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Thanks Boeing737 for a great indicator.
Since CFTC has updated their COT report format, I have updated the code to read from the "disaggregate ... report" now. The mechanism works the same way.
Besides, there's a new report "trades in financial future" (TFF) for all the index and forex. To use it, (1) download the text version and rename as above but add an "f" to the filename, e.g.: "2018f.txt, 2017f.txt" (2) in the indicator setting, set "TFF report" to true.
You can also simply drag the image to the text or insert it using Ctrl + V