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
Workspaces
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
Markets tend to trend up, down, and sideways. Another name for trending sideways is congestion. A period of congestion is when the Open, High, Low, and Close price bars are overlapping. CQG IC and… more
CQG One carries on the tradition of CQG product offerings with best-in-class market data visualization with the introduction in CQG One version 9.1.45025 the CQG Profile chart type and the CP… more
This study goes by a number of other names, including the end point moving average, least squares moving average, moving linear regression, and time series forecast.
To explain this study… more
This study calculates the Market Profile’s value area and point of control (POC). First, a brief overview of the Market Profile chart then the Excel RTD formulas for MPVAPOC, MPVAHigh and the… more
CQG products such as CQG IC, QTrader and CQG One come with a collection of price-based studies which can be applied to charts to facilitate analysis. This post offers insight into the collection… 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