I have no idea why i cant get this indicator to work. Anyhow the idea is get the COT data (it is in weekly format) find the Net position, highest high and lowest low. Then take that which will be between 0-100 and find the Rate of change of 6 weeks ago. When i do that in Amibroker and plot. I get 4 huge spikes so I have no idea what could be wrong.
CM_INDEX= (CM_NET-LLV(CM_NET,LOOK_BACK))/ (HHV(CM_NET,LOOK_BACK) - LLV(CM_NET,LOOK_BACK)); Plot(ROC(CM_INDEX,6),"",colorBlue,styleThick);
