Jul 29, 2013
The Correlation function in the CQG toolbox correlates the price movement of two symbols over a defined number of bars. For example, CORREL(CL,QO,10) will return the correlation between West Texas Crude on the NYMEX and North Sea Brent on the ICE... more
Jul 16, 2013
Here are some thoughts about extracting "daily" values inside an intraday market.
A common request is to calculate and plot a "daily close" value of a study based on an intraday time frame, such as five-minute bar data. With CQG this is... more