The COT Indicator Suite for MetaTrader 4 - Features

COT Index

  • Made famous by Larry Williams and Steve Briese in their books Trade Stocks and Commodities with the Insiders, and the Commitment of Traders Bible.
  • Plots the net position data on a scale from 0 to 100 -- 0 representing the minimum net short value for the lookback period, and 100 representing the maximum net long value for the lookback period.
  • Can be used to identify historical overbought and oversold values.

COT Total

  • Plots the raw total long and total short position data from the COT report.
  • The orange line is the net long/short positions.

COT Graph

cot graph indicator

  • Displays non-commercial, commercial and/or non-reportable positions. Individual lines can be turned on and off.
  • Easily invert (reverse) the indicator display to follow the chart's price action.
  • Percentage Mode allows the trader to spot overbought/oversold levels for potential reversals.

COT Histogram

cot histogram indicator

  • Shows a single category of positions (non-commercial, commercial or non-reportable).
  • A simple moving average produces trade signals similar to MACD.
  • Easily invert the indicator display to follow the chart's price action.

COT Open Interest

cot open interest indicator

  • Displays the weekly open interest for the indicated futures instrument.

How to Trade the COT Indicators

The non-commercial category of the COT report includes large banks, funds and other major speculative players. Non-commercial positions most accurately reflect the ups and downs of the underlying market, so we will use the non-commercial data in our trading examples.

In our first example, we'll use the COT Graph indicator in percentage mode. This plots a line between 0 and 100, just like a bounded oscillator such as RSI. When the line is above 50, positions are net long, and when it's below 50, positions are net short.

cot oscillat

The red vertical lines on the chart show areas where the COT Graph indicator passed into an overbought (>70) or oversold (<30) area. In almost all of these cases, the overbought/oversold situation foretold an imminent reversal of the trend.

In our second example, we'll use the COT Histogram indicator. The histogram shows green lines for weeks when net longs increased, and red lines for when net shorts increased. A 10 period SMA is applied to the histogram, much like the MACD indicator.

cot histogram

The green vertical lines indicate areas where the histogram is green and above the moving average (buy), and the red vertical lines show areas where the histogram is red and below the moving average (sell). The upward or downward movement of the moving average lines corresponds roughly with the long term trend direction.

There are other ways to trade the COT data, and you are encouraged to come up with your own trading methods. While the COT data does produce valid trade signals on its own, you should combine the COT indicator signals with other trading signals or technical analysis methods.

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