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Cot Report In Ninjatrader

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    Cot Report In Ninjatrader

    I need only a pair of modifications, but take a look at this:

    http://www.jrbolsa.com/jrCot.PNG

    I haven't been programming since mid-december until friday because of my work. I think I'll finish the cot report in this week.

    After that, two other indicators (seasonal and another one wich simulates the commercials in wathever index, stock, commodity, etc...).

    regards,
    jr.
    www.jrbolsa.com

    #2
    Looks nice, I'm looking forward to it.

    If you need a beta tester, let me know.

    Comment


      #3
      Likewise. Looks very interesting...

      Comment


        #4
        Sign me up for a beta tester.

        Comment


          #5
          ditto -- cool stuff, indeed!

          Comment


            #6
            Cunparis, three questions:
            i/ I had a problem yesterday with the nt (I wanted to incorporate the data of the Ibex35 and I selected the "import stock symbol list". I have now thousands of instruments. That's not the problem. The problem is - I don't know if that's the cause - that I can't connect to barchart
            ii/ My indicators are "opened code", and I want to hide it. It will not be opened.
            iii/ I must consider my relation with NT. I must study this colaboration
            Don't be worry; write me ([email protected]) and I'll send you them (closed) in order to check them.

            2-man, what does "ditto -- cool stuff, indeed!" mean? Excuse me for my poor english

            regards,
            jr.

            Comment


              #7
              Another example with more samples: SP500: http://www.jrbolsa.com/090510sp500.PNG
              You can see there that the "jrCotProx" runs better than the commercials :-)
              And if you want to understand how the jrSeasix runs I'll copy/paste another post from some days ago:

              sp500, weekly
              http://www.jrbolsa.com/jrSeas0.PNG

              ok, probably most of you are not seeing anything.
              Let's see only one year, and daily:
              http://www.jrbolsa.com/jrSeas1.PNG

              Perhaps someone's thinking that everything is easy to predict once it happened.
              So, let's see the same years, daily:
              http://www.jrbolsa.com/jrSeas2.PNG

              Can you see now that the indicator doesn't change year after year and it predicts quite well where tops and bottoms are?

              summarizing:
              Commodities and cot report: http://www.jrbolsa.com/jrCot.PNG
              Something like cot report for every chart: http://www.jrbolsa.com/jrCotProx.PNG
              and now, seasonality: http://www.jrbolsa.com/jrSeas2.PNG

              Comment


                #8
                Do you have link JR to download COT

                JR, do you have a link for your version of the COT? Where can we download the indicator, not all the reports. Thanks.

                Comment


                  #9
                  Hello Evensteven,

                  I have the cot report but not for giving it to anyone. I must hide the code before that.
                  And I'll share it only renting it in a month by month basis.
                  The cot report is a great indicator although I think that the Cot Proxy (if you know Larry Williams' one) or the Seasonality are better.
                  I have them in NinjaTrader, VisualChart and Prorealtime.

                  regards,
                  jr.
                  www.jrbolsa.com

                  Comment


                    #10
                    Do they use the data from the cftc, or some custom format you created?

                    I think NT makes it really easy to lease your indicators through them. You should consider looking into that.

                    Originally posted by jrbolsa View Post
                    Hello Evensteven,

                    I have the cot report but not for giving it to anyone. I must hide the code before that.
                    And I'll share it only renting it in a month by month basis.
                    The cot report is a great indicator although I think that the Cot Proxy (if you know Larry Williams' one) or the Seasonality are better.
                    I have them in NinjaTrader, VisualChart and Prorealtime.

                    regards,
                    jr.
                    www.jrbolsa.com

                    Comment


                      #11
                      It uses the cftc data.

                      regards,
                      jr.
                      www.jrbolsa.com

                      Comment


                        #12
                        Originally posted by jrbolsa View Post
                        Hello Evensteven,

                        I have the cot report but not for giving it to anyone. I must hide the code before that.
                        And I'll share it only renting it in a month by month basis.
                        The cot report is a great indicator although I think that the Cot Proxy (if you know Larry Williams' one) or the Seasonality are better.
                        I have them in NinjaTrader, VisualChart and Prorealtime.

                        regards,
                        jr.
                        www.jrbolsa.com
                        How does Larry Williams make his COT proxy?

                        I am a bit skeptical of mechanical ways to interpret the COT data. Things change and also change in positions depends on the context of the market. I find the COT quite complicated, good for a general direction but you have to use other TA for confirmation, timing, etc..

                        Comment


                          #13
                          Take a look at this:
                          http://www.jrbolsa.com/081004.htm
                          In the graph, "JRCOTIXC_LC" is the indicator that paints the net commercials positions in Live Cattle.
                          "JRP_JRCOTIXC_LC" is the cot report between 0 and 100 (percentualized)
                          "JRCOTPROX_LC" is the cot proxy
                          In my last "silver" comment you can see how we did 42% in "Adolfo Domínguez (ADZ)": http://www.jrbolsa.com/090606adz.png using the cot proxy

                          If you need, I can show you more examples showing the little difference between the cot report and the cot proxy

                          regards,
                          jr
                          www.jrbolsa.com

                          Comment


                            #14
                            Originally posted by cunparis View Post
                            How does Larry Williams make his COT proxy?

                            I am a bit skeptical of mechanical ways to interpret the COT data. Things change and also change in positions depends on the context of the market. I find the COT quite complicated, good for a general direction but you have to use other TA for confirmation, timing, etc..
                            I do respect your skepticism, but I'm not sure an application would have to 'interpret' the data. The data is what it is....data. This data is not scientific or historic data, for example, which can be interpreted differently by different background academics. I use an excel sheet to make my own COT indicator, and there is no interpretation while I plug in the numbers....there is nothing to interpret.

                            Yes, things in the market do change and the COT data reflects this. Though it's possible, I don't think the govt. is skewing the data for any particular reason....though, that 'may' be the only source of potential interpretation mistakes. But, counting contracts (and their open interests) is not of particular difficulty.

                            I guess the only other area of concern would be in the code, though that can be easily checked with CFTC releases.

                            -robert
                            Last edited by rretch; 06-06-2009, 02:56 PM.

                            Comment


                              #15
                              I think the COT Proxy is different. From what I've read the indicator 'tries to emulate the COT so that you can use it on securities that dont have COT'. I could be wrong though.

                              Comment

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