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You'd have to first dig up the "commitment of traders" data. See.
http://www.commitmentoftraders.com/
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf
Of pennellp2000
Sent: Wednesday, June 08, 2005 4:23 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] larry williams commercial proxy index
I attended a free seminar by larry williams recently. He talked about
an indicator he uses called commercial proxy index. He says it gives
him an idea of what the major buyers and sellers are doing. He says it
is based on work he did on commitment of traders data. It is an
oscillator. Apparently it relies on price data only. Anyone have any
ideas on how it is created? Thanks in advance. Phill
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