This script reads the freely available weekly CoT data from Quandl and displays it as a graph. Threshold values for identifying extremes can be set.
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This script reads the freely available weekly CoT data from Quandl and displays it as a graph. The individual COT data series (Commercials Short aka "Producers", Commercials Long aka "Consumers" etc.) can be selected and divided into zones. The threshold values for the zone separation can be set. Bug-Fix V0.9-1: the data are now always displayed in weekly compression independent of the chart setting.
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Bug fixed: the producer data now include the swap dealer spread data. All other items are calculated in the same way as in the last version
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Wrong chart added - my apology. Now the chart should be clean and focused on CoT data.