Charting and Studies User Guide - CQG.com

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Page 96 Yield (Yield) Yield charts plot the yield for debt instruments. These charts are used in the fixed income market. This example considers a bar chart and a yield chart for two fixed income products. The first product was just auctioned recently, so there is little historical data for use in forecasting. In this case, we can chart an existing product with a similar maturity date (May 2017 and June 2017) to simulate a chart of the more recent product. Chart Types
Yield Parameters • Color • MarkIt • Mode: Choose Default, Specific Issue, or Custom. Page 97 Default = Calculates yield based on contract’s standard coupon and maturity. For example, TYA coupon is 6% and a 10-year maturity from today. Selecting Default for Yield(BTC10) uses the maturity, coupon, and price for the benchmark 10-year treasury. Specific Issue (only with futures) = Calculates yield of the futures contract based on the entered treasury maturity, coupon, and invoice price (futures price * conversion factor for that cash treasury). Custom = Calculates yield based on a treasury. • Calculation: Parameters for a specific or custom issue. For a specific issue, type a treasury symbol (e.g. B033P1119) or its alias. The convention, maturity, coupon rate, coupon frequency, and day count are provided automatically. For a custom issue, convention, maturity, coupon rate, coupon frequency, day count, and settlement are editable. This mode allows you to use a non-standard settlement date, such as delivery date, in the calculation. Convention: Choose Default, Standard Bill, Simple Bond, Moosmuller, or Braess-Fangmeyer. Maturity: Choose Default or Other. If you select Other, enter a maturity date. Maturity Date: Editable date when Maturity = Other. CPN Rate: For a custom issue, select the rate. CPN Freq: Choose Annual or SemiAnnual. Day Count: Choose Actual/Actual, Actual/360, Actual/365, Actual/365- Japanese, Actual/365-ISDA, or 30/360 as a way to calculate accrued interested: Number of days in the coupon period/Number of days in the year. Settlement: Choose Default, Next Day, Second day, Third day, Fourth day, Fifth day, or Other. Settlement Date: Editable date when Settlement = Other. Charting and Studies User Guide
Page 1 and 2:
CQG Integrated Client Charting and
Page 3 and 4:
Table of Contents Charting and Stud
Page 5 and 6:
Fibonacci Time Retracement (FiboTR)
Page 7 and 8:
Triple Exponential (Trix) .........
Page 9 and 10:
Charting and Studies in CQG IC Page
Page 11 and 12:
CQG Charts Page 3 CQG provides a nu
Page 13 and 14:
Bars The bar display changes depend
Page 15 and 16:
Scroll buttons These buttons allow
Page 17:
Using Charts in Training Mode Page
Page 20 and 21:
Page 12 Setting Main Preferences On
Page 22 and 23:
Page 14 To change the session type
Page 24 and 25:
Page 16 From the Custom Sessions wi
Page 26 and 27:
Page 18 Setting Miscellaneous Prefe
Page 28 and 29:
Page 20 Preference Description Rese
Page 30 and 31:
Page 22 Type Description Selecting
Page 32 and 33:
Page 24 Setting Bond Continuation P
Page 34 and 35:
Page 26 Setting CID Preferences CID
Page 36 and 37:
Page 28 Select Grid Display Setting
Page 38 and 39:
Page 30 Set Time Shading Select the
Page 40 and 41:
Page 32 If you want to change the r
Page 42 and 43:
Page 34 Setting Labels and Values P
Page 44 and 45:
Page 36 Study Titles Study titles a
Page 46 and 47:
Page 38 Display the Order Book The
Page 48 and 49:
Page 40 Common Parameters Some char
Page 51 and 52:
Chart Types Page 43 CQG offers over
Page 53 and 54: Bar Parameters • Color • MarkIt
Page 55 and 56: Page 47 In the FX market, the Aband
Page 57 and 58: Page 49 A constant volume chart may
Page 59 and 60: Constant Volume Bars Parameters •
Page 61 and 62: Equalize Sessions Parameters • Co
Page 63 and 64: Line (Line) Page 55 Connects succes
Page 65 and 66: Market Profile (MP) Page 57 Market
Page 67 and 68: TPO Time TPO US CST Time K 1300 k 1
Page 69 and 70: Markers and Indicators Page 61 Init
Page 71 and 72: Page 63 Right-click the volume, and
Page 73 and 74: Market Profile Toolbar The Market P
Page 75 and 76: Changing the Price Scale Page 67 CQ
Page 77 and 78: Changing TPO Distribution Profiles
Page 79 and 80: To display distributions by session
Page 81 and 82: Page 73 To remove the splits in thi
Page 83 and 84: No Gap Parameters • Display • R
Page 85 and 86: Percent Bar Parameters • Color
Page 87 and 88: No Xs or Os are displayed if prices
Page 89 and 90: Page 81 • One Step Back: Tells th
Page 91 and 92: Spread Bar (SprdBar) Spread bar ret
Page 93 and 94: TFlow (TFlow) Page 85 TFlow offers
Page 95 and 96: TFlow Outputs Page 87 The cursor va
Page 97 and 98: Time-Based TFlow Outputs Page 89 Th
Page 99 and 100: Tick (Tick) Tick charts display eac
Page 101 and 102: Tick Chart Smoothing (TCS) Page 93
Page 103: Tick Chart Smoothing Outputs • Op
Page 107 and 108: Simple Bond Page 99 The concept of
Page 109 and 110: Moosmuller Page 101 The Moosmuller
Page 111 and 112: Working with Charts Page 103 Entry
Page 113 and 114: Shortcut Opens symbol,M monthly cha
Page 115 and 116: Embedded Errors Chart-specific resp
Page 117 and 118: Changing the Chart Type, Interval,
Page 119 and 120: To change the symbol Type a symbol
Page 121 and 122: To share grids between charts Page
Page 123 and 124: To use logarithmic or linear scale
Page 125 and 126: Time Scale Click and drag the price
Page 127 and 128: To set default spacing 1. Move the
Page 129 and 130: To use global cursors Page 121 This
Page 131 and 132: To set Price X Line alerts 1. Add a
Page 133 and 134: Page 125 Note that if the contracts
Page 135 and 136: Page 127 Charting and Studies User
Page 137 and 138: 1. Click the Setup button. 2. Click
Page 139 and 140: Trading on a Chart Page 131 CQG off
Page 141 and 142: Order Book The Order Book displays
Page 143 and 144: Trading on a Chart with SnapTrader
Page 145 and 146: To place a market order Click or to
Page 147 and 148: To return to current best bid and a
Page 149 and 150: Trading on a Chart with Studies Pag
Page 151 and 152: Forward and Yield Curves Page 143 T
Page 153 and 154: Opening the Forward Curve or Yield
Page 155 and 156:
The Curve Toolbar The toolbar for f
Page 157 and 158:
To move across the instruments 1. C
Page 159 and 160:
To change instrument 1. Right-click
Page 161 and 162:
Working with Portfolios Page 153 Th
Page 163 and 164:
Working with Curves Page 155 You ca
Page 165 and 166:
Setting Forward and Yield Curve Pre
Page 167 and 168:
Pointer Tools Page 159 Many pointer
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Parameters $1:1 = entry point of fi
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Parameters CF1:1 = the center point
Page 173 and 174:
Eraser (Eras) What it does: Deletes
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Parameters FC1:FC1 = circle of orig
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Parameters Page 169 • FE1 Value:
Page 179 and 180:
Parameters Page 171 • Value: Sele
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Parameters • Date: Defines the da
Page 183 and 184:
Parameters • Color • Weight •
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How to use it: Parameters 1. Select
Page 187 and 188:
Linear Regression (LinR) What it do
Page 189 and 190:
Parameters • Display Page 181 •
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Parameters Page 183 • PFork 1 Val
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Profile Area What it does: Page 185
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• Calculate On: Select Price or V
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Speed Lines (SpdLin) What it does:
Page 199 and 200:
Text (Text) What it does: Page 191
Page 201 and 202:
Parameters Txt1: text = the text as
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To display the angle of the trend l
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Add a trend line to another pointer
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Parameters • Value: Allows the us
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Zoom (Zoom) What it does: Page 201
Page 211 and 212:
Undo Zoom (UnZm) What it does: Page
Page 213 and 214:
To remove Pointer Tools Page 205 Th
Page 215 and 216:
To adjust pointer tools Page 207 1.
Page 217 and 218:
Basic Studies Page 209 CQG offers a
Page 219 and 220:
Accumulative Swing Index (ASI) Page
Page 221 and 222:
Adaptive Moving Average (AMA) Page
Page 223 and 224:
Aroon Oscillator (AroonOSC) Page 21
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Aroon Oscillator Parameters • Dis
Page 227 and 228:
Average True Range (ATR) Page 219 T
Page 229 and 230:
BarXData Parameters • Color • M
Page 231 and 232:
Bollinger Band Parameters • Displ
Page 233 and 234:
Bollinger Band Difference Parameter
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CVBXData Parameters • Display •
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Harami Bearish (HI) Harami Bullish
Page 239 and 240:
Engulfing Bullish Page 231 The Engu
Page 241 and 242:
Morning Star Page 233 The Morning S
Page 243 and 244:
Candlestick Formation Parameters
Page 245 and 246:
Channel Parameters Set parameters f
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To overlay charts Page 239 Overlayi
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Other Chart Overlay Actions • To
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Commodity Channel Index (CCI) Page
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Congestion Count (ConCnt) Page 245
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Delta Contours (Delta) All options
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• Params Model: Choose model. Opt
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Directional Movement Index Paramete
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DMI Difference Parameters • Displ
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Page 255 reversal. In any case, the
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• Display: Page 257 Peak Sync: Wh
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Envelope Parameters • Display Pag
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Data file format The ASCII file mus
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Fancy On Balance Volume (FOBV) Page
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Fancy On Balance Volume Parameters
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Fast Stochastics Parameters • Dis
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Standard Deviation: See Standard De
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Page 271 Imoku:3 (MaxPer(High, Peri
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Implied Volatility (ImpVol) Page 27
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Symbol MinDE MaxDE ODR SR MinTicks
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Symbol MinDE MaxDE ODR SR MinTicks
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Keltner Channel Parameters • Disp
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Details of MPVA Calculation Page 28
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Market Profile Value Areas Paramete
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Missing Bar Count (MBCnt) This stud
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Momentum (Mom) Page 287 The Momentu
Page 297 and 298:
Page 289 unable to track an extende
Page 299 and 300:
The formula for calculating the ESM
Page 301 and 302:
Moving Average Convergence/Divergen
Page 303 and 304:
Moving Average Convergence Divergen
Page 305 and 306:
Moving Average Cross Parameters •
Page 307 and 308:
Page 299 different when in real-tim
Page 309 and 310:
Moving Linear Regression R Squared
Page 311 and 312:
On Balance Volume (OBV) Page 303 On
Page 313 and 314:
Open Interest (OI) Page 305 The Ope
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Oscillator (Osc) Page 307 The Oscil
Page 317 and 318:
Oscillator Cross (OSCx) Page 309 Th
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Oscillator - MA of Oscillator (OsMA
Page 321 and 322:
Parabolic Outputs • Para: Value o
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%R Parameters • Display • MarkI
Page 325 and 326:
Rank Parameters • Display • Mar
Page 327 and 328:
Page 319 ROC, like other oscillator
Page 329 and 330:
Relative Strength Index (RSI) Page
Page 331 and 332:
Reversal (Rev) Page 323 Measures th
Page 333 and 334:
Slow Stochastics (SStoch) Page 325
Page 335 and 336:
Tick Volume (TckVol) Page 327 Tick
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TFlow External Data (TFXData) Page
Page 339 and 340:
TFlow On Balance Volume (TFOBV) Pag
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Triple Exponential Parameters • D
Page 343 and 344:
Volatility Stop (VolStp) Page 335 T
Page 345 and 346:
Volatility System (VolSys) Page 337
Page 347 and 348:
Volume (Vol) This study displays ac
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Volume Calculation Trade volume is
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Volume Profile (VP) Page 343 The Vo
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Volume and Open Interest (VolOI) Pa
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Volume and Open Interest Parameters
Page 357 and 358:
ZigZag (ZZ) Page 349 The ZigZag stu
Page 359 and 360:
Pre-Trade Studies DOMActivity (DmAc
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DOMTracker Oscillator (DmTrOsc) Thi
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Trading Studies Page 355 This set o
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Open Trade Equity (OTE) The OTE stu
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Order Display (OrderDis) The Order
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Order Display Parameters Parameters
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To modify study parameters 1. Right
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Position Parameters • Display •
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Profit & Loss Parameters • Displa
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Page 370 Adding Study Buttons to th
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Page 372 To clear study buttons fro
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Page 374 To add a study to a chart
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Page 376 There are several ways to
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Page 378 The DOM will display squar
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Page 380 To remove study values Rig
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Page 382 Adding Conditions to a Cha
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Page 384 To create a custom conditi
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Page 386 To set an alert from a con
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Page 388 4. Click Include. To add e
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Page 390 Opening the Instrument Mon
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Page 392 Instrument Monitor Compone
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Page 394 Chart types The right pane
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Page 396 Title bar The monitor titl
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Page 398 Watch List The watch list
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Page 400 X Global Click this button
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Page 402 Price values Choose whethe
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Page 404 Setting Trading Display Pr
Page 414 and 415:
Page 406 Setting Portfolio Monitor
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Page 408 Setting Basic Formatting P
Page 418 and 419:
Page 410 Setting Histogram Paramete
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Page 412 Setting Child Row Coloring
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Page 414 To add a tab to the monito
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Page 416 Working with Studies and C
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Page 418 To add conditions You can
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Page 420 Working with Chart Columns
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Page 422 To cut, copy, and paste 1.
Page 432 and 433:
Page 424 Working with Chart and Stu
Page 434 and 435:
Page 426 To modify a study 1. Right
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Page 428 To hide or show columns 1.
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Page 430 To create, edit, and delet
Page 440 and 441:
Page 432 The watch list is displaye
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Page 434 Trading Column Description
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Page 436 Column Image Description W
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Page 438 To add, remove, and move t
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Page 440 To modify and cancel order
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Third-Party Studies CQG offers many
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Display Parameter Display parameter
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OB/OS Parameter These parameters ap
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Page 450 Add on Alert (atmAoA) AoA
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Page 452 Direction Speed Indicator
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Page 454 First Alert (atmFA) The Fi
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Page 456 Major Wave Oscillator (atm
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Page 458 Possible Turning Point (at
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Page 460 Support and Resistance Ban
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Page 462 Trader Alert (atmTA) The A
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Page 464 Trend Direction Indicator
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Page 466 Trend Strength Indicator (
Page 476 and 477:
Page 468 Umbrella (atmUmb) The ATM
Page 479 and 480:
DiNapoli Studies Page 471 The DiNap
Page 481 and 482:
Retracement (DNRetr) Page 473 DiNap
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Expansion (DNExp) CQG calculates an
Page 485 and 486:
Profitunity Studies Page 477 Since
Page 487 and 488:
Awesome Oscillator (AweO) Page 479
Page 489 and 490:
BW All Studies (BWAll) Applies all
Page 491 and 492:
BW AO (BWAO) Page 483 Investors can
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BW Zone Trade (BWZT) Page 485 The Z
Page 495 and 496:
Blue Light (BluLite) The Blue Light
Page 497 and 498:
Super Awesome Oscillator (SuperAO)
Page 499 and 500:
Shaun Downey Studies Page 491 Benef
Page 501 and 502:
HiLoCnt Parameters Name Default Def
Page 503 and 504:
Interpretation Page 495 The thresho
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PRHLCnt Parameters Name Default Def
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Interpretation Page 499 The thresho
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PVHLCnt Parameters Display Paramete
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Page 503 It appears on the chart as
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Time Average Bands (TAvBand) Page 5
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TAvBand Parameters Name Default Def
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Philosophy Page 509 Volatility Time
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ADX Steps (AdxStep) Philosophy Page
Page 521 and 522:
CCI Steps (CciStep) Philosophy Page
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CciStep Parameters Name Default Def
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HVOL Steps (HvlStep) Philosophy Thi
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Page 519 Bonds will also rarely ext
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Page 521 intraday charts are finall
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Page 523 intraday charts are finall
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Page 525 consecutive times this occ
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Page 527 differ considerably from t
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Trix Steps (TrxStep) Philosophy Pag
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Divergence Studies Page 531 Shaun D
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AdxDiv Parameters Name Default Defi
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CciDiv Parameters Name Default Defi
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DmiDiv Parameters Name Default Defi
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HvlDiv Parameters Name Default Defi
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MacdDiv Parameters Name Default Def
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MmDiv Parameters Name Default Defin
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RcDiv Parameters Name Default Defin
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Interpretation Page 547 Each moment
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Stochastic Divergence (StDiv) Philo
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Name Default Definition Page 551 St
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TrxDiv Parameters Name Default Defi
Page 563 and 564:
Page 555 The second chart is a 30 m
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SMR Studies Page 557 Momentum tradi
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Page 559 This example below illustr
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Trend Change Identification Methods
Page 571 and 572:
Page 563 Moving Average Method: Thi
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Cluster: A Stop Loss Tool (SMRCtr)
Page 575 and 576:
Line Study (SMRLin) The SMR Line St
Page 577 and 578:
Page 569 Again, you always want to
Page 579 and 580:
SMR Turning Point Indicators (SMRDL
Page 581 and 582:
Page 573 The example below is a cha
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Turning Point Parameters Page 575 T
Page 585 and 586:
Page 577 The SMR Dotted Line (DL) i
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Timing Oscillator A (SMRTOA) "A" Bu
Page 589 and 590:
Timing Oscillator BC (SMRTOB) "B" B
Page 591 and 592:
"D-1" Buy Signal Page 583 • The c
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Trading the SMR Oscillator Checklis
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Are Your Stops Being Hit Too Often?
Page 598 and 599:
Page 590 "Using Stochastics to Fore
Page 600 and 601:
Page 592 Color Coded Support System
Page 602 and 603:
Page 594 Color Coded Support System
Page 604 and 605:
Page 596 Candlestick Indicators (KC
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Page 598 Evening & Morning Star Pat
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Page 600 DevStop (KDevStp) The DevS
Page 610 and 611:
Page 602 Peak Oscillator (KPO) The
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Page 604 Permission Screen (KPrmSc)
Page 614 and 615:
Page 606 Permission Stochastic (KPr
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Page 608 Stop Amounts (KStpAm) The
Page 618 and 619:
Page 610 Danger Signals and Related
Page 621 and 622:
Supplemental Studies This category
Page 623 and 624:
Tom Joseph Studies These studies in
Page 625 and 626:
Page 617 For further information on
Page 627 and 628:
Pivot (TJPvt) Page 619 There are tw
Page 629 and 630:
Trend Index (TJTI) Page 621 The Tom
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