This indicator is designed for analyzing financial markets currencies, indices, bonds. Use the D-COT series indicators for analyzing the commodity markets metals, oil and gas, food, raw materials , particularly the D-COT Netto Position. The TFF report, chart of net positions of participants. The TFF report, the dynamics of changes in the net positions of the participants.

This indicator analyzes the Traders in Financial Futures TFF reports and is analogous to the classic COT Index indicator, calculated for the COT reports. TFF Index is the most popular, efficient and simple indicator for determining the extreme overbought and oversold points of the market. It is calculated based on the data on the net positions of traders from the TFF Traders in Financial Futures report according to the formula of the Stochastic oscillator. Use the D-COT series indicators for analyzing the commodity markets metals, oil and gas, food, raw materials , particularly the D-COT Index.

Chart of TFF index 52 weekly , British pound. This indicator analyzes the Traders in Financial Futures TFF reports and is analogous to the classic Willco indicator, calculated for the COT reports.

Williams Commercial Index Willco developed by Larry Williams is the most advanced version of the standard TFF Index.

Thus, Willco is a standard TFF Index weighted relative to the entire market. Use the D-COT series indicators for analyzing the commodity markets metals, oil and gas, food, raw materials , particularly the Williams Commercial Index D-COT.

Chart of TFF Willco 52 weekly , Russian ruble. This indicator analyzes the Traders in Financial Futures TFF reports and is analogous to the classic Movement Index , calculated for the COT reports. The indicator is best suited to swing trading. Find out more details on the calculation method of this indicator in the article: Meta COT Project - New Horizons for CFTC Report Analysis in MetaTrader 4. Use the TFF series indicators for analyzing the financial markets currencies, indices, bonds , particularly the Movement Index D-COT.

Chart of TFF Movement Index 52 weekly , British pound. The indicator shows the positions of major market participants relative to the total number of open positions open interest. In the COT report, the major participants are as follows:. Therefore, the available 4 groups for analysis: 4, 8 largest traders to the absolute positions and the 4 and 8 largest traders to net positions. Data for this indicator directly available in the COT report:.

The COT report: chart of largest participants. MetaCOT 2 L-COT Absolute Changes shows the changes in the number of contracts held by the largest market participants. The COT report: dynamic of changes positions of largest participants. The indicator of the net positions of the market largest participants displays the difference between the long and short positions of one of the three trader groupsBelow is a complete list of displayed groups:.

Often the extreme values of the net position of one of the largest group members are the harbingers of the global market reversal. Below are the indicator parameters and their descriptions:. The COT report: chart of netto position of largest participants. MetaCOT 2 L-COT Netto Changes shows the changes in net positions of large market participants.

This indicator has additional features:. The COT report: dynamic of changes netto position of largest participants. L-COT index is the classic COT Index calculated on data from major market participants. Because these data are relative, and show the percentage of contracts held by major participants relative to the total open interest, L-COT Index corresponds exactly to the indicator L-COT Willco.

Therefore, L-COT Index does not exist as a separate indicator. Thus, Willco is a standard L-COT Index weighted relative to the entire market. Chart of Willco on largest participants 52 weekly, Silver. Chart of Movement Index on largest participants 52 weekly , Silver. Report Commodity Index Trader Supplement is an expanded version of the classic COT report produced for some of the commodity markets.

It is formed for the following markets:. Besides the main groups of the COT report, CIT report includes information about long and short positions of the so-called index traders CIT and CIT Long All Short All. Otherwise he repeats the COT report. This type of report is only available for futures and options. The absolute position indicator shows the dynamics of the open positions or the number of traders of each group of participants in the CIT report.

Chart of CIT report: the positions of index traders. The information on the market participants and the number of contracts held by them is obtained from the CIT reports, published by the CFTC U. Chart of CIT report: changes in the positions of index traders. Chart of CIT report: schedule of net position of index traders. The indicator data is similar to the values given in the " Changes in Commitments " section of the CIT report, with the only difference that they are calculated for the net position and not the absolute position of the traders.

Chart of CIT report: changes in net positions of index traders. CIT Index is analog COT Index. It is the most popular, efficient and the simplest indicator for determining the extreme overbought and oversold points of the market. It is calculated on the basis of data on the net trader positions taken from the CIT report by the Stochastic oscillator formula.

Chart of CIT Index 52 weekly , Sugar. Williams Commercial Index Willco developed by Larry Williams is the most advanced version of the standard CIT Index. Thus, Willco is a standard CIT Index weighted relative to the entire market. Chart of CIT Willco weekly , Wheat. Chart of CIT Movement Index weekly, Wheat. Translated from Russian by MetaQuotes Software Corp. CodeBase Sections Forum Market Signals Freelance Quotes WebTerminal Calendar VPS Articles CodeBase Documentation About Log in Create an account.

English Русский 中文 Español Português 日本語 Deutsch 한국어 Français Italiano Türkçe. value :"" ; if document. MetaTrader 5 Experts Indicators Scripts Libraries MetaTrader 4 Experts Indicators Scripts Libraries Storage. Watch how to download trading robots for free. Interesting script? So post a link to it - let others appraise it. You liked the script? Try it in the MetaTrader 5 terminal. to pocket. Vasiliy Sokolov. ico ico 26 KB.

mqh mq4 Expand 77 Collapse Download as ZIP , How to download code from MetaEditor. You are missing trading opportunities:. Registration Log in. latin characters without spaces. a password will be sent to this email. Log in With Google. If you do not have an account, please register. Allow the use of cookies to log in to the MQL5. com website. Please enable the necessary setting in your browser, otherwise you will not be able to log in. MetaCOT 2 CFTC ToolBox supports the following types of CFTC reports: COT - Commitments of Traders.

This is a standard type of reports that has the greatest depth of history, since This type of report comes out for a wide range of futures, including commodity futures commodities , currency futures currencies , futures on energy gas, oil , financial futures bonds, indexes and other derivatives. It is made in two versions: with the option positions of the participants futures and option and excluding option positions futures only.

D-COT - Dissagregated COT. This type of reports is an advanced representation of COT reports. All features are fully functional for the 14 day period so you can evaluate the software before deciding if you would like to purchase a license. The COT Updater App downloads the COT data directly from the CFTC website onto your PC, for use by our COT Indicators on your MetaTrader 4 charts.

The COT indicators are packaged together in a ZIP folder, simply extract the indicator files from the ZIP folder to your MetaTrader 4 indicators folder. Restart your MT4 platform and they will be available to add to your charts. The beauty with our COT Updater app is you can add any instrument published in the COT reports, this allows you to download only the data you want to use. Skip to content COT Indicator Suite Free Trial Download the COT Indicator Suite and you will automatically receive a 14 day free trial.

COT Updater App 1 file s Download five files and then rename them. All of the files in the archives have the same name annualof. txt, or annual. txt, so they must be renamed. The file for current year must be renamed in The second file for past year must be renamed in txt and so on. Old version of the indicator used files type of A. txt, B. txt, C. txt, D. txt, E. So as not to rename these files every year, I began to use files type of year. txt, in new version of the indicator.

After that, you can start to use the indicator. Draw Ellipse The script creates an ellipse on window drop. Blue Spread The indicator shows current spread with color line.

You agree to website policy and terms of use. MetaCOT 2 CFTC ToolBox Indicators is a set of indicators analyzing CFTC reports US Commodity Futures Trading Commission and allowing you to plot COT, D-COT, TFF and CIT charts directly in the MetaTrader platform.

These indicators are available in the source codes, however, their work requires special libraries MetaCOT 2 CFTC MT4 ToolBox. For each CFTC report, there are 7 main indicators, while each indicator exists in 5 versions depending on a report type.

Below is the table that shows the correspondence between the indicator and the report type. For some versions of indicators, a separate build is available on the Market.

In this case, the name of the indicator contains a link to a separate version. Otherwise, this indicator is only available as part of this library:. After compilation, MetaCot 2 indicators appear in MetaTrader. You can run them on the chart. The data is displayed with some delay:. Remove the delay by installing the fully functional version of the library: MetaCOT CFTC MT4 ToolBox.

Then perform one of two actions:. After all the changes, recompile all the indicators again. To do this, repeat the point 5 of the installation procedure. Restart indicators. If done correctly, delays should disappear:. All indicators of MetaCOT series designed in such a way that allows you to combine your data in one window and work with standard indicators. Besides, the following features are available apart from the standard functionality:.

For example, we will create two COT indices in one window and calculate the moving average for one of them:. The Bollinger Bands based on net positions of operators of MetaCOT COT Netto Positions dotted channel :.

Get acquainted with the way of displaying multiple indicators in a single window in the following video:. In addition to the indicators, MetaCOT 2 CFTC ToolBox provides the ability to export any data from any report in a text CSV file. This file then can be uploaded to a program for processing statistical information, for example Excel. Saving data to a file is performed by a special script MetaCOT 2 Indicators Save Values In File. It receives the value of one of the 34 MetaCOT indicators, and then saves them in a text file in CSV format.

This utility has the following main parameters:. Start Excel. Export a CSV file by selecting the Data tab and clicking the "From text" icon. The export wizard is launched. Choose the previously saved file. Specify a semicolon as a separator of columns. The script saves all groups of participants in the corresponding columns simultaneously. Similarly, you can export to Excel any report CFTC as well as any indicator built on the basis of a report.

For example, if you want to analyze the absolute position of the participants of the COT, select the CFTC COT Absolute Position in Type of CFTC Indicator and save the result.

The video below shows an example of data export net positions Netto Position members of COT in Excel:. Let us examine in detail how the calculation of the COT index is performed.

It is calculated in two stages:. Calculating the COT index is represented by the GetIndexValues function ToolBox. mqh file :. The indicator of absolute positions shows the dynamics of the open positions or the number of traders in each participant groups of the classic COT report Commitments of Traders. It includes the following groups:. More details on the description of the indicator settings can be found in the blog " MetaCOT 2: Settings and Possibility ". Often the extreme values of one of the group members are the harbingers of the global market reversal.

This indicator shows these values, indicating the potential reversals in the future. Find out more details on how to use this indicator in the book by Larry Williams: "Trade Stocks and Commodities with the Insiders: Secrets of the COT Report" , and also in the article Meta COT Project - New Horizons for CFTC Report Analysis in MetaTrader 4.

Chart of COT report: absolute positions of the participants. MetaCOT 2 Absolute Changes in Commitments shows the changes in the number of contracts held by the market participants.

The information on the market participants and the number of contracts held by them is obtained from the COT reports, published by the CFTC U. Commodity Futures Trading Commission.

The data displayed by the indicator is available in the COT report itself, in the "Changes in Commitments" section:. The COT report: source format of the report. This indicator can be combined with other indicators of the MetaCOT series, also to display several participant groups in one common subwindow of the indicator.

This achieves a high degree of flexibility in conducting fundamental and technical market analysis. It is important to understand that this indicator is best used in conjunction with other indicators of the MetaCOT series, thereby producing the most accurate and comprehensive analysis of the fundamental picture of the market.

Chart of COT report : changes in absolute positions. MetaCOT 2 is a set of indicators and specialized utilities for the analysis of the U. Commodity Futures Trading Commission reports. Thanks to the reports issued by the Commission, it is possible to analyze the size and direction of the positions of the major market participants, which brings the long-term price prediction accuracy to a new higher-quality level, inaccessible to most traders.

The indicator of the net positions of the market participants displays the difference between the long and short positions of one of the three trader groups, and also the gross open interest of the entire market and the number of positions that are covered by non-commercial traders. The COT Commitments of Traders report of the CFTC commission serves as the data source for this indicator. Below is a complete list of displayed groups:. Often the extreme values of the net position of one of the group members are the harbingers of the global market reversal.

Chart of COT report : net positions of participants. MetaCOT 2 Netto Changes in Commitments shows the changes in the net positions of market participants. The indicator data is similar to the values given in the " Changes in Commitments " section of the COT report, with the only difference that they are calculated for the net position and not the absolute position of the traders. In addition, the presented indicator has additional features:.

Chart of COT report : changes in net position. COT Index is the most popular, efficient and the simplest indicator for determining the extreme overbought and oversold points of the market. It is calculated on the basis of data on the net trader positions taken from the COT report Commitments of Traders by the Stochastic oscillator formula. The calculation is based on net positions of commercial, non-commercial and non-reportable traders, as well as the open interest.

Find out more details on the usage methods of this indicator in the book by Larry Williams: Trade Stocks and Commodities with the Insiders: Secrets of the COT Report" , and also in the article Meta COT Project - New Horizons for CFTC Report Analysis in MetaTrader 4. Graph of COT Index 52 weekly, Gold. Williams Commercial Index Willco developed by Larry Williams is the most advanced version of the standard COT Index.

Unlike the latter, Willco compares extreme values of participant groups to cumulative open interest. Thus, Willco is a standard COT Index weighted relative to the entire market. Like the latter, it is an oscillator and changes its value from zero to one hundred percent. The data on net positions of traders is used as the basis of the calculation see the MetaCOT 2 Netto Positions indicator.

Movement Index was first proposed by Steve Breeze and described in his book "The Commitments of Traders Bible: How To Profit from Insider Market Intelligence".

It quickly gained popularity among the traders who analyze the CFTC reports, and became a classic and a unique tool in many aspects, which can be used for finding rapid changes, leading to an imbalance of positions between the market participants. The indicator displays the change in the relative position of the participants as a histogram, expressed as a percentage.

While other indicators of the MetaCOT series are trend indicators, the Movement Index is a momentum indicator, i. it displays the rapid change in the positions of the market participants. Thus, the indicator becomes indispensable for analysis in conjunction with other indicators of the MetaCOT series.

In addition, the Movement Index is not available on other programs which provide access to the CFTC reports. Thus, the MetaTrader platform and the MetaCOT set are the uncontested solution for the comprehensive analysis of the CFTC reports. Graph of Movement Index 52 weekly, Gold. The absolute position indicator shows the dynamics of the open positions or the number of traders of each group of participants in the Disaggregated COT report.

Often the extreme values of one of the group members are the harbingers of the global market reversal:. The Disaggregated COT report, the chart of the absolute positions of the participants. MetaCOT 2 D-COT Absolute Changes shows the changes in the number of contracts held by the market participants. The information on the market participants and the number of contracts held by them is obtained from the D-COT reports, published by the CFTC U. The data displayed by the indicator is available in the D-COT report itself, in the "Changes in Commitments" section:.

The Disaggregated COT report, the original report format. The Disaggregated COT report: change in the absolute position. MetaCOT 2 D-COT Netto Position analyzes reports Disaggregated Commitments of Traders D-COT and is analogous to the classical indicator of the Netto Position calculated for the COT reports. D-COT Netto Position - The indicator of the net positions of the market participants displays the difference between the long and short positions of one of the three trader groups, and also the gross open interest of the entire market.

The Disaggregated COT report, the chart of net position of participants. MetaCOT 2 D-COT Netto Changes shows the changes in the net positions of market participants.

The information on the market participants and the number of contracts held by them is obtained from the COT reports, published by the CFTC U. Chart of CIT report: the positions of index traders. Length: Pivot points period Slope: Slope steepness, values greater than 1 return a steeper slope. Here is an example on how it looks like in Metatrader 4 All indicators in the package a split onto groups - here is the list of groups which are supported right now: For intraday. sing volume as a fundamental parameter in the analysis is very common. Click the Add button.

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