Cot Report In Ninjatrader

[rretch]

Thank you for the link. The article is very interesting, it will take me some time to study it and see if I can do some tests. What I get is to look for divergence. Trend up & OI down. This could be programmed using a simple moving average and comparing the slopes.

i'd be up for helping you test it out....just let me know. Just to let you know though, i don't know one thing about programming.

-robert

[evensteven]

COT indicator by Larry Williams

Jr, I am most interested in the one used by Larry. That is what got me started on the COT to begin with. If you have an indicator programmed that works like the one Larry Williams uses, please let me know. If you rent it out on a monthly basis, then let me know the price and where to go to get hooked up. Thank you.

[Elliott Wave]

Finally an open-code COT indicator has been released for NT.

It's still in need of some work, but anyone following this thread should check it out (and contribute testing and coding if you can).

http://www.ninjatrader-support2.com/vb/showthread.php?p=99786#post99786

[idolzhenko]

I made COT for NT. It used my mysql server with datas from CFTC.gov

[wuolong]

Looks very cool. Where can we download it? Thanks!

I made COT for NT. It used my mysql server with datas from CFTC.gov

[idolzhenko]

1. You must setup your mysql server
2. You must create tables

CREATE TABLE COT.cot_datafeed(
contract_code CHAR (6) NOT NULL COMMENT 'CFTC Contract Market Code',
datafeed_code VARCHAR (6) NOT NULL COMMENT 'Datafeed code',
UNIQUE INDEX index1 USING BTREE (contract_code, datafeed_code)
)

CREATE TABLE COT.cot_report(
report_date DATE NOT NULL COMMENT 'As of Date in Form YYYY-MM-DD',
contract_code CHAR (6) NOT NULL COMMENT 'CFTC Contract Market Code',
market_code VARCHAR (4) NOT NULL COMMENT 'CFTC Market Code in Initials',
commodity_code CHAR (3) NOT NULL COMMENT 'CFTC Commodity Code',
open_interest_all INT (11) NOT NULL COMMENT 'Open Interest (All)',
large_long_all INT (11) NOT NULL COMMENT 'Noncommercial Positions-Long (All)',
large_short_all INT (11) NOT NULL COMMENT 'Noncommercial Positions-Short (All)',
large_spread_all INT (11) NOT NULL COMMENT 'Noncommercial Positions-Spreading (All)',
comm_long_all INT (11) NOT NULL COMMENT 'Commercial Positions-Long (All)',
comm_short_all INT (11) NOT NULL COMMENT 'Commercial Positions-Short (All)',
comm_large_long_all INT (11) NOT NULL COMMENT 'Total Reportable Positions-Long (All)',
comm_large_short_all INT (11) NOT NULL COMMENT 'Total Reportable Positions-Short (All)',
specs_long_all INT (11) NOT NULL COMMENT 'Nonreportable Positions-Long (All)',
specs_short_all INT (11) NOT NULL COMMENT 'Nonreportable Positions-Short (All)',
open_interest_old INT (11) NOT NULL COMMENT 'Open Interest (Old)',
large_long_old INT (11) NOT NULL COMMENT 'Noncommercial Positions-Long (Old)',
large_short_old INT (11) NOT NULL COMMENT 'Noncommercial Positions-Short (Old)',
large_spread_old INT (11) NOT NULL COMMENT 'Noncommercial Positions-Spreading (Old)',
comm_long_old INT (11) NOT NULL COMMENT 'Commercial Positions-Long (Old)',
comm_short_old INT (11) NOT NULL COMMENT 'Commercial Positions-Short (Old)',
comm_large_long_old INT (11) NOT NULL COMMENT 'Total Reportable Positions-Long (Old)',
comm_large_short_old INT (11) NOT NULL COMMENT 'Total Reportable Positions-Short (Old)',
specs_long_old INT (11) NOT NULL COMMENT 'Nonreportable Positions-Long (Old)',
specs_short_old INT (11) NOT NULL COMMENT 'Nonreportable Positions-Short (Old)',
open_interest_other INT (11) NOT NULL COMMENT 'Open Interest (Other)',
large_long_other INT (11) NOT NULL COMMENT 'Noncommercial Positions-Long (Other)',
large_short_other INT (11) NOT NULL COMMENT 'Noncommercial Positions-Short (Other)',
large_spread_other INT (11) NOT NULL COMMENT 'Noncommercial Positions-Spreading (Other)',
comm_long_other INT (11) NOT NULL COMMENT 'Commercial Positions-Long (Other)',
comm_short_other INT (11) NOT NULL COMMENT 'Commercial Positions-Short (Other)',
comm_large_long_other INT (11) NOT NULL COMMENT 'Total Reportable Positions-Long (Other)',
comm_large_short_other INT (11) NOT NULL COMMENT 'Total Reportable Positions-Short (Other)',
specs_long_other INT (11) NOT NULL COMMENT 'Nonreportable Positions-Long (Other)',
specs_short_other INT (11) NOT NULL COMMENT 'Nonreportable Positions-Short (Other)',
change_open_interest_all INT (11) NOT NULL COMMENT 'Change in Open Interest (All)',
change_large_long_all INT (11) NOT NULL COMMENT 'Change in Noncommercial-Long (All)',
change_large_short_all INT (11) NOT NULL COMMENT 'Change in Noncommercial-Short (All)',
change_large_spread_all INT (11) NOT NULL COMMENT 'Change in Noncommercial-Spreading (All)',
change_comm_long_all INT (11) NOT NULL COMMENT 'Change in Commercial-Long (All)',
change_comm_short_all INT (11) NOT NULL COMMENT 'Change in Commercial-Short (All)',
change_cl_long_all INT (11) NOT NULL COMMENT 'Change in Total Reportable-Long (All)',
change_cl_short_all INT (11) NOT NULL COMMENT 'Change in Total Reportable-Short (All)',
change_specs_long_all INT (11) NOT NULL COMMENT 'Change in Nonreportable-Long (All)',
change_specs_short_all INT (11) NOT NULL COMMENT 'Change in Nonreportable-Short (All)',
INDEX idx_market_code USING BTREE (market_code),
UNIQUE INDEX pk_cot_report USING BTREE (contract_code, report_date)
)

3. You must get COT report from CFTC.gov

http://www.cftc.gov/files/dea/history/deacot2000.zip

...

http://www.cftc.gov/files/dea/history/deacot2009.zip

and put data in table cot_report

4. You must put in cot_datafeed table data. For example
contract_code datafeed_code
232741 6A
096742 6B
090741 6C
099741 6E
097741 6J
095741 6M
092741 6S
033661 CT
098662 DX
13874A ES
...
and so on.

5. You must install .Net connector for MySQL

http://dev.mysql.com/downloads/connector/net/5.2.html

6. You must write in References
C:\Program Files\MySQL\MySQL Connector Net 5.2.7\Binaries\.NET 2.0\MySql.Data.dll;
C:\WINDOWS\Microsoft.NET\Framework\v2.0.50727\Syst em.Data.dll;

7. You must import MTDcot indicator

That's all.

It is source code for indicators with trial access (1 month) to my mysql.

[popeye]

Here is a different version.

-I reversed the plot logic so above center is a rising trend, and below is a falling trend.

-There is a second smoothed plot which can be used with the other line in a crossover system, or as the primary signal to reduce some whipsaws.

-The color scheme has been changed to be a little less ugly.

Hopefully its useful to somebody.


*The version I'm using uses the JMA, but since that's a proprietary indicator, I used the T3 for this version.

Hi EW,

Do you have this for NT 7? doesn't seem to work in NT 7. Thanks!

[zweistein]

Hello,

you could use my COTReport for NT7. See http://www.zweisteintrading.eu/cotreport.htm

No monthly fee, just a one time payment.

COTReport can also be used in backtesting (allthough some restrictions apply)

regards

andreas

[popeye]

i am not sure but this person seems to be utilizing Larry Williams technique of the COT proxy. is that what you are looking for?

see http://uncleti88.blogspot.com/

he is using it to trade stocks

[LucySwich]

I am most interested in the one used by Larry. That is what got me started on the COT to begin with. If you have an indicator programmed that works like the one Larry Williams uses, please let me know. If you rent it out on a monthly basis, then let me know the price and where to go to get hooked up. Thank you.Many thanks

[Jonatan Allan]

Hello . I downloaded the data from the " CFTC.gov " and have the .zip files . But I did not understand how to add them in the " cot_report " table. This method is totally manual? Could you explain that? And the " contract_code " I use that you passed. For example? " Contract_code datafeed_code
232741 6A " ?

[zweistein]

COTReport for NinjaTrader 8

Hello to all,

finally a complete COTReport integration into NinjaTrader 8 is available.

Please have a look at
http://www.zweisteintrading.eu/cotreport.htm

Best regards
Andreas

https://www.zweisteintrading.eu