The Commitments of Traders (COT) Package

The Commitments of Traders (COT) Package

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.

In this context, there are two types of report: the abridged form, which has been made available to the traders since 1986 (=Legacy-reports), as well as the detailed version, which has been published since 2009 (=Disaggregated-reports). Both reports can be displayed in AgenaTrader and used for semi-automated trading as well as for analyzing and realtime-scanning the markets. The COT report is not only interesting for futures trading, but is also ideally suited for swing-trading with IndexCFDs, CommodityCFDs and Forex.

Image 1. The COT Package workspace

The following indicators are included in the package:

    • COT Legacy indicators:
      • COTReportLegacy
      • COTOpenInterestLegacy
      • COTAggregatedIndexPositionLegacy
      • COTCommercialIndex
    • COT Disaggregated indicators:
      • COTReportDisaggregated
      • COTOpenInterestDisaggregated
      • COTAggregatedIndexPositionDisaggregated
    • Additional COT indicators:
      • COTStockDummy
      • COTLargeTraderActivity
      • MarketValue
Image 2. COTReportDisaggregated, IndexType=Absolute

The following conditions are included in the package as signal generators:

  • COT Legacy conditons:
    • CommercialsBuySilentMarket / CommercialsSellExcitedMarket
    • CommercialIndexLong / CommercialIndexShort
  • COT Disaggregated conditions:
    • ProducerGoldenOpportunityLong / ProducerGoldenOpportunityShort
    • DealerTakeTheChanceLong / DealerTakeTheChanceShort
  • Additional conditions:
    • COTStockDummyLong / COTStockDummyShort
    • UnderValuedMarket / OverValuedMarket
Image 3. Condition above: COTStockDummy, Period=26, ComparativePeriod=52, Stochastic=True; below: COTLargeTraderActivity, Period=8

The description of all COT Package components you will find here: COT AddOn description

IMPORTANT NOTE:
Exchange transactions are associated with significant risks. Those who trade on the financial and commodity markets must familiarize themselves with these risks. Possible analyses, techniques and methods presented here are not an invitation to trade on the financial and commodity markets. They serve only for illustration, further education, and information purposes, and do not constitute investment advice or personal recommendations in any way. They are intended only to facilitate the customer’s investment decision, and do not replace the advice of an investor or specific investment advice. The customer trades completely at his or her own risk.

By |2018-12-03T12:23:28+00:00December 2nd, 2016|Software Features|0 Comments

About the Author:

CRM Management of Include IT GmbH and AgenaTrader.com. Managing Support, Sales and Software Education for AgenaTrader Customers since Mai 2014.

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