Thankfully, 3D's indies are very flexible. Simply download/update your data with the COT Updator, then use 3D's indies to show it in an MT4 platform. (These have only been tested on FXCM's MT4 platform.) Select how much data you want. The more you select, the longer the download will take.
(If you do weekly updates, then you can download the big lot once and do a quick update each week after the new report comes out.) Select where you want the data. My software does not provide any security privileges such as Administrator and will not function in secure areas. (Except my personal version.) Therefore, you must to a location in your personal User files to download the data, then, using your file explorer (For example: "C:\Users\Magic\Documents\COT Data\"), move the data to the MT4 Files location (mine is here: "C:\Program Files\FXCM MT4 powered by BT\experts\files"). Run 3D's indies in MT4. The indicators included are for the Base and Cross of the pairs in the Commercial, Large Specs, Small Spec and Open Interests. Besides being an excellent explanation of the value and use of COT data, the article also describes and includes the source code for the MT4 indicators - including Larry Williams Commercial Index called WILCO, Stephen Briese's Momentum indicator and Spread Movement Index. Be sure to study the article to understand how to use and analyze these indies.