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The Moving Average Convergence/Divergence indicator (MACD) was invented by Gerald Appel over 40 years ago. The study is an unbounded oscillator with two lines: MACD and MACDA.

Tracking and analyzing cash market data is more difficult because most cash market data is a single print for the day of the report, that is there is no open, high, low or close, just the close.… more

CQG IC and QTrader offer the ability to set recalculation rates for studies. In addition, RTD study formulas have a recalculation rate parameter.

In CQG select a chart and then Setup/Chart… more

The pivot point is the arithmetic average of the high (H), low (L), and closing (C) prices of the active instrument, Pivot Point = (H+L+C)/3 or Pivot Point = HLC3. The study applied to a chart… more

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

This post details how to extract data from a large array, such as a correlation matrix, to make your workflow more efficient.

First, as the LAMBDA function is used, a brief overview is… 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