COT Report Legacy
The COTReportLegacy directly displays the pure data for you that is read out of the CFTC reports published weekly.
The Commitments of Traders Report is a valuable report that is made available by the regulatory authority – the CFTC – once a week. The aim of this report is to bring transparency to the trading activities of all market participants. The COT report is not only interesting for futures trading, but is also ideally suited for swing trades with IndexCFDs, CommodityCFDs and Forex values. Using AgenaTrader in combination with the Commitments of Traders Report AddOn is an extremely efficient way to work with the CFTC data and carry out your analyses. To make trading and working with the COT data as simple and intuitive as possible, the COT software contains a large number of components that make trading easier for you.
With this Add-On, you can work with the Legacy and Disaggregated COT data, and thereby create signals yourself:
The COTReportLegacy directly displays the pure data for you that is read out of the CFTC reports published weekly.
The OpenInterest shows the number of all currently held contracts in an instrument, allowing you to detect the markets with high activity.
With the Tab Chart Gallery you can create a tab based chart gallery where you can view multiple symbols in numerous time periods based on the bottom tabs.
Accesses the detailed Disaggregated reports of the CFTC that have been published since 2009 and can be regarded as a further development of the Legacy reports.
Corresponds to the functionality of the COTOpenInterestLegacy while using the more finely broken down data of the Disaggregated reports.
Have the Disaggregated COT data displayed for you for up to 4 accumulated markets (SP500, Nasdaq100, Russell200, DowJones30),
thereby receiving an insight into the entire American stock market.
Simulates the behavior of the large traders in the markets for whom no COT data is available, by means of algorithmically calculated outputs.
Compares the value of a market to the current price of gold or the dollar index, which allows you to determine over- and undervaluation in instruments very well.
Buy and sell signals for commodity futures based on the Disaggregated indicators.
Buy and sell signals for financial futures based on the Disaggregated indicators.
Screening for markets that the commercials are buying heavily, while the non-commercials and non-reportables are showing no interest in these markets (for buy signals; vice versa for sell signals).
Buy and sell signals based on the CommercialIndex indicator combined with the COTOpenInterestLegacy.