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I usually put my CoT data into three separate files for the large
speculators, commercial and small traders' contracts.
Format example:
Code, Date, Net Pos, Net Pos, Net Pos, Net Pos, All Pos (open
Interest)
Where: Net Pos = Positions Long - Positions Short.
Data example:
XWHE1,20060228,11555,11555,11555,11555,12729
XWHE2,20060228,-9534,-9534,-9534,-9534,50284
XWHE3,20060228,-2021,-2021,-2021,-2021,22149
You could also place NetPos & AllPos CoT data for all three CoT groups
into one CoT data file with six data fields:
Format example:
Code, Date, Large NetPos, Large AllPos, Spec NetPos, Spec AllPos,
Small NetPos, Small AllPos
Data example:
XWHE,20060228,11555,12729,-9534,50284,-2021,22149
With the last CoT data file format example, reference your data with
the Security() function in CoT indicators (assuming that your data is
in C:\MetaStock Data\CoT\ folder):
---8<-----------------------------------------
{ CoT data reference, net positions & Open Int:
Commercials, Large & Small speculators: }
largeNet:=Security("C:\MetaStock Data\CoT\XWHE",O);
largeOI:=Security("C:\MetaStock Data\CoT\XWHE",H);
commNet:=Security("C:\MetaStock Data\CoT\XWHE",L);
commOI:=Security("C:\MetaStock Data\CoT\XWHE",C);
smallNet:=Security("C:\MetaStock Data\CoT\XWHE",V);
smallOI:=Security("C:\MetaStock Data\CoT\XWHE",OI);
{ User inputs }
plot1:=Input("Net/AllPos: [1]Large [2]Comm [3]Small",1,3,2);
plot2:=Input("Positions: [1]Net, [2]All",1,2,1);
{ Select CoT group }
Net:=If(plot1=1,largeNet,If(plot1=2,commNet,smallNet));
All:=If(plot1=1,largeOI,If(plot1=2,commOI,smallOI));
{ Plot in own window }
If(plot2=1,Net,All)
---8<-----------------------------------------
This will result in a continuous CoT plot.
There is plenty of data manipulation that can be done with CoT data
(such as normalizing to -100/+100%), but I can't reveal much more
without divulging information that clients have paid for. ;)
jose '-)
http://www.metastocktools.com
--- In equismetastock@xxxxxxxxxxxxxxx, Manfred <YNXBOWJWYJJC@xxx>
wrote:
>
> Hi all,
>
> I'm trying to plot relevant COT data beneath a corresponding
> security. e.g. plot SP with SP net COT data below it.
>
> Since I'm trying to keep the COT data in a single file per commodity
> for ease of maintenance I was thinking of using the data fields in a
> MS format file and then plotting the net COT positions as an
> indicator. Now I can do this quite easily on its own but when I try
> plot say SP price in the top window and then my SP-COT in an inner
> window the SP-COT data plots as hardly visible discrete data points
> (i.e. dots not a line chart, even though its defined as line in
> properties). If I do insert sercuity I get the same effect. Why I'm
> trying to plot it this way rather than in independent windows is so
> that the X-axis lines up, i.e. so e.g. 3 March 06 on SP is directly
> above 3 March 06 on the SP-COT plot.
>
> My SP-COT data file which I'm plotting is in this format
>
> Date O H
> L C V
OI
> 10/18/2005 460210.0 468792.0 60722.00 67697.00
122101 106544
> 10/25/2005 466880.0 466894.0 59764.00 69179.00
124804 115375
>
> where O = CommLongs, H = CommShorts, L=NonComLongs, C=NonComShorts,
> V=UnrepLong, OI=UnrepShorts
>
> and I just plot
>
> O-H; L-C; V-OI;
>
> as an indicator.
>
> This works fine on its own, how can I get this in sync with a weekly
> plot of the associated commodity or otherwise get the COT plots to
> become line charts rather than just dots?
>
> There's a couple data providers out there that supply COT data in MS
> format, but I have no idea how their data files look like - do they
> use all the available MS fields like I'm trying to do or is it
> separate files for each COT data column?
>
> Thanks for any insights,
>
> Cheers
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