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Free COT Reports and US economic indicators

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  • Free COT Reports and US economic indicators

    Hello everyone,

    In this thread I'd like to share with you some side results of project I'm currently working on right now. It's a package of indicators which can be used to get economic data - Commitment of Traders (COT) reports, US economic data (like inflation, unemployment, GDP, money supply etc.). I'm using these indicators as a feeds for my ANN system, but I believe lots of you will find it useful in your trade and analysis.

    What trading platforms supported. Currently I've only implemented it for MT4 - but actually I'm gonna implement it for other platforms like ZuluTrade, Ninja Trader etc. (unfortunately I'm not familiar with their codebase yet - so it will take me some time to learn).

    How it looks. Here are the examples of what you can get on your MT4 terminal.
    Examples of COT reports and charts

    And here's how economic data can be presented


    You can download the package with indicators from this page - http://www.darkmindfx.com/freedownload.html - also there you'll find the instructions on how to make these indicators available in your MT4 terminal.

    NOTE: All this stuff is in Very BETA stage! If you'll try it and face any issues - don't hesitate and drop me a line - wither in this thread on as private message. I'll try to fix it ASAP.

    More to come!

    How to install
    Here is the installation instruction for MetaTrader 4.
    System Requirements
    Windows 7 with .NET Framework: v. 4.5 or higher - you can download it here - https://www.microsoft.com/en-US/down....aspx?id=30653
    Windows 8 and higher
    Installation
    1. Download ZIP archive with the package
    2. In your MetaTrader 4 terminal select File -> Open Data Folder
    3. In ther opened window navigate to MQL4\Indicators
    4. Extract archive content to this folder - you'll get the DarkMondFx folder with .ex4 and .dll files
    5. Now open you MetaTrader 4 installation folder - i.e. C:\Program Files (x86)\FXCM MetaTrader 4\
    6. Move all the .dll files except DarkMindConnect.dll from MQL4\Indicators\DarkMindFx to this folder
    7. In MetaTrader 4 terminal open Tools > Options > Experts Advisers tab and make sure "Allow DLL imports" checked
    8. Refresh indicators list in the terminal
    Done! Now your trading environment is ready and you can add indicator windows to your chart.

    IMPORTANT!
    Your feedback will be highly appreciated! If you want some more indicators there or find the bug - feel free to drop me a line here!


    STAY TUNED!

  • #2
    OK, so let's continue.
    Commitment Of Traders (COT) reports.
    The Commitment Of Traders is displayed in form of three values - net positions of Dealers, Asset Managers and Leveraged Money. Currently it supports financial futures-and-options values from CFTC. In order to display report for some particular position you'll need to specify COT Market Code of the instrument:


    Here is the list of instruments supported and their COT Market Codes:

    COT Canadian Dollar 90741
    COT Swiss Franc 92741
    COT British Pound 96742
    COT Japanese Yen 97741
    COT Euro Fx 99741
    COT Australian Dollar 232741
    COT Euro Fx/British Pound 299741
    COT Russian Ruble 89741
    COT Mexican Peso 95741
    COT Brazilian Real 102741
    COT New Zealand Dollar 112741
    COT S.African Rand 122741
    COT DJIA Consolidated 12460+
    COT DJIA 124603
    COT S&P 500 Consolidated 13874+
    COT S&P 500 Stock Index 138741
    COT E-mini S&P 500 Stock Index 13874A
    COT NASDAQ-100 Consolidated 20974+
    COT NASDAQ-100 Stock Index (Mini) 209742
    COT Russel 2000 Mini Index Future 23977A
    COT Nikkei Stock Average 240741
    COT MSCI EAFE Mini Index 244041
    COT MSCI Emerging Mkts Mini Index 244042
    COT E-mini S&P 400 Stock Index 33874A
    COT U.S. Treasury Bonds 20601
    COT Long-Term U.S. Treasury Bonds 20604
    COT 2-y U.S. Treasury Notes 42601
    COT 10-y U.S. Treasury Notes 43602
    COT ULTRA 10-y U.S. Treasury Notes 43607
    COT 5-y U.S. Treasury Notes 44601
    COT 30-days Federal Funds 45601
    COT 3-month EuroDollars 132741
    COT 10-y Deliverable IR Swap 246605
    COT 5-y Deliverable IR Swap 246606
    COT U.S. Dollar Index 98662
    COT VIX Futures 11700
    COT Dow Jones UBS Excess Return 221602

    These are all the standard values so you can also find the on CFTC website.

    I'm also planning to add other COT data like stuff or the commodities etc.

    Stay tuned!

    Comment


    • #3
      US Economic Indicators
      I've decided to organize them properly in the subfolders. So once (or if) you'll decide download the latest update from here - http://www.darkmindfx.com/freedownload.html - and install the new indicators in your MQL4\Indicators folder you'll see the following picture:



      Here is the list of what is where:

      01. GDP
      This group contains info on GDP, Income, Consumption Expenditures and so on.

      02. Consumer Price Index
      Everything related to inflation - CPI and differentvariations and components of it

      03. ISM Manufacturing
      ISM data - like PMI, Inventories, New Orders etc.

      04. Money Supply
      Indicators for M1, M2 money supply

      05. Employment
      This group contains unemployment rates indicators, Non Farm Payrolls (NFP) data, Initial Jobless Claims and it's 4 week moving averages and so on

      06. Surveys
      This group will contain different kind of surveys

      07. Trade Balance
      Trading balance indicators - import, export, goods and services

      08. Housing
      Here you can find housing starts, construction spending and more

      09. Producer Price Index
      This group contains PPI and different related indicators

      10. Retail Sales
      Everything related to retail sales can be found here

      In general there are already about 70+ indicators and I'm going to increase this list. So stay tuned!

      Comment


      • #4
        So guys - how it's going? Any ffedback? Maybe you would like me to change/add something?

        Comment


        • #5
          Hi guys!
          I would like once again to emphasize the following issue: if you have Windows 7 and for some reasons indicators are not drawn - please make sure that you've installed this stuff: .NET Framework 4.5 from Microsoft - https://www.microsoft.com/en-us/down....aspx?id=30653 It's pretty straight forward su just download it and run the setup.

          Comment


          • #6
            Hi guys
            I've received some valuable feedback from you and according to it I continue extending the package. Here is the latest updates:

            Commitment of Traders indicators list is extended with new ones and now you can view data like :
            1. COT (new form) - Dealers / Asset Managers / Leveraged Money
            2. COT (old form) - Commercials / Non-Commercials / Speculators (e.g. small participants)
            3. COT Index for new form

            4. COT Index for old form

            Here is how it looks:




            I've also uploaded a small video to clarify the installation procedure step-by-step - so now if you're not sure how it should be done - just watch



            Thank you all for your feedback - and Stay Tuned! More to come!

            Comment


            • #7
              UPDATE 10/01/2016

              Hey folks! New update is available
              Release notes:
              - Some bugs were fixed
              - ISM indicators are temporarily unavailable - there are some technical issues with ISM data provider so we are currently checking alternative sources

              In the nearest future I'm planning to introduce new bundles of indicators - Energy, Bonds & Treasuries etc. And I'm also planning to add economic data for Great Britain, Germany and couple of other EU countries.

              Download the packages from here - http://www.darkmindfx.com/freedownload.html - and feel free to post your feedback in this thread!

              Stay tuned!

              Comment


              • #8
                New Set of Economic Indicators Is Coming!

                Now it will be even easier to analyze the fundamental state of Forex pairs as I'm preparing the new set of economic indicators. In the upcoming weeks the sets of fundamental indicators for GBP and EUR will be released. IT will include fundamental indicators for Euri-zone countries (Germany, Italy, France etc...) as well as economic indicators fpr United Kingdom. With their help you'll have the completely different insight into the current state of economy and predict the movement of the currency pairs.
                I'm planning to use BLS, CFTC, FRED and OECD official data as a sources so you'll always get the reliable information.
                Stay tuned and be prepared to download the latest set of economic indicators from http://www.darkmindfx.com.
                Currently MetaTrader 4 / 5 and NinjaTrader 7 platforms are supported.

                Comment


                • #9
                  Hello, fellow traders

                  I've made one interesting update to MetaTrader 4 indicators package - set of basic economic indicators for UNITED KINGDOM!
                  So right now there are around 50 indicator for UK and they are divided into four sections:
                  01. GDP & Current Account
                  02. Consumer Prices
                  03. Producer Prices
                  04. Money Supply

                  The sample of the UK indicators can be seen on this screenshot:

                  In general you can use it also on version MetaTrader 5. Later this months I'm planning to make an update to NinjaTrader package as well. And (if I'll be lucky) for cTrader. But I'm not sure whether I'll have enoufg capacity - really busy at my day-to-day work right now. So don't switch the channel

                  Comment


                  • #10
                    UPDATE 2016/11/14

                    Hi guys! The new update is here. It doesn't add any new indicators BUT it solves the inconveniences most of you have faced when trying to install the package of my indicators. But no more copying files back and forth. Right now there is a standard setup wizard which will guide you thru all the steps and performs the installation itself. So in general it will take you around 60 seconds to download and install all new versions of it.
                    Here is the video on how it looks and works:
                     

                    Comment

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