CQG Workspace Downloads » Studies

Range TFlow Bars

thartle — Fri, 06 Nov 2009 20:01:01 +0000

Traders interesting in creating a Range Bar chart can use CQG’s TFlow charts. A Range Bar chart is simply a price bar that has a set price range for each bar. CQG’s TFlow chart has a setting to plot the TFlow bar based on a tick range. The CQG pac for this page will display a 15 tic Range Bar for gold. In addition, a one bar moving average on the bar indicates if the close was at the top or bottom of the bar. Also included is a custom study displaying the range of the current bar and the MACD oscillator. You will need to be enabled for TFlow and CQG verison 7.9 or higher.

Dowlad PAC:
RangeTFlowBars11072009.zip

Session Volume Study

thartle — Fri, 09 Oct 2009 20:38:07 +0000

This study displays the volume by session for an intraday chart on an accumulated basis. In other words, on a five minute bar chart the study is showing the current total volume for the session as a histogram bar under the current 5-minute bar. The study is called SesVol and is found under the Custom Studies tab in the Study menu.

Download PAC:
SessionVolumeStudy.zip

Net Traded Volume On-Balance Volume Line

thartle — Wed, 16 Sep 2009 21:04:08 +0000

This PAC installs a page and two studies to your custom studies group. One is the OBV_TB1 study which plots an on-balance volume line for Time Based TFlow Bar charts, as well as standard bar charts. The on-balance volume line is based on the net difference of trades at the ask minus trades at the bid for each bar as a running sum. This provides more insight into buying and selling pressure. You can set the time of the session to start and stop the calculation .

There is an additional study installed called the TBTF1 Study. This study breaks down the traded volume at the bid and ask prices as histogram bars. For more information, please click the image.

Download PAC:
NetTradedVolumeOBVLine09162009.zip

Sample Intraday Bars and TFlow Bar Charts

thartle — Mon, 14 Sep 2009 17:30:51 +0000

This sample page has both a 5-minute OHLC bars and TFlow bar charts. Included are a number of studies used to detail to traders using CQG what traders are doing in the exchange order book at the best bid, ask prices, as well in the order queues away from the best bid, and ask price queues (DOMTracker).

The custom studies TFCross and the BAVolCr studies are displaying a 5-bar running sum of trades into the bid and at the ask prices. The BAVolCO and the TFUmTFD are simply the difference between the two lines displayed in the TFCross and the BAVolCr studies respectively. Requires CQG version 8.1 or higher.

Download PAC:
TFlowandBarChartVolumeStudiesv09112009.zip

Spreader Sample Pages

thartle — Thu, 10 Sep 2009 16:47:38 +0000

Traders using the CQG Spreader can use this 11-page collection as an information source for utilizing CQG analytics along with the Spreader order routing interfaces. These sample pages include spread bar charting, CQG’s Order Tickers, as well as TFlow charting and analytics applied to exchange traded calendar spreads.

Examples include spreading the e-mini S&P 500 to the Nasdaq 100, synthetic crude oil calendar spreading, and fixed income futures spreading. Requires CQG Spreader Enablement.

Download PAC:
SpreaderGroupV09102009.zip

Range Deviation Pivots

thartle — Tue, 08 Sep 2009 17:13:33 +0000

Range Deviation Pivots are one, two, and three standard deviation calculations plotted around the opening price of the bar.

The new studies are found under the Custom Studies tab. The studies added are titled Rpiv1, Rpiv2, Rpiv5, Rpiv10, Rpiv15, Rpiv20, Rpiv30, Rpiv60, Rpiv240, Rpiv360, Rpiv480, Rpiv720. The number in the study name refers to the number of one-minute bars used in the calculation.

Download PAC:
RangeDeviationPivots.zip

Herrick Payoff Index

thartle — Fri, 28 Aug 2009 17:24:47 +0000

The Herrick Payoff Index indicates the amount of money flowing into or out of a futures contract. The index uses open interest during its calculations. The Herrick Payoff Index formula used here is from http://www.stator-afm.com/herrick-payoff-index.html. Note that S and C from that definition have been made user parameters that can be changed if needed.

The new study is found under the Custom Studies tab.

Download PAC:
HerrickPayoffIndex.zip

Chaikin Oscillator Study

thartle — Thu, 27 Aug 2009 17:56:52 +0000

The Chaikin Oscillator was introduced by Marc Chaikin. The formula used here is from the book “New Trading Dimensions” by Erich Florek (Finanz Buch Verlag, 2000).

Download PAC:
ChaikinOscillator.zip

Chande Momentum Oscillator Study

thartle — Thu, 27 Aug 2009 17:48:18 +0000

The CMO (Chande Momentum Oscillator) Indicator by Tushar Chande was first detailed in his book “The Technical Trader” (Wiley 1994). The formula used here is from the book “New Trading Dimensions” from Erich Florek (Finanz Buch Verlag, 2000).

Download PAC:
ChandeMomentumOscillator.zip

Custom Intraday Volume Studies

thartle — Wed, 26 Aug 2009 22:26:11 +0000

The CustomIntradayVolumeStudies.zip displays custom studies for tracking traded volume volume into the bid and volume traded at the ask price for intraday bars

The descriptions of the custom studies are:
BestAV: Volume of trades at the ask price (green line)
BestBV: Volume of trades at the bid price (
BAVolCr: Five bar running sum of trades at the ask (green line) and five bar running sum of trades at the bid price (red line).
BAVolOs: The difference between the green and red lines in the BAVolCr study.
BarTFVo: Similar to the TFlow volume study, this study plots red histograms for traded volume into the bid and green histograms for traded volume at the ask price.

Download PAC:
CustomIntradayVolumeStudies.zip