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Direct MessagesDate/Time: Thu, 25 Apr 2024 08:43:19 +0000
[User Discussion] - COT / Commitment of Traders
View Count: 15102
| [2021-01-11 11:23:02] |
| User907968 - Posts: 802 |
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Ok, well that's a start, at least it works again. Although the same old issue remains: the study doesn't load ( or shows, I'm not sure which ) the most recent historical line despite the data being available in Quandl's database.
Maybe a settings issue on my part or a coding error. Any help ? The latest data from Quandl is displayed (for me at least anyway), it is just offset back a week, due to the date on the COT report. If you are showing on a weekly chart, you can just set the displacement to 1, so that the subgraphs show in the current bar - Chart Studies: Subgraphs Tab >> Displacement NOTE - I am not the author of the study, only updated the parts required for it to compile in newer versions of SC. |
| [2021-04-19 14:14:23] |
| User837393 - Posts: 132 |
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I'm not sure what I'm doing wrong. File compiled well and it was copy automatically by the compiler from /ACS to /Data. API code provided in the study and intrument was selected. Chart area is displayed but values are all at zero and nothing seems to show up ... The study referes to this URL : https://www.quandl.com/api/v3/datasets/CFTC/%s%s.csv?api_key=%s&start_date=%s Not sure if this is still valid ?? Any advises. Date Time Of Last Edit: 2021-04-19 14:44:41
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| [2021-04-19 15:42:57] |
| User907968 - Posts: 802 |
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It is working ok here. What time frame are you using? Try using daliy or weekly chart if not already. Also do you have an errors in the message log? |
COT.png| [2021-04-19 15:51:26] |
| User837393 - Posts: 132 |
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I dont see any errors. The chart area displays but all values are at 0.00. Curently using 3 min chart. On the link I provided above ... clicking on it leads to a 404page error. Why would it work in the study if its not working into a browser. Do I have to subscribe to a specific data package in Quandle.com ? Date Time Of Last Edit: 2021-04-19 15:51:56
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| [2021-04-19 16:07:35] |
| @TRADE_YOUR_PLAN - Posts: 126 |
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The study is meant for weekly bars. 3 min may cause huge gaps in displayed data, making it appear as though there is no data.
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| [2021-04-19 16:22:25] |
| User907968 - Posts: 802 |
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Yes, as above, no good for low time frame charts. Free Quandl data is fine, try this link instead also: https://www.quandl.com/data/CFTC-Commodity-Futures-Trading-Commission-Reports |
| [2021-04-19 16:50:13] |
| User837393 - Posts: 132 |
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ok I got it to work on the weekl/bar candle time frame. Interesting that the url is not working in the browser, but works in the study. |
| [2021-04-19 17:20:31] |
| User907968 - Posts: 802 |
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Interesting that the url is not working in the browser, but works in the study.
I see what you are getting at now, that link is from that actual study code and is not a complete hyperlink - the study replaces the '%s' sections with the appropriate information, so trying to follow it directly will most certainly lead nowhere. |
| [2021-08-15 12:38:44] |
| User146848 - Posts: 120 |
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What does the following mean? : if (InstMeasure.GetIndex()==0) InstrumentMeasure="_F_ALL"; if (InstMeasure.GetIndex()==1) InstrumentMeasure="_F_ALL_NT"; if (InstMeasure.GetIndex()==2) InstrumentMeasure="_F_ALL_OI"; if (InstMeasure.GetIndex()==3) InstrumentMeasure="_F_CHG"; if (InstMeasure.GetIndex()==4) InstrumentMeasure="_FO_ALL"; if (InstMeasure.GetIndex()==5) InstrumentMeasure="_FO_ALL_NT"; if (InstMeasure.GetIndex()==6) InstrumentMeasure="_FO_ALL_OI"; if (InstMeasure.GetIndex()==7) InstrumentMeasure="_FO_CHG"; _F_ - future contracts? _FO_ - Futures and options? _CHG - change? _NT - ...? _OI - ...? Thx |
| [2021-08-15 13:02:53] |
| User907968 - Posts: 802 |
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NT - Number of Traders OI - Open Interest |
| [2021-08-15 13:45:26] |
| User146848 - Posts: 120 |
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Quandl numbers arent the same as in the cftc report. f.e. soybeans: this studie for commercials: long 195430 _ short 384872 _ net -189442 official report numbers for commercials: long 332,870 _ short 439,356 _ net - 106486 i guess i am reading it wrong, right? Date Time Of Last Edit: 2021-08-15 14:18:23
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| [2021-08-15 14:15:29] |
| User907968 - Posts: 802 |
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It is showing prior week report data, check it on Monday and it should match up.
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| [2021-08-16 14:18:40] |
| User146848 - Posts: 120 |
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No, it doesnt. This litte indicator seems useless to me, damn it.
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| [2021-08-16 15:52:49] |
| User907968 - Posts: 802 |
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You are comparing it to the legacy report, not the disaggregated report. Look at the current disaggregated report (https://www.cftc.gov/dea/futures/ag_lf.htm) and you will see that it matches. |
| [2021-08-16 16:24:27] |
| User146848 - Posts: 120 |
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Yeah....i have to include the swap dealers to get the number i want. Thx... Do you calculate the COT index within sc? |
| [2021-08-19 14:54:26] |
| User146848 - Posts: 120 |
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Sc has the relative volume indicator. Afaik it shows the average volume over a specific timespan at a specific time of day. I would like to calculate the average net pos of commercials over the last 6 years for every week/ month. Is this possible with a standard indicator and if so which one? Thx |
| [2021-08-21 17:28:42] |
| User146848 - Posts: 120 |
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push
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| [2021-08-28 11:04:16] |
| User146848 - Posts: 120 |
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After updating to the new prerelease version (2301) i compiled this study new. and although the dll get loaded the study doesnt work anymore. no settings possible. Can any1 help out? Thx |
| [2021-08-30 06:06:35] |
| User146848 - Posts: 120 |
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Nobody has any problem compiling COT.cpp within the last SC version?
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| [2021-08-31 19:23:21] |
| Ackin - Posts: 1865 |
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After updating to the new prerelease version (2301) i compiled this study new. and although the dll get loaded the study doesnt work anymore. no settings possible. Can any1 help out? Thx you can write me with details and we'll repair it Contact https://www.sierrachart.com/UserControlPanel.php?page=StudyStore&SCDLLName=zyp_download_free |
| [2021-10-12 01:59:46] |
| @TRADE_YOUR_PLAN - Posts: 126 |
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Right now, this study fetches data far too often. Since COT is a weekly report released on Friday around 6:30 pm EST, is it possible for this only to fetch API data only say, once per week, or once per day automatically? I'm getting errors from quandl (now Nasdaq Data Link) because the study is pulling data too often. TYVM! |
| [2021-10-12 07:47:18] |
| User146848 - Posts: 120 |
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The study got never polished. it needs serious work to rech a good quality level. SC should look at it again. for them its a childsplay to fix it. Tradestation has COT report as a build in study. i would pay $5 bucks each month more just for this working properly and have it maintained if needed.
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| [2021-10-25 04:36:57] |
| User575399 - Posts: 305 |
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I downloaded the cpp and placed in my data folder but it doesnt show up in my studies folder? Any help please. Does anyone have the COT study ready to download and use? Thanks |
| [2021-10-25 12:44:20] |
| User146848 - Posts: 120 |
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You need to compile it.
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| [2021-10-25 13:23:12] |
| User575399 - Posts: 305 |
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Does anyone already have it compiled? I’m not computer savvy
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