Free Economic Indicators: COT report, US economic data and more!

Discussion in 'MetaTrader Indicators' started by DarkMindFX, May 8, 2016.

  1. DarkMindFX

    DarkMindFX Trader

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    Hello everyone,

    In this thread I'd like to share with you some side results of project I'm currently working on right now. It's a package of indicators which can be used to get economic data - Commitment of Traders (COT) reports, US economic data (like inflation, unemployment, GDP, money supply etc.). I'm using these indicators as a feeds for my ANN system, but I believe lots of you will find it useful in your trade and analysis.

    What trading platforms supported. Currently I've only implemented it for MT4 - but actually I'm gonna implement it for other platforms like ZuluTrade, Ninja Trader etc. (unfortunately I'm not familiar with their codebase yet - so it will take me some time to learn).

    How it looks. Here are the examples of what you can get on your MT4 terminal.
    Examples of COT reports and charts
    [​IMG]
    And here's how economic data can be presented
    [​IMG]
    You can download the package with indicators from this page - http://www.darkmindfx.com/freedownload.html - also there you'll find the instructions on how to make these indicators available in your MT4 terminal.

    NOTE: All this stuff is in Very BETA stage! If you'll try it and face any issues - don't hesitate and drop me a line - wither in this thread on as private message. I'll try to fix it ASAP.

    More to come!

    Here is the installation instructions for MetaTrader 4.
    System Requirements
    Windows 7 with .NET Framework: v. 4.5 or higher - you can download it here - https://www.microsoft.com/en-US/download/details.aspx?id=30653
    Windows 8 and higher
    Installation
    1. Download ZIP archive with the package
    2. In your MetaTrader 4 terminal select File -> Open Data Folder
    3. In ther opened window navigate to MQL4\Indicators
    4. Extract archive content to this folder - you'll get the DarkMondFx folder with .ex4 and .dll files
    5. Now open you MetaTrader 4 installation folder - i.e. C:\Program Files (x86)\FXCM MetaTrader 4\
    6. Move all the .dll files except DarkMindConnect.dll from MQL4\Indicators\DarkMindFx to this folder
    7. In MetaTrader 4 terminal open Tools > Options > Experts Advisers tab and make sure "Allow DLL imports" checked
    8. Refresh indicators list in the terminal
    Done! Now your trading environment is ready and you can add indicator windows to your chart. And BTW: if you have more than one trading terminal you can add these indicators to all of them!

    I will be posting to this thread with the info on updated! So stay tuned!
     
    lisparc likes this.
  2. DarkMindFX

    DarkMindFX Trader

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    COT and US economic Indicators in your Metatrader terminal.

    In order to check that you've done everything right after the installation you can check the Indicators window in your MT4. You will see something like this:
    [​IMG]
    So as you can see all indicators are logically grouped so you can easily navigate and choose the one which is really needed :)

    IMPORTANT! YOUR FEEDBACK IS HIGHLY APPRECIATED!
    As I said previously it's just a side resultof my experiments. But I will b really happy if you'll find this stuff useful. If you have any feedback, commentand/or suggestion - don't hesitate and post them here - I'll try to respond ASAP!
     
  3. DarkMindFX

    DarkMindFX Trader

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    COT indicators - some instructions
    OK, so let's continue.
    Commitment Of Traders (COT) reports.
    The Commitment Of Traders is displayed in form of three values - net positions of Dealers, Asset Managers and Leveraged Money. Currently it supports financial futures-and-options values from CFTC. In order to display report for some particular position you'll need to specify COT Market Code of the instrument:
    [​IMG]

    Here is the list of instruments supported and their COT Market Codes:

    COT Canadian Dollar 90741
    COT Swiss Franc 92741
    COT British Pound 96742
    COT Japanese Yen 97741
    COT Euro Fx 99741
    COT Australian Dollar 232741
    COT Euro Fx/British Pound 299741
    COT Russian Ruble 89741
    COT Mexican Peso 95741
    COT Brazilian Real 102741
    COT New Zealand Dollar 112741
    COT S.African Rand 122741
    COT DJIA Consolidated 12460+
    COT DJIA 124603
    COT S&P 500 Consolidated 13874+
    COT S&P 500 Stock Index 138741
    COT E-mini S&P 500 Stock Index 13874A
    COT NASDAQ-100 Consolidated 20974+
    COT NASDAQ-100 Stock Index (Mini) 209742
    COT Russel 2000 Mini Index Future 23977A
    COT Nikkei Stock Average 240741
    COT MSCI EAFE Mini Index 244041
    COT MSCI Emerging Mkts Mini Index 244042
    COT E-mini S&P 400 Stock Index 33874A
    COT U.S. Treasury Bonds 20601
    COT Long-Term U.S. Treasury Bonds 20604
    COT 2-y U.S. Treasury Notes 42601
    COT 10-y U.S. Treasury Notes 43602
    COT ULTRA 10-y U.S. Treasury Notes 43607
    COT 5-y U.S. Treasury Notes 44601
    COT 30-days Federal Funds 45601
    COT 3-month EuroDollars 132741
    COT 10-y Deliverable IR Swap 246605
    COT 5-y Deliverable IR Swap 246606
    U.S. Dollar Index 98662
    VIX Futures 11700
    Dow Jones UBS Excess Return 221602

    These are all the standard values so you can also find the on CFTC website.

    I'm also planning to add other COT data like stuff or the commodities etc.

    Stay tuned!
     
  4. DarkMindFX

    DarkMindFX Trader

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    US Economic Indicators
    Here is the list of economic indicators which are supported right now.

    01. GDP
    This group contains info on GDP, Income, Consumption Expenditures and so on.

    02. Consumer Price Index
    Everything related to inflation - CPI and differentvariations and components of it

    03. ISM Manufacturing
    ISM data - like PMI, Inventories, New Orders etc.

    04. Money Supply
    Indicators for M1, M2 money supply

    05. Employment
    This group contains unemployment rates indicators, Non Farm Payrolls (NFP) data, Initial Jobless Claims and it's 4 week moving averages and so on

    06. Surveys
    This group will contain different kind of surveys

    07. Trade Balance
    Trading balance indicators - import, export, goods and services

    08. Housing
    Here you can find housing starts, construction spending and more

    09. Producer Price Index
    This group contains PPI and different related indicators

    10. Retail Sales
    Everything related to retail sales can be found here

    In general there are already about 70+ indicators and I'm going to increase this list. So stay tuned!
     
  5. Enivid

    Enivid Administrator Staff Member

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    I am all for sharing such nice indicators as CoT, but I feel obliged to post this warning to the forum members:

    Using external DLLs in your MetaTrader indicators poses serious security risks for your PC. Only allow DLL use in indicators/EAs when you 100% trust the developer.
     
  6. DarkMindFX

    DarkMindFX Trader

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    No problem, that's fair :)
     
  7. DarkMindFX

    DarkMindFX Trader

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    So guys... How it's going? Does anyone tried it? I'll appreciate any kind of feedback.
    I'm currently also working on extending COT indicators - will add COT report for combined values - Commercials/Non-Commercials/Speculators. And will add COT Index. So stay tuned!
     
  8. Galen Woods

    Galen Woods Trader

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    error:

    2016.05.21 16:44:33.384 Cannot load '..\..\DarkMindConnect.dll' [126]
    2016.05.21 16:44:33.384 Cannot call '..\..\DarkMindConnect.dll::DarkMindInit', '..\..\DarkMindConnect.dll' is not loaded
    ...
     
  9. DarkMindFX

    DarkMindFX Trader

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    UPDATE 2016/05/22:
    Commitment of Traders indicators list is extended with new ones and now you can view data like :
    1. COT (new form) - Dealers / Asset Managers / Leveraged Money
    2. COT (old form) - Commercials / Non-Commercials / Speculators (e.g. small participants)
    3. COT Index for new form
    4. COT Index for old form

    [​IMG]


    I've also uploaded a small video to clarify the installation procedure step-by-step - so now if you're not sure how it should be done - just watch [​IMG]




    So feel free to download indicators, use them and drop me your feedback - I'll be trying to react ASAP. Stay tuned!
     
  10. DarkMindFX

    DarkMindFX Trader

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    Hi Galen

    I've uploaded a small video which shows all that stuff related to dll-s etc. You can try to use it as a guide - it will show where each file should be. And drop me a line if it won't work - we'll try to figure out something :)
     
  11. Galen Woods

    Galen Woods Trader

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    stll error. I think missed "DarkMindConnect.dll" but as I see in video we don't need to copy it http://prntscr.com/b7cepz
     
  12. DarkMindFX

    DarkMindFX Trader

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    Yes, you're correct - as you can see from the video and from the steps it requires to copy all dll except DarkMindConnect.dll - it should be in DarkMindFx indicators folder.
     
  13. DarkMindFX

    DarkMindFX Trader

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    UPDATE 10/01/2016

    Hey folks! New update is available
    Release notes:
    - Some bugs were fixed
    - ISM indicators are temporarily unavailable - there are some technical issues with ISM data provider so we are currently checking alternative sources

    In the nearest future I'm planning to introduce new bundles of indicators - Energy, Bonds & Treasuries etc. And I'm also planning to add economic data for Great Britain, Germany and couple of other EU countries.

    Download the packages from here - http://www.darkmindfx.com/freedownload.html - and feel free to post your feedback in this thread!

    Stay tuned!
     
  14. DarkMindFX

    DarkMindFX Trader

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    New Set of Economic Indicators Is Coming!

    Now it will be even easier to analyze the fundamental state of Forex pairs as I'm preparing the new set of economic indicators. In the upcoming weeks the sets of fundamental indicators for GBP and EUR will be released. IT will include fundamental indicators for Euri-zone countries (Germany, Italy, France etc...) as well as economic indicators fpr United Kingdom. With their help you'll have the completely different insight into the current state of economy and predict the movement of the currency pairs.
    I'm planning to use BLS, CFTC, FRED and OECD official data as a sources so you'll always get the reliable information.
    Stay tuned and be prepared to download the latest set of economic indicators from [URL deleted]
    Currently MetaTrader 4 / 5 and NinjaTrader 7 platforms are supported.
     
    Last edited by a moderator: Oct 10, 2016
  15. DarkMindFX

    DarkMindFX Trader

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    Hello, fellow traders

    I've made one interesting update to MT4 indicators package - set of basic economic indicators for UNITED KINGDOM!
    So right now there are around 50 indicator for UK and they are divided into four sections:
    01. GDP & Current Account
    02. Consumer Prices
    03. Producer Prices
    04. Money Supply

    The sample of the UK indicators can be seen on this screenshot:
    [​IMG]
    I'll add more types of indicators (like employment,housing etc) so we'll get the good coverage of UK economic activities.

    The updated package for NinjaTrader 7 will be later this month.
     
  16. DarkMindFX

    DarkMindFX Trader

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    UPDATE 2016/11/16:
    Setup Wizard - now it's just Plug'n'Play

    This is the new update of MetaTrader 4 / 5 package - now you don't need to bother with all that files copying etc. Trust me - I know what kind of pain it is. But now you just download the wizard, run it and follow the steps.

    Before the installation please check system requirements
    Windows 7 with .NET Framework: v. 4.5 or higher - you can download it here - https://www.microsoft.com/en-US/down....aspx?id=30653
    Windows 8 and higher

    Here is the video guide on how it works now:



    Enjoy and stay tuned!
     
  17. DarkMindFX

    DarkMindFX Trader

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    BTW Small note: you can install indicators to any of your MT terminals - no limitations. Just launch the setup again and select another broker from the list.
     
  18. DarkMindFX

    DarkMindFX Trader

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    UPDATE 2016/12/05:

    Hello fellow traders, good news!

    New Platform Setup Wizard - now available on cTrader!
    PLUS
    Complete Set of COT Reports for all financials, commodities and other instruments

    In the most recent update you'll find:
    - 250+ COT report instruments - a complete set provided by CFTC!
    - Support of new platform - cTrader. So now you can choose from three lug-ons for major platforms - MetaTrader, NinjaTrader and cTrader!
    - COT Reports indicator enchantment - now you can select the instrument from dropdown without need to remember the COT market codes!

    [​IMG]
    [​IMG]
     
  19. DarkMindFX

    DarkMindFX Trader

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    UPDATE 2017/01/02:
    Major update is here!
    Support of 50 000+ indicators (almost complete set of data) for U.S. Economy from Federal Reserve Bank of St. Louis (aka FRED)

    Now you can get almost unlimited access to all data available at FRED database. Everything: National Accounts, Pricing, Employment, Balance of Trade and hundreds and hundreds of other categories. Now it's all available with new indicator call US.FRED (you can find it under DarkMindFX -> Data Sources folder).

    For example, you'd like to add Real GDP (quarterly) data.
    So all you need to do is:
    1. Find the proper data page at official FRED web site - i.e. https://fred.stlouisfed.org/series/A191RL1Q225SBEA
    2. In your MetaTrader terminal (as well as cTrader or NinjaTrader) select US.FRED indicator - and open Inputs tab
    3. From the FRED's page copy the data series code and set it as a parameter of the indicator - see screen shot.

    [​IMG]

    DONE! Now you can get (almost) any data series from FRED database and integrate it straight into terminal as a chart or use it in your MQL file.

    More data sources to come!
     
  20. DarkMindFX

    DarkMindFX Trader

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    UPDATE 2017/02/05:
    Major update is here!
    Support of 500+ indicators (all Top Picks) for U.S. Labor from Bureau of Labor Statistics (aka BLS)

    New data source is now available. From now you can also add the data from the BLS database to your terminals.
    The new indicator - US.BLS - is added to the list of data sources (you can find it under DarkMindFX -> Data Sources folder)

    In order to display the chart with the data from the BLS database you just need the following:
    1. Choose the data you'd like to see on the BLS web-site - let's say it's "Labor Productivity (Output per hour)" - you can see it here https://data.bls.gov/cgi-bin/surveymost?pr
    2. Take the series id - PRS84006092
    3. In your MetaTrader terminal (as well as cTrader or NinjaTrader) select US.FRED indicator - and open Inputs tab
    4. Set the series id as a parameter

    [​IMG]
     
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