCodeMap.put("PK" , "273661")
rootCodeMap.put("PS" , "264661")
rootCodeMap.put("KSV" , "090771")
rootCodeMap.put("HY" , "090661")
rootCodeMap.put("CC" , "073732")
rootCodeMap.put("KC" , "083731")
rootCodeMap.put("CT" , "033661")
rootCodeMap.put("VC" , "275663")
rootCodeMap.put("YZ" , "122662")
rootCodeMap.put("EZ" , "275662")
rootCodeMap.put("HR" , "274662")
rootCodeMap.put("OJ" , "040701")
rootCodeMap.put("VU" , "274663")
rootCodeMap.put("IUS" , "224770")
rootCodeMap.put("ILS" , "278661")
rootCodeMap.put("SY" , "296661")
rootCodeMap.put("KSN" , "097771")
rootCodeMap.put("MMW" , "24477M")
rootCodeMap.put("ASN" , "24477G")
rootCodeMap.put("MLE" , "24477F")
rootCodeMap.put("MUN" , "244043")
rootCodeMap.put("MWL" , "244051")
rootCodeMap.put("ASI" , "244061")
rootCodeMap.put("MTO" , "24478L")
rootCodeMap.put("LFG" , "244781")
rootCodeMap.put("MTN" , "24478K")
rootCodeMap.put("MFS" , "244041")
rootCodeMap.put("MVU" , "244786")
rootCodeMap.put("MTL" , "24478J")
rootCodeMap.put("MMC" , "244784")
rootCodeMap.put("MMM" , "24477X")
rootCodeMap.put("LFM" , "24477Z")
rootCodeMap.put("MME" , "244042")
rootCodeMap.put("MML" , "24477J")
rootCodeMap.put("MMN" , "24477R")
rootCodeMap.put("MMR" , "24478H")
rootCodeMap.put("MVT" , "244788")
rootCodeMap.put("LFU" , "244782")
rootCodeMap.put("EU9" , "24477V")
rootCodeMap.put("MVV" , "24478G")
rootCodeMap.put("MIN" , "24477P")
rootCodeMap.put("JPP" , "244771")
rootCodeMap.put("PAC" , "24478B")
rootCodeMap.put("MPA" , "24477U")
rootCodeMap.put("MVS" , "244787")
rootCodeMap.put("LFA" , "24477Y")
rootCodeMap.put("USS" , "244062")
rootCodeMap.put("USC" , "24478E")
rootCodeMap.put("WOW" , "244789")
rootCodeMap.put("MVR" , "244785")
rootCodeMap.put("LFW" , "24404G")
rootCodeMap.put("MWS" , "24477T")
rootCodeMap.put("KAU" , "232666")
rootCodeMap.put("KEO" , "116667")
rootCodeMap.put("KRA" , "099663")
rootCodeMap.put("KGB" , "599663")
rootCodeMap.put("KEP" , "699663")
rootCodeMap.put("KEJ" , "299663")
rootCodeMap.put("KRK" , "399664")
rootCodeMap.put("KRZ" , "499663")
rootCodeMap.put("KOL" , "799662")
rootCodeMap.put("KZY" , "492662")
rootCodeMap.put("KZX" , "112665")
rootCodeMap.put("ZJ" , "112663")
rootCodeMap.put("NT" , "116665")
rootCodeMap.put("KY" , "273662")
rootCodeMap.put("NJ" , "276661")
rootCodeMap.put("FNG" , "223772")
rootCodeMap.put("PLN" , "277661")
rootCodeMap.put("PLE" , "277662")
rootCodeMap.put("HIO" , "084043")
rootCodeMap.put("SB" , "080732")
rootCodeMap.put("SF" , "080737")
rootCodeMap.put("KJ" , "264662")
rootCodeMap.put("SS" , "196661")
rootCodeMap.put("KMF" , "092661")
rootCodeMap.put("TRM" , "019661")
rootCodeMap.put("MP" , "096773")
rootCodeMap.put("ZR" , "122661")
rootCodeMap.put("KX" , "264663")
rootCodeMap.put("DX" , "098662")
rootCodeMap.put("KMP" , "095661")
rootCodeMap.put("AFI" , "86565D")
rootCodeMap.put("BOO" , "86565G")
rootCodeMap.put("FO" , "86565C")
rootCodeMap.put("BEF" , "066A28")
rootCodeMap.put("AE5" , "067A31")
rootCodeMap.put("A7E" , "06665B")
rootCodeMap.put("22" , "066A09")
rootCodeMap.put("A91" , "066A07")
rootCodeMap.put("3NA" , "066A27")
rootCodeMap.put("A9N" , "06665A")
rootCodeMap.put("ANT" , "067A85")
rootCodeMap.put("BKT" , "067A88")
rootCodeMap.put("CY" , "06765N")
rootCodeMap.put("AJ9" , "067A25")
rootCodeMap.put("BZ" , "06765T")
rootCodeMap.put("ADB" , "06765O")
rootCodeMap.put("CGO" , "006NLK")
rootCodeMap.put("GEO" , "006NJZ")
rootCodeMap.put("NGO" , "00665T")
rootCodeMap.put("CU" , "025651")
rootCodeMap.put("A5C" , "022A56")
rootCodeMap.put("MTF" , "024656")
rootCodeMap.put("MFF" , "024658")
rootCodeMap.put("CS4" , "2616AC")
rootCodeMap.put("A8M" , "06665V")
rootCodeMap.put("CBB" , "066A16")
rootCodeMap.put("A8L" , "06665U")
rootCodeMap.put("CGB" , "066A15")
rootCodeMap.put("A8K" , "06665T")
rootCodeMap.put("CPB" , "066A14")
rootCodeMap.put("CL" , "067651")
rootCodeMap.put("26" , "067A37")
rootCodeMap.put("AFY" , "06765M")
rootCodeMap.put("DCB" , "06765G")
rootCodeMap.put("TFU" , "023C06")
rootCodeMap.put("TTF" , "023B98")
rootCodeMap.put("TTG" , "023C08")
rootCodeMap.put("QM" , "067655")
rootCodeMap.put("QU" , "11165M")
rootCodeMap.put("QH" , "022656")
rootCodeMap.put("QG" , "023655")
rootCodeMap.put("EWG" , "111A50")
rootCodeMap.put("EWN" , "03265H")
rootCodeMap.put("AA5" , "022A57")
rootCodeMap.put("AZ1" , "025608")
rootCodeMap.put("Z1B" , "025659")
rootCodeMap.put("AKR" , "02165O")
rootCodeMap.put("UV" , "02165E")
rootCodeMap.put("AGT" , "02265X")
rootCodeMap.put("AET" , "02265P")
rootCodeMap.put("R5F" , "021A70")
rootCodeMap.put("GZ" , "86765C")
rootCodeMap.put("7F" , "022A69")
rootCodeMap.put("AGX" , "02265V")
rootCodeMap.put("A43" , "03265G")
rootCodeMap.put("AKZ" , "03265E")
rootCodeMap.put("UN" , "03265A")
rootCodeMap.put("EN" , "86665A")
rootCodeMap.put("APS" , "066652")
rootCodeMap.put("A32" , "066A06")
rootCodeMap.put("EPN" , "066A22")
rootCodeMap.put("FLJ" , "2616A8")
rootCodeMap.put("TM" , "261654")
rootCodeMap.put("TH" , "261653")
rootCodeMap.put("T2D" , "26165V")
rootCodeMap.put("TL" , "261655")
rootCodeMap.put("EVC" , "021A56")
rootCodeMap.put("AQA" , "022A24")
rootCodeMap.put("AVL" , "022A25")
rootCodeMap.put("A8B" , "111A62")
rootCodeMap.put("AA8" , "111A08")
rootCodeMap.put("AA6" , "022A60")
rootCodeMap.put("AB6" , "022B22")
rootCodeMap.put("BCR" , "111A61")
rootCodeMap.put("CRB" , "111A34")
rootCodeMap.put("GFC" , "86565H")
rootCodeMap.put("ME" , "86465A")
rootCodeMap.put("GCI" , "86565N")
rootCodeMap.put("GCU" , "021A28")
rootCodeMap.put("ALY" , "022A05")
rootCodeMap.put("GBB" , "111A55")
rootCodeMap.put("A1G" , "022A61")
rootCodeMap.put("ABH" , "022657")
rootCodeMap.put("HOB" , "867652")
rootCodeMap.put("NN" , "03565B")
rootCodeMap.put("HH" , "023A55")
rootCodeMap.put("HP" , "023A56")
rootCodeMap.put("NPG" , "03565C")
rootCodeMap.put("JA" , "03265C")
rootCodeMap.put("AJB" , "86665B")
rootCodeMap.put("E6" , "03265F")
rootCodeMap.put("HJC" , "86465D")
rootCodeMap.put("A1M" , "86465K")
rootCodeMap.put("AWJ" , "067A07")
rootCodeMap.put("BL2" , "2616AA")
rootCodeMap.put("JKM" , "86665H")
rootCodeMap.put("NWM" , "023C07")
rootCodeMap.put("AKL" , "022A21")
rootCodeMap.put("AJL" , "11165W")
rootCodeMap.put("AJS" , "86465G")
rootCodeMap.put("MQA" , "022B23")
rootCodeMap.put("FLP" , "26165T")
rootCodeMap.put("AYV" , "067A16")
rootCodeMap.put("CMS" , "407653")
rootCodeMap.put("MT2" , "407651")
rootCodeMap.put("MEF" , "021A62")
rootCodeMap.put("R5O" , "021A66")
rootCodeMap.put("M1B" , "022B21")
rootCodeMap.put("MHO" , "022B24")
rootCodeMap.put("MRB" , "111660")
rootCodeMap.put("S5O" , "021A72")
rootCodeMap.put("MAF" , "021A61")
rootCodeMap.put("MCL" , "067A55")
rootCodeMap.put("MAA" , "066A26")
rootCodeMap.put("MAE" , "066A21")
rootCodeMap.put("MAS" , "066A20")
rootCodeMap.put("MBC" , "0676A4")
rootCodeMap.put("A0D" , "021A17")
rootCodeMap.put("MUD" , "022A99")
rootCodeMap.put("R5M" , "021A68")
rootCodeMap.put("RBM" , "021A80")
rootCodeMap.put("MJC" , "86465P")
rootCodeMap.put("MEE" , "86665G")
rootCodeMap.put("MNC" , "03265J")
rootCodeMap.put("MPS" , "066A25")
rootCodeMap.put("MEO" , "111A47")
rootCodeMap.put("MEB" , "111A52")
rootCodeMap.put("MJN" , "86665E")
rootCodeMap.put("E6M" , "86665F")
rootCodeMap.put("MXB" , "111A54")
rootCodeMap.put("MXR" , "111A53")
rootCodeMap.put("MTS" , "021A35")
rootCodeMap.put("S5M" , "021A65")
rootCodeMap.put("SBM" , "021A77")
rootCodeMap.put("5L" , "021A20")
rootCodeMap.put("A0F" , "021A19")
rootCodeMap.put("MSG" , "022B09")
rootCodeMap.put("A8C" , "06665Y")
rootCodeMap.put("A8O" , "06665W")
rootCodeMap.put("51" , "066A05")
rootCodeMap.put("PMF" , "066A30")
rootCodeMap.put("AR0" , "06665X")
rootCodeMap.put("A8J" , "06665Z")
rootCodeMap.put("MBR" , "405652")
rootCodeMap.put("MBL" , "066A23")
rootCodeMap.put("A81" , "066A10")
rootCodeMap.put("MBE" , "405654")
rootCodeMap.put("AC0" , "06665P")
rootCodeMap.put("B0" , "06665O")
rootCodeMap.put("A7Q" , "06665R")
rootCodeMap.put("A8I" , "06665S")
rootCodeMap.put("AD0" , "06665Q")
rootCodeMap.put("NOO" , "86665C")
rootCodeMap.put("NG" , "023651")
rootCodeMap.put("JCC" , "023C04")
rootCodeMap.put("AEZ" , "025652")
rootCodeMap.put("A7Y" , "022A66")
rootCodeMap.put("HO" , "022651")
rootCodeMap.put("JET" , "86465S")
rootCodeMap.put("JTB" , "86465T")
rootCodeMap.put("MPX" , "02265A")
rootCodeMap.put("MM" , "02165B")
rootCodeMap.put("AHL" , "86765A")
rootCodeMap.put("ULB" , "022A97")
rootCodeMap.put("PA" , "075651")
rootCodeMap.put("PGG" , "406651")
rootCodeMap.put("AL1" , "064A58")
rootCodeMap.put("JDL" , "064659")
rootCodeMap.put("PL" , "076651")
rootCodeMap.put("A3G" , "111A02")
rootCodeMap.put("A1R" , "06665G")
rootCodeMap.put("1S" , "06665H")
rootCodeMap.put("RLX" , "11165K")
rootCodeMap.put("ZXY" , "967652")
rootCodeMap.put("1E" , "96765F")
rootCodeMap.put("A1D" , "111A09")
rootCodeMap.put("RLX" , "11165J")
rootCodeMap.put("RBB" , "111A41")
rootCodeMap.put("EXR" , "111A45")
rootCodeMap.put("ARY" , "86265C")
rootCodeMap.put("RB" , "111659")
rootCodeMap.put("ABS" , "02165M")
rootCodeMap.put("SD" , "02165J")
rootCodeMap.put("S5F" , "021A71")
rootCodeMap.put("S5B" , "021A82")
rootCodeMap.put("S53" , "021A73")
rootCodeMap.put("SR5" , "021A83")
rootCodeMap.put("UA" , "02165G")
rootCodeMap.put("SE" , "02165K")
rootCodeMap.put("SF3" , "86565P")
rootCodeMap.put("SGB" , "02265J")
rootCodeMap.put("AVU" , "022A22")
rootCodeMap.put("AGA" , "02265T")
rootCodeMap.put("RKA" , "86465C")
rootCodeMap.put("D1N" , "111A46")
rootCodeMap.put("N1B" , "111A11")
rootCodeMap.put("A1P" , "111A12")
rootCodeMap.put("ATP" , "022A32")
rootCodeMap.put("A1L" , "022A62")
rootCodeMap.put("LT" , "022A13")
rootCodeMap.put("H5F" , "021A76")
rootCodeMap.put("A42" , "067A45")
rootCodeMap.put("CSX" , "06765A")
rootCodeMap.put("HTT" , "0676A5")
rootCodeMap.put("AFF" , "067A69")
rootCodeMap.put("WTT" , "067A71")
rootCodeMap.put("BK" , "06765L")
rootCodeMap.put("WTL" , "067A86")
rootCodeMap.put("AFH" , "067A24")
rootCodeMap.put("QMW" , "001626")
rootCodeMap
// @function Retrieves a pre-initialized map of futures symbol root prefixes and their corresponding
// CFTC Commitment of Traders (COT) report codes.
// @returns (map<string, string>) A map of "string" keys containing root prefixes and "string"
// values containing CFTC root codes.
getRootCodeMap() =>
var map<string, string> rootCodeMap = createRootCodeMap()
rootCodeMap
// @function Retrieves the CFTC code corresponding to a futures symbol's root prefix.
// @param root (string) The root prefix of the futures symbol, e.g. "ZC" for "ZC1!" or "ZCU2021".
// @returns (string) The <CFTCCode> part of a COT ticker ID corresponding to the `root`, or an empty
// string if no CFTC code exists for the `root`.
rootToCFTCCode(string root) =>
string code = getRootCodeMap().get(root)
na(code) ? "" : code
// @function Retrieves the CFTC code corresponding to a specified currency.
// @param curr (string) The currency code, e.g., "USD" for US Dollar.
// @returns (string) The <CFTCCode> part of a COT ticker ID corresponding to the `currency`, or an
// empty string if no CFTC code exists for the `currency`.
currencyToCFTCCode(string currency) =>
string code = switch currency
"BTC" => "133741"
"USD" => "098662"
"EUR" => "099741"
"JPY" => "097741"
"MXN" => "095741"
"CHF" => "092741"
"RUB" => "089741"
"CAD" => "090741"
"NZD" => "112741"
"GBP" => "096742"
"BRL" => "102741"
"ZAR" => "122741"
"AUD" => "232741"
"ETH" => "146021"
=> ""
code
// @function Returns the part of the COT ticker ID that specifies whether the report includes options
// data.
// @param includeOptions (bool) `true` if the symbol should include options, `false` otherwise.
// @returns (string) The <includeOptions> part of a COT ticker ID: "FO" for tickers that include
// options and "F" for tickers that do not.
optionsToTicker(bool includeOptions) =>
includeOptions ? "FO" : "F"
// @function Constructs a "string" representing the metric name and direction parts of a COT ticker ID.
// @param metricName (string) One of the valid metric names listed in the within the library's documentation
// and source code. If the argument is not a valid metric name, it causes a runtime error.
// @param metricDirection (string) Metric direction. Possible values are: "Long", "Short", "Spreading", and
// "No direction". If the argument is not a valid direction for the metric, it causes a
// runtime error.
// @returns (string) The <metricCode><metricDirection> portion of a COT ticker ID, e.g., "OI" for
// "Open Interest" and "No direction", or "TC_L" for "Traders Commercial" and "Long".
metricNameAndDirectionToTicker(string metricName, string metricDirection) =>
string metricCode = switch metricName
"Asset Manager Positions" => "AMP"
"Commercial Positions" => "CP"
"Concentration Gross LE 4 TDR" => "CON_GROSS_LE_4"
"Concentration Gross LE 8 TDR" => "CON_GROSS_LE_8"
"Concentration Gross LT 4 TDR" => "CON_GROSS_LT_4"
"Concentration Gross LT 8 TDR" => "CON_GROSS_LT_8"
"Concentration Net LE 4 TDR" => "CON_NET_LE_4"
"Concentration Net LE 8 TDR" => "CON_NET_LE_8"
"Concentration Net LT 4 TDR" => "CON_NET_LT_4"
"Concentration Net LT 8 TDR" => "CON_NET_LT_8"
"Dealer Positions" => "DP"
"Leveraged Funds Positions" => "LMP"
"Managed Money Positions" => "MMP"
"Noncommercial Positions" => "NCP"
"Nonreportable Positions" => "NRP"
"Open Interest" => "OI"
"Other Reportable Positions" => "ORP"
"Producer Merchant Positions" => "PMR"
"Swap Positions" => "SP"
"Total Reportable Positions" => "TRP"
"Traders Asset Manager" => "TAM"
"Traders Commercial" => "TC"
"Traders Dealer" => "TD"
"Traders Leveraged Funds" => "TLM"
"Traders Managed Money" => "TMM"
"Traders Noncommercial" => "TNC"
"Traders Other Reportable" => "TOR"
"Traders Producer Merchant" => "TPM"
"Traders Swap" => "TS"
"Traders Total" => "TT"
"Traders Total Reportable" => "TTR"
=> runtime.error(
str.format(
"Invalid metric name: {1}{0}{1}. See the library{1}s documentation or source code for all valid
metric names.", metricName, "'"
)
), na
string directionCode = switch metricDirection
"Long" => "_L"
"Short" => "_S"
"Spreading" => "_SPREAD"
"No direction" => ""
=> runtime.error(
str.format(
"{1}{0}{1} is not a valid `metricDirection` argument. Possible values:
{1}Long{1}, {1}Short{1}, {1}Spreading{1}, {1}No direction{1}", metricDirection, "'"
)
), na
if metricDirection == "No direction"
if metricName != "Open Interest" and metricName != "Traders Total"
runtime.error(
str.format(
"{2}{0}{2} does not apply to the {2}{1}{2} metric.", metricDirection, metricName, "'"
)
)
else if metricDirection == "Spreading"
isIncorrect = switch metricName
"Commercial Positions" => true
"Total Reportable Positions" => true
"Nonreportable Positions" => true
"Traders Commercial" => true
"Traders Total Reportable" => true
"Concentration Gross LT 4 TDR" => true
"Concentration Gross LT 8 TDR" => true
"Concentration Net LT 4 TDR" => true
"Concentration Net LT 8 TDR" => true
"Concentration Gross LE 4 TDR" => true
"Concentration Gross LE 8 TDR" => true
"Concentration Net LE 4 TDR" => true
"Concentration Net LE 8 TDR" => true
"Producer Merchant Positions" => true
"Traders Producer Merchant" => true
=> false
if isIncorrect
runtime.error(
str.format(
"The {2}{0}{2} direction does not apply to the {2}{1}{2} metric.",
metricDirection, metricName, "'"
)
)
else if metricName == "Open Interest" or metricName == "Traders Total"
runtime.error(
str.format(
"The {2}{0}{2} direction does not apply to the {2}{1}{2} metric.",
metricDirection, metricName, "'"
)
)
metricCode + directionCode
// @function Converts a specified metric type into a required COT ticker ID component.
// See the "Old and Other Futures" section of the CFTC's Explanatory Notes for details on
// types.
// @param metricType (string) The metric type. Possible values are: "All", "Old", "Other".
// @returns (string) The <metricType> part of a COT ticker ID.
typeToTicker(string metricType) =>
string result = switch metricType
"All" => ""
"Old" => "_OLD"
"Other" => "_OTHER"
=> runtime.error(
str.format(
"{1}{0}{1} is not a valid `metricType` argument. Possible values: {1}All{1}, {1}Old{1}, {1}Other{1}",
metricType, "'"
)
), na
// @function Produces a "string" containing the chart symbol's root prefix or currency information, or
// the corresponding CFTC Commitment of Traders (COT) report code, depending on the specified
// `mode` and `convertToCOT` value.
// @param mode (string) Specifies the information the function extracts from a symbol. Possible modes are:
// - "Root":
// The function extracts the futures symbol's root prefix information
// (e.g., "ES" for "ESH2020").
// - "Base currency":
// The function extracts the first currency from a currency pair
// (e.g., "EUR" for "EURUSD").
// - "Currency":
// The function extracts the currency of the symbol's quoted values
// (e.g., "JPY" for "TSE:9984" or "USDJPY").
// - "Auto":
// The function tries the first three modes (Root -> Base currency -> Currency) until
// it finds a match.
// If the specified mode is not available for the symbol, it causes a runtime error.
// @param convertToCOT (bool) If `true`, the function attempts to retrieve the CFTC code corresponding to the
// extracted root prefix, base currency, or quote currency, raising a runtime error if no code
// is available. Otherwise, it returns the root or currency information directly.
// @returns (string) The <CFTCCode> part of a COT ticker ID if `convertToCOT` is `true`. Otherwise, the
// symbol's root or currency information.
export convertRootToCOTCode(string mode, bool convertToCOT = true) =>
bool hasRoot = syminfo.root != syminfo.ticker
string root = rootToCFTCCode(syminfo.root)
string baseCurrency = currencyToCFTCCode(syminfo.basecurrency)
string mainCurrency = currencyToCFTCCode(syminfo.currency)
string result = switch mode
"Auto" =>
switch
hasRoot and isNotEmpty(root) => convertToCOT ? root : syminfo.root
isNotEmpty(baseCurrency) => convertToCOT ? baseCurrency : syminfo.basecurrency
isNotEmpty(mainCurrency) => convertToCOT ? mainCurrency : syminfo.currency
=> ""
"Root" => convertToCOT ? root : syminfo.root
"Base currency" => convertToCOT ? baseCurrency : syminfo.basecurrency
"Currency" => convertToCOT ? mainCurrency : syminfo.currency
=> runtime.error(
str.format(
"{1}{0}{1} is not a valid `mode` argument. Possible values:
{1}Root{1}, {1}Base currency{1}, {1}Currency{1}, {1}Auto{1}", mode, "'"
)
), ""
if result == ""
runtime.error(
str.format(
"No {0}{1} found for the current symbol.",
str.replace(str.lower(mode), "auto", "root or currency"), convertToCOT ? " CFTC code" : ""
)
)
result
// @function Creates a valid TradingView ticker ID for a CFTC Commitment of Traders (COT) symbol with
// specified parameters.
// @param COTType (string) Specifies the report type the ticker represents. Possible values are:
// "Legacy", "Disaggregated", "Financial".
// @param CFTCCode (string) The CFTC code for the asset. For example, wheat futures (root "ZW") have the
// code "001602". Use the library's `convertRootToCOTCode()` function to get a valid code for
// the chart symbol's root, base currency, or main currency.
// @param includeOptions (bool) If `true`, the COT symbol includes options information. Otherwise, it does not.
// @param metricName (string) One of the valid metric names listed in the library's documentation and source code.
// @param metricDirection (string) Metric direction. Possible values are: "Long", "Short", "Spreading", and
// "No direction". Consult this library's documentation or code to see which direction values
// apply to the specified metric.
// @param metricType (string) The metric type. Possible values are: "All", "Old", "Other".
// @returns (string) A COT ticker identifier, which `request.security()` can use to request
// Commitment of Traders data.
export COTTickerid(
string COTType, string CFTCCode, bool includeOptions, string metricName, string metricDirection, string metricType
) =>
string typeCode = switch COTType
"Legacy" => ""
"Disaggregated" => "2"
"Financial" => "3"
=> runtime.error(
str.format(
"{1}{0}{1} is not a valid `COTType` argument. Possible values:
{1}Legacy{1}, {1}Disaggregated{1}, {1}Financial{1}",
COTType, "'"
)
), na
bool invalidType = if COTType == "Legacy"
switch metricName
"Open Interest" => false
"Noncommercial Positions" => false
"Commercial Positions" => false
"Total Reportable Positions" => false
"Nonreportable Positions" => false
"Traders Total" => false
"Traders Noncommercial" => false
"Traders Commercial" => false
"Traders Total Reportable" => false
"Concentration Gross LT 4 TDR" => false
"Concentration Gross LT 8 TDR" => false
"Concentration Net LT 4 TDR" => false
"Concentration Net LT 8 TDR" => false
=> true
else if COTType == "Disaggregated"
switch metricName
"Open Interest" => false
"Producer Merchant Positions" => false
"Swap Positions" => false
"Managed Money Positions" => false
"Other Reportable Positions" => false
"Total Reportable Positions" => false
"Nonreportable Positions" => false
"Traders Total" => false
"Traders Producer Merchant" => false
"Traders Swap" => false
"Traders Managed Money" => false
"Traders Other Reportable" => false
"Traders Total Reportable" => false
"Concentration Gross LE 4 TDR" => false
"Concentration Gross LE 8 TDR" => false
"Concentration Net LE 4 TDR" => false
"Concentration Net LE 8 TDR" => false
=> true
else if COTType == "Financial"
switch metricName
"Open Interest" => false
"Dealer Positions" => false
"Asset Manager Positions" => false
"Leveraged Funds Positions" => false
"Other Reportable Positions" => false
"Total Reportable Positions" => false
"Nonreportable Positions" => false
"Traders Total" => false
"Traders Dealer" => false
"Traders Asset Manager" => false
"Traders Leveraged Funds" => false
"Traders Other Reportable" => false
"Traders Total Reportable" => false
"Concentration Gross LE 4 TDR" => false
"Concentration Gross LE 8 TDR" => false
"Concentration Net LE 4 TDR" => false
"Concentration Net LE 8 TDR" => false
=> true
if invalidType
runtime.error(
str.format(
"{2}{0}{2} is not a valid {1} COT metric. See the library{2}s documentation or code for all valid {1}
metric names.", metricName, COTType, "'"
)
)
string result = str.format(
"COT{0}:{1}_{2}_{3}{4}", typeCode, CFTCCode, optionsToTicker(includeOptions),
metricNameAndDirectionToTicker(metricName, metricDirection), typeToTicker(metricType)
)
// @function Requests CFTC Commitment of Traders (COT) data with specified parameters.
// Calls to this function count toward a script's `request.*()` call limit.
// @param COTType (string) The type of report to request. Possible values are:
// "Legacy", "Disaggregated", "Financial".
// @param CFTCCode (string) The CFTC code for the asset. For example, wheat futures (root "ZW") have the
// code "001602". Use the library's `convertRootToCOTCode()` function to get a valid code for
// the chart symbol's root, base currency, or main currency.
// @param includeOptions (bool) If `true`, the COT symbol includes options information. Otherwise, it does not.
// @param metricName (string) One of the valid metric names listed in the library's documentation and source code.
// @param metricDirection (string) Metric direction. Possible values are: "Long", "Short", "Spreading", and
// "No direction". Consult the library's documentation or code to see which direction values
// apply to the specified metric.
// @param metricType (string) The metric type. Possible values are: "All", "Old", "Other".
// @returns (float) The specified Commitment of Traders data series. If no data is available,
// raises a runtime error.
export requestCommitmentOfTraders(
string COTType, string CFTCCode, bool includeOptions, string metricName, string metricDirection, string metricType
) =>
string t = COTTickerid(COTType, CFTCCode, includeOptions, metricName, metricDirection, metricType)
string tf = timeframe.isdwm ? timeframe.period : "1D"
float data = request.security(t, tf, close, ignore_invalid_symbol = true)
if ta.cum(nz(data)) == 0 and barstate.islastconfirmedhistory
runtime.error(
"The requested COT data is unavailable. Please ensure the report type, CFTC code, and additional
settings represent a valid metric request."
)
data
//#endregion
// ————— Example code
float COTdataseries = requestCommitmentOfTraders(
COTType = "Legacy",
CFTCCode = convertRootToCOTCode("Auto"),
includeOptions = false,
metricName = "Open Interest",
metricDirection = "No direction",
metricType = "All"
)
plot(COTdataseries, style = plot.style_stepline_diamond)
Overview
LibraryCOT holds the metric names and allowed directions (long, short, spreading) for the legacy, disaggregated and financial CFTC report types, so that other scripts can build the right data request for a chart symbol. It draws nothing itself and has no inputs. It is meant to be imported by COT indicators rather than applied to a chart on its own.
- Legacy, disaggregated and financial COT metric names
- Allowed long, short and spreading directions per metric
- Helper functions for CFTC data requests
- Importable library with no chart output
Details
Published by
ivansoft on GitHub
Code credit
TradingView, as written in the script's header
Type
Draws
Library (no plots)
Timeframes
H4 and above
Risk Notes
No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.
File
Topics
pinescripttradingvew
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
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