Bitcoin CME COT Delta Strategy

Reading 4 largest long positions and 4 largest short positions, this script uses (shorts - longs) to produce a long/short signal.

• When delta <= buy threshold, a "long" signal will appear on the chart.
• When shorts >= sell threshold, a "short" signal will appear on the chart.

To see the indicator below, since it's not possible to mix the two, use this script:
** This is not a trading advice, it's for research purposes only. Do not trade based upon these signals.
Versionshinweise: • Updated preview image
Versionshinweise: • Updated strategy report
Versionshinweise: • Changed threshold to float, adjusted buy threshold from 5 to 5.1
Open-source Skript

Ganz im Sinne von TradingView hat der Autor dieses Skripts es als Open-Source veröffentlicht, damit Trader es verstehen und überprüfen können. Ein Hoch auf den Autor! Sie können es kostenlos verwenden, aber die Wiederverwendung dieses Codes in einer Publikation unterliegt den Hausregeln. Sie können das Skript den Favoriten hinzufügen, um es auf dem Chart zu verwenden.

Möchten Sie dieses Skript auf einem Chart verwenden?


How do you change start date as this number, 1550793600000 does not make sense.

If i wanted it to start from 01/01/2020 ?
+5 Antworten
neov3 GarethSA
@GarethSA, It's an epoch timestamp, use 1577836800000 for 1/1/2020
+1 Antworten
@neov3, Thanks
great job
+1 Antworten
Can you give me the timestamp from the beginning of BTC chart please?
GarethSA GarethSA
@GarethSA, Don't worry, worked it out but the indicator doesn't show back that far with signals
neov3 GarethSA
@GarethSA, you can write 0 to show all signals, but it looks messy prior to what's set since CME BTC futures started around 2017
LOL. What about mar.18-mar.19 period? 100500 longs! Awesome!
neov3 bot4trade
@bot4trade, yea I fixed the threshold var type to a floating point number, so you can use 5.1, in which match x10000 long shows up
How can I set up to use smaller cycles?