Mapping Your Voyage of Discovery - CQG.com

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RangeAs the name suggests, these are built based on range. Traditional TFlow bars can beintensive to watch for extended periods and as the speed of High Frequency Tradingescalates, it has become a greater issue. Range bars slow the speed of activity down andhave advantages in the analysis of both volume and absolute movement. This has particularapplication on the fastest markets such as the Dax and Crude Oil. However, there are alsoadvantages in markets that are more sedate, but are also distorted by HFT’s, such as 10 yearNotes and Bobl’s. The maximum aggregation is also 20, which represents 20 ticks. Whensetting the range to be used, I use the same calculation as utilised on Constant VolumeBars. This is based on risk, so the E- Mini uses a maximum range of 16 ticks or 4 big figures.This can only be reduced, not widened.
SmoothedSmoothed use a proprietary algorithm that attempts to remove noise without losingsensitivity. This is achieved by tracking the trend and redefining the highs and lows basedon what the trend is. This means that the high and low can be synthetic. This removessome of the noise that can be associated with traditional TFlow bars and gives a clearerpicture of what the trend is. This is highlighted below, by overlaying normal TFlow with aSmoothed. Whilst the former has bars that show higher highs and lows and potentialconflict with the trend, the Smoothed maintains lows that are equal or lower than the barbefore. Eventually, making a higher low signals a trend ending.
Page 1 and 2: IntroductionStructure is everything
Page 3 and 4: have been enough. Through time, I b
Page 6 and 7: Part 1Basic Chart TypesConstant vol
Page 8 and 9: The 10-minute chart and the 25,000
Page 10 and 11: Profile® is that linking price, ti
Page 12 and 13: Basic philosophiesIt is primarily u
Page 15 and 16: TFlow and Pre Trade AnalyticsTFlow
Page 17: This is how my TFlow is first displ
Page 21 and 22: This example highlights once more h
Page 23 and 24: What does Entry Signal Evaluator do
Page 25 and 26: Momentum IndicatorsThe vast majorit
Page 28 and 29: Slow StochasticsSlow Stochastics re
Page 30 and 31: This chart is half day of the Eurod
Page 32 and 33: Trend Lines and FibonacciThe need t
Page 34 and 35: PatternsIn many ways, patterns are
Page 36 and 37: FX is an area where no one looks fo
Page 38 and 39: DOJI’SThis the only Candlestick p
Page 40 and 41: Analysis from the Profile Area Tool
Page 42 and 43: Intraday Doji’s can be qualified
Page 44 and 45: The top itself was a Shooting Star
Page 46: Fundamental Analysis.How to interpr

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