Bid/Ask Volume Oscillators Study

CQG provides the ability to separate volume into trades executed at the best bid price and trades executed at the best ask price. This feature gives you more insight into market action because you can see whether sellers are aggressive or buyers are aggressive.

The breakdown of volume information into buyers and sellers is the basis for a pair of custom study oscillators called the Bid/Ask Volume Cross (BAVolCr) and the Bid/Ask Volume Cross Oscillator (BAVolCrOsc). For customers using CQG Integrated Client, the two oscillators are found on the Custom Studies tab under the Studies group. For customers using CQG QTrader, you can download the CQG pac at the bottom of this article and install the two oscillators.

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Download the PAC File ‌‍‍‍‍

Disclaimer

Trading and investment carry a high level of risk, and CQG, Inc. does not make any recommendations for buying or selling any financial instruments. We offer educational information on ways to use our sophisticated CQG trading tools, but it is up to our customers and other readers to make their own trading and investment decisions or to consult with a registered investment advisor. The opinions expressed here are solely those of the author and do not reflect the opinions of CQG, Inc. or its affiliates.