Commitments of Traders (COT)

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Re: Commitments of Traders (COT)

Postby Esports » Tue Oct 30, 2012 7:34 am

Hi, thanks for your work. I've noticed that data are not completely the same as the cot report on http://www.cftc.gov/dea/futures/deacmesf.htm . Euro says non commercial 38171 and 93390 but on the chart is 37913 and 97267. It's almost the same but sometimes there are a few thousand of difference. Have I got wrong settings?
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Re: Commitments of Traders (COT)

Postby juju1024 » Tue Oct 30, 2012 1:44 pm

hi,

i have a problem when i set this indicator,

message error :

[string "COT.lua"]:283: attempt to index field '?' (a nil value)."'

help me please,

Cordialy
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Re: Commitments of Traders (COT)

Postby arstechnica » Wed Oct 31, 2012 12:05 am

For intraday trading to avoid to have a fixed istogram, It should be very usefull to have a string on the main chart that tell COT values and the max and min of last n weeks
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Re: Commitments of Traders (COT)

Postby Apprentice » Wed Oct 31, 2012 2:46 am

Your request is added to the development list.
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Re: Commitments of Traders (COT)

Postby Apprentice » Wed Oct 31, 2012 3:01 am

To Juju, I have detected the problem.
I will forward the info to the development team.
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Re: Commitments of Traders (COT)

Postby Esports » Wed Oct 31, 2012 8:30 am

Apprentice wrote:To Juju, I have detected the problem.
I will forward the info to the development team.

Can I know why data are not the same of official cot report data?
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Re: Commitments of Traders (COT)

Postby juju1024 » Wed Oct 31, 2012 11:28 am

okay Apprentice,
Thanks ;)
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Re: Commitments of Traders (COT)

Postby Apprentice » Wed Oct 31, 2012 12:07 pm

Honestly I'm not sure.
I should make a comparison of both data sources,
to be sure.
We have WeekEnd Data (data is updated once a week)
So that this difference is negligible.
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Re: Commitments of Traders (COT)

Postby Esports » Wed Oct 31, 2012 8:33 pm

Apprentice wrote:Honestly I'm not sure.
I should make a comparison of both data sources,
to be sure.
We have WeekEnd Data (data is updated once a week)
So that this difference is negligible.

Well, I don't find 4-5 thousands contracts so negligible since they are € 400-500 millions. By the way Cot data are always every weekend and I don't understand why there are 4-5 k of difference on Euro if data report are shown every saturday on the official COT website.
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Re: Commitments of Traders (COT)

Postby Apprentice » Thu Nov 01, 2012 3:09 am

Can you send me a concerned report.
Make sure to add downlaod link, and page where i can find it.
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