Helmut Mueller

Here are some thoughts about extracting "daily" values inside an intraday market.

A common request is to calculate and plot a "daily close" value of a study based on an intraday time frame, such as five-minute bar data. With CQG this is... more

When it comes to coding your trading systems, allowing only one trade per day is by far the most frequent request.

In the example above, the session starts at 8:00 local time (see cursor) and the trading system produces three long... more