The Moving Average Convergence/Divergence indicator (MACD) was invented by Gerald Appel over 40 years ago. The study is an unbounded oscillator with two lines: MACD and MACDA.
MACD =… moreCQG Primer
CQG IC and QTrader offer the ability to set recalculation rates for studies. In addition, RTD study formulas have a recalculation rate parameter.
In CQG select a chart and then Setup/Chart… more
The pivot point is the arithmetic average of the high (H), low (L), and closing (C) prices of the active instrument, Pivot Point = (H+L+C)/3 or Pivot Point = HLC3. The study applied to a chart… more
The CQG Rank Study ranks the individual chart points of a market over a specified number of previous trading periods. For example, if the current bar's close had a rank of 3, and the periods were… more
The Klinger Volume Oscillator (KVO) was developed by Stephen Klinger. The study uses the difference between two exponential smoothed moving averages (EMA) of the "Volume Force" and includes a… more
The Kalman Filter is a recursive algorithm invented in the 1960s to track a moving target from noisy measurements of its position and predict its future position. The Kalman filter is an optimal… more
A popular form of market analysis is to maintain a real-time table of market performance based on an annualized basis. For example, the QSS 2.0 displayed below has a sorted column highlighted with… more
Markets tend to trend up, down, and sideways. Another name for trending sideways is congestion. A period of congestion is when the Open, High, Low, and Close price bars are overlapping. CQG IC and… more
This study goes by a number of other names, including the end point moving average, least squares moving average, moving linear regression, and time series forecast.
To explain this study… more
The Net Change Curve chart displays a collection of symbols’ daily net price change or daily net percentage change making it easy to compare on a relative basis each market’s current session’s… more