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


The CommercialIndex is a very telling COT indicator. It puts two of the most important COT-parameters in relation to each other – the net position of the commercials to the open interest. These values are normalized and subsequently outputted. A high value of the CommercialIndex shows strong buying behavior of the commercials, whereas a low value shows strong sell pressure from the commercials. The parameters are similarly structured as with the COTReport.

The following parameters are available for the COTCommercialIndex:

  • CotType: see COTReportLegacy – CotType

  • ReportType: see COTReportLegacy – ReportType

  • StochasticPeriod: see COTReportLegacy – ComparativePeriod

  • OpenInterestType: Here you can choose between [Native/Stochastic], which determines whether absolute values or the stochastic values of the positions of the commercials should be used for the calculation. The default setting is β€œNative”; do not change this if you wish to keep the informative value of the indicator.


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