Going all the way back until the famous turtle trading systems, ATR has always been an important measurement for volatility in the markets. ATR’s are still used for exits in trading systems and… more
Helmut Mueller
After renewing the Super template in July 2022 I also created a set of trading systems based on very commonly used indicators. The exits are summarized at the end.
1. AMA trading system… more
It has been a while since I introduced the Super Template as a shortcut to build trading system inside CQG. In a nutshell, the Super Template is a trading system ready to run, that has a long and… more
As some kind of review for the last year, I would like to present a few indicators that were coded partly as customer requests or my own research. We had something similar a few years ago: https… more
A long time ago, I wrote two articles about divergence for our CQG blog that are probably still worth reading. Especially in the second article, I was using peaks on the indicators to measure… more
When do I need a hybrid trading system for auto execution? Since we released CQG AutoTrader functionality and XLS Trader we have had some use cases were we wanted to combine the best of both… more
The Trader Dynamic Index is a combination of RSI and Bollinger Bands. We use a 13 period RSI with a tight moving average on top of it and another moving average on top of this. This is some kind… more
This is an update to the 6 trading systems published about one year ago.
On customer request, we added the ability to set a start and end time as well as an exit based on time.
The… more
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… moreHere are two more trading systems based on the Super Template that were recently created on a customers demand.
The idea is to have a few standard trading systems that have many… more