Cot Report In Ninjatrader

[cunparis]

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..

[jrbolsa]

It uses the cftc data.

regards,
jr.

https://www.jrbolsa.com

[Elliott Wave]

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.

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

[jrbolsa]

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.

https://www.jrbolsa.com

[evensteven]

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.

[jrbolsa]

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

[jrbolsa]

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.

[e-man]

ditto -- cool stuff, indeed!

[cunparis]

Sign me up for a beta tester.

[jthom]

Likewise. Looks very interesting...

[Elliott Wave]

Looks nice, I'm looking forward to it.

If you need a beta tester, let me know.

[jrbolsa]

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.

https://www.jrbolsa.com