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
CQG PAC Files
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
The Correlation function in the CQG toolbox correlates the price movement of two symbols over a defined number of bars. For example, CORREL(CL,QO,10) will return the correlation between West Texas… more
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… more
This dashboard tracks the spread between the two volatility futures contracts, including the forward curves.
Please install the CQGVIXVSTOXX component pac before running 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… more