Topic: Free Economic Indicators: COT, US data and more to come!

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.

ALL DATA IS UPDATED AUTOMATICALLY!
No need to cope with files, manual stuff etc. I'm getting the data from official web sites directly! So once the new info appears on sites like CFTC, BLS, FRED etc - the system automatically gets it.

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

http://www.forexfactory.com/attachment.php?attachmentid=1919302&d=1462271811


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!

UPDATE:
Here is the installation instruction for MetaTrader 4.
System Requirements
Windows 7 with .NET Framework: v. 4.5 or higher - you can download it Microsoft website, it's free
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.

I'll be maintaining this thread so if you'll have any comments or questions - feel free to post here - I'll try to answer ASAP!

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

Re: Free Economic Indicators: COT, US data and more to come!

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:

http://www.forexfactory.com/attachment.php?attachmentid=1919729&d=1462297639

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. You can always get the fresh indicators package here - http://www.darkmindfx.com/freedownload.html

Stay tuned!

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

Re: Free Economic Indicators: COT, US data and more to come!

US Economic data.
From own experience I know that when trading on daily charts it's quite useful to combine tech indicators with fundamental economic data. Actually I have never seen the solid package which provided such info. So I've decided to create MT4 indicators for US economic data myself. So the package in from the first post also contains list of indicators with US economic data. For now I've added only the major ones. BUT! This list is the subject of my primary interest and I want to add there as much info as possible.
In general if you want to have something specific there - just drop me a line either here or thru private message and I'll try to add it ASAP.
http://www.forexfactory.com/attachment.php?attachmentid=1919303&d=1462271817

Here is the list of what is where:

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 your metatrader terminal you'll them like this:
http://www.forexfactory.com/attachment.php?attachmentid=1922995&stc=1&d=1462705181

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

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

Re: Free Economic Indicators: COT, US data and more to come!

Hi guys!
I would like once again to emphasize the following issue: if you have Windows 7 and for some reasons indicators are not drawn - please make sure that you've installed this stuff: .NET Framework 4.5 from Microsoft -https://www.microsoft.com/en-us/downloa … x?id=30653. It's pretty straight forward su just download it and run the setup.

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

Re: Free Economic Indicators: COT, US data and more to come!

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

http://www.forexfactory.com/attachment.php?attachmentid=1933722&d=1463923663

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

https://www.youtube.com/watch?v=xlzBbCXP9sY


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

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

Re: Free Economic Indicators: COT, US data and more to come!

So guys, how it's going? Any feedback?

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

Re: Free Economic Indicators: COT, US data and more to come!

Hi guys, I've been away for a while. But I've got good news for you: I'm preparing the similar package for NinjaTrader 7 - so if you're using platform for the trading very soon you'll be able to get all these US economic and COT indicators there as well.

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

8 (edited by DarkMindFX 2016-06-14 08:52:37)

Re: Free Economic Indicators: COT, US data and more to come!

Ninja Trader 7 SUPPORT IS ADDED!

Hi everyone! I've been away for a while - but just couple a days ago I've added support for another platform - Ninja Trader 7.
Here how it looks there - COT reports and US economic indicators.

http://i.imgur.com/uqvX1K7.png

http://i.imgur.com/fTltPEf.png

So as usual you can get COT reports in old and new form as well as 70+ US economic indicators.
The only thing which is missed there is COT Index - I've add it shortly.

Here you can find the link to the NinjaTrader 7 package as well as stops and video on how to install them - http://www.darkmindfx.com/freedownload.html

STAY TUNED!

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

9 (edited by DarkMindFX 2016-10-01 16:23:16)

Re: Free Economic Indicators: COT, US data and more to come!

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!

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

10 (edited by DarkMindFX 2016-10-09 21:13:18)

Re: Free Economic Indicators: COT, US data and more to come!

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 http://www.darkmindfx.com.
Currently MetaTrader 4 / 5 and NinjaTrader 7 platforms are supported.

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

Re: Free Economic Indicators: COT, US data and more to come!

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:

http://i.imgur.com/EP2jnBS.png

And more to come! 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.

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

Re: Free Economic Indicators: COT, US data and more to come!

Hi guys,

Please download the latest update. I've made some bug fixes - at some terminals it was not loading the data from my server - so if it's the case for you - please get the new package and re-intsall them.

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

13 (edited by DarkMindFX 2016-11-14 08:15:49)

Re: Free Economic Indicators: COT, US data and more to come!

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/download/details.aspx?id=30653
Windows 8 and higher

Here is the video guide on how it works now:

https://www.youtube.com/watch?v=wTVKI1rtsQI

Enjoy and stay tuned!

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

Re: Free Economic Indicators: COT, US data and more to come!

UPDATE 2016/12/05:
New Platform Setup Wizard - now available on cTrader!
PLUS
Complete Set of COT Reports for all financials, commodities and other instruments

Fellow traders, the new update is here!
There you can 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!

http://i.imgur.com/dB4ihwH.png

http://i.imgur.com/fJdrFfj.png

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

15 (edited by DarkMindFX 2017-01-03 08:02:19)

Re: Free Economic Indicators: COT, US data and more to come!

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

http://i.imgur.com/kg2RYb2.png

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!

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

Re: Free Economic Indicators: COT, US data and more to come!

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

http://i.imgur.com/0se64vX.png

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

Re: Free Economic Indicators: COT, US data and more to come!

Are these going to come for FSB also?

Re: Free Economic Indicators: COT, US data and more to come!

footon wrote:

Are these going to come for FSB also?

Hi footon,
Hm.. what is FSB?

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

Re: Free Economic Indicators: COT, US data and more to come!

UPDATE 2017.07.02

Hello fellow Traders!

Here is the new update for my indicators. In the recent package you'll find:
1. New COT indicator - dis-aggregated 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!

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

Re: Free Economic Indicators: COT, US data and more to come!

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!

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

Re: Free Economic Indicators: COT, US data and more to come!

DarkMindFX wrote:
footon wrote:

Are these going to come for FSB also?

Hi footon,
Hm.. what is FSB?

You are in FSB's forum after all...

Re: Free Economic Indicators: COT, US data and more to come!

footon wrote:
DarkMindFX wrote:
footon wrote:

Are these going to come for FSB also?

Hi footon,
Hm.. what is FSB?

You are in FSB's forum after all...

OK, I got your question now smile Not sure about FSB - but I'll need to check whether I can quickly make a plugin for it

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform

Re: Free Economic Indicators: COT, US data and more to come!

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.

http://www.darkmindfx.com - download free COT report and US economic indicators for your platform