I'm trying to create a derivative index of COT data. I noticed when trying to call the CotReportField.DeralerIntermediaryNet it just duplicates the Asset Managers. Everything else is fine.
Code:
else if (State == State.DataLoaded)
{
cot1 = COT(4);
cot1.CotReport1.ReportType = CotReportType.Futures;
cot1.CotReport1.Field = CotReportField.CommercialNet;
cot1.CotReport2.ReportType = CotReportType.Futures;
cot1.CotReport2.Field = CotReportField.NoncommercialNet;
cot1.CotReport3.ReportType = CotReportType.Futures;
cot1.CotReport3.Field = CotReportField.AssetManagerInstitutionalNet;
cot1.CotReport4.ReportType = CotReportType.Futures;
cot1.CotReport4.Field = CotReportField.DealerIntermediaryNet;
}
}
protected override void OnBarUpdate()
{
// cot1.Cot1[0] is CommNet, cot1.Cot2[0] is SpecsNet, cot1.Cot3[0] is AssetManagersNet, and cot1.Cot4[0] is DealersNet
if (DoComms)
{
value1 = cot1.Cot1[0] - MIN(cot1.Cot1, Lkbk)[0];
value2 = MAX(cot1.Cot1, Lkbk)[0] - MIN(cot1.Cot1, Lkbk)[0];
COTCommIdx[0] = (value2 != 0) ? 100.0 * (value1 / value2) : 1;
if (COTCommIdx[0] > OB || COTCommIdx[0] < OS)
PlotBrushes[0][0] = ExtremeClr;
}
if (DoSpecs)
{
value1 = cot1.Cot2[0] - MIN(cot1.Cot2, Lkbk)[0];
value2 = MAX(cot1.Cot2, Lkbk)[0] - MIN(cot1.Cot2, Lkbk)[0];
COTSpecsIdx[0] = (value2 != 0) ? 100.0 * (value1 / value2) : 1;
if (COTSpecsIdx[0] > OB || COTSpecsIdx[0] < OS)
PlotBrushes[1][0] = ExtremeClr;
}
if (DoAssetMan)
{
value1 = cot1.Cot3[0] - MIN(cot1.Cot3, Lkbk)[0];
value2 = MAX(cot1.Cot3, Lkbk)[0] - MIN(cot1.Cot3, Lkbk)[0];
COTAMIdx[0] = (value2 != 0) ? 100.0 * (value1 / value2) : 1;
if (COTAMIdx[0] > OB || COTAMIdx[0] < OS)
PlotBrushes[2][0] = ExtremeClr;
}
if (DoDealers)
{
value1 = cot1.Cot4[0] - MIN(cot1.Cot4, Lkbk)[0];
value2 = MAX(cot1.Cot4, Lkbk)[0] - MIN(cot1.Cot4, Lkbk)[0];
COTDlrIdx[0] = (value2 != 0) ? 100.0 * (value1 / value2) : 1;
if (COTDlrIdx[0] > OB || COTDlrIdx[0] < OS)
PlotBrushes[3][0] = ExtremeClr;
}
}
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