Forex Long to Short Position Ratios

The long to short position ratio is a measure that tells us whether Forex trader are bullish or bearish a particular currency pair. It is the ratio of the number of long positions to the number of short positions for a given currency pair.

Some brokers release the long vs. short ratio numbers for major currency pairs based on their clients open positions; the data from one broker is downloaded by this item. The item gets intraday (05:00, 11:00, 17:00 and 23:00 at GMT+0) Long to Short Position Ratios for the last three months and for 16 Forex pairs: USD/CAD, GBP/JPY, GBP/USD, NZD/USD, USD/CHF, AUD/JPY, EUR/AUD, USD/JPY, GBP/CHF, XAU/USD, XAG/USD, EUR/GBP, EUR/CHF, AUD/USD, EUR/JPY and EUR/USD.

The Long Short Position ratios is interpreted as follows: When the ratio is above 50% then, at that moment, the number of Forex traders holding long positions is greater than the number of traders holding short positions. When the ratio is below 50% then the number of traders with long positions is less than the number of traders with short positions.

The Long to Short Position ratios are saved in a new database "fx_lp_ratio". The time associated with the data is set to GMT+0. You can specify another GMT+N value by updating the download item, clicking on "1 Field(s)" and then changing the "GMT+" value.

Few weeks ago, I have uploaded an item that gets long position ratio for EURUSD FX only. You can get this item here: EURUSD Long Positions Ratio.

Example of trading rule using the Long-Short Position ratio:
buy = cross(GetData("fx_lp_ratio", "ratio"), 50);

------------------------------------------------------------------------
------------------------------------------------------------------------
This item no longer works. You can use this downloader instead:
Forex Long-Short Historical Position Ratios

Technical Analysis

• Fibonacci retracement: Golden ratio
• Johannesburg Stock Exchange - JSE
• Long Term Up Trend with Short term re-entery Signals
• Volatility Ratio - Technical Indicator
• Relative Performance Chart - Dynamic assets and index
• CBOE S&P 500 BuyWrite Index
• Haurlan Index
• RandomValsMT
• Adaptive Asset Allocation Butler V1.3 AMM
• Strategy Optimization on Random in-sample and out-of-sample Periods
• More trading objects...

Fundamental Analysis

• Economic Data - Retail Trade Report
• Initial Jobless Claims - Historical data
• Economic Confidence Index
• Producer Price Index - PPI
• Next Split Ex-Date In Days
• Federal funds effective rate
• NSE - Security-wise Delivery Position
• ETF Number of securities, percent stock and cash - Historical Data
• VolDex Implied Volatility Index - Historical Data
• Number of dividend payments per day in the U.S. Stock Market
• More trading objects...