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Re: [amibroker] cot AND fx AND amibroker

PureBytes Links

Trading Reference Links

 Hi Grant

Just wondering if anyone is currently able to display this easily in AB.

We can get data manually from here:

Historical reports here:
http://www.cftc.gov/dea/history/deahist-cot-ftp.htm

and

Current reports here:
http://www.cftc.gov/dea/futures/deacmelf.htm

I am interested in whether there is any benefit to be had by looking at the Non-commercial positions and open interest vis a vis the currency pairs.

Here are some online charts that I found of interest.
http://www.softwarenorth.com/trading/commitmentscurrent/
http://www.freecotcharts.com/charts/AD.htm

Shatterfield sell the data with their own "tweaks".
Their videos have piqued my interest. Seems like some work to extract this data so if useful it may be worth a fee.

Regards

ChrisB

Grant Noble <gruntus@xxxxxxxxxxx> wrote:
Can you provide a link to the specific data that interests you ?
http://www.cftc.gov/??
G

kris45mar wrote:
> Hi All
>
> I am interested in the concept of Committment of Traders as a proxy for
> true Volume in the Forex market.
>
> Does anyone know a convenient way to obtain and plot this in AB ?
>
> Regards
>
> ChrisB

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