Backtesting

It has been a while since I introduced the Super Template as a shortcut to build trading system inside CQG. In a nutshell, the Super Template is a trading system ready to run, that has a long and short entry, and many different exits that do not... more

It has been a while since I introduced the Super Template as a shortcut to build trading system inside CQG. In a nutshell, the Super Template is a trading system ready to run, that has a long and short entry, and many different exits that do not... 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 moving averages in the Guppy multiple moving... more

In my last article I showed a little workaround to feed a calculation into a Study Parameter. We can use a very similar trick for all functions that require a separate condition for a reset. There are a few benefits of avoiding the separate... more

If you build your own indicators, you may have been stuck feeding your own calculation back into a study parameter. The CQG front-end does not allow this directly, but we have a smart workaround to make it work. Thanks to Jim Stavros for... 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 moving averages in the Guppy multiple moving... more

Sometimes it is not necessary to write a complex trading system when you want to accomplish something minor in the trading environment. For example, CQG provides built-in trailing stop orders that may be placed a defined number of ticks... more

In my last blog post we turned the Super Template AMA trading system into a new trading system using MACD with a few steps. At first glance it seemed to be a losing system, but after we applied a simple $2,000 stop loss, it performed a little bit... more

This is a quick-start guide to building your own trading system based on the Super Template. The Super Template comes pre-installed with CQG Integrated Client. As a basic example, we will create a trading system using classical MACD as the main... more

After supporting auto trading for one year now, it seems to be that understanding the difference between backtesting and real-time trading might be the biggest struggle. If your backtesting results do not match your real trading results, using... more