Blogs

Q3 2016 Winners and Losers Plus a Look Ahead to Q4

Andy Hecht
Oct 03, 2016

The dollar index posted a small loss of 0.85% in the third quarter of 2016, but that did not help the composite of commodities during the three-month period. The principal raw materials that trade on US and UK futures exchanges fell by... more

Natural Gas Fundamentals and Technicals Line Up

Andy Hecht
Sep 02, 2016

Natural gas was one of the dogs of 2016. The commodity's price reached a low of $1.6110 per MMBtu in March, the lowest price since 1998. There were many reasons for the price swoon. Discoveries of quadrillions of cubic feet of gas in the... more

Dow Jones News Highlights: Resources

Aug 31, 2016

This Dow Jones News newsletter highlights some of the top coverage from Dow Jones' newsrooms around the world. The newsletter's focus is Resources, and coverage highlights include:

Market-moving news: Praxair and Linde consider a merger that... more

Bid/Ask Volume Oscillators Study

Thom Hartle
Aug 09, 2016

CQG provides the ability to separate volume into trades executed at the best bid price and trades executed at the best ask price. This feature gives you more insight into market action because you can see whether sellers are aggressive or buyers... more

Suspend Trading after a Loss Limit Using Real-Time P&L

Helmut Mueller
Aug 09, 2016

CQG's backtesting does not have the ability to feed P&L information back into the trading system itself. The autotrading environment, however, has a solution for that: the P&L Study.

Profit & Loss (P&L) Study... more

Chande's Variable Index Dynamic Average (VIDYA)

Helmut Mueller
Aug 09, 2016

Chande's Variable Index Dynamic Average (VIDYA) is similar to the Exponential Moving Average (EMA), but automatically adjusts the smoothing weight based on price volatility.

VIDYA was developed by Tushar Chande and presented in Technical... more

Chande Momentum Oscillator

Helmut Mueller
Aug 09, 2016

A technical momentum indicator invented by the analyst Tushar Chande.

The Chande Momentum Oscillator is created by calculating the difference between the sum of all recent gains and the sum of all recent losses and then dividing the result... more

VWAP Bands

Helmut Mueller
Aug 08, 2016

Volume-Weighted Average Price with Bands

VWAP is the volume-weighted average price for a futures contract plotted as a line on the price chart. The calculation is the sum of traded volume, multiplied by the price, divided by the sum of the... more

Fluid Indicator

Helmut Mueller
Aug 08, 2016

Flexible Period Moving Average

The Fluid indicator is only used for intraday charts. The idea is to have a moving average with a length that corresponds to the number of bars elapsed since the start of the day. On the first bar... more

Guppy Multiple Moving Average

Helmut Mueller
Aug 08, 2016

The Guppy is an indicator used in technical analysis to identify changing trends. The technique is based on combining two groups of moving averages with differing time periods.

One set of moving averages in the Guppy multiple moving... more