How can I build an Indicator, based on database data.

How can I build an Indicator, based on database data.

Christian
2017-12-02 06:46:09

Need some help to build up an indicator , based on the comitment of traders report (COT).
Here I found an very useful blog, how to use the COT data:
https://www.quantshare.com/sa-419-trading-forex-with-the-commitments-of-traders-report
But now I want to build an indicator, based on that data with that formula:
Indicator value = 100% * (acutual comm - min* comm) / (max* comm. - min* comm.)
* = For example 2 years.
Thank you for your help.

SystemTrade
2017-12-03 06:32:38

cot = GetData( ... ); // insert your definition of Actual Commitment
bars = 500; // assumption 2 years = 500 bars
indicatorValue = StochFastK(cot, cot, cot, bars);

:-)

Christian
2017-12-03 08:22:23

Now it's working fine.
Thank you :)

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