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  1. #1

    Lightbulb Free Economic Indicators: COT report, US economic data and more to come!

    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

    [Only registered and activated users can see links. ]

    And here's how economic data can be presented

    [Only registered and activated users can see links. ]

    You can download the package with indicators from this page - [Only registered and activated users can see links. ] - 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!

    Here is the installation instructions for MetaTrader 4.
    System Requirements
    Windows 7 with .NET Framework: v. 4.5 or higher - you can download it here - [Only registered and activated users can see links. ]
    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. And BTW: if you have more than one trading terminal you can add these indicators to all of them!

    I will be posting to this thread with the info on updated! So stay tuned!


  2. #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:
    [Only registered and activated users can see links. ]

    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!

  3. #3
    US Economic data.
    From own experience I know that when trading on daily charts it's quite useful to combine tech indicators with fundamental economic data. Actually I have never seen the solid package which provided such info. So I've decided to create MT4 indicators for US economic data myself. So the package in from the first post also contains list of indicators with US economic data. For now I've added only the major ones. BUT! This list is the subject of my primary interest and I want to add there as much info as possible.
    In general if you want to have something specific there - just drop me a line either here or thru private message and I'll try to add it ASAP.
    [Only registered and activated users can see links. ]

    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 always find the complete list here [Only registered and activated users can see links. ]. So stay tuned!

  4. #4
    adelzadeh's Avatar
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    THANX very much friend DarkMindFX

    some time ago I take this book larry william secret cot report
    and i will want read it

    great indicator

  5. #5
    Quote Originally Posted by adelzadeh View Post
    THANX very much friend DarkMindFX

    some time ago I take this book larry william secret cot report
    and i will want read it

    great indicator

    You'tr welcome!
    I'm planning to submit an update to this package this weekend - with COT Index stuff and COT in form of Commercials/Non-Commercials/Speculators - hope this will benefit you as well!

  6. #6
    DEar DarkMind ,

    Thanks for the wonderfull system...but darkmind folder doesnt shows in the indicator list..plz help in installation

    regards

    Antony

  7. #7
    Quote Originally Posted by mr12323 View Post
    DEar DarkMind ,

    Thanks for the wonderfull system...but darkmind folder doesnt shows in the indicator list..plz help in installation

    regards

    Antony
    Hi Antony
    OK, so you've extracted the zip file content to MQL4\Indicators folder - correct? Actually this should be enough. So what you can try to do is to a) right click on the Indicators in the window and select Refresh or b) just restart your MT4 terminal - it should update the list automatically. If this won't help - just drop me a line and we'll continue

  8. #8
    adelzadeh's Avatar
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    also test it on another mt4 platform

    its may fix

  9. #9
    Hey guys

    I've received some feedback from you who has already started using indicators - and based on this feedback I've made couple of enhancements.
    First of all - new COT indicators.
    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 you can see how it looks:

    [Only registered and activated users can see links. ]

    Also I've noticed that some of my installation instructions are not 100% clear - I want to apologize for that! In order to make things easier I've made a small How-to video showing the whole process - which files to move, what should be the content of the folders etc.


    Hope this will help! But anyway - if you face any troubles - just drop me a line, we'll figure out something

    ... And I'm continuing extending indicators functionality So don't go anywhere!

  10. #10
    Hey, how it's going!

    So have your tried the package? Maybe you'd like to have some more indicators there?

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