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Indicator using COT data series

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    Indicator using COT data series

    I would like to create a custom indicator that uses a custom data series. Is this possible? The data will be weekly values of open positions from the Commitment of Traders cftc weekly reports. How do I need to shape the data so that it can be read by an indicator? Thanks for any help

    #2
    Hello KSTrader,

    Thanks for your post.

    Custom data series can be created with a Series<double>. This could also be done with a plot as plots are Series<double>'s. After creating your plot or Series<double> in your indicator you can parse your COT data and assign it to the Series<double> or the plot's Values Series. The data can then be used like typical Series objects in your script. I would recommend creating a plot so the data can be accessed in other indicators and in strategies.

    Parsing the data will be a general C# approach that would not necessarily be supported by NinjaTrader. You may be using general C# to download the data directly or you may wish to download a file and read it to analyze and sort the data ion your script.

    More information on creating/using plots and creating Series objects can be found below. I'll also include a link to our StreamReader example if your approach involves reading a file for the COT data.

    AddPlot() - https://ninjatrader.com/support/help...us/addplot.htm

    Series<double> - https://ninjatrader.com/support/help...us/seriest.htm

    SampleStreamReader - https://ninjatrader.com/support/help...o_read_fro.htm

    Please let us know if you have any additional questions.
    JimNinjaTrader Customer Service

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      #3
      You're awesome. I'll try it and keep you posted. Thanks

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        #4
        NinjaTrader_Jim ​​​​​​​NinjaTrader_ShawnB NinjaTrader_ChelseaB , lots of folks make reference to a free COT report indicator ? Do you know where I can find it? Thanks for your help.

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          #5
          I had one which was developed by Alan P of NT support team, but that is taken down. Jim has recently informed me that and submitted a feature requested on my behalf for this COT indicator to their development team. I hope they will work on this very quickly, as it looks like this if of high demand.

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            #6
            Hello KSTrader,

            There used to be a free COT indicator on the User App Share but is not longer maintained and was taken down. You may check our EcoSystem if any vendors have one available or we could have someone reach out with more information on NinjaScript Consultants who can build one for you, if you are interested.

            I'll also add a vote on your behalf for us to include a free COT indicator with the platform. We are tracking interest in our additional indicators ticket SFT-2387.

            If there is anything else we can do to help, please let us know.
            JimNinjaTrader Customer Service

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              #7
              Thanks NinjaTrader_Jim

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