COT Net Positions

1 בדצמ׳ 2017

Plots the COT net positions from the legacy report data from Quandl. Plots the commercial, non commercial and non reportables. Each plot can be hidden as needed.

I've tried to capture the basic dollar based currencies and the futures such as corn, wheat, rice, oil, hogs etc. The symbols required a little translation to match what Quandl is expecting but I think I got most of them. Please let me know of any issues with these.

Part of a suite of COT related indicators based on the excellent book "the commitment of traders bible" by Stephen Briese.

I have the COT Index, Momentum, Strength and Open Interest waiting in the wings.

Currently working on a trading strategy based around these indicators,

Would love to hear if you are interested in this or have some COT trading ideas to share.

26 בפבר׳ 2018

הערות שחרור

Quandl have changed their codes :( now they seem to be using the CFTC Id's where are numeric (and can be found in the dump you get from them)

So whereas before for example, GBPUSD was mapped to BP it is now mapped to 096742.

I have gone through the various dumps and tried to map all the symbols I was using, the currency were the easy ones, the wheat, corn etc a little harder to trade down due to variations.
Please let me know if different

PS I also have a number of other variations ie COT Index, COT Momentum, COT MACD - let me know if interested.