Commitment of Traders (COT) indicator

[jrbolsa]

Review with another great indicator (Seasonal)

This will be another great indicator that i'll develop in ninjascript. Take a look at this url: http://www.jrbolsa.com/090103.htm where you can see what I said on August 10th (the upper part of each graph) and what really happened until December 31st.

It's a great indicator.

Coming soon ...

¡Happy New Year to all NT users!
jr
www.jrbosa.com
[email protected]

[NinjaTrader_Bertrand]

Thanks jrbolsa, Happy New Year to you as well!

[Elliott Wave]

I think this one might have to wait for NT7 because I don't think its possible to draw indicators into the future yet. I could be mistaken though.

Still very much looking forward to the COT indicator though...

[jrbolsa]

Excuse me because i'm with an iphone.
I don't need to draw into the future. It can be drawn in the present. That's my last -and least- problem. I have now other silly problems with java programming. I'll use java for preparing the data before drawing the indicators with ninjascript and i don't know java nor NS.
:-(

All in need - and i don't have - is TIME.

:-)

What i don't understand is what do you mean with your last sentence about the cot ("still ..."?). Do you mean "still waiting"?

I think this one might have to wait for NT7 because I don't think its possible to draw indicators into the future yet. I could be mistaken though.

Still very much looking forward to the COT indicator though...

[Elliott Wave]

I just meant that I haven't lost interest and look forward to using the indicator when its ready.

[jrbolsa]

Instrument.MasterInstrument.Name

Hello again,

Does anybody have a txt file with every Instrument in any format?
It would be better for me to have every "Instrument.MasterInstrument.Name" that NT can plot from every vendor.

If not, i would need to know the "Instrument.MasterInstrument.Name" of these products:

WHEAT - CHICAGO BOARD OF TRADE
WHEAT - KANSAS CITY BOARD OF TRADE
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
CORN - CHICAGO BOARD OF TRADE
CORN - MIDAMERICA COMMODITY EXCHANGE
OATS - CHICAGO BOARD OF TRADE
SOYBEANS - CHICAGO BOARD OF TRADE
MINI SOYBEANS - CHICAGO BOARD OF TRADE
SOYBEANS - MIDAMERICA COMMODITY EXCHANGE
SULFUR FINANCIAL INSTRUMENT - CHICAGO CLIMATE FUTURES EXCHANGE
CARBON FINANCIAL INSTRUMENT - CHICAGO CLIMATE FUTURES EXCHANGE
SOYBEAN OIL - CHICAGO BOARD OF TRADE
VIX FUTURES - CBOE FUTURES EXCHANGE
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
U.S. TREASURY BONDS - MIDAMERICA COMMODITY EXCHANGE
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
E-MINY NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
1-MONTH LIBOR RATE - INTERNATIONAL MONETARY MARKET
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
ROUGH RICE - CHICAGO BOARD OF TRADE
FRZN CONCENTRATED ORANGE JUICE - CITRUS ASSOC. OF NY COTTON EXC
13-WEEK U.S. TREASURY BILLS - INTERNATIONAL MONETARY MARKET
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FIVE-YEAR AGENCY NOTE - CHICAGO MERCANTILE EXCHANGE
TEN-YEAR AGENCY NOTE - CHICAGO BOARD OF TRADE
TEN-YEAR AGENCY NOTE - CHICAGO MERCANTILE EXCHANGE
BUTTER - CHICAGO MERCANTILE EXCHANGE
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE
MILK - CHICAGO MERCANTILE EXCHANGE
BFP MILK, LARGE - COFFEE,COCOA AND SUGAR EXCHANG
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FROZEN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
RANDOM LENGTH LUMBER-80/110000 - CHICAGO MERCANTILE EXCHANGE
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
ELECTRICITY (CA-OR BORDER) - NEW YORK MERCANTILE EXCHANGE
ELECTRICITY (PALO VERDE) - NEW YORK MERCANTILE EXCHANGE
ELECTRICITY (CINERGY) - NEW YORK MERCANTILE EXCHANGE
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
PROPANE GAS - NEW YORK MERCANTILE EXCHANGE
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE
CRUDE OIL, LIGHT 'SWEET' - NEW YORK MERCANTILE EXCHANGE
CRUDE OIL, BRENT - NEW YORK MERCANTILE EXCHANGE
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
COCOA - COFFEE,COCOA AND SUGAR EXCHANG
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
PLATINUM - NEW YORK MERCANTILE EXCHANGE
SUGAR NO. 11 - COFFEE,COCOA AND SUGAR EXCHANG
SUGAR NO. 14 - COFFEE,COCOA AND SUGAR EXCHANG
COFFEE C - COFFEE,COCOA AND SUGAR EXCHANG
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE
SILVER - COMMODITY EXCHANGE INC.
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE
GOLD - COMMODITY EXCHANGE INC.
CANADIAN DOLLAR - INTERNATIONAL MONETARY MARKET
SWISS FRANC - INTERNATIONAL MONETARY MARKET
DEUTSCHE MARK - INTERNATIONAL MONETARY MARKET
MEXICAN PESO - INTERNATIONAL MONETARY MARKET
POUND STERLING - INTERNATIONAL MONETARY MARKET
JAPANESE YEN - INTERNATIONAL MONETARY MARKET
U.S. DOLLARS-JAPANESE YEN - NEW YORK FUTURES EXCHANGE
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
EURO FX - INTERNATIONAL MONETARY MARKET
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE
NEW ZEALAND DOLLARS - NEW YORK COTTON EXCHANGE
NEW ZEALAND DOLLARS - INTERNATIONAL MONETARY MARKET
EURO/US DOLLAR - NEW YORK COTTON EXCHANGE
MUNICIPAL BOND INDEX - CHICAGO BOARD OF TRADE
SOUTH AFRICAN RAND - INTERNATIONAL MONETARY MARKET
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
DOW JONES INDUSTRIAL AVG, MID - CHICAGO BOARD OF TRADE
3-MONTH EURODOLLARS - INTERNATIONAL MONETARY MARKET
STOCK INDEX FUTURE, MVL - KANSAS CITY BOARD OF TRADE
INTERNET STOCK INDEX - KANSAS CITY BOARD OF TRADE
S&P 500 STOCK INDEX - INTERNATIONAL MONETARY MARKET
ALUMINUM - NEW YORK MERCANTILE EXCHANGE
NASDAQ-100 STOCK INDEX - INTERNATIONAL MONETARY MARKET
NASDAQ-100 STOCK INDEX (MINI) - INTERNATIONAL MONETARY MARKET
CRB/BRIDGE INDEX - NEW YORK FUTURES EXCHANGE
HIGH TECHNOLOGY INDEX - NEW YORK FUTURES EXCHANGE
AUSTRALIAN DOLLARS - NEW YORK COTTON EXCHANGE
AUSTRALIAN DOLLARS - INTERNATIONAL MONETARY MARKET
RUSSEL 2000 STOCK INDEX FUTURE - INTERNATIONAL MONETARY MARKET
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
RUSSEL 1000 STOCK INDEX FUTURE - NEW YORK FUTURES EXCHANGE
RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S.
NIKKEI STOCK AVERAGE - INTERNATIONAL MONETARY MARKET
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
STOCK INDEX FUT, EUROTOP 100 - COMMODITY EXCHANGE INC.
GOLDMAN-SACHS COMMODITY INDEX - INTERNATIONAL MONETARY MARKET
YEN/POUND XRATE - NEW YORK COTTON EXCHANGE
EURO/YEN CROSSRATE - NEW YORK COTTON EXCHANGE
AUSSIE-YEN XRATE - NEW YORK COTTON EXCHANGE
S&P 400 MIDCAP STOCK INDEX - INTERNATIONAL MONETARY MARKET
STOCK INDEX FUT, EUROTOP 300 - COMMODITY EXCHANGE INC.
EURO/SWEDISH KRONA XRATE - NEW YORK COTTON EXCHANGE
AUSSIE-KIWI XRATE - NEW YORK COTTON EXCHANGE
EURO/SFRANK CROSSRATE - NEW YORK COTTON EXCHANGE
3-MO. EUROYEN TIBOR - INTERNATIONAL MONETARY MARKET
3-MO. EUROYEN-LIBOR - INTERNATIONAL MONETARY MARKET
POUND/EURO CROSSRATE - NEW YORK COTTON EXCHANGE
RGGI CO2 ALLOWANCE - CHICAGO CLIMATE FUTURES EXCHANGE
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
EUR SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE
COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
SOCAL NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE
OTC HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
AEP DAYTON OFF PK

Thanks in advance,
jr.

https://www.jrbolsa.com

[jrbolsa]

Instrument lookup

I've found where to look for.
I think that every instrument is in the "Instrument lookup" selecting Type: <Any>, Name: * and Description: *
Ok.
Only a suggestion: It is case sensitive and it shouldn't - i think - because for NT "Corn" is different from "corn".
And if you look for "corn" you don't get anything.
If you look for Corn you don't get anything.
If you look for *Corn you obtain "mini-sized Corn"
And if you look for Corn* you obtain Corn Futures

i.e. you must know that it is "Corn" and not "corn" and test with *Corn*

I think you should change this.

regards,
jr.

https://www.jrbolsa.com

pd.- I'm afraid there will not be so many symbols like the list provided by the cftc (i have to check it). I think it's not a problem because not every symbol provided by the cftc in the historical data is running nowadays. I saw that the more important are in NT (agriculture, crude oil, ...).

Hello again,

Does anybody have a txt file with every Instrument in any format?
It would be better for me to have every "Instrument.MasterInstrument.Name" that NT can plot from every vendor.

If not, i would need to know the "Instrument.MasterInstrument.Name" of these products:

WHEAT - CHICAGO BOARD OF TRADE
WHEAT - KANSAS CITY BOARD OF TRADE
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
CORN - CHICAGO BOARD OF TRADE
CORN - MIDAMERICA COMMODITY EXCHANGE
OATS - CHICAGO BOARD OF TRADE
SOYBEANS - CHICAGO BOARD OF TRADE
MINI SOYBEANS - CHICAGO BOARD OF TRADE
SOYBEANS - MIDAMERICA COMMODITY EXCHANGE
SULFUR FINANCIAL INSTRUMENT - CHICAGO CLIMATE FUTURES EXCHANGE
CARBON FINANCIAL INSTRUMENT - CHICAGO CLIMATE FUTURES EXCHANGE
SOYBEAN OIL - CHICAGO BOARD OF TRADE
VIX FUTURES - CBOE FUTURES EXCHANGE
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
U.S. TREASURY BONDS - MIDAMERICA COMMODITY EXCHANGE
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
E-MINY NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
1-MONTH LIBOR RATE - INTERNATIONAL MONETARY MARKET
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
ROUGH RICE - CHICAGO BOARD OF TRADE
FRZN CONCENTRATED ORANGE JUICE - CITRUS ASSOC. OF NY COTTON EXC
13-WEEK U.S. TREASURY BILLS - INTERNATIONAL MONETARY MARKET
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FIVE-YEAR AGENCY NOTE - CHICAGO MERCANTILE EXCHANGE
TEN-YEAR AGENCY NOTE - CHICAGO BOARD OF TRADE
TEN-YEAR AGENCY NOTE - CHICAGO MERCANTILE EXCHANGE
BUTTER - CHICAGO MERCANTILE EXCHANGE
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE
MILK - CHICAGO MERCANTILE EXCHANGE
BFP MILK, LARGE - COFFEE,COCOA AND SUGAR EXCHANG
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FROZEN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
RANDOM LENGTH LUMBER-80/110000 - CHICAGO MERCANTILE EXCHANGE
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
ELECTRICITY (CA-OR BORDER) - NEW YORK MERCANTILE EXCHANGE
ELECTRICITY (PALO VERDE) - NEW YORK MERCANTILE EXCHANGE
ELECTRICITY (CINERGY) - NEW YORK MERCANTILE EXCHANGE
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
PROPANE GAS - NEW YORK MERCANTILE EXCHANGE
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE
CRUDE OIL, LIGHT 'SWEET' - NEW YORK MERCANTILE EXCHANGE
CRUDE OIL, BRENT - NEW YORK MERCANTILE EXCHANGE
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
COCOA - COFFEE,COCOA AND SUGAR EXCHANG
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
PLATINUM - NEW YORK MERCANTILE EXCHANGE
SUGAR NO. 11 - COFFEE,COCOA AND SUGAR EXCHANG
SUGAR NO. 14 - COFFEE,COCOA AND SUGAR EXCHANG
COFFEE C - COFFEE,COCOA AND SUGAR EXCHANG
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE
SILVER - COMMODITY EXCHANGE INC.
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE
GOLD - COMMODITY EXCHANGE INC.
CANADIAN DOLLAR - INTERNATIONAL MONETARY MARKET
SWISS FRANC - INTERNATIONAL MONETARY MARKET
DEUTSCHE MARK - INTERNATIONAL MONETARY MARKET
MEXICAN PESO - INTERNATIONAL MONETARY MARKET
POUND STERLING - INTERNATIONAL MONETARY MARKET
JAPANESE YEN - INTERNATIONAL MONETARY MARKET
U.S. DOLLARS-JAPANESE YEN - NEW YORK FUTURES EXCHANGE
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
EURO FX - INTERNATIONAL MONETARY MARKET
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE
NEW ZEALAND DOLLARS - NEW YORK COTTON EXCHANGE
NEW ZEALAND DOLLARS - INTERNATIONAL MONETARY MARKET
EURO/US DOLLAR - NEW YORK COTTON EXCHANGE
MUNICIPAL BOND INDEX - CHICAGO BOARD OF TRADE
SOUTH AFRICAN RAND - INTERNATIONAL MONETARY MARKET
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
DOW JONES INDUSTRIAL AVG, MID - CHICAGO BOARD OF TRADE
3-MONTH EURODOLLARS - INTERNATIONAL MONETARY MARKET
STOCK INDEX FUTURE, MVL - KANSAS CITY BOARD OF TRADE
INTERNET STOCK INDEX - KANSAS CITY BOARD OF TRADE
S&P 500 STOCK INDEX - INTERNATIONAL MONETARY MARKET
ALUMINUM - NEW YORK MERCANTILE EXCHANGE
NASDAQ-100 STOCK INDEX - INTERNATIONAL MONETARY MARKET
NASDAQ-100 STOCK INDEX (MINI) - INTERNATIONAL MONETARY MARKET
CRB/BRIDGE INDEX - NEW YORK FUTURES EXCHANGE
HIGH TECHNOLOGY INDEX - NEW YORK FUTURES EXCHANGE
AUSTRALIAN DOLLARS - NEW YORK COTTON EXCHANGE
AUSTRALIAN DOLLARS - INTERNATIONAL MONETARY MARKET
RUSSEL 2000 STOCK INDEX FUTURE - INTERNATIONAL MONETARY MARKET
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
RUSSEL 1000 STOCK INDEX FUTURE - NEW YORK FUTURES EXCHANGE
RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S.
NIKKEI STOCK AVERAGE - INTERNATIONAL MONETARY MARKET
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
STOCK INDEX FUT, EUROTOP 100 - COMMODITY EXCHANGE INC.
GOLDMAN-SACHS COMMODITY INDEX - INTERNATIONAL MONETARY MARKET
YEN/POUND XRATE - NEW YORK COTTON EXCHANGE
EURO/YEN CROSSRATE - NEW YORK COTTON EXCHANGE
AUSSIE-YEN XRATE - NEW YORK COTTON EXCHANGE
S&P 400 MIDCAP STOCK INDEX - INTERNATIONAL MONETARY MARKET
STOCK INDEX FUT, EUROTOP 300 - COMMODITY EXCHANGE INC.
EURO/SWEDISH KRONA XRATE - NEW YORK COTTON EXCHANGE
AUSSIE-KIWI XRATE - NEW YORK COTTON EXCHANGE
EURO/SFRANK CROSSRATE - NEW YORK COTTON EXCHANGE
3-MO. EUROYEN TIBOR - INTERNATIONAL MONETARY MARKET
3-MO. EUROYEN-LIBOR - INTERNATIONAL MONETARY MARKET
POUND/EURO CROSSRATE - NEW YORK COTTON EXCHANGE
RGGI CO2 ALLOWANCE - CHICAGO CLIMATE FUTURES EXCHANGE
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
EUR SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE
COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
SOCAL NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE
OTC HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
AEP DAYTON OFF PK

Thanks in advance,
jr.
www.jrbolsa.com

[Elliott Wave]

It's very encouraging to see that you are looking to support every futures market.

But as a suggestion, it might be a good idea to start with the currencies and futures contracts for the major indexes like the S&P and add support for other commodities later.

I'm only guessing, but I think most of the people looking to use the COT report with NT are trading those markets rather than things like oats or corn.

[jrbolsa]

It is the same work for me to work with one future or with 1000 futures, thanks for the suggestion but don't worry with that.
When it comes to the cot report, i think you know very well this report but in my opinion, the indexes and the e-minis don't have the best information from the cot report. The best moments to open a large or a short contract from the extreme positions of the commercials are seen in the agricultural, bonds, notes and currencies. Take a look at the "Trade Stocks and Commodities with the insiders" (Larry Williams), or simpler: take a look at the graphs; you'll see better indications in these products than in the indexes.

Thank you very much for the suggestion.

In few weeks i think we'll have them.

regards,
jr
www.jrbolsa.com

It's very encouraging to see that you are looking to support every futures market.

But as a suggestion, it might be a good idea to start with the currencies and futures contracts for the major indexes like the S&P and add support for other commodities later.

I'm only guessing, but I think most of the people looking to use the COT report with NT are trading those markets rather than things like oats or corn.

[jrbolsa]

It is the same work for me to work with one future or with 1000 futures, thanks for the suggestion but don't worry with that.
When it comes to the cot report, i think you know very well this report but in my opinion, the indexes and the e-minis don't have the best information from the cot report. The best moments to open a large or a short contract from the extreme positions of the commercials are seen in the agricultural, bonds, notes and currencies. Take a look at the "Trade Stocks and Commodities with the insiders" (Larry Williams), or simpler: take a look at the graphs; you'll see better indications in these products than in the indexes.

Thank you very much for the suggestion.

In few weeks i think we'll have them.

regards,
jr
www.jrbolsa.com

It's very encouraging to see that you are looking to support every futures market.

But as a suggestion, it might be a good idea to start with the currencies and futures contracts for the major indexes like the S&P and add support for other commodities later.

I'm only guessing, but I think most of the people looking to use the COT report with NT are trading those markets rather than things like oats or corn.

[avasfx]

Regardless of the market being traded, I think the CFTC Commitment of Traders report provides invaluable information on where the "Big Boys" are in the market. Personally, I've found using the COT data can be VERY effective as an overall directional filter in strategies. Use your system for timing, but only trade in the direction of large specs or commercials, which usually also happens to be the opposite direction as the general public. A further advantage of a COT indicator is that it makes absolutely no reference to price like every other indicator, so it gives a unique angle on the market.

Thank you for that indicator. But can you please help me, i'm new with NinjaTrader. I don't know where i need to place COT data? In which directory and in what file format? Can you also attach example of how data shoud be formatted, maybe in excel. The one that you attached to your previous post in form of text is unreadable.
Thank you one more time
Alex

[jrbolsa]

I don't know if you are asking me.
The indicator i'm developing will use a directory "c:\jrbolsa\cot" and there will be the files for every commodity. I'll use text files, not excel files. In VisualChart i worked with excel but it is slower and it depends on the excel version. So i decided to work with txt files. I have it yet but i need to register with a data vendor and this is a more difficult proccess because i don't know who is the better (and cheaper). I'm working now in another indicator which prints the seasonality but i'm having a problem with plotting an indicator of another indicator and the posts that i read don't help me.
I'll write soon when i have all of this.

regards,
jr.

https://www.jrbolsa.com

[avasfx]

I don't know if you are asking me.
The indicator i'm developing will use a directory "c:\jrbolsa\cot" and there will be the files for every commodity. I'll use text files, not excel files. In VisualChart i worked with excel but it is slower and it depends on the excel version. So i decided to work with txt files. I have it yet but i need to register with a data vendor and this is a more difficult proccess because i don't know who is the better (and cheaper). I'm working now in another indicator which prints the seasonality but i'm having a problem with plotting an indicator of another indicator and the posts that i read don't help me.
I'll write soon when i have all of this.

regards,
jr.
www.jrbolsa.com

Thank's for your answer, but i was asking "Elliott Wave".
Have a great day
Alex

[Elliott Wave]

The COT indicators I posted (in a different thread) were for MetaTrader not NinjaTrader (I was hoping someone could convert them) and the only one that I did post in NT format was non-functional, and merely for example purposes.

[deanz]

I bumped into a site last week that had interesting videos on how to understand their different COT indicators, maybe they might help give some one and idea or two:

http://www.shatterfield.com/cot.tutorials.php#

Dean.