ActiveTrader 2008-04 | Adaptive COT Index by Eugene

Adaptive COT Index
COT for Stocks Long & Short
Note: The code makes use of the Pinnacle Data's symbol naming conventions.

Strategy rules:

1. If the non-commercial COT Index for the E-Mini S&P 500 futures rises above the upper Bollinger Band and the stock closes above its 13-day exponential moving average (EMA), go long tomorrow at the market.
2. If the non-commercial COT Index of the E-Mini S&P 500 futures drops below the lower Bollinger Band and the stock closes below its 13-day EMA, go short tomorrow at the market.
3. Exit long position when the non-commercial COT Index for the E-Mini S&P 500 futures drops below the lower Bollinger Band.
4. Cover short position when the non-commercial COT Index for the E-Mini S&P 500 futures rises above the upper Bollinger Band.
5. Also use a 10-percent stop-loss on all positions.

Author: Eugene
Category: Intermarket
Creation Date: 11/8/2009
Licence: Freeware
Availability: Globally
Instructions for Script Download
  1. In Wealth-Lab client software, open the Strategy Explorer (Ctrl+O)
  2. Click the "Download..." button
  3. Click "Begin Download"