CQG Workspace Downloads » Traded Volume

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

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