Workspaces

VWAP is the volume weighted average price for a futures contract plotted as a line on the price chart. The calculation is the sum of traded volume times the price divided by the sum of the traded… more

This set of studies provides the Order Display study (indications on a chart for filled and working orders), open trade equity, current position, and profit and loss account… more

This post details the different techniques for pulling Depth-of-Market (DOM) data into Excel.

There are three ways:

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