Trade Systems

Blogs

CQG's Formula Builder Toolbox gives you the ability to use parameters (variables) inside your CQG code in order to control studies, conditions, and trade systems externally without the need to edit the code anytime you want to change something.... more

Blogs

In this article we will look into different ways to use an event to set up a trading opportunity. We will review the differences between BarsSince, Happenedwithin, and Set/Reset.

The first example is very simple. We want to buy the... more

Blogs

After we looked into some time frame considerations in my last article, the next logical question is to ask if CQG can "optimize time." CQG Trade System Optimizer (TSO) does not allow us to optimize a trade system by answering the question on... more

Blogs

What is the right time frame for your trading?

Any data we analyze is more representative if we have a bigger number of samples. Asking ten people how the next elections will turn out will most likely give you a less accurate picture than... more

Blogs

One of my first backtesting tips featured a piece of code to limit a trading system only to one trade per day.

My colleague Doug came up with a smarter way to do this and even added the possibility to define how many trades he would allow... more

Blogs

One of the questions we received recently was if it is possible to trigger a trade in a certain market based on another trading system trading a different market. The answer is yes. Here is how to do it and some traps to watch out for.

... more

Blogs

In my previous article, Backtesting Tip: Parameters inside CQG Code, I discussed the different parameter types and how to use them. This is important for all backtesting users because only values created as a parameter (Parms) can be optimized... more

Blogs

This short article is not a huge programming exercise, it is mainly about a smart way to see seasonal behavior in an overlay chart. Here is the result we would like to have:

The blue line is the current soybeans contract and shows... more

Blogs

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
Blogs

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