Charting and Studies User Guide - CQG.com

Page 352
DOMTracker (DmTr)
This is one of four pre-analytic studies that can be used with TFlow Charts.
This study shows the power of the offer and demand around the market.
It is calculated as a weighted sum of the four bids and a weighted sum of the four asks next to
the best bid/ask.
An enablement is required for this study.
DOMTracker Parameters
• Display: Color, weight, display, and MarkIt for bid and ask.
• Weights: Enter values to weight the sum of the four bids or asks.
• DOMFilter: Filter by either time or size and set the threshold for the filter.
• Calculation Mode: Select Linear or Market Adaptive.
Pre-Trade Studies
Linear = uses the four bids and asks closest to best to calculate weighted sum.
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.
• Averaging Period: Enter a number, so that the study value is an average of that many
of the last calculated values.