This Microsoft Excel® dashboard displays trade system statistics pulled from CQG’s Backtesting module. Enter the system's “short’ name, chart time frame, and symbol.
This new version of the dashboard will now update both the trade system statistics table and the charts when a “negative value” is entered into the Historical parameter cell. Previously, only the table updated.
The dashboard will pull and display 125 bars of market and trade system statistics using the same parameters employed by the trade system in CQG. In addition, the live market price data can be formatted for either decimals or fractions by enter “D” or “F” in the bottom row of the dashboard.
The dashboard comes using the CQG system “TS_AMA,” This system is a crossover system using an adaptive moving average and a simple moving average.
The left hand column lists all of the available trade system statistics. To see the individual statistics on the chart, simply click the option button to the right of the name of the statistic.
For those people who want to build their own trade system monitor in Excel, please download the formulas spreadsheet. This spreadsheet provides all of the RTD formulas for the trade system studies.
The second spreadsheet is the macros-enabled dashboard. When first opened, Excel will prompt you to enable macros. Click “Enable Content.”
Requires CQG Integrated Client, Back Testing enablement and Excel 2010 or more recent.