Helmut Mueller

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 idea is to have a few standard trading systems that... more

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

Definitions:

Here 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 customizable exits already built in:

For this post we are looking at Larry Williams Ultimate Oscillator and the Marc Chaikin Oscillator.

Developed by Larry Williams the Ultimate Oscillator is a momentum oscillator designed to capture momentum across three different timeframes... more

Related: Using the Super Template

The idea is to have a few standard trading systems that have many customizable exits already built in:

This is a collection of frequently requested studies, which are not part of CQG’S standard offering. These studies are open source and detailed descriptions can be easily found on the internet. Your CQG Application Specialists have created these... more

Here is a special version of the Volume-Weighted Average Price (VWAP) study including standard deviation bands.

VWAP is the volume-weighted average price for a futures contract plotted as a line on the price chart. The calculation... more

This custom study produces seven horizontal lines on a chart: today's open, high, and low; yesterday’s high and low; and today’s high and low for the opening balance. We often receive requests for one or more of these lines, so we have... 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 Study.

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 developed by Tushar Chande and presented in Technical... more