CoT Report AddOn

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:

  • COT report Legacy (VIDEO) & Disaggregated (VIDEO)
  • Open Interest Legacy (VIDEO) & Disaggregated (VIDEO)
  • Synthetic COT data for stock markets (VIDEO)
  • Display of the COT report as Stochastic, MACD, RSI or MoveIndex calculation
  • 8 trading signals based on various COT calculations

CoT Report AddOn

COT Report Standard Features

COT Report Legacy

The COTReportLegacy directly displays the pure data for you that is read out of the CFTC reports published weekly.

Open Interest Legacy

The OpenInterest shows the number of all currently held contracts in an instrument, allowing you to detect the markets with high activity.

Installation COT Package

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.

COT Workspace

Contains templates and default settings in order to implement the COT indicators as effectively as possible for your analyses.

COT Report Institutional Features

COT Report Disaggregated

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.

Open Interest Disaggregated

Corresponds to the functionality of the COTOpenInterestLegacy while using the more finely broken down data of the Disaggregated reports.

Aggregated Index Position Disaggregated

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.

Large Trader Activity

Simulates the behavior of the large traders in the markets for whom no COT data is available, by means of algorithmically calculated outputs.

Market Value

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.

COT Stock Dummy

Uses a special algorithm to simulate the behavior of the commercials in stock markets.

COT Report Signals

Producer Golden Opportunity

Buy and sell signals for commodity futures based on the Disaggregated indicators.

Dealer Take The Chance

Buy and sell signals for financial futures based on the Disaggregated indicators.

Commercials in Silent Market

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).

Commercial Index

Buy and sell signals based on the CommercialIndex indicator combined with the COTOpenInterestLegacy.

COT Stock Dummy

Buy and sell signals generated through the COTStockDummy combined with the COTLargeTraderActivity.