Commitment of Traders (COT) indicator

[cunparis]

Originally Posted by jrbolsa

Could you check if you have ZR, ZO or/and ZC (daily data and how many years)?

Sorry for the late reply, I hadn't run Ninjatrader over the holiday weekend.

ZO & ZC daily from 4/1996
ZR from 8/2006. it has data from 1998 but there are no bars, just a line so I think the data there is not valid until 8/2006.

[jrbolsa]

Thank you so much!

jr.

[bingkeff]

Has anyone coded and have a functional indicator COT for NinjaTrader? Please help

[dowtrader]

Is this the same same COT as that displayed within Gomi's GomVolumeLadder? If not, what is the difference?

[yullah]

Originally Posted by jrbolsa

Thank you so much!

jr.

Please i will like to have this tested COT indicators that you have been discussing. the links given, i cant find the indicators there. please can i have it, and can it work with any MT4? please give me details

[zweistein]

here is my version,

http://www.zweisteintrading.eu/cotreport.htm

payment is one time only. All data is taken directly from cftc.gov
NT7R3 compatible (also NT7R2 version available)

regards
andreas

[yullah]

Originally Posted by zweistein

here is my version,

http://www.zweisteintrading.eu/cotreport.htm

payment is one time only. All data is taken directly from cftc.gov
NT7R3 compatible (also NT7R2 version available)

regards
andreas

thanks for the quick response,
i trade forex. does this indicatot work perfectly with FX? if it does please explain....

Regards

[zweistein]

the indicator works with NinjaTrader 7.

You can use any kind of data including forex data as long as the data can be shown in a Chart by NinjaTrader. The COTReport indicator is actually independent of the charted data as it communicates directly with the cftc.gov. In my example it displays cot data for eurofx from cftc.
On zweisteintrading.eu, there I chart the Eur-usd future, but you coudl use also EURUSD fx data.


regards

andreas

[yullah]

Appreciative,
Again, what do you personally trade with this indicator? How best does it work? Does it give alert/signal as to when to buy/sell?

....sorry for all these provocative questions... am new to NT and this COT indicator

regard

[monnn]

Originally Posted by zweistein

the indicator works with NinjaTrader 7.

You can use any kind of data including forex data as long as the data can be shown in a Chart by NinjaTrader. The COTReport indicator is actually independent of the charted data as it communicates directly with the cftc.gov. In my example it displays cot data for eurofx from cftc.
On zweisteintrading.eu, there I chart the Eur-usd future, but you coudl use also EURUSD fx data.


regards

andreas

Hi Andreas,
I have seen your indicator on your website and the options to plot.

Could your COTReport indicator display the open interest number in each trader category for long/short/spreading incl. the total open interest as individual dataseries ?
Could the dataseries be used in another indicator ? I.e. new indicator using dataseries from COTReport indicator.

((COTReport(EuroFx,Long,Futures,All).DealerInterme diary[0] - COTReport(EuroFx,Short,Futures,All).DealerIntermed iary[0]) / COTReport(EuroFx,Total,Futures,All).TotalOpenInter est[0] ) -
((COTReport(EuroFx,Long,Futures,All).DealerInterme diary[5] - COTReport(EuroFx,Short,Futures,All).DealerIntermed iary[5]) / COTReport(EuroFx,Total,Futures,All).TotalOpenInter est[5]

((COTReport(EuroFx,Long,Futures,All).LeveragedFund s[0] - COTReport(EuroFx,Spreading,Futures,All).LeveragedF unds[0]) / COTReport(EuroFx,Total,Futures,All).TotalOpenInter est[0] ) -
((COTReport(EuroFx,Long,Futures,All).LeveragedFund s[15] - COTReport(EuroFx,Spreading,Futures,All).LeveragedF unds[15]) / COTReport(EuroFx,Total,Futures,All).TotalOpenInter est[15] )

Thank you for your answer.
monnn

[zweistein]

Yes , you can display OI for all categories.
You can also use COTReport from another indicator and in backtesting.
Here an example:
OnBarUpdate(){
COTReport cotreport =COTReport(Input);
cotreport.Contract=contract;
cotreport.Display=display;
cotreport.Report=report;
cotreport.OpenInterestDisplay=COTReportHelper.Open InterestDisplayType.Contracts;
cotreport.OpenInterest=COTReportHelper.OpenInteres tType.Long;
cotreport.Update();

int h=HighestBar(cotreport.Commercial,BarsBackfromWeek sBack(weeks));
}

The version you can buy on the web uses the Legacy format, hence, Commercial/NonCommercial/NonReportable

As an addon (another 50Eur) I offer also the new disaggregated format (Dealer/Leveraged/Managed Money/OtherReportable)


Regards
Andreas

[monnn]

Originally Posted by zweistein

Yes , you can display OI for all categories.
You can also use COTReport from another indicator and in backtesting.
Here an example:
OnBarUpdate(){
COTReport cotreport =COTReport(Input);
cotreport.Contract=contract;
cotreport.Display=display;
cotreport.Report=report;
cotreport.OpenInterestDisplay=COTReportHelper.Open InterestDisplayType.Contracts;
cotreport.OpenInterest=COTReportHelper.OpenInteres tType.Long;
cotreport.Update();

int h=HighestBar(cotreport.Commercial,BarsBackfromWeek sBack(weeks));
}

The version you can buy on the web uses the Legacy format, hence, Commercial/NonCommercial/NonReportable

As an addon (another 50Eur) I offer also the new disaggregated format (Dealer/Leveraged/Managed Money/OtherReportable)


Regards
Andreas

Thank you for the answer, Andreas.
1.Are both versions available for all markets and instruments ? Simply for all COT Reports ?
2.Both Futures COT Report and Futures-and-Options-Combined COT Report ?
3.Number of traders in each category ?
4.CIT Report (Supplemental Commodity Index) ?
5.How far back (years) does your indicator go ? Could you specify as much as possible ?
Thank you for your answers and explanation.
monnn

[zweistein]

All yes, except for CIT Index which is not there.
Number of Traders also yes.
Data goes back as far as cftc.gov has it, dipending on the instrument sometimes back to 2009 sometimes back to 1990.
Andreas

[nicosxm]

Hi guys,
As anyone figured out how to bring this great COT Indicator from track'n trade to NinjaTrader 7
http://www.commitmentoftraders.com/cotexamples.htm
Thanks,

Nico.

[aligator]

Originally Posted by NinjaTrader_Bertrand

Hi Elliott Wave,

Thanks for posting your ideas and your skeleton COT indicator.

I will forward it promptly to our development team!

Have a great day!

Hi Bertrand,

It has been almost 3.5 years (many versions ago) since you "promptly" forwarded a request for a COT indicator to your development team, did they loose it? Just to let you know, the competition is way ahead in this area. Hopefully, NT8 will address a lot of the requests in charting and technical areas and not just revised to add more admin and functionality improvements.

Good luck!