|
PureBytes Links
Trading Reference Links
|
Hi Peter,
Thanks for your code. I have been able to get it work and it produces nice plot windows, however without data.
I did however found out that if I change my original code
wOI=TimeFrameCompress(Foreign("OI_GBP","open",1),inWeekly);
into
wOI=TimeFrameCompress(Foreign("OI_GBP","open",2),inWeekly);
i will get the plots in my original solution.
I think it has something to do with the date I use for the COT data. I actually use the reporting date as the date in the record (so this would be Tuesday). I think if I go to weekly resolution it then it may not work if I do not fill holes...
Though it works for now, I am not happy with the solution. Would you mind sharing me how you have stored the COT data in AB?
Again, many thanks!
Michel
--- In amibroker@xxxxxxxxxxxxxxx, "Peter" <aretep@xxx> wrote:
>
>
> 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@ 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?
> >
>
__._,_.___
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
![]()
__,_._,___
|