Coding
Opening Range Breakout System using Super Template
Jan 29, 2015
One of the theories behind Market Profile®* is the opening trading range. This is the high and the low from the first hour of trading. We want to create a trading system around that and use the Super Template to save a lot of time.
... moreTrading Breakouts on Intraday Pivot Levels
Jan 14, 2015
In this article we take a look at two examples where trades are placed on or around significant lines. The first idea is to change the classic daily pivot lines into intraday pivot lines and trade on them.
This is the classic pivot... more
Order Book and Volume Analysis
Jan 07, 2015
Recently, we had a request to show, in real time, how many contracts are available on the buy and sell side in the order book. This can be accomplished with a very simple study: DOM Ask Volume (DomAskVo) (and DomBidVo for Dom Bid Volume).
... more
Divergence Index
Nov 06, 2014
In this article, we will review a CQG indicator that has been available for many years and is still very relevant. It is possible to find divergence using the CQG formula toolbox, but it usually results in quite complicated and longwinded studies... more
Parameters with a Focus on Boolean
Oct 14, 2014
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
Events That Set Up a Trade
Jul 31, 2014
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
Early-Onset Trend Indicator
Jul 07, 2014
For this month's Traders' Tips, we provide CQG code for the Early-Onset Trend Indicator, described in the August 2014 Stocks and Commodities Magazine article, The Quotient Transformation by John F. Ehlers.
... moreOptimizing Time
Jul 03, 2014
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
Time Frame Considerations
Jun 13, 2014
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
Number of Trades Per Day and "X" Events
May 28, 2014
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