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I need help using COT data in MT4

  • #1
  • First Post: Jan 5, 2008 6:15am Jan 5, 2008 6:15am
Hi,

I got some COT data from this site

http://www.shatterfield.com/res.historical.data.php

at the bottom it says to unzip it to MT4, which I did.

My problem is what do I do now to get the data to display?

Any ideas will be greatly appreciated.

Thanks.
  • #3
  • Jan 5, 2008 1:54pm Jan 5, 2008 1:54pm
Probably you have to get the data to MT4 (or make the MT4 read the data) using the Tools --> History Center. I cannot give exact details, because I have not done for anything other currencies (and also I am a trial-and-error guy).

Hope you are able to make it work.

Regards,
chandra
  • #4
  • Jan 6, 2008 2:46am Jan 6, 2008 2:46am
Quoting eagle4x
Hidden
I have a subscription to this service. First month is free.
  • #5
  • Jan 6, 2008 8:01am Jan 6, 2008 8:01am
Actually I have the data from that site, about 290 csv files. I tried importing through the History Center, but no joy. I guess I'll have to find an MT forum where folks have done this before. It's COT data, so I'm not sure if it's superimposed on an existing chart or creates its own chart. I'm pretty sure I've seen screenshots in the past with COT info on them in MT.

Thanks.
  • #6
  • Jan 6, 2008 9:39am Jan 6, 2008 9:39am
A bit off subject, but....

Dopey, what does COT do for you? Would you say that it is predictive in nature, or lagging?

Thanks in advance,
Tom
  • #7
  • Jan 6, 2008 11:22am Jan 6, 2008 11:22am
Quoting tdion
A bit off subject, but....

Dopey, what does COT do for you? Would you say that it is predictive in nature, or lagging?

Thanks in advance,
Tom
Hi tdion,

It's predictive in nature for sure. I was shown how to use it a few years ago. Like anything, it's not perfect, but it's a great sentiment tool. The key is in the open interest. Larry Williams has a book called "Secrets of the COT Report" that barring its lame title is actually pretty good at explaining exactly what the COTs represent and how to utilize that info.

In a way, it's kind of lagging in that unlike us, the big money players such as the commercials don't fuss over precise entries. They can be off by a month or two and 1 or 2 big figures and they aren't going to lose sleep over it. So for small traders, it can be a bit tricky with the timing which is why the COT is just a tool to supplement. I certainly wouldn't use it on its own.

I did quite a bit of work with the data from the CFTC two years ago and I just go curious about whether I could have it available in MT. In answer to my above problem I found on the same website as the data the indicators that are needed to utilize the data. I still can't get it working just quite right, but I'm sure I'll get there eventually.
  • #8
  • Edited 11:05pm Jan 6, 2008 9:21pm | Edited 11:05pm
Quoting Dopey
Hi,

I got some COT data from this site

http://www.shatterfield.com/res.historical.data.php

at the bottom it says to unzip it to MT4, which I did.

My problem is what do I do now to get the data to display?

Any ideas will be greatly appreciated.

Thanks.
This is the pdf instructions on how to install the cot indicators. I did spot two errors in this pdf and have emailed them to the owner. I have not received a response back yet.

Good Luck
Attached File(s)
File Type: pdf COT4MetaTrader inst.pdf   220 KB | 4,202 downloads
  • #9
  • Jan 6, 2008 11:59pm Jan 6, 2008 11:59pm
Quoting WHTenn
This is the pdf instructions on how to install the cot indicators. I did spot two errors in this pdf and have emailed them to the owner. I have not received a response back yet.

Good Luck
Just curious WH. Is there anything you Don't have?
  • #10
  • Jan 7, 2008 12:10am Jan 7, 2008 12:10am
Quoting billflet
Just curious WH. Is there anything you Don't have?
Check your pm... belated Ho Ho Ho!
  • #11
  • Jan 7, 2008 6:18am Jan 7, 2008 6:18am
Thanks a million, WH.


Quoting WHTenn
This is the pdf instructions on how to install the cot indicators. I did spot two errors in this pdf and have emailed them to the owner. I have not received a response back yet.

Good Luck
  • #12
  • Mar 4, 2010 1:15pm Mar 4, 2010 1:15pm
  •  dyos
  • | Joined Jul 2007 | Status: Automating forex strategies daily | 48 Posts
I created an EA for MT4 that you might find helpful. It will basically print the current COT report data on your MT4 screen. It is completely free but requires you download a file from CFTC. More information can be found here, http://www.jeremywhittaker.com/2010/...dex-variant-a/.
  • #13
  • Jan 7, 2013 7:44am Jan 7, 2013 7:44am
Quoting dyos
I created an EA for MT4 that you might find helpful. It will basically print the current COT report data on your MT4 screen. It is completely free but requires you download a file from CFTC. More information can be found here, http://www.jeremywhittaker.com/2010/...dex-variant-a/.
Nice work mate anyways to make it plot on a chart?
"Millionaires don't use astrology, billionaires do"
  • #14
  • Edited 10:55pm Jan 8, 2013 10:32pm | Edited 10:55pm
Quoting OrionsWay
Nice work mate anyways to make it plot on a chart?
I have modified another indy of mine to plot the data. Here is what you must do:

1. Download the attached Plot COT Futures data.ex4 indicator to your ..../experts/indicators folder. If you want the source code, copy the .mq4 file there also, but you must also copy the two .mqh files here into your ..../experts/include folder, for the .mq4 to compile correctly.

2. Download both of the attached .csv files into your ..../experts/files folder.

3. The indy expects to find a file named annual.txt in your ..../experts/files folder. You must download it from this webpage, as shown in the attached image. Every week, new data will have been added, hence you'll need to download a new version of the file. If you want to span multiple years, then you'll have to download multiple files, and join them yourself using a text editor.

4. Attach the Plot COT Futures data indy to any H4, D1 or W1 chart. You can have multiple plots on the same chart by attaching the indy multiple times. If you want the data to plot in a new sub-window, drag it to the main chart; if you want it to plot in the same sub-window as a previous plot, then drag it into the desired sub-window.

The parameters work as follows:

FileName — this can be anything you wish, but if you want to have multiple plots on the same chart (regardless of whether same or different sub-windows), by attaching the indy multiple times, then you MUST use a different FileName for each plot (instance of the indy).

COTItemType — choose a numeric value from this selection, depending on the COT item you want plotted:
Inserted Code
1  =  1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE
2  =  10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
3  =  2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
4  =  3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE
5  =  30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
6  =  3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
7  =  5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
8  =  AECO FIN BASIS - ICE FUTURES ENERGY DIV
9  =  AECO FIN BASIS - ICE OTC
10  =  AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE
11  =  AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
12  =  AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
13  =  BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE
14  =  BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
15  =  BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE
16  =  BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE
17  =  BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE
18  =  BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
19  =  BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE
20  =  CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
21  =  CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE
22  =  CBT ETHANOL - CHICAGO BOARD OF TRADE
23  =  CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE
24  =  CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE
25  =  CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE
26  =  CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV
27  =  CHICAGO FIN BASIS - ICE OTC
28  =  COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE
29  =  COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE
30  =  COCOA - ICE FUTURES U.S.
31  =  COFFEE C - ICE FUTURES U.S.
32  =  CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE
33  =  COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
34  =  CORN - CHICAGO BOARD OF TRADE
35  =  COTTON NO. 2 - ICE FUTURES U.S.
36  =  CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE
37  =  CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
38  =  CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE
39  =  DJIA Consolidated - CHICAGO BOARD OF TRADE
40  =  DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
41  =  DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
42  =  DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE
43  =  DRY WHEY - CHICAGO MERCANTILE EXCHANGE
44  =  DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC
45  =  DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
46  =  EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
47  =  E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
48  =  E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
49  =  EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE
50  =  EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
51  =  EURO FX - CHICAGO MERCANTILE EXCHANGE
52  =  EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE
53  =  EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE
54  =  FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE
55  =  FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
56  =  FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.
57  =  FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE
58  =  GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE
59  =  GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE
60  =  GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE
61  =  GOLD - COMMODITY EXCHANGE INC.
62  =  GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
63  =  GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE
64  =  GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE
65  =  GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE
66  =  GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE
67  =  GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE
68  =  GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
69  =  GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE
70  =  GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE
71  =  HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE
72  =  HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE
73  =  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
74  =  HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE
75  =  HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE
76  =  HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
77  =  HSC FIN BASIS - ICE FUTURES ENERGY DIV
78  =  HSC FIN BASIS - ICE OTC
79  =  IN DELIVERY MONTH EUA - GREEN EXCHANGE
80  =  IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE
81  =  INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE
82  =  INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE
83  =  ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
84  =  ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
85  =  ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
86  =  ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
87  =  JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE
88  =  JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
89  =  LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
90  =  LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
91  =  LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
92  =  MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
93  =  MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV
94  =  MID-C FINANCIAL OFF-PEAK OTC - ICE OTC
95  =  MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV
96  =  MID-C FINANCIAL PEAK OTC - ICE OTC
97  =  MILK, Class III - CHICAGO MERCANTILE EXCHANGE
98  =  MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
99  =  MINI SOYBEANS - CHICAGO BOARD OF TRADE
100  =  MSCI EAFE MINI INDEX - NYSE LIFFE
101  =  MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE
102  =  MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE
103  =  MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE
104  =  MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE
105  =  MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE
106  =  MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
107  =  NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE
108  =  NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE
109  =  NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
110  =  NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
111  =  NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
112  =  NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV
113  =  NATURAL GAS ICE HENRY HUB - ICE OTC
114  =  NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
115  =  NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
116  =  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
117  =  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
118  =  NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE
119  =  NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
120  =  NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV
121  =  NWP ROCKIES FIN BASIS - ICE OTC
122  =  NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE
123  =  NY FO 1% v EUR 1% FO FOB NWE - NEW YORK MERCANTILE EXCHANGE
124  =  NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
125  =  NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE
126  =  NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
127  =  NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
128  =  NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
129  =  NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
130  =  NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
131  =  NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE
132  =  OATS - CHICAGO BOARD OF TRADE
133  =  PALLADIUM - NEW YORK MERCANTILE EXCHANGE
134  =  PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
135  =  PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV
136  =  PG&E CITYGATE FIN BASIS - ICE OTC
137  =  PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
138  =  PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
139  =  PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
140  =  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
141  =  PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
142  =  PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
143  =  PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
144  =  PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
145  =  PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
146  =  PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
147  =  PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
148  =  PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
149  =  PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE
150  =  PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
151  =  PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE
152  =  PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV
153  =  PJM WH OFF PEAK REAL TIME OTC - ICE OTC
154  =  PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV
155  =  PJM WH REAL TIME PEAK OTC - ICE OTC
156  =  PLATINUM - NEW YORK MERCANTILE EXCHANGE
157  =  RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
158  =  RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
159  =  RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE
160  =  RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE
161  =  ROUGH RICE - CHICAGO BOARD OF TRADE
162  =  RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.
163  =  RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE
164  =  S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE
165  =  S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
166  =  S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE
167  =  SILVER - COMMODITY EXCHANGE INC.
168  =  SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
169  =  SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE
170  =  SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE
171  =  SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE
172  =  SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
173  =  SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
174  =  SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
175  =  SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
176  =  SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE
177  =  SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE
178  =  SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV
179  =  SOCAL BORDER FIN BASIS - ICE OTC
180  =  SOYBEAN MEAL - CHICAGO BOARD OF TRADE
181  =  SOYBEAN OIL - CHICAGO BOARD OF TRADE
182  =  SOYBEANS - CHICAGO BOARD OF TRADE
183  =  SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV
184  =  SP15 FIN DA LPM OFF PEAK OTC - ICE OTC
185  =  SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV
186  =  SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC
187  =  SUGAR NO. 11 - ICE FUTURES U.S.
188  =  SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
189  =  U.S. DOLLAR INDEX - ICE FUTURES U.S.
190  =  U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
191  =  ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE
192  =  UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE
193  =  VIX FUTURES - CBOE FUTURES EXCHANGE
194  =  WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
195  =  WAHA FIN BASIS - ICE FUTURES ENERGY DIV
196  =  WAHA FIN BASIS - ICE OTC
197  =  WHEAT - CHICAGO BOARD OF TRADE
198  =  WHEAT - KANSAS CITY BOARD OF TRADE
199  =  WHEAT - MINNEAPOLIS GRAIN EXCHANGE
200  =  WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
201  =  WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE
COTColumnNo — choose a numeric value from this selection, depending on the COT value you want plotted:
Inserted Code
8  =  Open_Interest_All
9  =  NonComm_Positions_Long_All
10  =  NonComm_Positions_Short_All
11  =  NonComm_Postions_Spread_All
12  =  Comm_Positions_Long_All
13  =  Comm_Positions_Short_All
14  =  Tot_Rept_Positions_Long_All
15  =  Tot_Rept_Positions_Short_All
16  =  NonRept_Positions_Long_All
17  =  NonRept_Positions_Short_All
18  =  Open_Interest_Old
19  =  NonComm_Positions_Long_Old
20  =  NonComm_Positions_Short_Old
21  =  NonComm_Positions_Spread_Old
22  =  Comm_Positions_Long_Old
23  =  Comm_Positions_Short_Old
24  =  Tot_Rept_Positions_Long_Old
25  =  Tot_Rept_Positions_Short_Old
26  =  NonRept_Positions_Long_Old
27  =  NonRept_Positions_Short_Old
28  =  Open_Interest_Other
29  =  NonComm_Positions_Long_Other
30  =  NonComm_Positions_Short_Other
31  =  NonComm_Positions_Spread_Other
32  =  Comm_Positions_Long_Other
33  =  Comm_Positions_Short_Other
34  =  Tot_Rept_Positions_Long_Other
35  =  Tot_Rept_Positions_Short_Other
36  =  NonRept_Positions_Long_Other
37  =  NonRept_Positions_Short_Other
38  =  Change_in_Open_Interest_All
39  =  Change_in_NonComm_Long_All
40  =  Change_in_NonComm_Short_All
41  =  Change_in_NonComm_Spead_All
42  =  Change_in_Comm_Long_All
43  =  Change_in_Comm_Short_All
44  =  Change_in_Tot_Rept_Long_All
45  =  Change_in_Tot_Rept_Short_All
46  =  Change_in_NonRept_Long_All
47  =  Change_in_NonRept_Short_All
48  =  Pct_of_Open_Interest_All
49  =  Pct_of_OI_NonComm_Long_All
50  =  Pct_of_OI_NonComm_Short_All
51  =  Pct_of_OI_NonComm_Spread_All
52  =  Pct_of_OI_Comm_Long_All
53  =  Pct_of_OI_Comm_Short_All
54  =  Pct_of_OI_Tot_Rept_Long_All
55  =  Pct_of_OI_Tot_Rept_Short_All
56  =  Pct_of_OI_NonRept_Long_All
57  =  Pct_of_OI_NonRept_Short_All
58  =  Pct_of_Open_Interest_Old
59  =  Pct_of_OI_NonComm_Long_Old
60  =  Pct_of_OI_NonComm_Short_Old
61  =  Pct_of_OI_NonComm_Spread_Old
62  =  Pct_of_OI_Comm_Long_Old
63  =  Pct_of_OI_Comm_Short_Old
64  =  Pct_of_OI_Tot_Rept_Long_Old
65  =  Pct_of_OI_Tot_Rept_Short_Old
66  =  Pct_of_OI_NonRept_Long_Old
67  =  Pct_of_OI_NonRept_Short_Old
68  =  Pct_of_Open_Interest_Other
69  =  Pct_of_OI_NonComm_Long_Other
70  =  Pct_of_OI_NonComm_Short_Other
71  =  Pct_of_OI_NonComm_Spread_Other
72  =  Pct_of_OI_Comm_Long_Other
73  =  Pct_of_OI_Comm_Short_Other
74  =  Pct_of_OI_Tot_Rept_Long_Other
75  =  Pct_of_OI_Tot_Rept_Short_Other
76  =  Pct_of_OI_NonRept_Long_Other
77  =  Pct_of_OI_NonRept_Short_Other
78  =  Traders_Tot_All
79  =  Traders_NonComm_Long_All
80  =  Traders_NonComm_Short_All
81  =  Traders_NonComm_Spread_All
82  =  Traders_Comm_Long_All
83  =  Traders_Comm_Short_All
84  =  Traders_Tot_Rept_Long_All
85  =  Traders_Tot_Rept_Short_All
86  =  Traders_Tot_Old
87  =  Traders_NonComm_Long_Old
88  =  Traders_NonComm_Short_Old
89  =  Traders_NonComm_Spead_Old
90  =  Traders_Comm_Long_Old
91  =  Traders_Comm_Short_Old
92  =  Traders_Tot_Rept_Long_Old
93  =  Traders_Tot_Rept_Short_Old
94  =  Traders_Tot_Other
95  =  Traders_NonComm_Long_Other
96  =  Traders_NonComm_Short_Other
97  =  Traders_NonComm_Spread_Other
98  =  Traders_Comm_Long_Other
99  =  Traders_Comm_Short_Other
100  =  Traders_Tot_Rept_Long_Other
101  =  Traders_Tot_Rept_Short_Other
102  =  Conc_Gross_LE_4_TDR_Long_All
103  =  Conc_Gross_LE_4_TDR_Short_All
104  =  Conc_Gross_LE_8_TDR_Long_All
105  =  Conc_Gross_LE_8_TDR_Short_All
106  =  Conc_Net_LE_4_TDR_Long_All
107  =  Conc_Net_LE_4_TDR_Short_All
108  =  Conc_Net_LE_8_TDR_Long_All
109  =  Conc_Net_LE_8_TDR_Short_All
110  =  Conc_Gross_LE_4_TDR_Long_Old
111  =  Conc_Gross_LE_4_TDR_Short_Old
112  =  Conc_Gross_LE_8_TDR_Long_Old
113  =  Conc_Gross_LE_8_TDR_Short_Old
114  =  Conc_Net_LE_4_TDR_Long_Old
115  =  Conc_Net_LE_4_TDR_Short_Old
116  =  Conc_Net_LE_8_TDR_Long_Old
117  =  Conc_Net_LE_8_TDR_Short_Old
118  =  Conc_Gross_LE_4_TDR_Long_Other
119  =  Conc_Gross_LE_4_TDR_Short_Other
120  =  Conc_Gross_LE_8_TDR_Long_Other
121  =  Conc_Gross_LE_8_TDR_Short_Other
122  =  Conc_Net_LE_4_TDR_Long_Other
123  =  Conc_Net_LE_4_TDR_Short_Other
124  =  Conc_Net_LE_8_TDR_Long_Other
125  =  Conc_Net_LE_8_TDR_Short_Other
(Hence there are more than 23,500 combos of Item Type and Column No that can potentially be plotted). I have absolutely no idea what any of these items mean, or how they might be useful to a spot forex trader. If anybody wants to explain, then please go ahead.

DateColumnNo — currently the date is in column 3. Don't change this, unless the format of the annual.txt file changes.


Please note: I've run some initial tests on my Win XP computer, and it seems to run fine (see screenshot). However, I don't have the facilities to troubleshoot any Win7 problems — you're on your own. And in any case, I've spent as much time as I can on a freebee project. The source code is attached if anybody wants to progress this further.

In the screenshot below, the indy has been attached twice:
--- The red plot has been created by setting COTItemType = 1; COTColumnNo = 8.
--- The blue plot has been created by setting COTItemType = 1; COTColumnNo = 9.

David
Attached Image(s) (click to enlarge)
Click to Enlarge Name: 2013-01-09_1708.jpg Size: 132 KB
Click to Enlarge Name: 2013-01-09_1739.png Size: 63 KB
Attached File(s)
File Type: csv COT futures item types.csv   10 KB | 1,189 downloads
File Type: csv COT futures values.csv   3 KB | 1,118 downloads
File Type: ex4 Plot COT futures data.ex4   41 KB | 1,238 downloads
File Type: mq4 Plot COT futures data.mq4   4 KB | 1,375 downloads
  • #15
  • Jan 11, 2013 6:53am Jan 11, 2013 6:53am
Babypips.com will explain how to read the COT report. http://www.babypips.com/school/
  • #16
  • Jan 11, 2013 2:41pm Jan 11, 2013 2:41pm
Quoting wat
Babypips.com will explain how to read the COT report. http://www.babypips.com/school/
Thanks.
  • #17
  • Jan 11, 2013 3:53pm Jan 11, 2013 3:53pm
Hanover~

No problem. Hope it helps!

Walt
  • #18
  • Edited 9:01pm Jan 16, 2013 6:34pm | Edited 9:01pm
Quoting hanover
I have modified another indy of mine to plot the data. Here is what you must do:

1. Download the attached Plot COT Futures data.ex4 indicator to your ..../experts/indicators folder. If you want the source code, copy the .mq4 file there also, but you must also copy the two .mqh files here into your ..../experts/include folder, for the .mq4 to compile correctly.

2. Download both of the attached .csv files into your...
Thanks a TON David your generosity is supreme be with you always


One of your includes will not compile has 3 errors or something IDK im a tard at anything of this sort, posting a snap

i gues its nothing indi working
compiled only back to 2010
thisis eurofx #51
noncomm long red
comm long yellow

Nicely done David
Attached Image(s) (click to enlarge)
Click to Enlarge Name: ScreenHunter_55.gif Size: 30 KB
Click to Enlarge Name: ScreenHunter_56.gif Size: 22 KB
"Millionaires don't use astrology, billionaires do"
  • #19
  • Jan 18, 2013 2:16am Jan 18, 2013 2:16am
Quoting OrionsWay
One of your includes will not compile has 3 errors or something IDK im a tard at anything of this sort, posting a snap
Please ensure that both of the attached files are in your ..../experts/include folder.

It compiles OK on my computer. You can ignore any warning errors (yellow flag; see attached screenshot). They are caused by unreferenced functions that I've included in case they're needed in the future.

Glad you like the indy.
Attached Image (click to enlarge)
Click to Enlarge Name: 2013-01-18_2119.png Size: 75 KB
Attached File(s)
File Type: mqh hanover --- extensible functions.mqh   101 KB | 665 downloads
File Type: mqh hanover --- function header.mqh   12 KB | 669 downloads
  • #20
  • Jan 22, 2013 9:31am Jan 22, 2013 9:31am
Quoting hanover
Please ensure that both of the attached files are in your ..../experts/include folder.

It compiles OK on my computer. You can ignore any warning errors (yellow flag; see attached screenshot). They are caused by unreferenced functions that I've included in case they're needed in the future.

Glad you like the indy.

Yes sir works great
put a few indies together from your main construction, csv files etc for more application like you said, not that you prolly need but maybe anyone who stumbles across your work and this thread. out put file remains the same annual.txt
Attached File(s)
File Type: rar COT files.rar   32 KB | 1,315 downloads
File Type: rar COT indies.rar   38 KB | 1,304 downloads
"Millionaires don't use astrology, billionaires do"
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