One of the questions we received recently was if it is possible to trigger a trade in a certain market based on another trading system trading a different market. The answer is yes. Here is how to… more
CQG PAC Files
We are getting a lot of questions about CQG parameters (Parms). In CQG, parameters are used for everything that needs to be controlled from the user interface and only Parms can be optimized.… more
This Microsoft Excel dashboard measures volatility by using the difference between the upper and lower Bollinger Bands and dividing the difference by the Moving Average. The dashboard then sorts… more
This Microsoft Excel dashboard is used to track the performance of a collection of Exchange-Traded Funds (ETFs).
The market information displayed is the last price, net change, the… more
In this article, we measure the price action between a significant high and a significant low identified by CQG's ZigZag study. The ZigZag study is a useful graphical tool that connects… more
This short article is not a huge programming exercise, it is mainly about a smart way to see seasonal behavior in an overlay chart. Here is the result we would like to have:
The… more
Derived from contributions medieval mathematician Leonardo Fibonacci made to number theory, retracements measure the price areas where a market move is likely to pause or reverse a trend. Many… more
If we look more closely into trend-following trading systems, sometimes the percentage of winning trades is only slightly above 50%, but the trading system still creates some nice and profitable… more
The Average True Range (ATR) study takes the moving average of the true range over the specified period.
Definitions:
True Range = True High - True Low True High = The greater of the… more