COT indicator - help needed

[avasfx]

Hello everyone.
I’m new to ami, and have no idea about programming. Maybe somebody can help me with simple (at least I think so) indicators, which would read from files (csv) cot data (cot net positions = data range from “-“ to “+”; cot index = ranges from 0 to 100; open interest = ranges from 0 to ≤), no calculations needed at all.
Alex

 

[rosco]

I use the following with AmiBroker. There are no doubt other ways of going about it as well.

First I download the data from -
http://www.cftc.gov/marketreports/commitmentsoftraders/index.htm

Open the reports in excel then extract the item(s) you wish to track and paste the details into excel. The headings I extract are -

Open Int
Commercials Long
Commercials Short
Non Commercials Long
Non Commercials Short
Non Reportables Long
Non Reportables Short

Then arrive at a net position for commercials, non commercials & non reportables(ie small traders). Import this data into AB (by making new tickers for each of the three, plus Open Interest. In total you create 4 new AB tickers for each item of COT you wish to track.

I then display, say the S&P500 chart in the top part of a sheet and the following code as a separate indicator on the bottom of the chart sheet.




/* Commitment of Traders SP 500 */



PlotForeign("SP_Small","SP_Small",colorCustom11,styleDashed );

PlotForeign("SP_Comms","SP_Comms",colorRed,styleThick);

PlotForeign( "SP_Non Comm", "SP_Non Comm", colorBrightGreen,styleThick );

PlotForeign("SP_Open_Int","SP_Open_Int",colorGrey50,styleHistogram| styleOwnScale );


Plot(0,"",2,1);
GraphXSpace = 6;

Hope this helps.

rosco