Thom Hartle

Dumbbell Charts in Excel

Dumbbell charts have the name due to the look of the data displayed having the appearance of a dumbbell.

In other words, a circle at each end connected by a line. In the image above… more

Excel Parsing Data Functions

This post offers solutions to parsing data in Excel using string functions. As an example, this RTD formula returns the long description of a Crude Oil calendar spread:

=RTD("cqg.rtd", ,"… more

CME Strike Price Listing and Exercise Procedures Tables

The CME Website has information resources for options traders in the form of downloadable Excel tables with important needed details such as:

Commodity CodeCME Globex CodeProduct NameProduct… more

CQG Primer: The Rank Study

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

CQG Primer: The Klinger Volume Oscillator

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

CQG Primer: The Kalman Filter

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

CQG Primer: Tracking Annual Performance

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

CQG Primer: Congestion Count (ConCnt) Study

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

CQG One V 9.1.45025: CQG Profile Chart and Profile Study

CQG One carries on the tradition of CQG product offerings with best-in-class market data visualization with the introduction in CQG One version 9.1.45025 the CQG Profile chart type and the CP… more

CQG Primer: Moving Linear Regression Study (MLR)

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