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
Workspaces
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
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
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
The Net Change Curve chart displays a collection of symbols’ daily net price change or daily net percentage change making it easy to compare on a relative basis each market’s current session’s… more
This post details the use of the CQG function: Time Average (TimeAvg), which calculates the average for values taken at the same time of day over the lookback period.
In this example, the… more