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[amibroker] Re: Commitment Of Traders/COT Report For Amibroker



PureBytes Links

Trading Reference Links

Ok so Basically if you want it to work, Find what symbol you want. Let's say the Symbol is ABCDEF

//ABCDEF
		case "ABCDEF":
			includeCotTicker=WriteIf(FuturesOptions,"NG_OPT","NG_FUT");
		break;

For natural gas, If you have Premium Data with futures then it is

//NAtural Gas
		case "NG2__CCS":
			includeCotTicker=WriteIf(FuturesOptions,"NG_OPT","NG_FUT");
		break;

If you do not have NG2__CCS then you need futures.


--- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@xxx> wrote:
>
> Ok - got it somewhat working - I can enter $SP and get the COT for the S&P, but if I enter say "SP___CCS" as the include file shows, I get nothing.  What symbol should I enter to, say, pull up Natural Gas?
> 
> Do I need to have a Premium Data subscription with futures data?
> 
> Thanks in advance!
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "haiguise" <haiguise@> wrote:
> >
> > Ok so I worked on this over the weekend, their seems to be an interest on the COT report and almost all the other sites charge. So http://exhd.com/cot/cot-data Is where you get the data. http://exhd.com/cot/Amibroker.zip is the Amibroker Symbol and Net formulas. Now this is only working currently with Permimum Data if you have them as your EOD. Otherwise you will have to go in the include folder COT Symbol and adjust the symbols accordingly. The only problem so far I have is for the disaggregated data, there are actually 10 fields of Data but amibroker only offers 8. I would need like an Aux 3 and Aux 4, So if anyone can give me an Idea to how to overcome that restriction. Let me know and I'll make a formula. Hopefully someone here find this of benefit. I use the metastock format for amibroker.
> >
>




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