Charting and Studies User Guide - CQG.com

Pre-Trade Studies
DOMActivity (DmAct)
This is one of four pre-analytic studies that can be used with TFlow charts.
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This study measures the amount of trader activity, including orders, modifies, and cancels,
around the market. It is calculated as the amount of DOM changes for four ticks up and four
ticks down from the best bid/ask.
The study begins calculating when you add it and will not display historical data. It is
recalculated each time the TFlow bar updates until the next bar is created.
An enablement is required for this study.
DOMActivity Parameters
• Display: Color, weight, display, and MarkIt for bid and ask.
• Weights: Enter values to weight the sum of the four bids or asks.
• OB/OS
• Calculation Mode: Select Linear or Market Adaptive.
Linear = uses the four bids and asks closest to best to calculate weighted sum (bids
and asks 2, 3, 4, 5).
Market Adaptive = uses three bids and asks based on these rules: If the next bar’s
middle is higher, then bids 3, 4, 5 and asks 2, 3, 4 are used. If the next bar’s middle
is lower, then bids 2, 3, 4 and asks 3, 4, 5 are used. If the next bar’s middle is the
same as the current bar, then bids 2, 3, 4, and asks 2, 3, 4 are used.
• Volume Type: Select Actual or Ticks.
• Averaging Period: Enter a number, so that the study value is an average of that many
of the last calculated values.
Charting and Studies User Guide