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Hi
I import COT data but in a
different way to you but this how I plot the COT data
Assuming the chart that you are
looking at is GBPUSD and the COT OI ticker
is called OI_GBP and you want to plot the OI separately
then
create function file called \# include COT Symbol.afl as below which when ticker == "GBPUSD" stores
`GBP' in the global variable includeCotTicker
function includeCOTsymbol(ticker)
{
global
includeCotTicker;
includeCotTicker
= WriteIf(ticker == "GBPUSD" ,"GBP");
}
To plot the OI use the code below. You need to change the folder
address to where you store the function file
// Plot Foreign Ticker
#include "C:\Program
Files\AmiBroker\Formulas\# include\# include COT Symbol.afl";
includeCOTsymbol(Name());
// This calls function
"includeCOTsymbol()" in file "# include COT
Symbol.afl" and sends the ticker "name()",then sets the ticker
to the global variable "includeCotTicker "
// This uses the Global Variable
'includeCotTicker' which is set in # include.afl
Ticker = "OI_
" + includeCotTicker ";
SetForeign(ticker);
TickerName = FullName();
ForeignOpen = O;
ForeignHigh = H;
ForeignLow = L;
ForeignClose = C;
ForeignInterval = Interval(2);
ForeignDate = Date();
RestorePriceArrays();
Color = ParamColor("Color", colorDarkBlue);
PlotForeign( Ticker,
"", ParamColor("Color", colorDarkBlue),
ParamStyle("Style", styleLine, maskAll) );
GraphXSpace=10;
_N( Title = EncodeColor(colorRed)
+ tickername + " " + ticker + EncodeColor(colorDarkBlue)
+ " " + ForeignInterval + "
" + ForeignDate + " " + StrFormat("
Close %g", ForeignClose ));
The end result would be a window with a chart for GBPUSD and separate chart for OI_GBP.
You will have to add extra
includeCotTicker = WriteIf(ticker == "GBPUSD" ,"GBP");
lines for different tickers and have a different plot file for each COT
indicator i.e. Commercial Net.
As you change the main ticker
i.e. say to USDYEN then the appropriate COT chart will also change.
Hope this helps
Peter
--- In amibroker@xxxxxxxxxxxxxxx, "goedings" <goedings@xxx> wrote:
>
> Hi, I have read Larry Williams book on COT and its application to
> trading. I have downloaded the historical data and have it all in one
> MS Access db. Now I want the data in AB and construct the indicators.
>
> I have been able to get the data in AB: I have exported key fields per
> ticker to ASCI and imported them in AB as a new symbol basically
> mapping those fields to standard o/h/l/c fields. In the ASCI wizard I
> have ticked the non-quotes, allow for neg pricing etc.
>
> The mapping is:
> High -> Open interest
> Open -> Nett Commercials
> Low -> Nett Traders
> Close -> Nett Public
>
> From the dataview for the new created ticker I see the data there. So
> I have e.g. a ticker called "OI_GBP" which contains the key
> OpenInterest data fields for British Pound.
>
> Now come the difficulties. If I have GBPUSD as active symbol and
> create a new indcator that acesses via Foreign() the ticker with COT
> data ("OI_GBP") it won't plot the required fields. It seems that it
> will only plot the values in the "close" field of ("OI_GBP").
>
> Probably this is caused by the foreign() function:
> wOI=TimeFrameCompress(Foreign("OI_GBP","open",1),inWeekly);
>
> It should plot nett commercials but it plots the nett public....
>
> Anyone?
>
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