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
Trade Systems
In my previous article, Backtesting Tip: Parameters inside CQG Code, I discussed the different parameter types and how to use them. This is important for all backtesting users because only values… 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
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
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
When it comes to coding your trading systems, allowing only one trade per day is by far the most frequent request.
In the example above, the session starts at 8:00 local time (see… more