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You don't have to get the COT data, the indicator simulates it.
Basically its
the moving average of ((Open - close)/ moving average of (high - low))
*100
Peter
--- In amibroker@xxxxxxxxxxxxxxx, "pennellp2000" <pennellp2000@xxxx>
wrote:
> 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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