It provides sample tradestation indicators for analyzing cot data and describes how to access cot data fields and write custom analysis techniques. Now that the commitment of traders data is accessible within tradestation, it’s easy to apply the cot indicators to other markets From an emini trading perspective, the most important markets to follow are crude oil and us treasury bonds. View free historical commitments of traders charts for commodity futures with weekly data as reported by the cftc. Tradestation now includes the historic cot (commitment of traders) report in the form of an indicator If you can plot it then you can use it in a strategy
The following code listing takes the indicator code and with very few modifications turns it into a trading system The raw numbers in the weekly report are virtually useless without context The cot ratio intuitively displays the market’s concentration of positions among the commercial traders, large speculators and, small speculators. See about cot data in tradestation for more information about using the fundamental cot data as part of your futures analysis. It allows you to quickly review multiple markets. If you’re serious about finding higher timeframe bias based on what the big players are doing, then cot data is a tool you need to know
The commitments of traders (cot) reports are provided by the commodity futures trading commission (cftc) Cot reports provide a breakdown of each tuesday’s open interest for markets in which 20 or more traders hold positions equal to or above the reporting levels established by the cftc.
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