Something similar was done with economic events. I'll bet getting the COT data will use a similar approach. http://www.multicharts.com/discussion/viewtopic.php?f=5&t=9951&hilit=economic+events It's not trivial, but definitely doable.
You are welcome. BTW: Quandl.com has the COT data....but good luck finding the symbols you are interested in. https://www.quandl.com/data/CFTC?keyword=commitment of traders COT&page=10 Quandl has an API you can use within Multicharts to access this data programmatically.