Excel RTD formulas are available for pulling in Trade System Statistics. Below is an image of a Constant Volume chart with the cqg.AMASamp Trade system applied to the chart.
The next image is the downloadable Excel sample spreadsheet with all the Trade System Statistics being pulled into Excel using RTD formulas. The data is updated real-time.
RTD offers the ability to determine the chart type in the Symbols parameter of the RTD formula.
For example, this is the RTD formula for the current close of the symbol EP for the current 5-minute bar.
= RTD("cqg.rtd",,"StudyData","EP", "Bar", "", "Close","5","0",,,,,"T")Replacing "EP" with "NewCVB(EP?,10000,0,UseActualVol)" will return the current close of the CVB bar using Actual Volume of 10,000 contracts. To use Tick Volume replace "UseActualVol" with "UseTickVol".
= RTD("cqg.rtd",,"StudyData"," NewCVB(EP?,10000,0,UseActualVol)", "Bar", "", "Close","5","0",,,,,"T")While there is a "5" in the time frame parameter it is ignored for the CVB chart type.
The Excel dashboard has a two-column table with the left-hand side listing the chart types and the right-hand side listing the parameter to enter into the Symbol parameter. Change the symbols and chart type parameters to suit your requirements.
This link provide more details on some of the chart types.
The Spread Bar chart type has a default setting of "5" for the period for the snapshots of the price action for the two symbols. The "1" will use one minute for the snapshots.
The top of the dashboard has a "Time Frame" entry, which here was "5" for 5 minutes for time-based chart types.
The current statistics displayed are for the current bar "0". For historical values use a negative number, i.e. "-10" for ten bars ago.
Columns O, P, and Q are pulling the last 15 CVB bars for the "TotalNetProfit."
Caveat: This dashboard can be CPU intensive. To be aware, watch the Time listed in the Dashboard. This is using an RTD call for time, and the time will lag if there are any issues.
The dashboard is not locked. All RTD formulas are available.
Requires CQG Integrated Client or CQG QTrader, and Excel 2016 or more recent locally installed.