COTAggregatedIndexPositionDisaggregated

The installation of the Technical Analysis Package is required in order to access this indicator.

Description

This indicator also works in the same way as the COTAggregatedIndexPositionLegacy; for interpretation and more detailed information, please read more under COTAggregatedIndexPositionLegacy. The difference here, in turn, consists in the usage of the detailed disaggregated data for calculating the indicator.

For the COTAggregatedIndexPositionDisaggregated, the following parameters are available:

  • AddIndices:

  • DowJones: select [True] if the positions of the DowJones should be added to the overall result.

  • Nasdaq100: select [True] if the positions of the Nasdaq100 should be added to the overall result.

  • Russell2000: select [True] if the positions of the Russell2000 should be added to the overall result.

  • SP500: select [True] if the positions of the SP500 should be added to the overall result.

  • Categories: Financial

  • Here you can only select the categories of the Financials, since this indicator addresses 4 financial markets. However, you can load the indicator in Financials AND Commodities.

  • Select [True] for the categories for which the positions for the selected markets should be added up and displayed.

  • Data base:

  • ReportType: see COTReportLegacy – CotType

  • Display:

  • LongPosition: select [True] to display the long positions of the desired market participants

  • ShortPosition: select [True] to display the short positions of the desired market participants

  • NetPosition: select [True] to display the net positions of the desired market participants

Parameters

to be announced

Return value

to be announced

Usage

to be announced

Visualization

Example

to be announced

Last updated