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… more
Helmut Mueller
Related: Using the Super Template
The idea is to have a few standard trading systems that have many customizable exits already built in:
EOD - End Of Day will exit any position… more
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.… 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… 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… 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