Free COT Reports and US economic indicators

DarkMindFX

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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.

ALL DATA IS UPDATED AUTOMATICALLY!
No need to cope with files, manual stuff etc. I'm getting the data from official web sites directly! So once the new info appears on sites like CFTC, BLS, FRED etc - the system automatically gets it.

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
DMFX_Samples_COT.png

And here's how economic data can be presented
DMFX_Samples_USData.png


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!

UPDATE:
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/download/details.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 IS HIGHLY APPRECIATED! If you feel that you need something more in that package - new indicators, some changes, other data representation - don't hesitate, just drop me a line here. I'll be maintaining this thread and all updates notices will be posted here.

STAY TUNED!
 
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:
attachment.php

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
U.S. Dollar Index 98662
VIX Futures 11700
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!
 
US Economic Data indicators
When you install the package in metatrader you'll see the following list in your Indicators window:
attachment.php

I've decided to organize them properly in the subfolders.

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. You can download them from here - http://www.darkmindfx.com/freedownload.html . So stay tuned!
 
Ok, small update.
I'm currently working on additional COT indicators - combined COT report in form of Commercials/Non-Commercials/Speculators and COT Index for combined and aggregated.
Also I'm getting lots of questions to clarify the installation steps - so I'll probably make a video with how-to - it will be more obvious. So don't go anyway :)
 
I'm surprised no one has responded to you-I for one will be downloading and installing this as soon as I'm done here! I've actually been searching for a decent COT indicator that actually WORKS!! :) I'd found a couple, but they either 1. Didn't work or 2. We're over $100!!
I'm still a beginner and except for a VERY small micro acct, I've just been demo trading, learning, and building a strategy that will give me the confidence to go live! I'm not going to have much to start with, so every little addition to assist me with my primarily Fundamental strategy, will help a great deal!!
I'm mainly interested in the COT Indicators as I have pretty much instant access to the economic releases-but, you never know, I may need this format in the future!
I'll let you know if I have any questions or problems!! THANKS Again!!
 
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