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COT indicator Ninja Trader?


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COT indicator Ninja Trader?

  #21 (permalink)
 
learning0101's Avatar
 learning0101 
Houston, Texas
 
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Hi @aventeren

need free cot indicator - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum

and from vendor
COT Indicator - Littlefish FX

discalimer: Not affiliated with any above mentioned
Just searched and found


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  #22 (permalink)
 
aventeren's Avatar
 aventeren 
Bellingham, WA USA
 
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learning0101 View Post
Hi @aventeren

need free cot indicator - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum

and from vendor
COT Indicator - Littlefish FX

discalimer: Not affiliated with any above mentioned
Just searched and found


Yeah I've seen both of those posts...the first one was converted into a $160 paid indicator.

The second one is just pointing to this paid indicator.

I'm trying to do something for free that we can all use.

Thanks for chiming in. I appreciate it.

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  #23 (permalink)
NoiseTrader716
Buffalo, NY
 
Posts: 64 since Jul 2014
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I wouldn't just dismiss the charting quandl has itself.
Making this in ninja wouldn't be trivial
Commitment of Traders - Gold - Futures Only (CFTC) - Data and Charts from Quandl
Being able to click on and off the various aspects of the COT is pretty slick.

I love ninja but life is easier if you don't try to have one application do everything.

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  #24 (permalink)
 
aventeren's Avatar
 aventeren 
Bellingham, WA USA
 
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NoiseTrader716 View Post
I wouldn't just dismiss the charting quandl has itself.
Making this in ninja wouldn't be trivial
Commitment of Traders - Gold - Futures Only (CFTC) - Data and Charts from Quandl
Being able to click on and off the various aspects of the COT is pretty slick.

I love ninja but life is easier if you don't try to have one application do everything.

My reason for moving the data into NT is so that I can backtest ideas at scale, which I can't do without bringing the values into NT.

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  #25 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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According to the Quandl API page, there is a .NET api.

https://github.com/QuantConnect/Quandl.NET

I didn't look to see what version of .NET. If it's more than 3.5 then I believe it won't work with NT7. But otherwise...

Mike



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  #26 (permalink)
 
aventeren's Avatar
 aventeren 
Bellingham, WA USA
 
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Big Mike View Post
According to the Quandl API page, there is a .NET api.

https://github.com/QuantConnect/Quandl.NET

I didn't look to see what version of .NET. If it's more than 3.5 then I believe it won't work with NT7. But otherwise...

Mike

Not a bad idea...however if wrapping the code around this .NET API meant that everyone would need to download the .NET API, I don't think it would work very well. But hell, who knows...maybe it would be.

Right now I'm stuck on the dumbest thing: how to convert a List<string> that contains string elements that are formatted as "XXXX.0". I need to:

1. Parse the ".0"
2. Convert the parsed value to an Int 32
3. Add the parsed Int32 value to a new List

If I can do this, I'm in the barn...but I can't get the damn gate open. It should be easy, but it's been a long day.

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  #27 (permalink)
 
aventeren's Avatar
 aventeren 
Bellingham, WA USA
 
Experience: Beginner
Platform: NT
Broker: Mirus (Broker), Continuum (Data), Dorman (Clearing)
Trading: Futures
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I made great progress this AM. I've now successfully pulled the legacy COT info from a Quandl web request and then converted the information into dates and values. I'm able to print this info to the Output Window--so I have successfully completed part 1 of pulling the COT data into NT.

Next up will be matching dates and bars to assign the correct COT values to each bar--and then assign the correct values to plots and plot the info. Almost there.

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  #28 (permalink)
 
aventeren's Avatar
 aventeren 
Bellingham, WA USA
 
Experience: Beginner
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Howdy--

I finished my COT indicators, and I posted them in the Elite section under a new thread call Commitment of Trader's ("COT") Report: NT Tools and Discussion. I chose to make the indicators Elite only so as to help out nexusfi.com (formerly BMT), which has been a big part of my journey.

Thanks for everyone's help on this thread.

All best,

Aventeren

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  #29 (permalink)
 
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 Aragorn 
Salt Lake City, UT
 
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@ gomi- do you think you could make an indicator using your COT from your GomVolumeLadder? I think it may be very beneficial to see them as bars above and below a zero line.

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  #30 (permalink)
 gomi 
Paris
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Hi,

The HighCOT and LowCOT can be accessed as properties.
See the GomVoluleLadderIndicators

Attached Files
Elite Membership required to download: GomVolumeLadderIndicators.cs
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