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
Workspaces
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
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
Oscillator studies are a part of most traders’ and analysts’ approaches to analyzing the markets. Oscillators calculate differences between prices, which detrends the price data. In this post, the… 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
In this post, the aspects of becoming a good rule-based trader are discussed. But first, an illustrative story...
While attending college I worked in warehouses on Seattle'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
CQG IC and QTrader offer charts that utilize volume for the horizontal scale, not time. The first chart type to discuss is Constant Volume Bars.
Constant Volume Bar (CVB)
The Constant… more
There are a number of volume-based studies available to customers using CQG IC or QTrader. This post walks you through the basic details of the various studies, then correlation analysis is… more