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Re: Gen:Commitment of Traders Report



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Ron--

Short of subscribing to Steve Briese, Commodity Price Charts, or some other
service, the problem I've always faced with these reports is how to quickly
bring this info into an indicator.  Have you actually created a macro or
something to grab this data from the CFTC's website and process it quickly
into a file to be read by your chart program?  Getting it there seems to be
the hassle.  And I find that if you  can't make the study of the report a
consistant, habitual practice, its value as a tool dimishes.

Mark Scheier

Ronald McEwan wrote:

> The CFTC site publishes  commitment of traders data back to 1986. This is
> my attempt to duplicate Curtis Arnolds COT Index. The results are
> interesting. Some of the signals were way to early to trade and some were
> very accurate. The delay in getting updated data is also a problem. It
> does seem to be a good indicator of what the "Professionals" are doing
> and useful as a sentiment gauge. For those interested I simply netted out
> the commercials with the non-commercials.
>
> Ron McEwan
>
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