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… more
Backtesting
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… 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… more
CQG Integrated Client version 2015 offers sophisticated auto execution based on the CQG backtesting environment. Basically, all of your trading systems can be set to auto execution with only a few… more
One of the questions that comes up every now and then is about measuring the performance between two markets. So far since January 2015, DAX and EURO STOXX futures have rallied very strong, but… more
In this article I want to show how misleading a peak-ahead failure can be on a trading system.
I was working on a countertrend system and the backtesting results showed that it picked up… more
Quite some while ago I showed, in a very simple way, how to overlay 2011, 2012, 2013, and 2014 data in one chart. I created two very simple code snippets to accomplish that.
This time, I… more
A couple of months ago we looked into CQG's built-in Divergence Index and how to use it.
Following up on this topic, I want to show a much simpler approach using the Formula Toolbox.
… more
One of the theories behind Market Profile®* is the opening trading range. This is the high and the low from the first hour of trading. We want to create a trading system around that and use the… more
In this article we take a look at two examples where trades are placed on or around significant lines. The first idea is to change the classic daily pivot lines into intraday pivot lines and trade… more