Adminefrain (Admin, CQG)

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    0 comments  ·  CQG & Excel  ·  Flag idea as inappropriate…  ·  Admin →
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    0 comments  ·  CQG Integrated Client » General  ·  Flag idea as inappropriate…  ·  Admin →
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    9 comments  ·  CQG Integrated Client » Charting  ·  Flag idea as inappropriate…  ·  Admin →
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    Adminefrain (Admin, CQG) commented  · 

    Hi,

    Your code can actually be simplified. The "IF" is not necessary in this case.
    For the Downtrend, the following code will highlight the bar after the "big range" bar so long as the high is lower than the low[-2], which means that you can only be sure that the condition is totally valid when the bar is completed:
    Open(@) < Close(@)[-1]
    AND
    High(@) < Low(@)[-2]
    AND
    Range(@)[-1] > Range(@)[-2]

    According to your explanation, you are after the big range bar (middle bar) when this condition occurs, so for example, to identify the Close of that bar, you can use:
    Close(@)[-1] WHEN ( Open(@) < Close(@)[-1]
    AND
    High(@) < Low(@)[-2]
    AND
    Range(@)[-1] > Range(@)[-2])

    For the Uptrend, the formula is:
    Close(@)[-1] WHEN (Open(@) > Close(@)[-1]
    AND
    Low(@) > High(@)[-2]
    AND
    Range(@)[-1] > Range(@)[-2])

    Another important point, the above formula, as a Custom Study, returns a value (the Close when the condition occurs). If you are after a Condition that marks the bar itself, you would need to offset your condition to the future (since you only know the middle bar condition is valid when the next bar is closed), which is not recommended. It is best to highlight the next bar in order to have a firm signal.

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    Adminefrain (Admin, CQG) commented  · 

    it wouldnt let me add the pic after I created the post.,

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    Adminefrain (Admin, CQG) commented  · 

    IF(Open(@) < Close(@)[-1], High(@) < Low(@)[-2], Low(@) > High(@)[-2])
    when Abs(Open(@)[-1] - Close(@)[-1]) > Abs((Open(@)[-2]) - (Close(@)[-2]))

    IF the Open of the Bar is less than the close of the previous bar (down trend candle), we want to determine if the high of the current bar is less than the low of two bars ago... otherwise (it is an uptrend) so we want to check if the Low of the current bar is higher than the high of two bars ago... meaning the current bar does not share any ticks with the candle two time periods ago (assume 5m for example).. logic says that if i am trending up, I have higher lows thus possibly higher lows than my previous 2 bars ago last high.

    now, I only want to make that check if the range of 1 bar ago is greater than the range of 2 bars ago... IF and ONLY IF when the range(@)[-1] > range(@)[-2] is when I want to check if the price of [0] overlaps with [-2]...

    does it makes sense now?

    when the prices do not overlap, then I want to mark the candle before (the middle candle) or [-1]...

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    Adminefrain (Admin, CQG) commented  · 

    ok, with your example I was able to just in writing determine the conditions to identify no-overlapping of pricing, depending on the "trend" ..

    IF(Open(@) High(@)[-2])
    when Abs(Open(@)[-1]-Close(@)[-1]) > Abs((Open(@)[-2])-(Close(@)[-2]))

    however here is my issue... I only want the bar to be marked where the conditions takes place.. what happens now is that for as long as the condition remains true it marks all of the bars... which is not what I want...

    so assume 10 candles..

    C0... C9 with current candle being C9..

    the condition "the WHEN" takes place in C5, therefore I will evaluate C6 to make sure that price does not overlap C4, but only if C5 was a condition, follow? thats what they above does.. but what I want is to market C5 only when C5 <> C4... and thats it... the above code marks every single candle, until another condition is met.. in this case the condition to decide on a new comparison, which turns out to be a true condition but the comparison yields false.. thus nothing is marked.

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    Adminefrain (Admin, CQG) commented  · 

    aha!... your prior response, which I hadnt read yet before I posted my other question gave me an idea to loop in an IF and test for the bar condition.. so I was able to do this..

    IF(Close(@)>;Open(@), Close(@)-Abs(((Open(@)-Close(@))*retracepct)), Open(@)-((Open(@)-Close(@))*retracepct))

    that works so far...

    lastly, is there no way to shade an area?

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    Adminefrain (Admin, CQG) commented  · 

    btw, using MID or even AVG works fine... but when switching to anything to get a % it doesnt work quite fine.. as an example, I tried the following:

    (Open(@)-(Abs(Range(@)*.4)))

    but I keep running into the issue that it will overshoot whenever the bar is negative or positive (depending)

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    Adminefrain (Admin, CQG) commented  · 

    High(@)[-1] < low(@) and high(@)[-1] < low(@)[-2] And Low(@)[-1] > high(@) and low(@)[-1] > high(@)[-2]

    The above is going to a pretty rare occurrence.

    (High(@)[-1] < low(@) and high(@)[-1] < low(@)[-2]) or (Low(@)[-1] > high(@) and low(@)[-1] > high(@)[-2])

    If testing for just one side.

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    Adminefrain (Admin, CQG) commented  · 

    ok, I will try that... btw.. here is another question... I want to mark a bar when the following conditions meet... assume X[-1] is the bar... and I want to mark it when X[-2] and X[0] share no price. or have no overlap.. meaning if X[-2] was L=10.50 and H=11.50 and X[0] has a L=11.75 and H=12.25, then X[-1] is marked... as there was no price overlap... I've tried to do it with ABS, since I need to account for X[0] being L=9.5 and H=10 which would still have no overlap, but it is not working at all.. any suggestions?

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    Adminefrain (Admin, CQG) commented  · 

    Hi,
    You may create another Curve under your existing Custom Study and use either:

    Mid(@) when (Range(@) > MA((Range(@)[-1]),Exp,10))
    or
    ((High(@)+Low(@))/2) when (Range(@) > MA((Range(@)[-1]),Exp,10))

    This will give you the 50% point of the bar you want to reference. When displaying this custom Study, ensure you are setting Sharescale to ON by right-clicking on the custom study, Modify, clicking under Display and set Sharescale to "On".

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  9. 6 votes
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    0 comments  ·  CQG Desktop » Trading  ·  Flag idea as inappropriate…  ·  Admin →
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  10. 2 votes
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    3 comments  ·  CQG Integrated Client » Charting  ·  Flag idea as inappropriate…  ·  Admin →
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    Adminefrain (Admin, CQG) commented  · 

    Hi,

    You can achieve this in a few steps:
    1) Create a Custom Study with the following formula:
    IF( LocalHour(@) XABOVE 7, 1000000, none)
    2) Add the study to your chart (which should compress the chart)
    3) Right click on the chart and select "Modify all study parameters".
    4) Click on the ">>>" that correspond to your Custom Study and select "Display" = Histogram and Sharescale = "On"
    5) Click on "Set Default and OK"

    6) Lastly, on the chart, right-click on the Price Scale and select "Autoscale without Studies"

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    1 comment  ·  CQG Integrated Client » Trading  ·  Flag idea as inappropriate…  ·  Admin →
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    Adminefrain (Admin, CQG) commented  · 

    No there is not a way - your profit and stops are too tight. CQG always takes the stance that the stop gets hit first - hence a negative return on a bar that has both limit and stop executing. TradeStation on the other hand will always take the profit objective over the stop on the same bar - talk about suger coating.

    There is not a way to know the historical developement of a bar within our code.

    CQG's backtesting can enter - exit on the same bar... it cannot enter - exit - reenter in a buy formula. It can sell - exit - buy within the same bar. That is the extent - our product was not made for scalping (executing many times within the developemet of the bar).

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  12. 1 vote
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    1 comment  ·  CQG Integrated Client » Trading  ·  Flag idea as inappropriate…  ·  Admin →
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    Adminefrain (Admin, CQG) commented  · 

    Hello,
    Thanks for your inquiry. There is an obvious and frequently employed method. With CQG Spreader one can choose which leg to work. Working all legs will inherently produce the greatest amount of messaging. Working only one of two legs, usually the least liquid, will reduce messaging because you are working an order in only one leg.
    There is also the ability to configure the spread to work 'no legs' which we refer to as Sniper Mode. The Spreader system will not show any working orders to the public book. The strategy will sit server-side, acquiring market data for that strategy. When the order can be completed, the Spreader system injects the orders to the public books to complete the strategy.

    Secondly, a specific configuration can be employed per strategy to reduce messaging.
    I have attached a two page document details each of the configurable fields within the Setup Trading Parameters for that strategy. This will significantly help reduce messaging if one chooses to work both or one leg of the strategy. I have also included the links to CME Group's messaging policy and their most recent Benchmark Ratio's for each product group.

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    1 comment  ·  CQG Integrated Client » Trading  ·  Flag idea as inappropriate…  ·  Admin →
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    Adminefrain (Admin, CQG) commented  · 

    Hello

    Thanks for your question - Spreader has the ability to OCO outright orders as well as also accepting OCO for strategy orders, but current functionality in Spreader can not OCO a strategy order with an outright order.

    It certainly is a good idea but the current functionality does not allow for a compound order (strategy/leg) to be linked to an outright order.

    Let me explain a little bit better:
    One can "Link" or O.C.O. two outright orders. Such as an order in ZCEZ4 linked (or OCO) with an order in ZCEH4.
    One can "Link" or O.C.O two strategy (spread) orders. Such as an order for Q1(strategy) linked (or OCO) with an order from Q2(strategy).

    We just can not link, or OCO between the two mentioned above.
    I hope that this helps clarify.

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    4 comments  ·  CQG Integrated Client » Trading  ·  Flag idea as inappropriate…  ·  Admin →
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    Adminefrain (Admin, CQG) commented  · 

    1. We don’t have customer facing servers in Frankfurt.
    2. Quotes and trades from Eurex will not route via USA when using our London connection.

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    Adminefrain (Admin, CQG) commented  · 

    response from TickSeeker:

    I must be very stupid guy but I still do not understand 100% :) I do not understand how I can be local if I am connected to London...

    So,

    do you mean that when I am trading "within the CQG network" my buy/sell order packet which is sent from my server which is colocated in Eurex WILL NOT GO OUT OF THE CITY (Frankfurt) and neither the CQG network does not have any needs to send packets out of the city ?

    I appreciate very much for your patience and forgive me my simplicity ;)

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    Adminefrain (Admin, CQG) commented  · 

    If you are located in Frankfurt, the client connection will
    use our hosts in London. Once the client has connected to our London hosts, the
    data and trades will occur within the CQG network and stay local. This is for
    the live environment only and doesn’t include US markets or trades placed via
    our demo environment.

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    Adminefrain (Admin, CQG) commented  · 

    Thank you very much for your reply.

    I have to ask those question 1 and 3 again because I think we are not talking about the same thing now.

    So,

    Questions 2:
    Do the CQG have their server physically in Frankfurt so if my trading server is also located in Frankfurt there is no need to send data packets outside of the city while trading ?
    Question 3:
    If my server is located in London or Franfurt and it is receiving quotes from Eurex will any packets be routed via USA ?

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  15. 3 votes
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    0 comments  ·  CQG Integrated Client » Charting  ·  Flag idea as inappropriate…  ·  Admin →
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    1 comment  ·  CQG Integrated Client » Trading  ·  Flag idea as inappropriate…  ·  Admin →
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    Adminefrain (Admin, CQG) commented  · 

    In CQG IC & CQG QTrader you can this from the order & positions window:
    http://help.cqg.com/cqgic/#!Documents/managingordersonordersandpositions.htm

    We'll be adding this to CQG M & CQG Desktop soon.

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    1 comment  ·  CQG Integrated Client » Trading  ·  Flag idea as inappropriate…  ·  Admin →
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    Adminefrain (Admin, CQG) commented  · 

    You should use the price alerts to accomplish this task. Information on creating and using alerts is located at http://help.cqg.com/cqgic/19/#!Documents/alerts.htm

    Also, you can enter a stop limit order with a negative offset for the limit price. If the tick size in your example is .25, you would set up your stop limit offset defaults in Trading Preferences, using -1 as your default stop limit offset. Then just enter the order as a stop limit and it should behave as you intend. But if you want to reference a dynamic price level rather than a known price level, then the previous answer is what you need.

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    0 comments  ·  CQG Integrated Client » Charting  ·  Flag idea as inappropriate…  ·  Admin →
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    1 comment  ·  CQG Integrated Client » Charting  ·  Flag idea as inappropriate…  ·  Admin →
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    Adminefrain (Admin, CQG) commented  · 

    CQG Support response:

    You can click on Studies and go to Trade, select Order Display.
    http://help.cqg.com/cqgic/17/Documents/orderdisplayorderdis.htm

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    1 comment  ·  CQG Integrated Client » Charting  ·  Flag idea as inappropriate…  ·  Admin →
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    Adminefrain (Admin, CQG) commented  · 

    response from CQG Support:

    Hello,
    You can use a study called 'Chart Analog Overlay'. Information on the study is available at http://help.cqg.com/cqgic/17/#!Documents/chartanalogoverlayanalog.htm
    Thank you

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