Plots the COT net positions from the legacy report data from Quandl. Plots the commercial, non commercial and non reportables. Each plot can be hidden as needed.
I've tried to capture the basic dollar based currencies and the futures such as corn, wheat, rice, oil, hogs etc. The symbols required a little translation to match what Quandl is expecting but I think I got most of them. Please let me know of any issues with these.
Part of a suite of COT related indicators based on the excellent book "the commitment of traders bible" by Stephen Briese.
I have the COT Index, Momentum, Strength and Open Interest waiting in the wings.
Currently working on a trading strategy based around these indicators,
Would love to hear if you are interested in this or have some COT trading ideas to share.
Notas de Lançamento
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Quandl have changed their codes :( now they seem to be using the CFTC Id's where are numeric (and can be found in the dump you get from them)
So whereas before for example, GBPUSD was mapped to BP it is now mapped to 096742.
I have gone through the various dumps and tried to map all the symbols I was using, the currency were the easy ones, the wheat, corn etc a little harder to trade down due to variations. Please let me know if different
PS I also have a number of other variations ie COT Index, COT Momentum, COT MACD - let me know if interested.
Something recently changed with the COT data and the indicator no longer works. Would you be able to update the indicator so it still function based off the most current data change? :)
Yelian
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Very much interested in sharing ideas on using this indicator in combination with my global macro positioning strategy which I'm currently working on :)
mikedbu
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Hi deckchairtrader,
thank you for the great idea.
I`m interested inCOT Index and COT open interest for Grains, enegie, Metalls etc.
Cheers Michael
godi13
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Hi, I tried tu use your indicator, but I get no data out of it. It shows loading and then N/A. Can you help what is wrong?
Radek
deckchairtrader
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@godi13, Hi it looks like the data feed is off line, it has been working since last year. I'll take a look and see what gives