147 results found

1. Manipulating dates / Dates as parameters / Dating events

   From the discussion of the parameter values, here: http://news.cqg.com/blogs/coding/2014/04/parameters-inside-cqg-code, I am guessing that the unique date and time specified in parameters are the usual POSIX values most computers use. Is there a way to extract unique date/time values from an event, like a peak or a cross? And can you define a date/time range, and a date/time difference, in a way that lets you use such ranges or difference in a formula or study? I saw the discussion of the TIMER function, here: http://news.cqg.com/blogs/coding/2013/09/timer-helper-and-cqgs-setreset-function
   but I have not been able to figure out how to do similar things for periods that extend over multiple days.

   Let me be more concrete. I would like to find programmatically, for each day in a specified date range, say June 15 to Aug 14, the difference between the opening price of a security and the closing price the day before. Can I do that? And if so how?

   Second question: I’d like to return the dates and times when certain rare events occur. Say, for example, I want the dates and times when the 12 period moving average crosses the 144-period moving average in the first hour of the daytime trading session for a security. Can I get those date/time values? If so, how?

   From the discussion of the parameter values, here: http://news.cqg.com/blogs/coding/2014/04/parameters-inside-cqg-code, I am guessing that the unique date and time specified in parameters are the usual POSIX values most computers use. Is there a way to extract unique date/time values from an event, like a peak or a cross? And can you define a date/time range, and a date/time difference, in a way that lets you use such ranges or difference in a formula or study? I saw the discussion of the TIMER function, here: http://news.cqg.com/blogs/coding/2013/09/timer-helper-and-cqgs-setreset-function
   but I have not been able to figure out how to do similar things for… more

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2. Renko bricks

   I have identified several functions, most recently High Low First (HiLo1) , which do not work when trading on Renko bricks. When I say “don’t work” I do not mean that they give the wrong answer, but rather, that they do not give any answer at all. I have sometimes spent a lot of time trying to understand why something isn’t working before finally trying in on candles instead.

   I have not been able to identify any commonalty in these functions , functions that work on candles but not on Renkos. The High Low First function is a good example, in that there is no obvious conceptual incompatibility between Renko bricks and a function that inquires whether the high within the brick occurred before the low in the brick or, conversely.

   Do you have a list of functions known not to work with Renko bricks? Alternatively, can you provide a rule of thumb, or some way that I could use to identify or predict which functions will fail in this setting?

   I have identified several functions, most recently High Low First (HiLo1) , which do not work when trading on Renko bricks. When I say “don’t work” I do not mean that they give the wrong answer, but rather, that they do not give any answer at all. I have sometimes spent a lot of time trying to understand why something isn’t working before finally trying in on candles instead.

   I have not been able to identify any commonalty in these functions , functions that work on candles but not on Renkos. The High Low First function is a good example,… more

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3. What is the Gateway?

   The Gateway is an integrated trade routing system that provides clients with the necessary edge for successful trading in Futures, Options, and Fixed Income. The hardware, software, and network infrastructure are all managed by CQG. Combining the power of the CQG market analysis tools with the efficiency of direct connections to the exchanges, Gateway has been designed to be the fastest, most reliable, and lowest cost order execution platform on the market.

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4. If I have to shut CQG down, will I lose all of my data?

   You won’t lose your data if you have to shut your CQG Integrated Client system down. The data is stored on the CQG servers.

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5. Is there a way to look up symbols in the CQG software?

   Yes. Click the Symbols Button in the top right corner of the platform. Then click Symbol Search.

   For more information on the Symbol Search window, please reference the help file below:

   http://help.cqg.com/cqgic/19/#!Documents/symbolsearch.htm

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6. How do I change the time frame on a chart?

   In the lower left corner of an active chart, you will see a blinking cursor. This is the command line. If you are on an Intraday chart and want to look at a Daily chart, type a comma ( , ) and the letter D (,D). Other entries for Historical timeframes are: Weekly (,W), Monthly (,M), Quarterly (,Q), and Annually (,Y). For Intraday timeframes of 1 minute to 60 minutes, just type the number (1, 10, 15, etc.).

   For more information, reference the help file below:

   http://help.cqg.com/cqgic/19/#!Documents/entryfieldenteringsymbolstypesandintervals.htm

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7. How do I put a study on a chart?

   To put a study on a chart, left click on the ‘Study’ button on the left side of the CQG screen. The ‘Add Study’ window appears where columns of studies are displayed. Left click in the ‘Study’ column to highlight the study you want on your chart. In the lower left corner of the ‘Add Study’ window there is a box labeled ‘Overlay’. Check this box if you want the study to be overlaid on the chart. If there in no check, the study will be displayed in a separate window below the chart. At the bottom of the ‘Add Study’ window, click on the ‘Add’ button and then click on the ‘Close’ button. The ‘Add Study’ window is closed and the study has been added to the chart.

   To put a study on a chart, left click on the ‘Study’ button on the left side of the CQG screen. The ‘Add Study’ window appears where columns of studies are displayed. Left click in the ‘Study’ column to highlight the study you want on your chart. In the lower left corner of the ‘Add Study’ window there is a box labeled ‘Overlay’. Check this box if you want the study to be overlaid on the chart. If there in no check, the study will be displayed in a separate window below the chart. At the bottom of the ‘Add… more

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8. Can I overlay one chart on top of another?

   CQG provides the Chart Analog Overlay Study. With a chart as the active window, left click on the ‘Study’ button. In the alphabetical listing of studies, click on ‘Chart Analog Overlay’. Click on the ‘Add’ button at the bottom of the ‘Add Study’ window, and then click on the ‘Close’ button. The title bar of the active chart will now display the symbol twice (GCZ4-Gold-Pit, Dec 04, Daily | GCZ4-Gold-Pit, Dec 04, Daily). In the command line, enter a second symbol (e.g. SIZ4). The symbol in the chart title bar will now be SIZ4-Silver-Pit, Dec 04, Daily | GCZ4-Gold-Pit, Dec 04, Daily. Two sets of bars will be displayed on the chart. If you place the mouse over a bar, a small window will be displayed that tells which symbol is represented.

   For more information on Chart Analog Overlay, please reference the help file below:

   http://help.cqg.com/cqgic/19/#!Documents/chartanalogoverlayanalog.htm

   CQG provides the Chart Analog Overlay Study. With a chart as the active window, left click on the ‘Study’ button. In the alphabetical listing of studies, click on ‘Chart Analog Overlay’. Click on the ‘Add’ button at the bottom of the ‘Add Study’ window, and then click on the ‘Close’ button. The title bar of the active chart will now display the symbol twice (GCZ4-Gold-Pit, Dec 04, Daily | GCZ4-Gold-Pit, Dec 04, Daily). In the command line, enter a second symbol (e.g. SIZ4). The symbol in the chart title bar will now be SIZ4-Silver-Pit, Dec 04, Daily | GCZ4-Gold-Pit, Dec… more

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9. How do I transfer component pacs to CQG?

   Follow these steps to transfer component pacs from one CQG system to another CQG system:

   1. On the system of origin, left click on the System button and left click on 'Import/Export Pages & Components'.
   2. In the Import/Export Pages & Components window, left click on 'Export' and left click on 'Component Pac'.
   3. Click the OK button to display the Export Pac Wizard which will walk you through the export.
   4. Save the file to the Desktop for easy access.
   5. Transfer the newly created file to the receiving system's Desktop.
   6. Follow the previous procedures using 'Import'.
   7. To download the Component Pacs available on this website, click on the link for the Component Pac you wish to use from the Downloads page and choose 'Save As'.
   8. Save the pac to your Desktop and follow the instructions above for Importing.

   For additional information the help file is below:

   http://help.cqg.com/cqgic/19/#!Documents/importingexportinganddeletingpacs.htm

   Follow these steps to transfer component pacs from one CQG system to another CQG system:

   1. On the system of origin, left click on the System button and left click on 'Import/Export Pages & Components'.
   2. In the Import/Export Pages & Components window, left click on 'Export' and left click on 'Component Pac'.
   3. Click the OK button to display the Export Pac Wizard which will walk you through the export.
   4. Save the file to the Desktop for easy access.
   5. Transfer the newly created file to the receiving system's Desktop.
   6. Follow the previous procedures using 'Import'.
   7. To download the Component Pacs available on… more
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10. How to link multiple master windows to one (or multiple) child window(s)

    1) Left click on CQG icon in top left corner of one of your intended master windows and select Link Windows Mode from the menu.

    2) With the Windows Linking icon attached to your mouse, left click in all the other windows you would like as part of that group.

    3) Right click to get out of Linking Mode

    4) Left click on the small colored circle of one of the windows you'd like to convert to a master window and select Change to a Master from the menu.

    5) Repeat step 4 with any other window you would like to convert to a master.

    Below is the help file for more information on this function

    http://help.cqg.com/cqgic/19/#!Documents/linkingandgroupingwindows.htm

    1) Left click on CQG icon in top left corner of one of your intended master windows and select Link Windows Mode from the menu.

    2) With the Windows Linking icon attached to your mouse, left click in all the other windows you would like as part of that group.

    3) Right click to get out of Linking Mode

    4) Left click on the small colored circle of one of the windows you'd like to convert to a master window and select Change to a Master from the menu.

    5) Repeat step 4 with any other window you would like… more

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11. Portara - Dual DST Differences for Funds and CTA's

    Depending on the location of your trading operation(s) Dual-DST differences are a primary headache to intraday data creation for many funds. CQG Datafactory and Portara raw databases are all timestamped in Chicago time REGARDLESS of the exchange in which the data derived from. This is a potential nightmare for Funds residing in the US, for instance who wish their overseas markets to display exchange timestamps. See how Portara resolves these differences for all global exchanges regardless of your funds location. There's more here than meets the eye... Direct

    Video can be viewed here:
    https://www.youtube.com/watch?v=EXkontm2qmc#action=share

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12. Portara - Where is the best place to Roll A Futures Contract

    I am often asked where the best place is to roll a futures contract even from seasoned traders. There are many variants but in the end it boils down to a date and an underlying reason why. If you don't know the nuances of the various sectors and markets that have developed over the years and why for instance you need to choose long periods in the metals before expiry date compared to only a day or so in the indexes then you face problems. This presentation demonstrates a few very simple methods of how to determine an optimal place; a sweet-spot to work with. I discuss a method to find best roll position for TYAA (Financials) Metals and Dax. You can apply the same reasoning and logic to any globally traded future by simply observing behaviour..

    Video can be viewed here:
    https://www.youtube.com/watch?v=f1k4vhZogCE#action=share

    I am often asked where the best place is to roll a futures contract even from seasoned traders. There are many variants but in the end it boils down to a date and an underlying reason why. If you don't know the nuances of the various sectors and markets that have developed over the years and why for instance you need to choose long periods in the metals before expiry date compared to only a day or so in the indexes then you face problems. This presentation demonstrates a few very simple methods of how to determine an optimal place;… more

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13. Portara - How to Create RTH Daily Data with CQG Datafactory

    Watch this short presentation to discover how to create RTH Daily data from CQG Datafactory INTRADAY database. There is no way to do this with standard daily bars. An intraday database is essential to be able to have dynamic session for Daily OHLC Data.

    Video can be viewed here:
    https://www.youtube.com/watch?v=9y3BKUlU1W0#action=share

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14. Portara - Robustness Testing & Strategy Optimisation Using Data

    Traders often try to use their backtester — personal code or software application — to create ways in which to test system models for robustness. However, perhaps there is a much easier solution? Perhaps manipulating the data itself, rather than the code, is a far easier way in which to draw result comparisons. In this simple video you will see the creation of alternative data sets based on:

    1. Increasing and decreasing the volatility across a commodity or portfolio of commodities
    2. Cropping intraday bars from the beginning and end of your daily session
    3. Randomising the opens and closes of the daily or intraday session
    4. Horizontal and vertical mirror imaging sets

    Why do this? Well, if you want to know, from a risk profile, whether your systems hold up when volatility explodes, you may find answers that surprise you. Say you want to consider whether the the open you follow in a 24h market, is statistically significant to your test results or not? If you are trading a volatility off open momentum model, then this is the type of robustness test you may wish to consider. Say if a trending portfolio suddenly alters its regime?

    Data is king of kings — treat it that way.

    Video can be viewed here:
    https://www.youtube.com/watch?v=AtfW3M-1sYw#action=share

    Traders often try to use their backtester — personal code or software application — to create ways in which to test system models for robustness. However, perhaps there is a much easier solution? Perhaps manipulating the data itself, rather than the code, is a far easier way in which to draw result comparisons. In this simple video you will see the creation of alternative data sets based on:

    1. Increasing and decreasing the volatility across a commodity or portfolio of commodities
    2. Cropping intraday bars from the beginning and end of your daily session
    3. Randomising the opens and closes of the daily… more
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15. Portara - Discussion on SOB (Start of Bar) versus EOB (End of Bar) intraday txt CSV backtest data

    Some backtesters require data in SOB (Start of Bar) format where others require an EOB (End of Bar) approach. This video contrasts the difference between the two sets of valid timestamp models — for the data importer interfaces that backtesters contain — and researchers inevitable come across. With Portara, you can make backtesting choices for any style of backtester you currently work with — even customized self-designs. Make sure you UNDERSTAND fully the data you are working with.

    The worst case scenario is to purchase data from an unknown supplier only to find 'surprises' later when you reach the data importer read-in stage. For instance, who wants to purchase an expensive data portfolio only to find double timestamps, non contiguous data, zeroes and date issues destroying the all-important data parsing from your backtester.

    The moral is: Get your data right first and don't blame your backtester's framework! :)

    Video can be viewed here:
    https://www.youtube.com/watch?v=FdrLLYo6Bb4#action=share

    Some backtesters require data in SOB (Start of Bar) format where others require an EOB (End of Bar) approach. This video contrasts the difference between the two sets of valid timestamp models — for the data importer interfaces that backtesters contain — and researchers inevitable come across. With Portara, you can make backtesting choices for any style of backtester you currently work with — even customized self-designs. Make sure you UNDERSTAND fully the data you are working with.

    The worst case scenario is to purchase data from an unknown supplier only to find 'surprises' later when you reach the data… more

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16. What is an Omnibus account and how does it work?

    http://www.cqg.com/Docs/OmnibusTrading.pdf

    Omnibus accounts, set up by clearing firms for non-clearing firms, are used to funnel orders from individual accounts at a non-clearing firm into one omnibus account at the clearing firm. All orders placed for a particular exchange from those individual accounts are sent to the clearing firm and exchange using the omnibus account.

    In this way, customers of the non-clearing firm are not disclosed to the clearing firm.

    Non-clearing firms are able to manage risk separately from the omnibus account and can have multiple
    omnibus accounts with a range of clearing firms.

    A separate omnibus environment is created. The clearing FCM sets up the omnibus account, making sure to set the location and risk server for the omnibus route. The non-clearing FCM sets up the individual accounts. Traders associated with the non-clearing firm place orders using that firm’s account, and the orders are sent to the clearing firm and exchange using the omnibus account.

    For example:

    Suppose that a non-clearing firm needs to clear Eurex through a specific clearing firm:
    1. The clearing firm provides their Eurex ID to be used by the non-clearing firm to CQG.
    2. CQG creates an Omnibus Eurex route.
    3. In CAST (Customer Account Service Tool), the clearing firm creates an omnibus account for the non-clearing firm, sets the route for the account as Omnibus Eurex route, and then sets risk for the omnibus account. The total individual accounts at the non-clearing firm cannot place trades beyond the risk parameters set for the omnibus account.
    4. In CAST, the non-clearing firm creates individual accounts and sets risk for those accounts.
    5. When any of those non-clearing individual accounts trade on Eurex, trades from the non-clearing firm are submitted to the clearing firm and Eurex using the omnibus account. Because they all use the same route, they remain anonymous.
    6. CQG also offers the option of a virtual omnibus account that uses the non-clearing firm account number rather than the omnibus account number. You can take advantage of the omnibus functionality, using one account to manage risk for an entire group while sending individual accounts to the exchange.

    http://www.cqg.com/Docs/OmnibusTrading.pdf

    Omnibus accounts, set up by clearing firms for non-clearing firms, are used to funnel orders from individual accounts at a non-clearing firm into one omnibus account at the clearing firm. All orders placed for a particular exchange from those individual accounts are sent to the clearing firm and exchange using the omnibus account.

    In this way, customers of the non-clearing firm are not disclosed to the clearing firm.

    Non-clearing firms are able to manage risk separately from the omnibus account and can have multiple
    omnibus accounts with a range of clearing firms.

    A separate omnibus environment is created. The… more

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17. Conditions for Marking a Bar / Marking Todays Bars

    Hello. I like to mark all bars of the current day (today). I did not find a condition for that. At the moment I solve this task with the LocalDayOfWeek(@) = x formula. But this is not ideal as I need to change the "x" every day.

    Thank You.

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18. Ladder Size

    I think it's version 18x12x8063 that I upgraded to today. Doesn't allow the same smaller size ladders.

    Previous version was 18x10x8032.

    Is there an option somewhere to change to a smaller font?

    Or how do I roll back to previous software version?

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19. Custom Study

    I am creating a custom study. Basically, I want to identify Bar X... where X is marked when Range(@) > MA((Range(@)[-1]),Exp,10); now what I want to do is WHEN the bar range exceeds the range of the prior 10 bars, I want to Draw a line from the 50% line. I know I am drawing today the Open and Close of the Bar X via 2 curves close/open(@)[0] when Range(@) > MA((Range(@)[-1]),Exp,10); ... but again, how do I say @ 50% of that bars price, I want to draw another curve? it is unclear from all your docs...

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    9 comments  ·  Charting  ·  Edit…  ·  Delete…  ·  Admin →
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20. How to set up a spreader with the least messaging

    What would be the optimal parameter to quote a calendar spread sending the least possible messaging ?

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