Thank You to Prtester for this post: project belgrade April 18th, 2012, 11:57 PM # 7 ( permalink ) JohnPS Elite Member Dewitt Mi Futures Experience: Intermediate Platform: NinjaTrader Broker/Data: Amp/CQG and Infinity Favorite Futures: Futures Posts: 52 since. No hype, gimmicks, or secret sauce. Since the COT report comes out weekly, its usefulness as a market sentiment indicator would be more suitable for longer-term trades. In practice this means, for example, that the position data for a trader classified in the category for a particular commodity will include all of its positions in that commodity, regardless of whether the position is for hedging or speculation. The TFF report breaks down the reportable open interest positions into four classifications:. Historical Compressed, in addition, the 3-year history will be available in a viewable file on the cftc website, by commodity group, and, within group, by commodity. Thank you for the links to the help section, John April 18th, 2012, 05:28 PM # 6 ( permalink ) Prtester Elite Member SE-Asia Futures Experience: Intermediate Platform: NinjaTrader Broker/Data: Amp Favorite Futures: ES Posts: 145 since Jun 2009 Thanks: 61 given, 115 received COT. History of Disaggregated COT data - October 20, 2009.
I rewrote most of this on 2007 and can t test on 2003.
The data is preloaded for the Aussie, Cable, Loonie, Fiber, Yen, Franc, Dollar Index.
How to Use the.
In short - the lag on this indicator makes it nearly useless for trading in any real time frame. But I am looking for something other than price and volume to evaluate the markets. The Disaggregated reports break down the reportable open interest positions into four classifications:. Of course, it's hard to tell exactly when you've hit the actual extreme, so it's sometimes best to not do anything until the actual market reversal has been confirmed.
Ninja Strategie forex, Ubs forex-trading-Konto,
We expect our members to participate and become a part of the community. Created: April 17th, 2012 (11:22 AM) by JohnPS. I am looking for a line chart of the Commercials, Large traders and Small traders and Open Interest. Cftc will make available more than three years of history of disaggregated data included in the weekly Commitments of Traders (COT) reports. . Conversely, non-commercial long positions hit an extreme high in October 2009; and again, 2 months later the EUR/USD pair reversed and started falling, as there was apparently no one left who wanted to buy. Other Reportables, please see the, disaggregated Explanatory Notes for further information. Because they are hedging (to protect themselves from a currency devaluation for example the commercial traders are the most bullish at market bottoms and the most bearish at market peaks. If you had recognised that the non-commercial speculators' short positions were at an extreme low in September 2008, and you had bought at the.26 level and sold when their long positions were at an extreme high in October 2009, you would have made 2400. You can view some graphs here: m/ Notice they lag the commodities by quite a bit, about the best you can do is take the weekly data on a 20 week SMA and get a sense of market direction. You cant keep going since theres no more road ahead. The, commitments of Traders report, a very interesting article on the COT Report in which you will find a free Expert Advisor to see the COT report directly in MetaTrader.
The question you may be asking now is this: How the heck do you turn all that big giant gobbled-up block of text into a sentiment-based indicator that will help you grab some pips?! Shortly after, EUR/USD began to decline as well. As you can see, this is a great strategy for the long-term trader who is not in a hurry but wants to capture the full big moves of the market. Once again here are the links that you need to get this Commitments of Traders data: The,.S. Other Reportables, please see the, traders in Financial Futures Explanatory Notes for further information.