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… more

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… more

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… more

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… more

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… more

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,… more

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… more

The SSK indicator using a divergence line

The KDJ indicator is actually a derived form of the Slow Stochastic with the only difference being an extra line called the J line. The J line… more

This Microsoft Excel® dashboard offers a two-window view for tracking market performance (You have to enable macros when this dashboard is first opened.) The top half displays market data using… more

Last week we heard from the US Federal Reserve and for the seventh straight month, the central bank left interest rates unchanged. In December 2015, the Fed hiked the short-term Fed Funds rate for… more