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Search: Posts Made By: aventeren
Forum: NinjaTrader September 8th, 2014, 07:06 PM
Replies: 40
Views: 25,122
Posted By aventeren
Howdy-- I finished my COT indicators, and I...

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...
Forum: NinjaTrader September 3rd, 2014, 11:41 AM
Replies: 40
Views: 25,122
Posted By aventeren
I made great progress this AM. I've now...

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...
Forum: NinjaTrader September 2nd, 2014, 07:44 PM
Replies: 40
Views: 25,122
Posted By aventeren
Not a bad idea...however if wrapping the code...

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...
Forum: NinjaTrader September 2nd, 2014, 07:12 PM
Replies: 40
Views: 25,122
Posted By aventeren
My reason for moving the data into NT is so that...

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.
Forum: NinjaTrader September 2nd, 2014, 06:41 PM
Replies: 40
Views: 25,122
Posted By aventeren
Yeah I've seen both of those posts...the first...

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...
Forum: NinjaTrader September 2nd, 2014, 05:26 PM
Replies: 40
Views: 25,122
Posted By aventeren
Update: So I've successfully grabbed the...

Update:

So I've successfully grabbed the legacy COT data from Quandl and decoded into into string lists.

Next up: Convert list string elements to ints, assign to plots, plot.

I'm going to...
Forum: NinjaTrader September 2nd, 2014, 12:19 PM
Replies: 40
Views: 25,122
Posted By aventeren
A web request is my preferred route, but I don't...

A web request is my preferred route, but I don't have any examples to hack. Do you know of any NT web request indicators that I could use as a foundation to build this upon?

Man I feel like I'm...
Forum: NinjaTrader September 2nd, 2014, 11:57 AM
Replies: 40
Views: 25,122
Posted By aventeren
Mike, would you be willing to provide me with one...

Mike, would you be willing to provide me with one example of how you would pull the COT data for a given contract into R and then output that data as a CSV file using R? If I can get the CSV files,...
Forum: NinjaTrader September 2nd, 2014, 08:34 AM
Replies: 40
Views: 25,122
Posted By aventeren
Big Mike-- I started down the R rabbit hole...

Big Mike--

I started down the R rabbit hole this weekend. What are the 2 or 3 most important R libraries that you're using and that I should learn? My goal here is to build a COT solution for...
Forum: NinjaTrader August 30th, 2014, 10:26 AM
Replies: 40
Views: 25,122
Posted By aventeren
...I just looked at the Quandl stuff in more...

...I just looked at the Quandl stuff in more detail. Holy balls they have a TON of futures historical data! (https://nexusfi.com/vendors-product-reviews/29501-quandl-www-quandl-com.html#post413430)
Forum: NinjaTrader August 30th, 2014, 10:17 AM
Replies: 40
Views: 25,122
Posted By aventeren
Yeah, Quandl is impressive. Do they have...

Yeah, Quandl is impressive.

Do they have historical futures pricing--and if so, is it tick, minute, hour, day, week, month, year or what? I did a cursory search, but I wasn't able to find any.
...
Forum: NinjaTrader August 30th, 2014, 10:02 AM
Replies: 40
Views: 25,122
Posted By aventeren
Thanks for sharing the Quandl link, NoiseTrader. ...

Thanks for sharing the Quandl link, NoiseTrader. They have a bunch of interesting data.

Because I have no freaking idea on how to import web data into NT7 (using .NET), I'm going to start with...
Forum: NinjaTrader August 30th, 2014, 09:46 AM
Replies: 40
Views: 25,122
Posted By aventeren
Thanks for chiming in, Zondor. I don't think a...

Thanks for chiming in, Zondor. I don't think a data feed is necessary--especially given the fact that the Excel spreadsheets are posted on the CFTC's COT site--so the data is there...it's just in an...
Forum: NinjaTrader August 29th, 2014, 02:45 PM
Replies: 40
Views: 25,122
Posted By aventeren
No joy. (I know Mike has already seen this, so...

No joy. (I know Mike has already seen this, so no need to respond, Mike...)
Forum: NinjaTrader August 29th, 2014, 12:55 PM
Replies: 40
Views: 25,122
Posted By aventeren
Thanks, Mike; I'll look into it and see if the...

Thanks, Mike; I'll look into it and see if the data is there. I will then code up a Larry Williams COT indicator for others to use and explore.
Forum: NinjaTrader August 29th, 2014, 10:50 AM
Replies: 40
Views: 25,122
Posted By aventeren
I'm searching for a NT COT feed, too. Did you...

I'm searching for a NT COT feed, too. Did you ever find anything?

Thanks,

Aventeren
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