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COT strategy development.

  • #1
  • First Post: Jan 10, 2008 7:06pm Jan 10, 2008 7:06pm
I have seen a couple of strategies related to the COT report as a "sentiment indicator", but see little discussion on the forum.

I am trying to make and maintain a graphical database in excel to see if there is any value to the report.

I,until today, did not know how to use excel so the going is slow.

If anyone out there knows a way of writing a program/macro to do this automatically please, please, please, Let me know how. As I wish to create the charts for at least the majors and DX.

Also anyone with any input or COT techniques in the pipeline do not hesitate to contribute.

This is where I'm at so far...........

Oodles of data to input.
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  • #2
  • Jan 11, 2008 10:49am Jan 11, 2008 10:49am
Quoting Ted1983
I have seen a couple of strategies related to the COT report as a "sentiment indicator", but see little discussion on the forum.

I am trying to make and maintain a graphical database in excel to see if there is any value to the report.

I,until today, did not know how to use excel so the going is slow.

If anyone out there knows a way of writing a program/macro to do this automatically please, please, please, Let me know how. As I wish to create the charts for at least the majors and DX.

Also anyone with any input or COT techniques in the pipeline do not hesitate to contribute.

This is where I'm at so far...........

Oodles of data to input.
Hello Ted,

Was my post below on the COT Weekly thread not what you were looking for? It pulls in the information adds it to the correct sheet and generates the graphs.

http://forexfactory.com/showpost.php...2&postcount=96

Trade Well...
Brent
  • #3
  • Jan 11, 2008 1:43pm Jan 11, 2008 1:43pm
Hi,

I've tried to make it go, but I keep getting.. runtime error '91'
So I cant update the data


Although I have probably missed something obvious, I just can't get this to work, as I said I just don't do excel.

Any help with this would be greatly appreciated.

Regards,

Ed.
  • #4
  • Jan 11, 2008 3:56pm Jan 11, 2008 3:56pm
Quoting Ted1983
Hi,

I've tried to make it go, but I keep getting.. runtime error '91'
So I cant update the data


Although I have probably missed something obvious, I just can't get this to work, as I said I just don't do excel.

Any help with this would be greatly appreciated.

Regards,

Ed.
Do you get the error when opening the spreadsheet or when you run the COT Update? Using my Excel 97 I'm able to do a successful upload. However, I get errors when using OpenOffice. When prompted make sure you choose to "Enable Macros", and follow the directions on the "Start Here" tab.

Trade Well...
Brent
  • #5
  • Jan 11, 2008 4:15pm Jan 11, 2008 4:15pm
The errors occur when I try to run the update, When selecting the CSV file. I am using the 2007 excel version.
I will give it another try, but am at a bit of a dead end with this at the moment.

Regards,

Ed.
  • #6
  • Jan 12, 2008 12:46am Jan 12, 2008 12:46am
Save yourself the trouble of re-inventing the wheel and go here -- http://timingcharts.com/index.php

Check Euro FX (globex), and you'll get the info you're looking for.
  • #7
  • Jan 12, 2008 12:19pm Jan 12, 2008 12:19pm
Quoting Turhovach
Save yourself the trouble of re-inventing the wheel and go here -- http://timingcharts.com/index.php

Check Euro FX (globex), and you'll get the info you're looking for.

Cheers for the link, wouldn't mind looking into change in open interest aswell.
As far as reinventing wheels, probably right but I can't help myself.
  • #8
  • Edited 12:58am Jan 14, 2008 12:48am | Edited 12:58am
"As far as reinventing wheels, probably right but I can't help myself."

Heheh -- I know the feeling. I find myself falling prey to the same disease as well.

Good trading to you...

PS - By the way, read this thread. The folks talked about there have an indicator that displays open interest -- http://www.forex-tsd.com/indicators-...indicator.html
  • #9
  • Jan 14, 2008 10:32am Jan 14, 2008 10:32am
Cheers for the links all,

I thought if I could get this up and running in Excel then I could test out some stuff easier than,just subscribing to a data provider for an MT4 indicator or some such.

Anyway if anything comes to light I'll let you know.
  • #10
  • Last Post: Jan 22, 2008 3:58pm Jan 22, 2008 3:58pm
You can use MT4..he has a dll to make this and senf values to your spreadshet

Best Regards,
Marcelo Marques
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