Bitcoin CME COT Delta Strategy

Reading 4 largest long positions and 4 largest short positions, this script uses (shorts - longs) to produce a long/short signal.

• When delta <= buy threshold, a "long" signal will appear on the chart.
• When shorts >= sell threshold, a "short" signal will appear on the chart.

To see the indicator below, since it's not possible to mix the two, use this script:
** This is not a trading advice, it's for research purposes only. Do not trade based upon these signals.
Release Notes: • Updated preview image
Release Notes: • Updated strategy report
Release Notes: • Changed threshold to float, adjusted buy threshold from 5 to 5.1
Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.

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How do you change start date as this number, 1550793600000 does not make sense.

If i wanted it to start from 01/01/2020 ?
+5 Svara
neov3 GarethSA
@GarethSA, It's an epoch timestamp, use 1577836800000 for 1/1/2020
+1 Svara
@neov3, Thanks
great job
+1 Svara
Can you give me the timestamp from the beginning of BTC chart please?
GarethSA GarethSA
@GarethSA, Don't worry, worked it out but the indicator doesn't show back that far with signals
neov3 GarethSA
@GarethSA, you can write 0 to show all signals, but it looks messy prior to what's set since CME BTC futures started around 2017
LOL. What about mar.18-mar.19 period? 100500 longs! Awesome!
neov3 bot4trade
@bot4trade, yea I fixed the threshold var type to a floating point number, so you can use 5.1, in which match x10000 long shows up
How can I set up to use smaller cycles?