TPCharts COT: Free TradingView Indicator (Pine Script)

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 indicator, select all of the template text and paste. Press Save and give it a name.
4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.

Source Code

157 lines of Pine Script v4 from TPCharts-COT.pine, published under GPL-3.0. Keep the author's credit and licence lines when you reuse it.

TPCharts-COT.pine

//@version=4

study("TPCharts COT")
src = close
bFX = false 
sCalc  = "MARKETS"
bTotal = (sCalc == "MARKETS")
sHead = "QUANDL:CFTC/"
sLong = "_F_L_ALL|4"
sShort = "_F_L_ALL|5"
iWidth = 2
bTotal2 = (sCalc == "NON-COMS")
sHead2  = "QUANDL:CFTC/"
sLong2  = "_F_L_ALL|1"
sShort2 = "_F_L_ALL|2"
iWidth2 = 2
sCode1 =
         syminfo.root == "ZB" ? "020601" :  
         syminfo.root == "ZN" ? "043602" :
         syminfo.root == "ZQ" ? "045601" :
         syminfo.root == "ZT" ? "042601" :
         syminfo.root == "ZS" ? "005602" :
         syminfo.root == "DC" ? "052641" :
         syminfo.root == "GF" ? "061641" :
         syminfo.root == "LBS" ? "058643" :
         syminfo.root == "QG" ? "023655" :
         syminfo.root == "QM" ? "067655" :
         syminfo.root == "SOYBNUSD" ? "005602" :
         syminfo.root == "ZM" ? "026603" :  
         syminfo.root == "ZL" ? "007601" :  
         syminfo.root == "ZC" ? "002602" :  
         syminfo.root == "CORNUSD" ? "002602" :
         syminfo.root == "ZW" ? "001602" :  
         syminfo.root == "WHEATUSD" ? "001602" :
         syminfo.root == "KE" ? "001612" :  
         syminfo.root == "HE" ? "054642" :  
         syminfo.root == "LE" ? "057642" :  
         syminfo.root == "GC" ? "088691" :  
         syminfo.root == "XAUUSD" ? "088691" :
         syminfo.root == "SI" ? "084691" : 
         syminfo.root == "XAGUSD" ? "084691" :
         syminfo.root == "HG" ? "085692" :
         syminfo.root == "XCUUSD" ? "085692" :
         syminfo.root == "CL" ? "067651" :  
         syminfo.root == "WTICOUSD" ? "067651" : 
         syminfo.root == "BCOUSD" ? "06765T" :
         syminfo.root == "HO" ? "022651" :  
         syminfo.root == "RB" ? "111659" :  
         syminfo.root == "NG" ? "023651" :  
         syminfo.root == "NATGASUSD" ? "023651" :
         syminfo.root == "A6" ? "232741" :  
         syminfo.root == "6A" ? "232741" :
         syminfo.root == "AUDUSD" ? "232741" :
         syminfo.root == "B6" ? "096742" : 
         syminfo.root == "6B" ? "096742" : 
         syminfo.root == "6C" ? "090741" :
         syminfo.root == "CADUSD" ? "090741" :
         syminfo.root == "USDCAD" ? "090741" :
         syminfo.root == "GBPUSD" ? "096742" :
         syminfo.root == "D6" ? "090741" :  
         syminfo.root == "CADUSD" ? "090741" :
         syminfo.root == "6Z" ? "122741" :
         syminfo.root == "ZARUSD" ? "122741" :
         syminfo.root == "E6" ? "099741" :
         syminfo.root == "6E" ? "099741" :
         syminfo.root == "EURUSD" ? "099741" :
         syminfo.root == "J6" ? "097741" :  
         syminfo.root == "6J" ? "097741" : 
         syminfo.root == "JPYUSD" ? "097741" :
         syminfo.root == "S6" ? "092741" : 
         syminfo.root == "6S" ? "092741" : 
         syminfo.root == "CHFUSD" ? "092741" :
         syminfo.root == "SB" ? "080732" :  
         syminfo.root == "SUGARUSD" ? "080732" :
         syminfo.root == "KC" ? "083731" :  
         syminfo.root == "CC" ? "073732" :  
         syminfo.root == "6N" ? "112741" : 
         syminfo.root == "6S" ? "092741" : 
         syminfo.root == "CT" ? "033661" :  
         syminfo.root == "ES" ? "13874A" :  
         syminfo.root == "SPX500USD" ? "13874A" :
         syminfo.root == "SP" ? "13874A" :
         syminfo.root == "RTY" ? "239742" : 
         syminfo.root == "YM" ? "12460P" :  
         syminfo.root == "NQ" ? "209742" : 
         syminfo.root == "NAS100USD" ? "209742" :
         syminfo.root == "PA" ? "075651" : 
         syminfo.root == "XPDUSD" ? "075651" :
         syminfo.root == "PL" ? "076651" : 
         syminfo.root == "XPTUSD" ? "076651" : 
         syminfo.root == "VX" ? "1170E1" :
         syminfo.root == "M6" ? "095741" :
         syminfo.root == "6M" ? "095741" :
         syminfo.root == "USDMXN" ? "095741" :
         syminfo.root == "MXNUSD" ? "095741" :
         syminfo.root == "BTCUSD" ? "133741" :
         syminfo.root == "BTCUSDT" ? "133741" :
         syminfo.root == "BTCUSDC" ? "133741" :
         syminfo.root == "XBTUSD" ? "133741" :
         ""
//Titles

sTitle1 =  "MARKETS" 
dLong(asCode) =>  security(sHead + asCode + (sLong),   "W", close, lookahead=barmerge.lookahead_on)
dShort(asCode) => security(sHead +asCode + (sShort),   "W", close, lookahead=barmerge.lookahead_on)
_pos_coms_short = dShort(sCode1)
_pos_coms_long  = dLong (sCode1)
net_com = _pos_coms_long - _pos_coms_short
periodExtreme = input(title="Period", defval=52/2, options=[52/2, 52, 52*4])

hline(0)

netComExtremeHigh = highest(net_com, periodExtreme)
netComExtremeLow = lowest(net_com, periodExtreme)

isAllStatsShown = input(title="Show all stats?", type=input.bool, defval=true)
isSummaryLabelShown = input(title="Show summary label?", type=input.bool, defval=true)

high4Y = highest(net_com, 52*4)
low4Y = lowest(net_com, 52*4)
eq4Y = high4Y - ((high4Y - low4Y) / 2)
dif4Y = net_com - eq4Y

high1Y = highest(net_com, 52)
low1Y = lowest(net_com, 52)
eq1Y = high1Y - ((high1Y - low1Y) / 2)
dif1Y = net_com - eq1Y

high6M = highest(net_com, 26)
low6M = lowest(net_com, 26)
eq6M = high6M - ((high6M - low6M) / 2)
dif6M = net_com - eq6M


formatString = "###,###,###.###"


if barstate.islast
    eq = netComExtremeHigh - ((netComExtremeHigh - netComExtremeLow) / 2)
    dif = net_com - eq

    var summaryLabelText = "Period: " + tostring(periodExtreme) + "W\n" + "Current: " + tostring(net_com, formatString) + "\n6M HLED: " + tostring(high6M,formatString) + " | " + tostring(low6M,formatString) + " | " + tostring(eq6M,formatString) + " | " + tostring(dif6M,formatString) + (dif6M > 0 ? " [Bear]" : " [Bull]") + "\n1Y HLED: " + tostring(high1Y,formatString) +" | " + tostring(low1Y,formatString) + " | " + tostring(eq1Y,formatString) + " | "  + tostring(dif1Y,formatString) + (dif1Y > 0 ? " [Bear]" : " [Bull]") + "\n4Y HLED: " + tostring(high4Y,formatString) + " | " + tostring(low4Y,formatString) + " | " + tostring(eq4Y,formatString) + " | " + tostring(dif4Y,formatString) + (dif4Y > 0 ? " [Bear]" : " [Bull]")

    if isSummaryLabelShown
        label.new(bar_index, net_com + abs(net_com / 10), summaryLabelText, color=color.black, textcolor=color.white)
    
    line.new(x1=bar_index-periodExtreme, y1 = netComExtremeHigh, x2 = bar_index, y2=netComExtremeHigh, extend=extend.right, color=color.gray)
    label.new(bar_index-periodExtreme, netComExtremeHigh, "High: " + tostring(netComExtremeHigh,formatString), style=label.style_none, color=color.gray)

    line.new(x1=bar_index-periodExtreme, y1=eq, x2 = bar_index, y2=eq, extend=extend.right)
    label.new(bar_index-periodExtreme, eq, "EQ: " + tostring(eq,formatString), style=label.style_none, color=color.blue)

    line.new(x1=bar_index-periodExtreme, y1 = netComExtremeLow, x2 = bar_index, y2=netComExtremeLow, extend=extend.right, color=color.gray)
    label.new(bar_index-periodExtreme, netComExtremeLow, "Low: " + tostring(netComExtremeLow,formatString), style=label.style_none, color=color.gray)

    
plot(net_com, color = color.black, transp = 0  , linewidth = 2)

Overview

TPCharts COT automatically maps the current symbol's root to CFTC dataset codes for futures, commodities, forex pairs, and stock indices. The script calculates long and short positioning metrics for commercial and non-commercial traders over a user-defined extreme period, featuring optional summary labels and statistical readouts.

CFTC dataset mapping for futures and forex
Quandl Commitment of Traders data integration
Commercial and non-commercial position tracking
Summary label and statistical readout options

Details

Published by

TPCharts on GitHub

Type

Indicator, Pine Script v4

Draws

Separate pane below the chart

Markets

Forex, Gold, Indices, Oil & commodities

Timeframes

Any timeframe

Risk Notes

Reads higher-timeframe data with lookahead on, so the history can show signals that were not there in real time

File

TPCharts-COT.pine

Repository

github.com/TPCharts/TradingViewIndicators. See its other scripts in the library

Settings

The inputs you can change from the gear icon on the chart. Defaults are the author's.

Setting	Type	Default	Variable
Period	`input`	`52/2`	`periodExtreme`
Show all stats?	`bool`	`true`	`isAllStatsShown`
Show summary label?	`bool`	`true`	`isSummaryLabelShown`

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.

Similar Pine Scripts

Presidents Performance

by everget

948

This indicator measures the chart symbol’s percentage change from the opening price at the start of each US presidential term and plots those values as histogram columns in a separate pane. Columns are offset so each administration appears separately, with a s

Indicator v6 Screeners & dashboards

Updated 10 days ago · GPL-3.0

Momentum Setup - RSI Directional Momentum Scanner

by ArunKBhaskar

575

This indicator scans a pasted list of symbols for RSI directional momentum and shows matching long and short signals in a table in a separate pane. The user chooses continuous break, continuous retracement, flip break, flip retracement, divergence, or hidden d

Indicator v6 Oscillators & momentumDivergence

Updated 1 year ago · MPL-2.0

Tables-001

by ricardosantos79

261

This indicator builds a TradingView table in a separate pane and fills its cells with fixed placeholder text according to whether each row and column index is even or odd. Users set the table position, the number of rows and columns, and the background, frame,

Indicator v4 Screeners & dashboards

Updated 4 years ago · None stated

Donald SPX - Options Trading

by dearvn

257

Donald SPX - Options Trading is an indicator designed to assist SPX index option traders by tracking session benchmarks and multi-timeframe moving average data. It calculates a 200-period weighted moving average (WMA) and requests multi-timeframe bar data from

Indicator v5 Moving averagesScreeners & dashboards Repaints

Updated 6 weeks ago · None stated

Index Member Distribution

by TradersPost

218

Calculates and plots a weighted histogram of constituent returns for major market indices (NDX, SPX, DJIA, and RUT) in a separate pane. Each histogram bin reflects the summed weights of members within that percentage return bracket. The script renders vertical

Indicator v6 Screeners & dashboards

Updated 3 months ago · None stated

KamaFama

by Mastaaa1987

141

KamaFama is an indicator that translates a Freqtrade trading strategy into Pine Script for visualization. It combines Kaufman Adaptive Moving Average (KAMA), MAMA/FAMA calculations derived via Hilbert Transform, Williams %R, and correlation trend filters to ev

Indicator v6 Moving averagesOscillators & momentum

Updated 6 weeks ago · MIT

More indicators

TPCharts COT