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COT report


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COT report

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  #1 (permalink)
 strike333 
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Any one here use COT report to swing trade futures?
If yes what website(free?) do you use and what is the ideal situation in COT report to look for to give youself a bias/edge?

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  #3 (permalink)
 Fadi 
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Commitments of Traders - CFTC

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  #4 (permalink)
 Fadi 
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I highly recommend you give this lesson on babypips School of Pipsology Market Sentiment a good read

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 Cancer0s 
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If you want to get free chat you could easly use Barchart trader - demo version in indicators you have COT.

If there is ninjatrader version and someone has it I would be glad to get it

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Thxo
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... or maybe this one (with price chart) Commitments Of Traders Reports - COT Report, COT Charts, COT Analysis and COT Data - COTbase.com
no need to register or anything ...


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 ron99 
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I don't know how long this has been available but the CME has really nice Disaggregated Commitments of Traders (DCOT) charts.

https://www.cmegroup.com/tools-information/quikstrike/commitment-of-traders-agricultural.html

Only problem is that it is only CME contracts. So no ICE softs.

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 ElChacal 
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I am currently suscribed to TradeCOT.com at $9/month is a good deal and you can backtest ideas in Ninja.
I am finding out it works best on some instruments that others, depending on how you read it of course.

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 Big Mike 
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ElChacal View Post
I am currently suscribed to TradeCOT.com at $9/month is a good deal and you can backtest ideas in Ninja.
I am finding out it works best on some instruments that others, depending on how you read it of course.

I have no opinion about that website, but if you simply want the COT data in Ninja, you can get it here free:



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 ElChacal 
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@Big Mike I used it for awhile and it worked fine until I started losing connection to the webclient repeatedly. I suscribed to the website after that.

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 baywolf 
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free COT reports are also aggregated through Quandl

If you are backtesting, keep in mind that the reports are lagged a few days to begin with. The COT site says the reports released on Friday represent the numbers taken on Tuesday of that week. One can create multiple lagged datasets (COT_soybean_oldcrop_lag1weekPrevious, COT_soybean_oldcrop_lag1week, COT_soybean_oldcrop_lag2weeks) to see if any one dataset gives you any insight to how much, if any, correlation to prices.

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 ElChacal 
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I am studying it along with spreads to see if I can make any sense out of the price movement for a given week but despite all my backtesting I was not able to come up with a good "mechanical" strategy.

I will probably use it but on a discretionary basis only and with certain instruments, not any financial instrument.

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  #13 (permalink)
Sagal
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After reading Briese's book on COT, I found his website which is great and another one to which I have just made a donation as I really like it a lot (in particular the seasonality graph and the COT index):
https://cotunchained.com/

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