Auto Trade Quick Start Guide: Part 2

Dec 29, 2015

After supporting auto trading for one year now, it seems to be that understanding the difference between backtesting and real-time trading might be the biggest struggle. If your backtesting results do not match your real trading results, using... more

Auto Trade Quick Start Guide: Part 1

Dec 16, 2015

CQG Integrated Client version 2015 offers sophisticated auto execution based on the CQG backtesting environment. Basically, all of your trading systems can be set to auto execution with only a few mouse clicks. Keep in mind that your trading... more

A Simple Shortcut to Compare Performance of Two Markets

Mar 20, 2015

One of the questions that comes up every now and then is about measuring the performance between two markets. So far since January 2015, DAX and EURO STOXX futures have rallied very strong, but which one is stronger?

Unfortunately... more

Avoid Peaking Ahead on Trade Filters

Mar 12, 2015

In this article I want to show how misleading a peak-ahead failure can be on a trading system.

I was working on a countertrend system and the backtesting results showed that it picked up some nice trades, but when the trend was getting too... more

Seasonality: A Different Approach

Feb 23, 2015

Quite some while ago I showed, in a very simple way, how to overlay 2011, 2012, 2013, and 2014 data in one chart. I created two very simple code snippets to accomplish that.

This time, I want to create a moving average that is also a... more

Divergence, Part 2

Feb 05, 2015

A couple of months ago we looked into CQG's built-in Divergence Index and how to use it.

Following up on this topic, I want to show a much simpler approach using the Formula Toolbox.

A divergence is when an indicator (here... more

Opening Range Breakout System using Super Template

Jan 29, 2015

One of the theories behind Market Profile®* is the opening trading range. This is the high and the low from the first hour of trading. We want to create a trading system around that and use the Super Template to save a lot of time.

... more

Trading Breakouts on Intraday Pivot Levels

Jan 14, 2015

In this article we take a look at two examples where trades are placed on or around significant lines. The first idea is to change the classic daily pivot lines into intraday pivot lines and trade on them.

This is the classic pivot... more

Order Book and Volume Analysis

Jan 07, 2015

Recently, we had a request to show, in real time, how many contracts are available on the buy and sell side in the order book. This can be accomplished with a very simple study: DOM Ask Volume (DomAskVo) (and DomBidVo for Dom Bid Volume).

... more

Divergence Index

Nov 06, 2014

In this article, we will review a CQG indicator that has been available for many years and is still very relevant. It is possible to find divergence using the CQG formula toolbox, but it usually results in quite complicated and longwinded studies... more