TradeStation now includes the COT report as an indicator and plots the net positions of the commercial, non-commercial and speculator interest.
Have you ever wondered who was right - commercial or speculative interests? Or have you wanted to create some form of indicator using the COT data? Since TradeStation has so graciously included this in their arsenal, I thought it would be great idea to build a trading tool around it. As you can see from the chart there are many flat spots in the curves and this is due to the report coming out on a weekly basis. So trading decisions can only be made once a week. The way I have it set up you can trade daily bars, but the influence of the COT data lasts for the entire week. This is a trading tool that can be used to create trading strategies.