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

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

  1. DarkMindFX

    DarkMindFX Trader

    36
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    Hey guys,

    How it's going? Maybe you have some suggestions what kind of data you'd like to see there?
     
  2. Ace

    Ace Trader

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    0
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    Hey DarkMind,

    Is there a way to download the files in a zip file? Everytime I've tried to run the exe file it does nothing.

    Thanks
    Ace
     
  3. DarkMindFX

    DarkMindFX Trader

    36
    2
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    UPDATE 2017.07.02
    Hi Traders!

    Update of the package is here! In the recent package you'll find:
    1. New COT indicator - disaggregated commodities report where information is presented as for "Producer-Merchant-Processor-User","Swap Dealers", "Managed Money", "Other Reportables" and "Open Interest"
    2. Open Interest is added to Regular COT report - so right now you can see both "Commercials/Non-Commercials/Speculators" AND "Open Interest" on the same chart
    3. Some fixes and enhancements.

    As usual the package is FREE and can be downloaded using the link in the original message at the beginning of this thread. The packages are available for three platforms - MetaTrader 4, NinjaTrader and cTrader.

    Enjoy and Stay Tune - more to come!
     
  4. DarkMindFX

    DarkMindFX Trader

    36
    2
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    UPDATE 2017.10.10

    Hello, fellow traders

    New update of Commitment Of Traders and Economic indicators package is here.
    What's new in this release:
    - Issues related to running setup for MetaTrader 4 is fixed
    - Setup package for NinjaTrader7 is updated - previous ZIP file was corrupted and failed to import in NT 7
    - Minor changes into indicators

    Feel free to download the packages for your platform - MetaTrader 4, NinjaTrader 7 or cTrade.

    And stay tuned - more to come!
     
  5. DarkMindFX

    DarkMindFX Trader

    36
    2
    24
    Hello fellow Traders!

    UPDATE 2017.11.20 is HERE

    The new update for all three platforms is here - for MetaTrader, cTrader and NinjaTrader. Feel free to download. There were some minor bug fixes and improvements.

    PLUS

    Here I'd like to attach an example on how to use the COT indicator in your code thru iCustom(...).

    Code (MQL4):
    //+------------------------------------------------------------------+
    //|                                                 COTCustomInd.mq4 |
    //|                                       Copyright 2017, DarkMindFX |
    //|                                       https://www.darkmindfx.com |
    //+------------------------------------------------------------------+
    #property copyright "Copyright 2017, DarkMindFX"
    #property link      "https://www.darkmindfx.com"
    #property version   "1.00"
    #property strict
    #property indicator_separate_window
    #property indicator_buffers 3
    #property indicator_plots   3
    //--- plot Value
    #property indicator_label1  "Value 1"
    #property indicator_type1   DRAW_LINE
    #property indicator_color1  clrRed
    #property indicator_style1  STYLE_SOLID
    #property indicator_width1  1

    #property indicator_label2  "Value 2"
    #property indicator_type2   DRAW_LINE
    #property indicator_color2  clrGreen
    #property indicator_style2  STYLE_SOLID
    #property indicator_width2  1

    #property indicator_label3  "Value 3"
    #property indicator_type3   DRAW_LINE
    #property indicator_color3  clrGreen
    #property indicator_style3  STYLE_SOLID
    #property indicator_width3  1

    input int BarsBack = 10;
    //--- indicator buffers
    double         ValueBuffer1[];
    double         ValueBuffer2[];
    double         ValueBuffer3[];



    string codes[][2] =
        {
    {"022651","#2 HEATING OIL NY HARBOR-ULSD"},
    {"246605","10 YEAR DELIVERABLE IR SWAP"},
    {"043602","10-YEAR U.S. TREASURY NOTES"},
    {"042601","2-YEAR U.S. TREASURY NOTES"},
    {"86565C","3.5% FUEL OIL RDAM CRACK SPR"},
    {"045601","30-DAY FEDERAL FUNDS"},
    {"132741","3-MONTH EURODOLLARS"},
    {"246606","5 YEAR DELIVERABLE IR SWAP"},
    {"044601","5-YEAR U.S. TREASURY NOTES"},
    {"023396","AECO FIN BASIS"},
    {"0643EA","AEP DAYTON REALTIME OFFPEAK-MI"},
    {"02339E","ALGONQUIN CITY-GATES FINANCIAL BASIS"},
    {"191693","ALUMINUM MW US TR PLATTS SWAP"},
    {"232741","AUSTRALIAN DOLLAR"},
    {"221602","BLOOMBERG COMMODITY INDEX"},
    {"102741","BRAZILIAN REAL"},
    {"06765T","BRENT CRUDE OIL LAST DAY"},
    {"096742","BRITISH POUND STERLING"},
    {"050642","BUTTER (CASH SETTLED)"},
    {"0643BM","CAISO NP-15 PEAK"},
    {"064396","CAISO SP15 FIN DA OFF-PEAK"},
    {"00639H","CALIF CARBON ALL VINTAGE 2016"},
    {"00639Y","CALIF CARBON ALL VINTAGE 2017"},
    {"090741","CANADIAN DOLLAR"},
    {"067A49","CANADIAN HVY CRUDE NET ENRGY"},
    {"025601","CBT ETHANOL"},
    {"063642","CHEESE (CASH-SETTLED)"},
    {"02339Q","CHICAGO CITYGATE (INDEX)"},
    {"025651","CHICAGO ETHANOL SWAP"},
    {"023397","CHICAGO FIN BASIS"},
    {"052644","CME MILK IV"},
    {"024656","COAL (API 2) CIF ARA SWAP FUT"},
    {"024658","COAL (API 4) FOB  RICH BAY FUT"},
    {"02465E","COAL ARA OPT CAL STRIP"},
    {"073732","COCOA"},
    {"083731","COFFEE C"},
    {"02339U","COLORADO INTERSTATE - MAINLINE (BASIS)"},
    {"02339W","COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS)"},
    {"02339Y","COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL"},
    {"06665T","CONWAY PROPANE (OPIS)"},
    {"085692","COPPER-GRADE #1"},
    {"002602","CORN"},
    {"033661","COTTON NO. 2"},
    {"06765C","CRUDE OIL AVG PRICE OPTIONS"},
    {"067A28","CRUDE OIL CAL SPREAD OPT FIN"},
    {"067657","CRUDE OIL CAL SPREAD OPTIONS"},
    {"067651","CRUDE OIL LIGHT SWEET"},
    {"067411","CRUDE OIL LIGHT SWEET-WTI"},
    {"12460+","DJIA Consolidated"},
    {"0233A2","DOMINION - SOUTH POINT"},
    {"0233A3","DOMINION - SOUTH POINT (BASIS)"},
    {"124603","DOW JONES INDUSTRIAL AVG- x $5"},
    {"052645","DRY WHEY"},
    {"0233A5","EL PASO - PERMIAN BASIN (BASIS)"},
    {"0233A6","EL PASO - PERMIAN BASIN (INDEX)"},
    {"0233A8","EL PASO-SAN JUAN BASINBLANCO POOL PRIMARY ONLY-BASIS"},
    {"33874A","E-MINI S&P 400 STOCK INDEX"},
    {"13874A","E-MINI S&P 500 STOCK INDEX"},
    {"0643A8","ERCOT - NORTH MONTHLY OFF-PEAK"},
    {"06439R","ERCOT NORTH 345KV RT PK FIX"},
    {"02165E","EUR 3.5% FUEL OIL RTD CAL SWAP"},
    {"02365U","EUR STYLE NATURAL GAS OPTIONS"},
    {"099741","EURO FX"},
    {"967654","EUROBOB OXY NWE CRK SPR"},
    {"061641","FEEDER CATTLE"},
    {"040701","FRZN CONCENTRATED ORANGE JUICE"},
    {"021A56","FUEL OIL-380cst SING/3.5% RDAM"},
    {"111659","GASOLINE BLENDSTOCK (RBOB)"},
    {"088691","GOLD"},
    {"02165A","GULF # 6 FUEL 3.0% SULFUR SWAP"},
    {"86565A","GULF # 6 FUEL OIL CRACK SWAP"},
    {"02165R","GULF 3% FUEL OIL BALMO SWAP"},
    {"111A31","GULF COAST UNL 87 GAS M2 PL RB"},
    {"86465A","GULF JET NY HEAT OIL SPR SWAP"},
    {"021A28","GULF NO6 FO 3% v EUR 3.5% RDAM"},
    {"86565N","GULF#6 FUELOIL BRENT CRACK SWP"},
    {"0233AG","HENRY HUB - TAILGATE LOUISIANA (BASIS)"},
    {"0233AH","HENRY HUB - TAILGATE LOUISIANA (INDEX)"},
    {"023A55","HENRY HUB LAST DAY FIN"},
    {"023P01","HENRY HUB NAT GAS FINL-10000"},
    {"023A56","HENRY HUB PENULTIMATE FIN"},
    {"03565C","HENRY HUB PENULTIMATE GAS SWAP"},
    {"03565B","HENRY HUB SWAP"},
    {"023P02","HHUB NAT GAS PENULT FINL-10000"},
    {"192651","HOT ROLLED COIL STEEL"},
    {"0233AM","HOUSTON SHIP CHANNEL (INDEX)"},
    {"023398","HSC FIN BASIS"},
    {"195653","IRON ORE 62% FE CFR N CHNA APO"},
    {"195651","IRON ORE 62% FE CFR CHINA TSI"},
    {"0643B9","ISO NE MASS DA OFF-PK MINI"},
    {"0643BA","ISO NE MASS DA PEAK MINI"},
    {"0643BF","ISO NE MASS HUB DA OFF-PK"},
    {"0643BG","ISO NE MASS HUB DA PEAK"},
    {"097741","JAPANESE YEN"},
    {"054642","LEAN HOGS"},
    {"057642","LIVE CATTLE"},
    {"095741","MEXICAN PESO"},
    {"0233AQ","MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS)"},
    {"064392","MID-C DAY-AHEAD OFF-PEAK"},
    {"064391","MID-C DAY-AHEAD PEAK"},
    {"052641","MILK Class III"},
    {"021A18","MINI EUR 3.5%FOIL RTD BALMOSWP"},
    {"021A17","MINI EUR 3.5%FOIL RTD CAL SWAP"},
    {"03265J","Mini Eur Naphtha CIF NWE Swap"},
    {"86665E","MINI JAPAN C&F NAPHTHA SWAP FU"},
    {"021A35","MINI SING 380 FUEL OIL SWAP"},
    {"021A19","MINI SING FUELOIL 180 CAL SWAP"},
    {"0643AZ","MISO IN. DAY-AHEAD PEAK"},
    {"06439L","MISO IN. REAL-TIME OFF-PEAK"},
    {"0643F1","MISO IN. REALTIME OFFPEAK-MINI"},
    {"06439K","MISO INDIANA  OFF-PEAK"},
    {"0643B3","MISO INDIANA HUB RT PEAK"},
    {"0643B1","MISO INDIANA HUB RT PEAK MINI"},
    {"244041","MSCI EAFE MINI INDEX"},
    {"244042","MSCI EMERGING MKTS MINI INDEX"},
    {"06665R","MT BELV NAT GASOLINE OPIS SWAP"},
    {"06665Q","MT BELV NORM BUTANE OPIS"},
    {"06665P","MT BELVIEU ETHANE OPIS"},
    {"06665O","MT BELVIEU LDH PROPANE (OPIS)"},
    {"86665A","NAPHTHA CRACK SPR SWAP"},
    {"20974+","NASDAQ-100 Consolidated"},
    {"209742","NASDAQ-100 STOCK INDEX (MINI)"},
    {"023651","NATURAL GAS"},
    {"023391","NATURAL GAS ICE HENRY HUB"},
    {"0233AW","NATURAL GAS INDEX: ALGONQUIN CITY GATES"},
    {"023392","NATURAL GAS PENULTIMATE ICE"},
    {"0233B1","NATURAL GAS PIPELINE TEXOK (BASIS)"},
    {"0233AY","NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS)"},
    {"112741","NEW ZEALAND DOLLAR"},
    {"240741","NIKKEI STOCK AVERAGE"},
    {"240743","NIKKEI STOCK AVERAGE YEN DENOM"},
    {"00639W","NJ SRECS VINTAGE 2017"},
    {"00639X","NJ SRECS VINTAGE 2018"},
    {"0063A3","NJ SRECS VINTAGE 2019"},
    {"0063A4","NJ SRECS VINTAGE 2020"},
    {"052642","NON FAT DRY MILK"},
    {"0233BB","NORTHERN NATURAL GAS - VENTURA (BASIS)"},
    {"0233BC","NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)"},
    {"023395","NWP ROCKIES FIN BASIS"},
    {"02165B","NY RES FUEL 1.0% SULFUR SWAP"},
    {"0643BZ","NYISO ZONE A DA OFF-PK"},
    {"0643BY","NYISO ZONE A DA PEAK"},
    {"064C75","NYISO ZONE A DAY AHEAD OFFPEAK"},
    {"064C74","NYISO ZONE A DAY AHEAD PEAK MI"},
    {"0643AP","NYISO ZONE C DA PEAK"},
    {"0643C8","NYISO ZONE F PEAK MONTHLY"},
    {"0643C4","NYISO ZONE G DA OFF-PK"},
    {"0643C3","NYISO ZONE G DA PEAK"},
    {"064C77","NYISO ZONE G DAY AHEAD OFFPEAK"},
    {"064C76","NYISO ZONE G DAY AHEAD PEAK MI"},
    {"0643BW","NYISO ZONE J DA PEAK"},
    {"064C79","NYISO ZONE J DAY AHEAD OFFPEAK"},
    {"064C78","NYISO ZONE J DAY AHEAD PEAK MI"},
    {"004603","OATS"},
    {"0233BH","PACIFIC GAS TRANSMISSION - MALIN (BASIS)"},
    {"075651","PALLADIUM"},
    {"0643CC","PALO VERDE DA OFF-PK"},
    {"0643CB","PALO VERDE DA PEAK"},
    {"0233BL","PANHANDLE EASTERN- POOL GAS (BASIS)"},
    {"023394","PG&E CITYGATE FIN BASIS"},
    {"064A64","PJM AEP DAY HUB 5 MW PEAK SWAP"},
    {"06439F","PJM AEP DAYTON DA PEAK"},
    {"06439C","PJM AEP DAYTON HUB DA OFF-PK"},
    {"064A80","PJM AEP DAYTON OFF PEAK SWAP"},
    {"064C86","PJM AEP DAYTON REAL PEAK-MINI"},
    {"06439A","PJM AEP DAYTON RT OFF-PK"},
    {"06439B","PJM AEP DAYTON RT PEAK FIXED"},
    {"0643CJ","PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY"},
    {"0643CK","PJM BGE ZONE DAY AHEAD PEAK MONTHLY"},
    {"0643CU","PJM JCPL ZONE DAY-AHEAD PEAK"},
    {"0643BC","PJM N. IL HUB DA OFF-PK"},
    {"0643BE","PJM N. IL HUB DA PEAK"},
    {"0643BT","PJM N. IL HUB RT PEAK"},
    {"064C88","PJM NI HUB REALTIME PEAK-MINI"},
    {"064C87","PJM NI HUB REALTM OFFPEAK-MINI"},
    {"0643BS","PJM NI HUB RT OFF-PK"},
    {"0643CZ","PJM PECO ZONE DA PEAK"},
    {"0643D1","PJM PECO ZONE OFF-PEAK MONTHLY"},
    {"0643D4","PJM PEPCO DA PEAK"},
    {"0643D8","PJM PPL ZONE DA PEAK"},
    {"0643D7","PJM PPL ZONE DAY AHEAD OFF-PEAK MONTHLY"},
    {"0643DL","PJM PSEG DAY-AHEAD PEAK"},
    {"0643DM","PJM PSEG ZONE DAY-AHEAD OFF-PEAK"},
    {"0643CL","PJM RT PEAK CAL 1X"},
    {"0063AA","PJM TRI-RECs CLASS 1 Vin 2017"},
    {"0063AB","PJM TRI-RECs CLASS 1 Vin 2018"},
    {"0063AD","PJM TRI-RECs CLASS 1 Vin 2019"},
    {"0643DB","PJM WESTERN HUB DA OFF-PK"},
    {"0643DC","PJM WESTERN HUB DA PEAK"},
    {"064C52","PJM WESTERN HUB REAL OFF DAY 5"},
    {"064394","PJM WESTERN HUB RT OFF"},
    {"064A59","PJM WESTERN HUB RT OFF 5 MW"},
    {"0643DK","PJM WESTERN HUB RT OFF-PK MINI"},
    {"0643DF","PJM WESTERN HUB RT PEAK MINI"},
    {"064A58","PJM WESTERN PEAK REAL TIME"},
    {"064363","PJM WH REAL TIME PEAK"},
    {"064DLX","PJM.AEP-DAYTON HUB_month_off_dap"},
    {"064FKB","PJM.AEP-DAYTON HUB_month_off_rtp"},
    {"064DLW","PJM.AEP-DAYTON HUB_month_on_dap"},
    {"064FKA","PJM.AEP-DAYTON HUB_month_on_rtp"},
    {"064DPR","PJM.BGE_month_off_dap"},
    {"064DPQ","PJM.BGE_month_on_dap"},
    {"064EUZ","PJM.PECO_month_off_dap"},
    {"064EUY","PJM.PECO_month_on_dap"},
    {"064EVH","PJM.PEPCO_month_off_dap"},
    {"064EVG","PJM.PEPCO_month_on_dap"},
    {"064EWV","PJM.PPL_month_off_dap"},
    {"064EWU","PJM.PPL_month_on_dap"},
    {"064EXF","PJM.PSEG_month_off_dap"},
    {"064EXE","PJM.PSEG_month_on_dap"},
    {"064FHL","PJM.WESTERN HUB_month_off_dap"},
    {"064FKF","PJM.WESTERN HUB_month_off_rtp"},
    {"064FHK","PJM.WESTERN HUB_month_on_dap"},
    {"064FKE","PJM.WESTERN HUB_month_on_rtp"},
    {"076651","PLATINUM"},
    {"06665G","PROPANE NON-LDH MT BEL SWAP"},
    {"058643","RANDOM LENGTH LUMBER"},
    {"11165K","RBOB CALENDAR SWAP"},
    {"111A41","RBOB GASOLINE/BRENT CRACK SPRD"},
    {"0063A1","RGGI VINTAGE 2016"},
    {"039601","ROUGH RICE"},
    {"86565G","RTD 3.5% FUEL OIL CRK SPD SWP"},
    {"23977A","RUSSELL 2000 MINI INDEX FUTURE"},
    {"089741","RUSSIAN RUBLE"},
    {"13874+","S&P 500 Consolidated"},
    {"138741","S&P 500 STOCK INDEX"},
    {"084691","SILVER"},
    {"02165K","SING 380 FUEL OIL SWAP"},
    {"86465C","SING JET KERO GASOIL SPR SWAP"},
    {"111A11","SINGAPORE MOGUS 92 SWAP FUTURE"},
    {"0233BW","SOCAL (INDEX)"},
    {"023393","SOCAL BORDER FIN BASIS"},
    {"026603","SOYBEAN MEAL"},
    {"007601","SOYBEAN OIL"},
    {"005602","SOYBEANS"},
    {"064395","SP15 FIN DA PEAK FIXED"},
    {"080732","SUGAR NO. 11"},
    {"092741","SWISS FRANC"},
    {"0233DR","TETCO M2 Basis (Receipts)"},
    {"0233CG","TEXAS EASTERN- M3 ZONE (DELIVERED)"},
    {"0233CH","TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS)"},
    {"0233CU","TRANSCO ZONE 6 BASIS"},
    {"0233CW","TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)"},
    {"098662","U.S. DOLLAR INDEX"},
    {"020601","U.S. TREASURY BONDS"},
    {"043607","ULTRA 10-YEAR U.S. T-NOTES"},
    {"020604","ULTRA U.S. TREASURY BONDS"},
    {"022A13","UP DOWN GC ULSD VS HO SPR"},
    {"1170E1","VIX FUTURES - CBOE FUTURES EXCHANGE"},
    {"023399","WAHA FIN BASIS"},
    {"001626","WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE"},
    {"001612","WHEAT-HRW"},
    {"001602","WHEAT-SRW"},
    {"06765A","WTI CRUDE OIL CALENDAR SWAP"}
        };



    string COTMarketCode = "099741"; // EURO FX
    //+------------------------------------------------------------------+
    //| Custom indicator initialization function                         |
    //+------------------------------------------------------------------+
    int OnInit()
    {
       IndicatorBuffers(3);
    //--- indicator buffers mapping
       SetIndexStyle(0, DRAW_LINE);
       SetIndexBuffer(0,ValueBuffer1);
       SetIndexLabel(0, "COT-based indicator value 1");
     
       SetIndexStyle(1, DRAW_LINE);
       SetIndexBuffer(1,ValueBuffer2);
       SetIndexLabel(1, "COT-based indicator value 2");
     
       SetIndexStyle(2, DRAW_LINE);
       SetIndexBuffer(2,ValueBuffer3);
       SetIndexLabel(2, "COT-based indicator value 3");
     
    //---
       return(INIT_SUCCEEDED);
    }
    //+------------------------------------------------------------------+
    //| Custom indicator iteration function                              |
    //+------------------------------------------------------------------+
    int OnCalculate(const int rates_total,
                    const int prev_calculated,
                    const datetime &time[],
                    const double &open[],
                    const double &high[],
                    const double &low[],
                    const double &close[],
                    const long &tick_volume[],
                    const long &volume[],
                    const int &spread[])
    {
    //---
       ArraySetAsSeries(ValueBuffer1, false);
       ArraySetAsSeries(ValueBuffer2, false);
       ArraySetAsSeries(ValueBuffer3, false);
       for(int i = prev_calculated; i < BarsBack; ++i)
       {
            double value1 = iCustom(NULL, PERIOD_CURRENT, "DarkMindFx\\COT\\COTData", COTMarketCode, 0, i);
            double value2 = iCustom(NULL, PERIOD_CURRENT, "DarkMindFx\\COT\\COTData", COTMarketCode, 1, i);
            double value3 = iCustom(NULL, PERIOD_CURRENT, "DarkMindFx\\COT\\COTData", COTMarketCode, 2, i);
           
            ValueBuffer1[rates_total-i-1] = value1;
            ValueBuffer2[rates_total-i-1] = value2;
            ValueBuffer3[rates_total-i-1] = value3;
       
       }
    //--- return value of prev_calculated for next call
       return(rates_total);
    }
    //+------------------------------------------------------------------+
     

    ATTENTION! It seems like MT4 is not very optimal in working with custom indicators when they are referenced in your code. This causes in the significant decrease in the performance - according to my brief investigation MT4 loads the indicator on each call. So you can face some delay and application "freezing" when the custom indicator is added to terminal. Even though my indicators are caching the data which the download - but still, you can face the delays due to the fact that my indicators need to load the data from the net.
     
  6. shaolin1979

    shaolin1979 Trader

    3
    0
    6
    Is this Indicator still functional? I tried installing but it doesnt show DarkMind in the indicator list.
     

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