Charting and Studies User Guide - CQG.com

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Page 246 Congestion Count Parameters • Display • MarkIt • Type: Choose between chart and true. Chart = use high and low outputs from the bars. True = use true lows and true highs. • LookBack: The number of bars the study should compare to the current bar. Establishes the maximum value for the study. • Mode: The mode determines what is counted in the congestion count. Last: Counts back from the selected bar to the last bar that has values overlapping the selected bar. Group: Counts back from the selected bar to the last bar that does not have overlapping values with all bars between it and the selected bar. Basic Studies
Delta Contours (Delta) All options before expiry have a curved price profile. At any point in time, the slope of the curve, the delta, gives the equivalent futures exposure. Page 247 At any point in time the curvature, gamma, is the measure of how rapidly this futures exposure is changing. As time passes, options decay in value and approach the expiring kinked price profile. One way of representing the variation of deltas and gammas is a delta contour study. The Delta Contours study shows the underlying price versus time for various delta values; the default range is from 0.0 – 1.0 and increasing in .1 increments. You are able to show 0-11 curves with arbitrary delta values. This study helps illustrate when to re-hedge a portfolio. For example, if re-hedging occurs whenever the delta increases or decreases by .1, then re-hedging will occur at the price levels represented by each contour. Example: Looking at the Dec 08 E-mini S&P 500 (symbol EPZ8) daily chart, the display indicates that in the middle of September the deltas move from .5 up to .7 then down to almost .4. This study also clearly illustrates the effect of time on a portfolio. For example, the Delta Contours study shows that several weeks before expiration the deltas for the out-of- the- money strikes decrease while the deltas for the in the money strikes increase. 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
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Page 16 From the Custom Sessions wi
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Page 18 Setting Miscellaneous Prefe
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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
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Page 30 Set Time Shading Select the
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Page 32 If you want to change the r
Page 42 and 43:
Page 34 Setting Labels and Values P
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Page 36 Study Titles Study titles a
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Page 38 Display the Order Book The
Page 48 and 49:
Page 40 Common Parameters Some char
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Chart Types Page 43 CQG offers over
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Bar Parameters • Color • MarkIt
Page 55 and 56:
Page 47 In the FX market, the Aband
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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
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Market Profile (MP) Page 57 Market
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TPO Time TPO US CST Time K 1300 k 1
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Markers and Indicators Page 61 Init
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Page 63 Right-click the volume, and
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Market Profile Toolbar The Market P
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Changing the Price Scale Page 67 CQ
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Changing TPO Distribution Profiles
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To display distributions by session
Page 81 and 82:
Page 73 To remove the splits in thi
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No Gap Parameters • Display • R
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Percent Bar Parameters • Color
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No Xs or Os are displayed if prices
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Page 81 • One Step Back: Tells th
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Spread Bar (SprdBar) Spread bar ret
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TFlow (TFlow) Page 85 TFlow offers
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TFlow Outputs Page 87 The cursor va
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Time-Based TFlow Outputs Page 89 Th
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Tick (Tick) Tick charts display eac
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Tick Chart Smoothing (TCS) Page 93
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Tick Chart Smoothing Outputs • Op
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Yield Parameters • Color • Mark
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Simple Bond Page 99 The concept of
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Moosmuller Page 101 The Moosmuller
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Working with Charts Page 103 Entry
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Shortcut Opens symbol,M monthly cha
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Embedded Errors Chart-specific resp
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Changing the Chart Type, Interval,
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To change the symbol Type a symbol
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To share grids between charts Page
Page 123 and 124:
To use logarithmic or linear scale
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Time Scale Click and drag the price
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To set default spacing 1. Move the
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To use global cursors Page 121 This
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To set Price X Line alerts 1. Add a
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Page 125 Note that if the contracts
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Page 127 Charting and Studies User
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1. Click the Setup button. 2. Click
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Trading on a Chart Page 131 CQG off
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Order Book The Order Book displays
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Trading on a Chart with SnapTrader
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To place a market order Click or to
Page 147 and 148:
To return to current best bid and a
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Trading on a Chart with Studies Pag
Page 151 and 152:
Forward and Yield Curves Page 143 T
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Opening the Forward Curve or Yield
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The Curve Toolbar The toolbar for f
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To move across the instruments 1. C
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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
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Setting Forward and Yield Curve Pre
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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
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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:
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Parameters Page 171 • Value: Sele
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Parameters • Date: Defines the da
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Parameters • Color • Weight •
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How to use it: Parameters 1. Select
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Linear Regression (LinR) What it do
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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:
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Text (Text) What it does: Page 191
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Parameters Txt1: text = the text as
Page 203 and 204: To display the angle of the trend l
Page 205 and 206: Add a trend line to another pointer
Page 207 and 208: Parameters • Value: Allows the us
Page 209 and 210: 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
Page 225 and 226: 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
Page 235 and 236: CVBXData Parameters • Display •
Page 237 and 238: 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
Page 247 and 248: To overlay charts Page 239 Overlayi
Page 249 and 250: Other Chart Overlay Actions • To
Page 251 and 252: Commodity Channel Index (CCI) Page
Page 253: Congestion Count (ConCnt) Page 245
Page 257 and 258: • Params Model: Choose model. Opt
Page 259 and 260: Directional Movement Index Paramete
Page 261 and 262: DMI Difference Parameters • Displ
Page 263 and 264: Page 255 reversal. In any case, the
Page 265 and 266: • Display: Page 257 Peak Sync: Wh
Page 267 and 268: Envelope Parameters • Display Pag
Page 269 and 270: Data file format The ASCII file mus
Page 271 and 272: Fancy On Balance Volume (FOBV) Page
Page 273 and 274: Fancy On Balance Volume Parameters
Page 275 and 276: Fast Stochastics Parameters • Dis
Page 277 and 278: Standard Deviation: See Standard De
Page 279 and 280: Page 271 Imoku:3 (MaxPer(High, Peri
Page 281 and 282: Implied Volatility (ImpVol) Page 27
Page 283 and 284: Symbol MinDE MaxDE ODR SR MinTicks
Page 285 and 286: Symbol MinDE MaxDE ODR SR MinTicks
Page 287 and 288: Keltner Channel Parameters • Disp
Page 289 and 290: Details of MPVA Calculation Page 28
Page 291 and 292: Market Profile Value Areas Paramete
Page 293 and 294: Missing Bar Count (MBCnt) This stud
Page 295 and 296: 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
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Moving Average Cross Parameters •
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Page 299 different when in real-tim
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Moving Linear Regression R Squared
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On Balance Volume (OBV) Page 303 On
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Open Interest (OI) Page 305 The Ope
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Oscillator (Osc) Page 307 The Oscil
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Oscillator Cross (OSCx) Page 309 Th
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Oscillator - MA of Oscillator (OsMA
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Parabolic Outputs • Para: Value o
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%R Parameters • Display • MarkI
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Rank Parameters • Display • Mar
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Page 319 ROC, like other oscillator
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Relative Strength Index (RSI) Page
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Reversal (Rev) Page 323 Measures th
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Slow Stochastics (SStoch) Page 325
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Tick Volume (TckVol) Page 327 Tick
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TFlow External Data (TFXData) Page
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TFlow On Balance Volume (TFOBV) Pag
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Triple Exponential Parameters • D
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Volatility Stop (VolStp) Page 335 T
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Volatility System (VolSys) Page 337
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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
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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
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Page 406 Setting Portfolio Monitor
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Page 408 Setting Basic Formatting P
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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.
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Page 424 Working with Chart and Stu
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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
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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 (
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Page 468 Umbrella (atmUmb) The ATM
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DiNapoli Studies Page 471 The DiNap
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Retracement (DNRetr) Page 473 DiNap
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Expansion (DNExp) CQG calculates an
Page 485 and 486:
Profitunity Studies Page 477 Since
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Awesome Oscillator (AweO) Page 479
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BW All Studies (BWAll) Applies all
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BW AO (BWAO) Page 483 Investors can
Page 493 and 494:
BW Zone Trade (BWZT) Page 485 The Z
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Blue Light (BluLite) The Blue Light
Page 497 and 498:
Super Awesome Oscillator (SuperAO)
Page 499 and 500:
Shaun Downey Studies Page 491 Benef
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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
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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
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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
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Page 563 Moving Average Method: Thi
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Cluster: A Stop Loss Tool (SMRCtr)
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Line Study (SMRLin) The SMR Line St
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Page 569 Again, you always want to
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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
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"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
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Page 592 Color Coded Support System
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Page 594 Color Coded Support System
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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
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Page 602 Peak Oscillator (KPO) The
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Page 604 Permission Screen (KPrmSc)
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Page 606 Permission Stochastic (KPr
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Page 608 Stop Amounts (KStpAm) The
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Page 610 Danger Signals and Related
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Supplemental Studies This category
Page 623 and 624:
Tom Joseph Studies These studies in
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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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