Workspaces

CQG offers institutional pricing data across 430+ currency pairs of market data. Sourced directly from tier-1 banks and non-bank market makers worldwide, the feed provides up to 50 years of… more

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

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

CQG Product Specialist Stan Yabroff designed a CQG page for customers to track and analyze a market’s implied volatility and historical volatility. This post details the features and functionality… more

Let's say you want to look at a study on a chart but you want the study to use a different time frame than the time frame for the bars. For example, the MACD Study on a 1-minute chart using 5-… more

This post details a custom CQG study for pulling a market’s all time high price and date and the market’s all time low price and date.

The custom study was built by CQG’s Product Specialist… more

This post builds upon CQG Product Specialist Helmut Mueller's post titled “Most Wanted Seven Studies Plus a Bonus Trading System.” His post provides a PAC with the following studies:

John Ehlers’, President of MESA Software (mesasoftware.com), goal is to bring the science of engineering and Digital Signal Processing to the art of trading. One such endeavor is his publishing of… more