|
PureBytes Links
Trading Reference Links
|
Damn, that's a heap of data!
Not sure to what extent fx futures reflect fx spot/forward markets (there's an article in Currency
Trader magazine on this - I'll hunt for it).
I have something Larry Williams wrote about creating charts from cftc data - if I can find it I'll
post it here.
GRANT
kris45mar wrote:
> 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/?? <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
>
>
> ------------------------------------------------------------------------
> Shape Yahoo! in your own image. Join our Network Research Panel today!
> <http://us.rd.yahoo.com/evt=48517/*http://surveylink.yahoo.com/gmrs/yahoo_panel_invite.asp?a=7>
>
>
>
> ------------------------------------------------------------------------
>
> No virus found in this incoming message.
> Checked by AVG Free Edition.
> Version: 7.5.472 / Virus Database: 269.8.0/819 - Release Date: 26/05/2007 10:47 AM
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|