COT data to indicator

[TimingCharts]

@Rounder

I’ve seen one.

In the meantime I’ve been using:
[timingcharts.com/]Commodity Futures & FOREX Price Charts

Not the best looking charts in the world, but with tweaking they get to be decent enough, and you don’t need to use them for main trade analysis. I just use it for the CoT.

Hope that helps!

Timing Charts has been redesigned so the charts look and work much better now. The Commitments of Traders data has been greatly expanded too.

[cesare]

they usually go to the staffroom to laugh at our stupid posts

[siewhf]

This is a good website for COT. Example for GBP/USD

British Pound - Commitment of Traders Chart

[SUICIDE]

they usually go to the staffroom to laugh at our stupid posts

ну точно согласна. ничего не понимаю почему они здесь делал такои фарш, - ну нечево страшно, - смешно
BabyPips best and loving their school <3.

Regards… … -fresh baked trader

[sadatblue]

THNX a lot,
That helps much_ your 2nd link is really useful?

[GlobusFX]

Hi guys,

As side result of my work I’m currently doing I’ve implemented a small package with Commitment Of Traders (COT) reports and US economic data indicators. I’ll be happy to share it with you for free - you can download the package here - Download Indicators Package - DarkMindFX.
In order to install it please follow the instructions on that page.
Here is how it should look in your MT4 terminal:

It currently displays the values in form of Dealers, Asset Managers and Leveraged Funds net positions. And the values are available for 30+ instruments. It’s Futures-and-Options values and they are taken directly from CFTC website.
NOTE: it’s just a side effect of my work so if something won’t work as expected - drop me a line here and I’ll try to help you ASAP.
All you need to do is to specify the COM market code of the instrument you want to see. Here is the list of instruments and their COT market codes:
COT Canadian Dollar 90741
COT Swiss Franc 92741
COT British Pound 96742
COT Japanese Yen 97741
COT Euro Fx 99741
COT Australian Dollar 232741
COT Euro Fx/British Pound 299741
COT Russian Ruble 89741
COT Mexican Peso 95741
COT Brazilian Real 102741
COT New Zealand Dollar 112741
COT S.African Rand 122741
COT DJIA Consolidated 12460+
COT DJIA 124603
COT S&P 500 Consolidated 13874+
COT S&P 500 Stock Index 138741
COT E-mini S&P 500 Stock Index 13874A
COT NASDAQ-100 Consolidated 20974+
COT NASDAQ-100 Stock Index (Mini) 209742
COT Russel 2000 Mini Index Future 23977A
COT Nikkei Stock Average 240741
COT MSCI EAFE Mini Index 244041
COT MSCI Emerging Mkts Mini Index 244042
COT E-mini S&P 400 Stock Index 33874A
COT U.S. Treasury Bonds 20601
COT Long-Term U.S. Treasury Bonds 20604
COT 2-y U.S. Treasury Notes 42601
COT 10-y U.S. Treasury Notes 43602
COT ULTRA 10-y U.S. Treasury Notes 43607
COT 5-y U.S. Treasury Notes 44601
COT 30-days Federal Funds 45601
COT 3-month EuroDollars 132741
COT 10-y Deliverable IR Swap 246605
COT 5-y Deliverable IR Swap 246606
U.S. Dollar Index 98662
VIX Futures 11700
Dow Jones UBS Excess Return 221602

I’m also planning to add other stuff like commodities futures (wheat, metals, oil etc…) so this list will definitely grow. There is also some US economic indicators in the package (like GDP, CPI etc) - so you can use them too. Enjoy!

[BostonEJ]

Can you comment at all how you get this information? I’ve been putting together an Excel “database” of CoT data but I still have to go retrieve it manually each week. Just wondering what your method is.

Thanks,

EJ

[GlobusFX]

Can you comment at all how you get this information? I’ve been putting together an Excel “database” of CoT data but I still have to go retrieve it manually each week. Just wondering what your method is.

Thanks,

EJ

Hi Boston,

Actually this takes some efforts. I’ve implemented the webservice which aggregates the data for me from different sources, and all my indicators are connecting to that services and pulls data from there. The service itself monitors different official sites (like CFTC, US buraeu of stats etc.) and synchronizes with it. Actually I’ve automated everything so no manual work is needed.

[BostonEJ]

Hi Boston,

Actually this takes some efforts. I’ve implemented the webservice which aggregates the data for me from different sources, and all my indicators are connecting to that services and pulls data from there. The service itself monitors different official sites (like CFTC, US buraeu of stats etc.) and synchronizes with it. Actually I’ve automated everything so no manual work is needed.

That’s great. I think all that is beyond my ability. My database doesnt take me much time to maintain but quicker access and less manual work is always the goal.

Thanks.

EJ

[GlobusFX]

That’s great. I think all that is beyond my ability. My database doesnt take me much time to maintain but quicker access and less manual work is always the goal.

Thanks.

EJ

You’re welcome! Currentlyy it’s shown in disaggregrated format (Dealers, Asset Managers, Levereged Funds), but I’m going to add in more “traditional” aggregated form - Commercial, Non-Commercial, Speculators.

Stay tuned!

[GlobusFX]

Hi Boston,

Actually in my case it doesn’t require any manual work at all - originally I’ve also had all that spreadsheet stuff etc But at some point I got tired of it … and also the work I’m doing right now requires access to all that economic data, reports etc. So I just decided to invest in this first of all to use this service by myself and in my researches. But I believe it could be useful for everybody who is interested in mixing tech and fundamental analysis in their trading.
In fact I plan to expand this even more and to have not only COT and US economic data there but also data for European countries, China etc. Here is the thread on Babypips forum I’m maintaining - http://forums.babypips.com/expert-advisors-and-automated-trading/80234-free-economic-indicators-cot-us-data-more-come.html - so if you’ll be checking it from time to time you’ll be able to get the latest version of package. Cheers!

[BostonEJ]

Hi Boston,

Actually in my case it doesn’t require any manual work at all - originally I’ve also had all that spreadsheet stuff etc But at some point I got tired of it … and also the work I’m doing right now requires access to all that economic data, reports etc. So I just decided to invest in this first of all to use this service by myself and in my researches. But I believe it could be useful for everybody who is interested in mixing tech and fundamental analysis in their trading.
In fact I plan to expand this even more and to have not only COT and US economic data there but also data for European countries, China etc. Here is the thread on Babypips forum I’m maintaining - http://forums.babypips.com/expert-advisors-and-automated-trading/80234-free-economic-indicators-cot-us-data-more-come.html - so if you’ll be checking it from time to time you’ll be able to get the latest version of package. Cheers!

Thank you very much. What you’re doing really is in line with my aspirations. However, I know I do not have the technical ability to do what you’re doing. So, I’ll be making my way in Excel for the time being. I’ll certainly follow both threads.

EJ

[GlobusFX]

Does anybody know where I can get the Commitment of Traders indicator put onto MT4? I’ve searched and seen some of them that requires manual data input and it does get confusing a little bit. I am wondering if any of you know if there’s any preprogrammed indicator around? Nevermind the fact that data needs to be input manually, as far as I know.

Hi grey
As a side effect of one of my project I’ve just recently created a COT indicator - so you can use it in Metatrader 4 or 5 as well as in EAs. You can download it from here - Download Indicators Package - DarkMindFX
What is more important - [B]IT’S 100% AUTOMATIC[/B] - so you don’t need to doenload the CFTC reports yourself, parse files etc. Here I’m maintaining the thread where I’m p[osting all the info on updates, changes etc - you can follow the installation instructions there as well as post any questions/concerns/suggestions - http://forums.babypips.com/expert-advisors-and-automated-trading/80234-free-economic-indicators-cot-us-data-more-come.html

[Keremg]

Hi GlobusFX,

does this work with Win 8.1 too…I have downloaded it but I just can’t get the file to start. Is it just for Windows 7…I should not have installed windows 7 on the first place :rolleyes:

Thanks for your link!

May the pips be with you!

[danupt92]

I know this might seem completely stupid but which timeframe do you guys mainly use this indicator for e.g the daily weekly or monthly

[danupt92]

I tried to install it but it comes up saying that there is no terminal recognized

[o990l6mh]

Hi grey
As a side effect of one of my project I’ve just recently created a COT indicator - so you can use it in Metatrader 4 or 5 as well as in EAs. You can download it from here - Download Indicators Package - DarkMindFX
What is more important - [B]IT’S 100% AUTOMATIC[/B] - so you don’t need to doenload the CFTC reports yourself, parse files etc. Here I’m maintaining the thread where I’m p[osting all the info on updates, changes etc - you can follow the installation instructions there as well as post any questions/concerns/suggestions - 301 Moved Permanently

Looks very nice!

[o990l6mh]

I know this might seem completely stupid but which timeframe do you guys mainly use this indicator for e.g the daily weekly or monthly

The data is weekly so it makes most sense to use it for weekly charts. That doesn’t stop you of course using the bias/trend direction you determine to trade a lower timeframe such as daily, based on the weekly data.

[gasparjuico]

Hello

I tried to install it but it says “access to the path 'C:\User…\MQL4\Indicators…exe is denied”. Any idea on what’s wrong here?

[o990l6mh]

Maybe you’re trying to install without having admin rights?