Charting and Studies User Guide - CQG.com

TFlow Outputs
Page 87
The cursor value box, QFormulas toolbox, mouse tool tips, and tabular display all contain these
outputs:
• High
• Low
• AV = Ask trade volume.
• BV = Bid trade volume.
• AV1 = Ask trade volume of previous bar.
• BV1 = Bid trade volume of previous bar.
• AvgCompr = Number of individual TFlow bars that are included in an aggregated TFlow
bar based on aggregation type and aggregation level. If Aggregation = Bars, then
AvgCompr = Aggregation Level.
TFlow Parameters
• MarkIt
• Volume Threshold (TFlow): Choose Percent of Average, Percent Rank, Actual,
and No Normalization.
Percent of Average values are taken as percents of average volume. It is
calculated as the arithmetic mean of total volume of all bars in the same session
from the previous trading day.
Percent of Rank indicates where the bar falls relative to lookback period.
If the previous day's average is not available, then Actual volume values will be
displayed.
No Normalization changes the bar color to black and removes weighted volume.
Range of the bid and ask is displayed.
• Volume Threshold (TFlow Vol): Choose how the bars should look based on their
volume. For example, if the percentage of volume is greater than 90, then the bid bar is
bright red and ask is bright green. Or, if the actual volume is greater than 10, but less
than 50, the bid bar is dark red and the ask is dark green.
• Aggregation: Select Bars, Range, or Smoothing.
Bars = aggregates TFlow bars by number of bars set in Aggregation Level
Range = aggregates TFlow bars by number of ticks set in Aggregation Level
Smoothing = aggregates TFlow bars using a proprietary algorithm and number of
bars set in Aggregation Level
• Aggregation Level: Tells the system to create a new bar for every n bars (up to 20) or
when the range exceeds n ticks.
• BVol: Select the color for bid volume bars for each size of bar.
• AVol: Select the color for ask volume bars for each size of bar.
Charting and Studies User Guide