Blogs

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

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

Frequency distribution is simply how often a value appears within a group of values. For example, a group of values is a range from 1 to 5. The collection of numbers is 1, 3, 1, 2, 3, 4, 1, and 4. In this series, we see that the integer 1 occurs... more

This interview is part of a series of interviews with traders who use CQG Integrated Client. The goal of these interviews is to illustrate why traders who begin using CQG tend to continue using CQG. This interview is with Tom Alexander, who has... more

Although most mathematical technical indicators focus on capitalizing on either trending behavior by using tools like moving averages (see Trend Following Kept Simple: The 200-Day Simple Moving Average) or on counter-trending action through... more

Daryl Guppy developed a trend-following technique using twelve exponentially-weighted moving averages. The twelve periods featured in his books are 3, 5, 8, 10, 12, 18, 30, 35, 40, 45, 50, and 60. The 3-, 5-, 8-, 10-, 12-, and 18-period... more

Many technicians use complex technical indicators such as Average True Range, but experienced ones use them in conjunction with basic indicators such as volume and long-term simple moving averages. Arguably the most important of trend-following... more

ICE May Cotton futures are setting up well as a low-risk, high-reward mean reversion trade. One of our preferred set-ups is countertrend trades in the direction of the longer-term trend. In the following image, May Cotton closed below its two-... more

CQG supports the Microsoft Excel RealTimeData (RTD) function in CQG Integrated Client version 8.4 and greater for delivering market data and other information to Excel. Through the combination of CQG and Excel, you can create highly-customized... more