# Backtesting

#### Auto Fibonacci Retracements, Part 2

###### Helmut Mueller

Editor's Note: In this article, Mueller expands on the Auto Fibonacci study concept covered in his August 27 article. Here he shows how to enhance the study by forcing the calculation to use the same scale as the chart.

Now that we... more

#### A Timer Helper and CQG's Set/Reset Function

###### Helmut Mueller

We often receive questions on how to limit trading activity to certain times of day. One little extra line of code can accomplish this quite easily.

In CQG there is a very efficient way to create a variable inside a trading system... more

#### Auto Fibonacci Retracements, Part 1

###### Helmut Mueller

Derived from contributions medieval mathematician Leonardo Fibonacci made to number theory, retracements measure the price areas where a market move is likely to pause or reverse a trend. Many traders rely on Fibonacci numbers to compute these... more

#### Smart Pyramiding

###### Helmut Mueller

If we look more closely into trend-following trading systems, sometimes the percentage of winning trades is only slightly above 50%, but the trading system still creates some nice and profitable trades. With smart pyramiding, we can try to make... more

#### ATR-Based Quantity and Risk

###### Helmut Mueller

The Average True Range (ATR) study takes the moving average of the true range over the specified period.

Definitions:

True Range = True High - True Low True High = The greater of the current bar's high or the previous bar's close True... more

#### Correlation and Relative Performance

###### Helmut Mueller

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

#### Using the Super Template

###### Helmut Mueller

Some of the work traders do in building trading systems can be very creative and exciting, but unfortunately some of the work is not. In most cases, traders have a specific idea in mind that they want to test. They create an entry and the... more

#### Using Daily and Intraday Values of an Open Session

###### Helmut Mueller

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

#### Only One Trade per Day

###### Helmut Mueller

When it comes to coding your trading systems, allowing only one trade per day is by far the most frequent request.

In the example above, the session starts at 8:00 local time (see cursor) and the trading system produces three long... more