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- PigintheWin replied Oct 4, 2016
Getting the Commodities seem simple enough. I guess its the "Futures-and-Options Combined Reports:" you are looking at? And getting the COT by calculating the difference between "Comm_Positions_Long_All" and "Comm_Positions_Short_All" using the ...
- PigintheWin replied Sep 21, 2016
Thanks for this awesome indicator, very useful! May I ask how you calculate the COT combined data for the commercial spec based on the CFTC data? Im trying to backtest and get the numbers into excel but cant figure it out.. =/
- Posts by Member Search: 'PigintheWin'