When building trading models a common error is to focus mainly on entry signals. Experience told me that exit methodology and sound money management will have far more effect on individual model… more
Studies
This post details CQG One's Volume Profile Study.
Once applied to a chart, the study calculates the Profile's Value Area and Point of Control (POC).
The value area begins calculating… more
This post details the Market Profile Value Areas (MPVA) study, as well as providing a downloadable Excel sample for pulling MPVA study data into a spreadsheet.
When applied to a chart, the… more
The switch from my haven of Futures and Fx, to the world on USA equities and ETF's to run a Hedge Fund, presented a new set of challenges. My world had moved from 80 instruments to focus on to… more
Read Quantifying Divergence Part 1Read Quantifying Divergence Part 2
Traditionally, divergence is quantified by taking the relationship between the high in an uptrend and low in a downtrend and… more
In Mr. Ehlers Book “Cybernetic Analysis for Stocks and Futures” the “Leading Indicator” was introduced. The goal of this study was to smooth the price action while not having the lag by the study… more
This post details the steps to pulling custom study values into Excel using RTD formulas. First, an overview of RTD formulas and parameters.
When CQG IC or QTrader are installed, a DLL… more
The post CQG Primer: The Ultimate Smoother detailed a study developed by John Ehlers. You can find a detailed description of the Ultimate Smoother on the MESA Software website.
This post… more
John Ehlers developed the Ultimate Smoother study. https://www.mesasoftware.com/TechnicalArticles.htm The study is a two-pole low-pass digital filter designed to smooth price data while… more
Read Quantifying Divergence Part 1Read Quantifying Divergence Part 3
Whilst POPS (Price makes a nine-bar high, or low and the RSI makes a three-bar high or low) and UFO (Price makes a 9 Bar high… more