Termos de Referência
Hi, I need a very good and trusted specialist who can write an indicator for which external data from .zip archive needs to imported.
Data source should be changeable by the user, it may either be "futures and options":
http://www.cftc.gov/files/dea/history/dea_com_xls_2014.zip
http://www.cftc.gov/files/dea/history/dea_com_xls_2013.zip
or "futures only"
http://www.cftc.gov/files/dea/history/dea_fut_xls_2014.zip
http://www.cftc.gov/files/dea/history/dea_fut_xls_2013.zip
Script should download .zip archive and extract data the following data from a text or .csv file:
Market_and_Exchange_Names
As_of_Date_in_Form_YYMMDD
Open_Interest_All
Commercials_Long
Commercials_Short
Large_spec_Long
Large_spec_Short
Little_spec_Long
Little_spec_Short
Data for different years should be stored together, so that user could look back in a far history. For example for 2013 and 2014 those source files should be dea_fut_xls_2013.zip and dea_fut_xls_2014.zip. (There are source files with history for the past 10+ years).
Users should have 4 indicators in total with the same formula calculation:
- index Commercials
- index Large_spec
- index Little_spec
- index Open_Interest
Formula is simmilar, based on Commercial it looks like this:
(Commercials_Long - Commercials_Short)_Tn-(Commercials_Long - Commercials_Short)_min_Tx/(Commercials_Long - Commercials_Short)_max_Tx-(Commercials_Long - Commercials_Short)_min_Tx
where
- _Tn - the last or N week
- min_Tx - minimum value X week since week N
- max_Tx - maximum value X week since week N
MT4 user options:
- choose data source (futures or future and options)
- choose indicator
- choose time period for comparison (number of weeks)
- change line colors
- add horizontal lines in the indicator window, which will indicate critical zones or values
As you may notice in the formula, values vary from 0 to 100%, so no values beyond those bands should appear.
Every year, there is a change in source files, thus a file original is needed.
The way indicators should look like, you can find at cottrader.com