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Commitments of Traders Data

This indicator displays Commitments of Traders data released every week by the CFTC.

Please make sure that you download MWC_3L.dat file into the folder [...]/MQL4/Files. A more detailed instruction can be downloaded here.

Main data folder: www.myweeklycot.com/cot/voll/2014/…

Files:

  • MWC_3L.dat - Net Positions for Non Commercial, Commercial and Non Reportable (In this order)
  • MWC_OI.dat - Open Interest
  • MWC_COXNC.dat - COX Non Commercial for P12,P26,P52,P156
  • MWC_COXC.dat - COX Commercial for P12,P26,P52,P156
  • MWC_COXNR.dat - COX Non Reportable for P12,P26,P52,P156
  • MWC_RAT.dat - Ratio L/S for Non Commercial, Commercial and Non Reportable (In this order)
  • MWC_DAT.dat - Date (Good for backtesting if you wanted to know if we have an existing data set for this week)
  • MWC_POI.dat - Percent of Open Interest for Commercial

Example: http://www.myweeklycot.com/cot/voll/2014/MWC_3L.dat

We will update the files every week.

Francis Dogbe
9501
2016.04.12 00:36 
 

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版本 1.4 - 2014.06.02
Switch to Dynamic Array, Code and Memory optimization.
版本 1.3 - 2014.04.28
Fixed bug in AutDet function which influence USDJPY, USDCHF and USDCAD.