Helmut Mueller
Measuring Price Movements
Jan 15, 2014
In this article, we measure the price action between a significant high and a significant low identified by CQG's ZigZag study. The ZigZag study is a useful graphical tool that connects significant turning points together. The study draws a line... more
Protecting Your Formulas and Including an Expiration Date
Dec 02, 2013
Occasionally we receive requests from traders asking how to protect their own formulas from being viewed and modified by someone else. Here is a short guide detailing the steps.
The quick way is to select the Hide Formula when 'Deny Copy'... more
Seasonal Analytics
Nov 15, 2013
This short article is not a huge programming exercise, it is mainly about a smart way to see seasonal behavior in an overlay chart. Here is the result we would like to have:
The blue line is the current soybeans contract and shows... more
Auto Fibonacci Retracements, Part 2
Sep 18, 2013
Editor's Note: In this article, Mueller expands on the Auto Fibonacci study concept covered in his August 27 article. Here he shows how to enhance the study by forcing the calculation to use the same scale as the chart.
Now that we... more
A Timer Helper and CQG's Set/Reset Function
Sep 03, 2013
We often receive questions on how to limit trading activity to certain times of day. One little extra line of code can accomplish this quite easily.
In CQG there is a very efficient way to create a variable inside a trading system... more
Auto Fibonacci Retracements, Part 1
Aug 27, 2013
Derived from contributions medieval mathematician Leonardo Fibonacci made to number theory, retracements measure the price areas where a market move is likely to pause or reverse a trend. Many traders rely on Fibonacci numbers to compute these... more
Smart Pyramiding
Aug 13, 2013
If we look more closely into trend-following trading systems, sometimes the percentage of winning trades is only slightly above 50%, but the trading system still creates some nice and profitable trades. With smart pyramiding, we can try to make... more
ATR-Based Quantity and Risk
Aug 05, 2013
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 current bar's high or the previous bar's close True... moreCorrelation and Relative Performance
Jul 29, 2013
The Correlation function in the CQG toolbox correlates the price movement of two symbols over a defined number of bars. For example, CORREL(CL,QO,10) will return the correlation between West Texas Crude on the NYMEX and North Sea Brent on the ICE... more
Using the Super Template
Jul 23, 2013
Some of the work traders do in building trading systems can be very creative and exciting, but unfortunately some of the work is not. In most cases, traders have a specific idea in mind that they want to test. They create an entry and the... more