COT Ratio

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COT Ratio

Postby SamMaria » Fri Dec 01, 2017 3:02 pm

The cot ratio is based on the commitment of traders data. It works like the cot index http://fxcodebase.com/code/viewtopic.php?f=17&t=34918&p=59364&hilit=cot+index#p59364

% long = long contracts / (long contracts + short contracts)

could someone create the ratio indicator?

It would be nice to have 90% and 20% has overbought and oversold signal, with a choice between commercial and non commercial calculation.

Thanks in advance
SamMaria
 
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