Archive for July, 2007

July 2007 Automated Trader Magazine

Tuesday, July 24th, 2007

I wrote an article showing how elements of TFlow can now be the basis of a trading system. That is, instead of using a “last price” based oscillator, you can use an oscillator that employs the information available from TFlow, which are trades at the bid price versus trades at the ask price. The market […]

Posted in TFlow, CQG Studies, Analytics and Trading with CQG | No Comments »

Quantity Triggered Stops (QTS) in 7.5

Friday, July 6th, 2007

Another feature in 7.5 is Quantity Triggered Stops (QTS). When you use the QTS order you set a threshold for what the bid or ask size in the exchange order book has to drop below before your stop is sent in. This means that if you have a stop resting below the market, and the […]

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Thom Hartle’s View of Trading and the Financial Markets