Reply To: Difficulty in using a custom indicator using COT Sentiment and Open interest

[Mathew]

Hi Damian,

You can use this on Wheat

COTS(DATA=001602-CPLA-WHEAT-SRW) / OI()

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COTS(DATA=001602-CPLA-WHEAT-SRW) / OI()

The issue is that the auto selecting does not seem to work in scripts. That is something I will log to be looked at.

The other issue you have is that Open Interest can fall towards the end of the contract unless it is OI rolled (something we plan to offer later this year). In this chart the green plot is that script and you can see the spikes it creates.

Hope that helps

Mathew