Garylim

cqg begining to suck

I assume CQG doesnt have the code again? or is it under a different study name?

Here is the full curves for CQG. Could any1 please take a look to see if anything is missing? I noted that the std deviation are all constant from each other so there is something wrong but i do not know what. HELP !!! Deviation 3 Curve: day:= BarsSince(BarIx(@,StartOf Day) = 0,1,10000)+1; day2:= BarsSince(BarIx(@,StartOf Session) = 0,1,10000)+1; priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ; vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ; a:= Sum(priceX* vol,day)/ Sum(vol,day); b:= Sum(priceX* vol,day2)/ Sum(vol,day2); c1:= Sum(priceX* vol,Period)/ Sum(vol,Period); VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) ); DAYSES:= STDDEV(@,day)/100; SES:= STDDEV(@,day2)/100; ANY:= STDDEV(@,Period); STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) ); R:=VWAP+((STD*DEV3)); Deviation 2 Curve: day:= BarsSince(BarIx(@,StartOf Day) = 0,1,10000)+1; day2:= BarsSince(BarIx(@,StartOf Session) = 0,1,10000)+1; priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ; vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ; a:= Sum(priceX* vol,day)/ Sum(vol,day); b:= Sum(priceX* vol,day2)/ Sum(vol,day2); c1:= Sum(priceX* vol,Period)/ Sum(vol,Period); VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) ); DAYSES:= STDDEV(@,day)/100; SES:= STDDEV(@,day2)/100; ANY:= STDDEV(@,Period); STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) ); VWAP+((STD*DEV2)); Deviation 1 Curve: day:= BarsSince(BarIx(@,StartOf Day) = 0,1,10000)+1; day2:= BarsSince(BarIx(@,StartOf Session) = 0,1,10000)+1; priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ; vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ; a:= Sum(priceX* vol,day)/ Sum(vol,day); b:= Sum(priceX* vol,day2)/ Sum(vol,day2); c1:= Sum(priceX* vol,Period)/ Sum(vol,Period); VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) ); DAYSES:= STDDEV(@,day)/100; SES:= STDDEV(@,day2)/100; ANY:= STDDEV(@,Period); STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) ); VWAP+((STD*DEV1)); Vwap: day:= BarsSince(BarIx(@,StartOf Day) = 0,1,10000)+1; day2:= BarsSince(BarIx(@,StartOf Session) = 0,1,10000)+1; priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ; vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ; a:= Sum(priceX* vol,day)/ Sum(vol,day); b:= Sum(priceX* vol,day2)/ Sum(vol,day2); c1:= Sum(priceX* vol,Period)/ Sum(vol,Period); VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) ); DAYSES:= STDDEV(@,day)/100; SES:= STDDEV(@,day2)/100; ANY:= STDDEV(@,Period); STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) ); VWAP - Deviation 1: day:= BarsSince(BarIx(@,StartOf Day) = 0,1,10000)+1; day2:= BarsSince(BarIx(@,StartOf Session) = 0,1,10000)+1; priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ; vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ; a:= Sum(priceX* vol,day)/ Sum(vol,day); b:= Sum(priceX* vol,day2)/ Sum(vol,day2); c1:= Sum(priceX* vol,Period)/ Sum(vol,Period); VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) ); DAYSES:= STDDEV(@,day)/100; SES:= STDDEV(@,day2)/100; ANY:= STDDEV(@,Period); STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) ); VWAP - ((STD*DEV1)); -Deviation 2: day:= BarsSince(BarIx(@,StartOf Day) = 0,1,10000)+1; day2:= BarsSince(BarIx(@,StartOf Session) = 0,1,10000)+1; priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ; vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ; a:= Sum(priceX* vol,day)/ Sum(vol,day); b:= Sum(priceX* vol,day2)/ Sum(vol,day2); c1:= Sum(priceX* vol,Period)/ Sum(vol,Period); VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) ); DAYSES:= STDDEV(@,day)/100; SES:= STDDEV(@,day2)/100; ANY:= STDDEV(@,Period); STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) ); VWAP - ((STD*DEV2)); -Deviation 3: day:= BarsSince(BarIx(@,StartOf Day) = 0,1,10000)+1; day2:= BarsSince(BarIx(@,StartOf Session) = 0,1,10000)+1; priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ; vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ; a:= Sum(priceX* vol,day)/ Sum(vol,day); b:= Sum(priceX* vol,day2)/ Sum(vol,day2); c1:= Sum(priceX* vol,Period)/ Sum(vol,Period); VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) ); DAYSES:= STDDEV(@,day)/100; SES:= STDDEV(@,day2)/100; ANY:= STDDEV(@,Period); STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) ); VWAP - ((STD*DEV3));

Can someone, or Dbtina, pls pls help me check if anything needs to be modified? I had the code below sent and i am using cqg day:= BarsSince(BarIx(@,StartOf Day) = 0,1,10000)+1; day2:= BarsSince(BarIx(@,StartOf Session) = 0,1,10000)+1; priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ; vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ; a:= Sum(priceX* vol,day)/ Sum(vol,day); b:= Sum(priceX* vol,day2)/ Sum(vol,day2); c1:= Sum(priceX* vol,Period)/ Sum(vol,Period); VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) ); DAYSES:= STDDEV(@,day)/100; SES:= STDDEV(@,day2)/100; ANY:= STDDEV(@,Period); STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) ); R:=VWAP+((STD*DEV3));

wonder if anyone has a code or so for cqg for the vwap bands..... Been having a hard time scripting them to even think about using

hmmm.... these are the coding they gave me though.... i will go back and see if there is any more. But u guys seem to know it better though. Is the script above considered a "code" ?

damn..... i do not know coding at all... this is something that the cqg sent me. sheesh.... wonder if anyone can help me

seems similiar........ u any idea if my coding is correct though?

Managed to upload a file, seems slightly different le.... I am in Asia timing so i am nt sure if its accurate, anyway posted e coding i made, Could u roughly check plszzzzzzz ?? day:= BarsSince(BarIx(@,StartOfDay) = 0,1,10000)+1; day2:= BarsSince(BarIx(@,StartOfSession) = 0,1,10000)+1; priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ; vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ; a:= Sum(priceX* vol,day)/ Sum(vol,day); b:= Sum(priceX* vol,day2)/ Sum(vol,day2); c1:= Sum(priceX* vol,Period)/ Sum(vol,Period); VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) ); DAYSES:= STDDEV(@,day)/100; SES:= STDDEV(@,day2)/100; ANY:= STDDEV(@,Period); STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) ); R:=VWAP+((STD*DEV3));

Does no1 has vwap for cqg? arugh..... was thinking i could customise some studies to imitate vwap, been racking my head for some time.

no no, by jerky i mean the bands stick to each bar in a very skewy way. I shd attach a screenshot for u to see... arugh The cqg person didnt really understand what i was trying to say... sigh

seems like someone struggling like me with the bands lol

Does jerky bars correspond to ur charts?

hmmmmm a bit of dilemma, i use 1 period for 2 min charting is possible, but the charting turns out terribily jerky ...... but it seems to smooth out when i use longer periods of calcualtion for SD bands.....

Managed to do something abt the bands in cqg, however may i ask if the bands recalculation period i set to 28 periods for 2 min periods, would it be more accurate? i noted that if i set it to recalculate per 2 min, my chart becomes very jerky and messy, and setting it to a longer period per recalculation makes it smoother. Is it wrong? BTW, i got a very impt question, 2 STD DEV is 2 X 1STD DEV right? just wanan clarify. cos this means if i managed to calcualte 1 std dev, 2 or 3 std dev shld nt be a prob