I have found the cot report on the cftc web site and been crunching numbers for a long time now and I want to make a excel chart to take my number crunching. However I cant find past reports to make a chart I need historical data not just this most recent one. Does anyone know a reliable source to find past reports. Also I have not found yet man there alot in this report but I have not found data on the usd index does anyone know if it is there or am I looking for the unicorn lol.
I’m pretty sure that you can find past COT reports on the left side of the COT page where it says historical viewable. If you’re looking for COT charts of the USDX i’d suggest you go to timing charts under CME currencies, it saves a ton of time and most of all it’s free.
lol you got to love a one track mind you think I would have figured that out. Didnt take much after you posted this. Cool I have back testing data now not in the mood to do it now but I know how. As far as finding lond and short on USD that would be handy but I think I can figure it out that would have just been another piece of data to fine tune my data for as far back as I can go based on my own messed up way of thinking and caclulations form that for as far back as I can (witch I have 2 different calculations that come out completely different) and compare that to price charts and see if they hold up (or witch one holds up best). Pretty much what I am trying to do is make my own indicator based off what I have read and seen my own calculations. Just for a reference (witch I suck at excel so some charting questions are coming). Historical data only goes back to 2010 but thats good enough since cot is every week that 104 sets of data. That will work to get a chart going after I figure out witch calculation is accurate and that is plenty to handle that.
Good to see that you found it haha
Very interested in what you are doing with COT I really like using it myself. After your done I would love to see your findings. Personally I just look at open interest and large traders vs commercials. Then match that with the PA trying to see if we have any divergence. Anyway cheers and good pippin
Its just a couple different ways to average out the numbers to give a percentage of probability of going long or short. By doing this I have found that some of the numbers in there report dont quite add up not to sure what is going on there but they are close at least close enough to average out. Then I am going to make a chart I am going to play around with a few different charts so see what come out the best and most accurate. It will take a while as thats alot of data to calculate so it will be time consuming at fisrt but once its all setup and running it will be simple to keep up on as I only have to update it over the weekend. Once complete I will post my results. I dont want to say anything as of right now because I came up with 2 different way to calculate it and the results are very different so I will have to figure out witch is more accurate.
I need a little help here. The book I read that inspired me to do this lightly toughed on open interest in the cot report. But this number keeps standing out to me so I am going to turst myself and figure out what this is and what I can do with it. There has to b someone here that knows a little about it and can find the best place the read on it. So far I have almost scrapped my first 2 sets of calculations. The way I calculated it was correct (as far as I can tell) just where I took the data from was not the best place. Even though after six months of data it was 69% accurate. The new data I was looking for that also hold the us dollar to figure in. Seem to be after 90 days about 80% or a litle better right on the money. As of right now all it gives is trade probability either long or short based on the weekly chart (So it will tell you if the weekly candle bullish or bearish). But based on the second set of calculations I did that didnt come out so great as far as trade probability. Its seem pretty decent at figuring when a reversal is coming. That still needs some fine tuning and I think open intrest is going to be the figure I am looking for. But so far on what I got on this week or based on my calculations from 10/25/11 (when the last report came out) A few are (based on the pairs I trade I am not caring about the rest unless you ask then may be. AUD/USD 40% long 60% short and probability of reversal 62% (i Dont get worried till at least above 70 even then it is off buy a few weeks, but it does happen eventually) for the week. EUR/USD 45% long and 55% short with a probability of reversal 58%. Lastly GBP/USD (pretty close to the eur) long 47% short 53% probability of reversal 53%. Now My reversal calcs is not to predict a reversal of a trend it really only predicts the probability of that weekly candle being off of my long or short trade probabilities for that week. Now I trade the daily, the 4hr, the one hour, to the 15 min. The probability of my weekly candle can make me alot of pips if only taken as what it is for. Think about it lets say you follow nikitas thread of taking the daily candle for bias and base you trades off the 1hour. But you wait till the daily bias lines up with the weekly bias (witch is all I am really doing here as of right now) thats a whole lot of momentum backing you. My biggest issue is probability of reversal differs from 65% to 80% it is right but I would like to narrow it down to less than 1-6 bars on a weekly thats a long time trading on the 4hr. And I think the open intrest has the key I just have to figure it out but to do that I have to figure out exactly what it is and what it means. Even then just like now theres a reason I have not said what I am looking at I tossed my other data now I am back to about 90 days. But if any of you care to test it the cot report get released tomorrow at 3:30 est. Give me a pair to crunch the numbers. Lets see real time and I will go long term and crunch unless you all prove I am wasting my time. If thats what it is then fine 1 week wont convince me. But throw out a pair for next week. yen pairs might hurt in my direction with there intervention, that just didnt end well for my numbers (but did for my account) Thats not figured in crap like that happens yeah that pairs off if the japs are going to intervene, my math dont work with that. It happens and I made a killing of it but cant predict it. So lets see I am trying to figure to figure out my odds based on the week and base my same strategy for my trades as far as entry and exit. Just up my probability. It either works or it dont if it does great evey one can benefit if not I got some egg in my face, it wont be the first nor last I can live with it but I think I have something here just need to fine tune it.