Forex Factory (https://www.forexfactory.com/forum.php)
-   Trading Discussion (https://www.forexfactory.com/forumdisplay.php?f=11)
-   -   FOREX COT Data With Z-Scores (https://www.forexfactory.com/showthread.php?t=910498)

data.trade Apr 17, 2019 9:00am | Post# 1

FOREX COT Data With Z-Scores
 
1 Attachment(s)
Is anyone interested in this?

I find the Z-Scores useful

Click to Enlarge

Name: COT.png
Size: 49 KB

Thanks Jack

gdpls Apr 21, 2019 1:23pm | Post# 2

Sure Jack, I am interested in your Z-Scores & COT reports. If you start posting this info, many will follow you. Subscribed. Saw your Z-scores and COT report explanatios in WTI Oil.

Looking forward to your postings.

Regards!

data.trade Apr 21, 2019 8:31pm | Post# 3

Sure Jack, I am interested in your Z-Scores & COT reports. If you start posting this info, many will follow you. Subscribed. Saw your Z-scores and COT report explanatios in WTI Oil. Looking forward to your postings. Regards!
Great! Happy you are getting some value.

I'll be posting my COT reports and Implied Vol data over at https://www.forexfactory.com/showthr...5#post12231495 so you may want to subscribe over there instead.

COT reports every Tuesday and Implied Volatility Tuesdays and Thursdays.

As macro/fundamentals are a big part of my trading I'm hoping a community starts to build that bounces different ideas of each other. I will also have my trading results posted there for proof of profitable macro process.

Thanks for your reply gdpls and good luck with the coming trading week, Keep in touch.

Jack

NPSystems Apr 21, 2019 8:47pm | Post# 4

{quote} Great! Happy you are getting some value. I'll be posting my COT reports and Implied Vol data over at https://www.forexfactory.com/showthr...5#post12231495 so you may want to subscribe over there instead. COT reports every Tuesday and Implied Volatility Tuesdays and Thursdays. As macro/fundamentals are a big part of my trading I'm hoping a community starts to build that bounces different ideas of each other. I will also have my trading results posted there for proof of profitable macro process. Thanks for your reply...
Are you manually inputting the statistics from the CFTC website or is your spreadsheet automatically pulling the data from their site?

MoshiM Apr 21, 2019 9:10pm | Post# 5

{quote} Are you manually inputting the statistics from the CFTC website or is your spreadsheet automatically pulling the data from their site?
Within their weekly releases, the CFTC does not include any form of statistics beyond a basic overview of who owns what and what percentage of Open Interest they account for.
If the intent behind your post was to figure out how to easily get the data from the CFTC into Excel then use of Power Query (available in Excel 2016 and downloadable for 2010 & 2013) via its Web Query function can easily refresh and import the data (message me if you have an older version). Then you can use a macro(if you want to move lots of data to specific Worksheets) or manually copy and paste the data into a separate table (or don't if you wish) and then use a formula to calculate whatever you want.
As an example http://bit.ly/CFTCMM

data.trade Apr 21, 2019 10:10pm | Post# 6

{quote} Are you manually inputting the statistics from the CFTC website or is your spreadsheet automatically pulling the data from their site?
z-scores are calculated by a spreadsheet but the original data has to be entered in manually. I do plan on having something coded that will pull the data for me automatically. In saying this I have a huge amount of other algos i need to be programmed first that take up much more time and these will take priority.

Thanks for your input I hope my data is of some value.

Jack

heispark Apr 22, 2019 12:33am | Post# 7

Interesting topic. Subscribed. Please keep going....

data.trade Apr 22, 2019 7:04am | Post# 8

Interesting topic. Subscribed. Please keep going....
Great heispark! il be posting all my data over at https://www.forexfactory.com/showthr...5#post12231495

trying to keep it all in the same place.

thanks for the support mate

jack

data.trade Apr 23, 2019 9:13am | Post# 9

COT and Implied vol has been posted over at https://www.forexfactory.com/showthr...6#post12235326

GBP looks interesting

Thanks
Jack


© Forex Factory