SSI - Speculative Sentiment Index

FXCM’s Speculative Sentiment Index (SSI) focuses on buyers and sellers, comparing how many are active in the market and producing a ratio to indicate how traders are behaving in relation to a particular currency pair. A positive SSI ratio indicates more buyers are in the market than sellers, while a negative SSI ratio indicates that more sellers are in the market. FXCM’s sentiment data was designed around this index, providing 12 sentiment measurements per minute (click here for an overview of each measurement.)
The sample data is stored in a GNU compressed zip file on FXCM’s GitHub as https://sampledata.fxcorporate.com/sentiment/{instrument}.csv.gz. To download the file, we’ll use this URL, but change {instrument} to the instrument of our choice. For this example we’ll use EUUSD price.

import datetime import pandas as pd url = 'https://sampledata.fxcorporate.com/sentiment/EURUSD.csv.gz' data = pd.read_csv(url, compression='gzip', index_col='DateTime', parse_dates=True) """Convert data into GMT to match the price data we will download later""" import pytz data = data.tz_localize(pytz.timezone('US/Eastern')) data = data.tz_convert(pytz.timezone('GMT')) """Use pivot method to pivot Name rows into columns""" sentiment_pvt = data.tz_localize(None).pivot(columns='Name', values='Value')

Now that we have downloaded sentiment data, it would be helpful to have the price data for the same instrument over the same period for analysis. Note the sentiment data is in 1-minute increments, so I will need to pull 1-minute EURUSD candles. We could pull this data into a DataFrame quickly and easily using fxcmpy, however the limit of the number of candles we can pull using fxcmpy is 10,000, which is fewer than the number of 1-minute candles in January 2018. Instead, we can download the candles in 1-week packages from FXCM’s GitHub and create a loop to compile them into a DataFrame. This sounds like a lot of work, but really it’s only a few lines of code. Similarly to the sentiment data, historical candle data is stored in GNU zip files which can be called by their URL.

url = 'https://candledata.fxcorporate.com/' periodicity='m1' ##periodicity, can be m1, H1, D1 url_suffix = '.csv.gz' symbol = 'EURUSD' start_dt = datetime.date(2018,1,2)##select start date end_dt = datetime.date(2018,2,1)##select end date start_wk = start_dt.isocalendar()[1] end_wk = end_dt.isocalendar()[1] year = str(start_dt.isocalendar()[0]) data=pd.DataFrame() for i in range(start_wk, end_wk+1): url_data = url + periodicity + '/' + symbol + '/' + year + '/' + str(i) + url_suffix print(url_data) tempdata = pd.read_csv(url_data, compression='gzip', index_col='DateTime', parse_dates=True) data=pd.concat([data, tempdata]) """Combine price and sentiment data""" frames = data['AskClose'], sentiment_pvt.tz_localize(None) combineddf = pd.concat(frames, axis=1, join_axes=[sentiment_pvt.tz_localize(None).index], ignore_index=False).dropna() combineddf

At this point you can begin your exploratory data analysis. We started by viewing the descriptive statistics of the data, creating a heatmap of the correlation matrix, and plotting a histogram of the data to view its distribution. View this articleto see our sample code and the results.

FXSSI - Forex sentiment tools. Legal Stuff. IE Pashkevich A.G. TIN 503227185281 PSRNSP 317502400021247 . Leveraged trading in foreign currency carries a high level of risks and may not be suitable to everyone. Trading forex/CFDs on margin carries a high level of risk, and may not be suitable as you could sustain a loss in excess of your deposit. Indicators SSI – Speculative Sentiment Index. Developer: FXCM. Free . Add to Cart Checkout. The Speculative Sentiment Index (SSI) is one of the most powerful tools at a trader’s disposal. Now you can get the sentiment of your trading peers plotted right ... The ATR Forex signals indicator is a powerful trend tool that works for all kind of currency traders. It works for scalping, day trading and swing trading. Its signals are based on the Average True Range (ATR) technical indicator. They appear in the form of an histogram below the main Metatrader 4 trade window. Interpret […] Continue reading. Best Free Forex Trading Indicators For Metatrader ... Neue Version des Forex Handelszeitenindikators für das MT4-Terminal - Kostenlos herunderladen. Dieser Indikator zeichnet automatisch die Zeit der Forex-Markt Handelszeiten in Form einer Box. Die wichtigsten Börsensitzungen werden angezeigt: Tokio (asiatisch), London, Sydney (pazifisch) und New York. FXSSI - Eine Plattform zur Analyse der Stimmung auf dem Forex-Markt FXSSI.Sentiment.Lite indicator displays the data on the market sentiment directly on the chart of the MT4 terminal. Once the indicator is installed, you will see the histogram showing the percentage ratio of bulls and bears in the market.This ratio is often called the Speculative Sentiment Index (SSI). Set your preferred signal level in the indicator settings. The default value is 40. In this case, if the value of SSI is less than 40, Long trade is recommended, if the value is more than 60, Short trade recommended. Grading of signals: 35 - rare signals indicating an established trend. 40 - 2-3 new signals per week. The signal is suitable for ... In my recent article, 3 Things I Wish I Knew When I Started Trading Forex, I mentioned how I wish I had learned about the SSI sooner as it has made a fundamental difference in my trading. Based on ... The news indicator displays on the MT4 chart the date and time of the upcoming macroeconomic statistics release affecting the Forex market. It also indicates the country of the publication (currency) and its degree of impact (importance). The indicator data sources are news calendars by ForexFactory and Investing.com. SSI is the prime indicator to do sentiment analysis (although there are others such as the COT report, for long-term trading), but acquiring the SSI in the form of an indicator, for Forex, does not come cheap. Unfortunately we cannot have access to it via MT4 and so traders can’t always see whether they apply to their trading style unless they actually sign up for one of these platforms that ... List of Free and Pro Forex MT4 Indicators created by FXSSI.com. Download Now! Latest Collection (as of 2020) of Technical, Fundamental and Sentiment custom indicators for MT4. The indicators are best for intraday trading and analysis.

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SSI - Speculative Sentiment Index - FXCM Apps Store

Using Python and Pandas to explore trader sentiment data

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