mt4 COT indicators (incl. data from 1999-07.2014)

pls. read the instructions in the readme-files in the subfolders (build 509 and build600+) of the .zip-files

for detailed info about how to add the COT-data and further info pls. read also the article "Meta COT Project - New Horizons for CFTC Report Analysis in MetaTrader 4", http://articles.mql4.com/867
learn more about the "Commitments of Traders (COT)": http://www.cftc.gov/MarketReports/Co...ders/Index.htm // note hanovers links at http://www.forexfactory.com/showthre...94#post7614594

quick start:
download source: http://cftc.gov/marketreports/commit...FTC009781.html
download the "Futures-and-Options Combined Reports" (eg for 2014: http://www.cftc.gov/files/dea/history/deahistfo2014.zip)
and rename the file to YEAR_Futures-and-Options.txt (example: 2014_Futures-and-Options.txt)
Copy all "YEAR"_Futures-and-Options.txt to your mt4 Files-directory (build 509: experts/files). pls. note that you may have to edit the names.ini in the Files-directory (done for all reports 1999-2014).

copy the files to your mt4 directory. If you do not use mt4 build600+ in portable mode, copy the contents of MQL4 to the proper subdirectory (more infos about that in my build 509 metaeditor download-thread). re-start mt4 -> start script 'Meta COT Script Build', when finished start script 'Meta COT Script Concatenate'.

find the .txt-files in the .zip COT-DATA.1999-07.2014.zip (pls. see attached)
I have slightly modified the indicators/scripts (e.g. to prevent errors getting printed on every tick, I think once is sufficient )

the .zip contains the version for build 509 as well as the version for build600+ ...

I have NOT modified the expert-advisor (not sure whether I will do it, I did not have a look yet) ...

pls. note: the timeframe is W1, other timeframes may make no sense ...

edit: pls. ask questions regarding the installation of indicators/scripts/eas or other common questions in this thread and I probably put you on my ignore list (we have got other threads for those questions) ...

just for fun I have modified the COT-Trader EA (.zip-file in post #1). To get the ea running you must set up the cot-stuff (post#1).

I mod. nearly everything, made more parameters external etc. pp., added breakeven and sl/tp options, ...

I think more I will not do on that EA, but it seems to be working without bugs.
I am not sure if backtesting makes sense (maybe not, I assume at least you should change the w1-period stuff to the timeframe you're backtesting on and adjust it so that it reflects the moving average of W1, etc. pp.)

At least it is working on the backtest, regardless whether it makes sense or not, so I assume the ea is working.
If you decide to let it run, you will need -> yes, .PATIENCE and you will have to update the cot-data weekly to be up-to-date (instructions: pls. read the readme-files in the .zip, post#1) ...

if you do not set up Manual Buy/Sell Levels (default: SetManualBuySellLevels=FALSE), the following levels will be used:
indicator_tape=INDEX_OPERATORS:
buy_level_down=80.0
buy_level_up=100.0
sell_level_down=0.0
sell_level_up=20.0
indicator_tape= INDEX_NONREP:
buy_level_down=0.0
buy_level_up=20.0
sell_level_down=80.0
sell_level_up=100.0
indicator_tape=MOVEMENT_OI:
buy_level_down=40.0
buy_level_up=100.0
sell_level_down=-100.0
sell_level_up=-40.0
indicator_tape=MOVEMENT_OPERATORS:
buy_level_down=40.0
buy_level_up=100.0
sell_level_down=-100.0
sell_level_up=-40.0



edit:
MAIN EA LOGICS:
===============
TapeData = COT-Data
delta_fma = (iMA(Symbol(),0,DeltaFmaPeriod,DeltaFmaShift,DeltaFmaMethod,DeltaFmaPrice,SignalCandle)-iMA(Symbol(),0,DeltaFmaPeriod,DeltaFmaShift,DeltaFmaMethod,DeltaFmaPrice,SignalCandle+2));
delta_sma = (iMA(Symbol(),DeltaSmaTimeFrame,DeltaSmaPeriod,DeltaSmaShift,DeltaSmaMethod,DeltaSmaPrice,SignalCandle)-iMA(Symbol(),DeltaSmaTimeFrame,DeltaSmaPeriod,DeltaSmaShift,DeltaSmaMethod,DeltaSmaPrice,SignalCandle+2));

if (TapeData>=buy_level_down && TapeData<=buy_level_up) AND (!UseDeltaFma||(UseDeltaFma&&deltaFma>0.0)) && (!UseDeltaSma||(UseDeltaSma&&delta_sma>0.0))) BUY SIGNAL

if (TapeData>=sell_level_down && TapeData<=sell_level_up) AND (!UseDeltaFma||(UseDeltaFma&&deltaFma<0.0)) && (!UseDeltaSma||(UseDeltaSma&&delta_sma<0.0))) SELL SIGNAL

i know you don't want to talk much about installation but a great idea would be to make a video ( hypercam2 is easy or you have camtasia,etc )

because i follow your instructions and have tried also the original instructions ( MetaCOT_10.03.2014_1.ZIP (32.43 KB) ) but i don't succeed to install,


btw, interesting job and good idea to talk about futures a little bit on this forum

you can also read the original instructions.
sorry, I have no fun to mess around with video-creation (never did it). you could describe what exactly does not work, but pls. read the instructions first ...

important:

after upgrading the latest cot-file (weekly, must be done manually, not sure if somebody can write a program to automate this process) you must run the .bat and after starting mt4 repeating the build + concatenate process (maybe I will merge the 2 scripts together within the next time, maybe ...)

---
@ all: please read hanovers reply at http://www.forexfactory.com/showthre...94#post7614594 also.

Mate, I downloaded your indicator and all but it does not work after 2014. Can you please check?

Thanks

Found the reason of these errors. In reports after 2014 there is slight difference from the previous ones.
After all "Market and Exchange Names" there is no space before comma. The same between two date formats.
Ex. "FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.",160405,2016-04-05

So all you need is to replace all ",15" with " ,15" and ",2015" with " ,2015" in 2015 report. And the same operation for 2016 report, but the numbers are 16 and 2016.