Bonjour à toute et a tous.
Je me permet de venir vers vous pour savoir si quelqu’un utilise les données du COT pour trader?
Si cela est le cas, est-ce que une personne connais un indicateur similaire au ” COT index” sur mt4 pour PRT?
Je me suis fait un fichier excel avec les données mais j’aimerais le comparer avec les prix sur une même fenetre sous PRT.
Merci d’avance
Bonjour, désolé on ne peut pas importer de données externes dans la plateforme par le code.
Le COT index devrait être un indicateur par défaut, mais cela implique d’avoir les informations pour un bon nombre d’instruments.
Sur quel instrument appliques tu ton indicateur MT4?
Bonsoir
Merci Nicolas, je me douter un peu de la réponse suite au recherche faite sur le net mais je voulais en avoir confirmation.
De plus, non cela n’ai pas un indicateur par défaut sur mt4. Il a besoin d’un fichier txt pour importer et former les lignes a partir des valeurs importer. Donc, il faut le mettre a jours a chaque COT qui tombe.
En outre, moi, je voulais surtout l’utiliser pour les devices principal tel que EUR/USD, EUR/JYP et EUR/GBP. Je voulais me faire une idée de comment évolue les prix en fonction des differents protagoniste dans le rapport.
Ensuite, je me demande si on peux importer de manière manuel toute les données, cad, ecrire tout les valeurs a la mains. J’avoue ca ferais des lignes de code de 3Km de long mais ca serais une manière détourner d’avoir cette indicateur sous PRT. Il me semble que c’est possible, long mais possible.
Donc je me lancerais bien volontiers dans la long programmation mais je sais pas comment structurer.
Je m’explique avec un exemple:
Début de l’exemple
“A la data du 25 aout 2015, on aurait:
Commerciaux = 88343
Non-Commerciaux = -67857
Open-interest = 374977”
Fin de l’exemple.
Voila, je ferai cela pour chaque date, avec Open-interest en histo, et les commerciaux et non-commerciaux en point qui seront relier entre eux.
Quelqu’un pourrait me mettre cela en code? Enfin si cela est possible.
Merci d’avance.
Oui ce sera en effet un peu long à écrire ! Le code devrait ressembler à ceci pour ton indicateur COT pour prorealtime:
if date=20150825 then
c = 88343
nc = -67857
oi = 374977
endif
return c as "commerciaux",nc as "non-commerciaux",oi as "open-interest"
et reproduire les lignes 1 à 5 en changeant la date et les valeurs de c, nc et oi.
Merci Nicolas.
Donc je viens de le faire et je vous met ce que j’ai fait. Les dates et valeur sont prise entre le 01 janvier 2015 jusqu’au dernier COT sortie cad le 30 aout 2016.
Si cela peux intéresser quelqu’un.
// Indicateur qui prend en compte les cotations du Commitments of Trades(COT) de EURO FX
if date=20150106 then
c = 216595
nc = -161040
oi = 406624
endif
if date=20150113 then
c = 225225
nc = -167851
oi = 422426
endif
if date=20150120 then
c = 236197
nc = -180730
oi = 422426
endif
if date=20150127 then
c = 244263
nc = -184745
oi = 450262
endif
if date=20150203 then
c = 252964
nc = -196309
oi =449726
endif
if date=20150210 then
c = 245451
nc = -194641
oi =457209
endif
if date=20150217 then
c = 237642
nc = -185582
oi = 444139
endif
if date=20150224 then
c = 226961
nc = -177736
oi = 438411
endif
if date=20150303 then
c = 224647
nc = -172389
oi = 431217
endif
if date=20150310 then
c = 233480
nc = -181073
oi = 440733
endif
if date=20150317 then
c = 247689
nc = -193774
oi = 496465
endif
if date=20150324 then
c = 271855
nc = -220963
oi = 449508
endif
if date=20150331 then
c = 274469
nc = -226560
oi = 460950
endif
if date=20150407 then
c = 260005
nc = -215258
oi = 459746
endif
if date=20150414 then
c = 257300
nc = -212347
oi = 441624
endif
if date=20150421 then
c = 258225
nc = -214645
oi = 453518
endif
if date=20150428 then
c = 240692
nc = -197766
oi = 457610
endif
if date=20150405 then
c = 227911
nc = -190127
oi = 456919
endif
if date=20150512 then
c = 217168
nc = -178976
oi = 449254
endif
if date=20150519 then
c = 208434
nc = -168339
oi = 439122
endif
if date=20150526 then
c = 208443
nc = -171740
oi = 428580
endif
if date=20150602 then
c = 207136
nc = -165512
oi = 431927
endif
if date=20150609 then
c = 176715
nc = -147974
oi =428403
endif
if date=20150616 then
c = 122971
nc = -89357
oi = 436540
endif
if date=20150623 then
c = 131909
nc = -99306
oi = 350145
endif
if date=20150630 then
c = 134756
nc = -100035
oi = 345427
endif
if date=20150707 then
c = 141478
nc = -99266
oi = 346115
endif
if date=20150714 then
c = 143924
nc = -107781
oi = 354885
endif
if date=20150721 then
c = 153115
nc = -112976
oi = 356760
endif
if date=20150728 then
c = 140919
nc = -104008
oi = 366892
endif
if date=201500804 then
c = 152023
nc = -113394
oi = 357940
endif
if date=20150811 then
c = 152323
nc = -115210
oi = 367885
endif
if date=20150818 then
c = 122326
nc = -92732
oi = 361334
endif
if date=20150825 then
c = 91151
nc = -66078
oi = 356952
endif
if date=20150901 then
c = 88343
nc = -67857
oi = 374977
endif
if date=20150908 then
c = 108445
nc = -81241
oi = 363980
endif
if date=20150915 then
c = 102410
nc = -84202
oi = 383187
endif
if date=2015092 then
c = 102114
nc = -81033
oi = 311366
endif
if date=20150929 then
c = 112066
nc = -87660
oi = 315450
endif
if date=20151006 then
c = 108570
nc = -88810
oi = 322721
endif
if date=20151013 then
c = 97015
nc = -80576
oi =337606
endif
if date=20151020 then
c = 79329
nc = -62566
oi = 349720
endif
if date=20151027 then
c = 134450
nc = -105934
oi = 357133
endif
if date=20151103 then
c = 168944
nc = -134334
oi = 380564
endif
if date=20151110 then
c = 184555
nc = -142939
oi = 405462
endif
if date=20151117 then
c = 204152
nc = -164177
oi = 421967
endif
if date=20151124 then
c = 215922
nc = -175484
oi = 436801
endif
if date=20151201 then
c = 224522
nc = -182845
oi = 444626
endif
if date=20151208 then
c = 197108
nc = -172331
oi = 462447
endif
if date=20151215 then
c = 185311
nc = -159961
oi = 474921
endif
if date=20151222 then
c = 182071
nc = -161047
oi = 404837
endif
if date=20151229 then
c = 180422
nc = -160550
oi = 406533
endif
if date=20160105 then
c = 179372
nc = -160643
oi = 400497
endif
if date=20160112 then
c = 161751
nc = -146451
oi = 407105
endif
if date=20160119 then
c = 147467
nc = -137015
oi = 398570
endif
if date=2016026 then
c = 142818
nc = -127215
oi =400362
endif
if date=20160202 then
c = 111997
nc = -87073
oi = 402227
endif
if date=20160209 then
c = 74024
nc = -63854
oi =403939
endif
if date=20160216 then
c = 53764
nc = -48205
oi =441228
endif
if date=20160223 then
c = 53527
nc = -46857
oi = 429997
endif
if date=20160301 then
c = 88498
nc = -68541
oi = 422624
endif
if date=20160308 then
c = 89999
nc = -71907
oi = 417624
endif
if date=20160315 then
c = 87813
nc = -77555
oi = 433211
endif
if date=20160326 then
c = 73024
nc = -66053
oi = 322405
endif
if date=20160329 then
c = 67351
nc = -63811
oi = 324310
endif
if date=20160405 then
c = 59737
nc = -53487
oi = 330090
endif
if date=20160412 then
c = 55803
nc = -55051
oi = 338533
endif
if date=20160419 then
c = 51940
nc = -46917
oi = 333535
endif
if date=20160426 then
c = 44726
nc = -39667
oi =345563
endif
if date=20160503 then
c = 27558
nc = -23619
oi = 340200
endif
if date=20160510 then
c = 29484
nc = -21872
oi = 360461
endif
if date=20160517 then
c = 34116
nc = -22587
oi = 344978
endif
if date=20160524 then
c = 48501
nc = -37895
oi = 349559
endif
if date=20160531 then
c = 50714
nc = -37654
oi = 350242
endif
if date=20160607 then
c = 79538
nc = -67112
oi = 356178
endif
if date=20160614 then
c = 70705
nc = -56489
oi = 386010
endif
if date=20160621 then
c = 73398
nc = -61346
oi = 325402
endif
if date=20160628 then
c = 76653
nc = -61934
oi = 317400
endif
if date=20160705 then
c = 93750
nc = -75327
oi = 337273
endif
if date=20160712 then
c = 108149
nc = -87660
oi = 362649
endif
if date=20160719 then
c = 124255
nc = -99891
oi = 370372
endif
if date=20160726 then
c = 135735
nc = -112600
oi = 388905
endif
if date=20160802 then
c = 119326
nc = -104103
oi = 400035
endif
if date=20160809 then
c = 119514
nc = -98399
oi = 378500
endif
if date=20160816 then
c = 108405
nc = -92508
oi = 368693
endif
if date=20160823 then
c = 91174
nc = -76658
oi = 366037
endif
if date=20160830 then
c = 193898
nc = -81925
oi = 364044
endif
return c as "commerciaux",nc as "non-commerciaux",oi as "open-interest"
Bravo pour le boulot et merci pour le partage!
Bonjour
Je vous en prie. C’est avec plaisir.
BardParticipant
Master
Shay has great COT charts here: http://timingcharts.com
Click on COT in the white menu, backspace the “EC” out of the field/box and you will see all the different assets with COT reports.
Eg BP is British Pounds.
Also Barchart is good, note, they have different colour codings: https://www.barchart.com/futures/commitment-of-traders/technical-charts/B6*0
Larry Williams’ wrote a book on the COT reports and gives a good overview here: https://www.ireallytrade.com/cotreport.html
BardParticipant
Master
An even better COT resource where you can enlarge the COT part of the chart:
https://www.barchart.com/futures/quotes/B6*0/technical-chart?plot=BAR&volume=0&data=WN&density=X&pricesOn=1&asPctChange=0&logscale=0&indicators=COTLC;COTFIN&sym=B6H19&grid=1&height=375&studyheight=200
Note the main index of COT Reports is here (use the Go To COT chart in the top right and then you’ll be able to enlarge the Study from small to large i.e. the COT chart):
https://www.barchart.com/futures/commitment-of-traders
If the Commercials are making multi year highs or lows, look for the equivalent to materialise in the market.
BardParticipant
Master
Larry Williams COT Index Formula:
The equation looks like this:
For example:
Current week’s value = 350
Lowest value of last three years –150 Difference = 200
Highest high of last three years =750 Lowest low of last three years = –150
Difference =600
This week’s value is:
(200 ÷ 600) × 100 = 0.33 × 100 = 33%
What this equation does is place the current week’s reading into per- spective of the last three years of commercials’ buying and selling. The higher the percentage, above 80 percent, the more buying they have done (i.e., the more bullish they are). By the same token, when the index is low, usually below 20 percent, they have not been doing much buying; we can then conclude that they are facing the market with a negative bias. These are very good reference points: above 80 percent the market should rally, and below 20 percent it should decline.
Please notice I did not say when the market should rally. The index is not a timing tool for the most part.
The formula provides insight into the commercials that may not be seen at a glance or upon first blush. Here’s an example of how it helps us monitor the relative bullish position these guys have been taking. Picture, if you will, this situation: the commercials are net long at this week’s read- ing (they have purchased more than they have sold).
Sounds bullish. But it may not indicate a strong bullishness, which is where the importance of perspective comes into play. Consider a scenario where the commercials are net long 1,000 contracts. The most net long they have been in the past three years has been 9,200 contracts, and the least net long they have been is 500 contracts.
I note, in this example, that they are net long. But the size of their long position is small, 1,000 longs, compared to the greatest long position they have had in the past three years of 9,200 contracts. The math is: 1,000 minus
500 equaling 500, that result divided by the extreme figures of 9,200 minus 500 or 8,700. The step of 500 divided by 8,700 tells us that the relative position this week for the commercials’ percentage of bullishness is at 5.7 percent! Yes, they are net long, but compared to the past three years they are carrying a very small long position. This infers that they are at a very low level of bullishness relative to their positions over the past three years.
