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Market Scan


Market Scan is used to search chart data for specific conditions that you feel might help determine market entry or exit points. The market scan can quickly apply these conditions to a portfolio and display the results.

Create complex and targeted market scans. Scan your portfolio for triggering conditions. Search for multiple conditions across any set of instruments in multiple time frames. Use your own custom conditions, custom portfolios, and any combination of CQG chart type and interval.

With CQG’s three-tiered market scan, you have the ability to incorporate Boolean logic into your scans. This powerful tool can be used to create a scan to run, for example, four conditions whereby if all pass, then two additional scans will be run. You could also run a scan to identify entry points, and trade those symbols that move to meet your criteria.

A limitation of 20 minutes per scan is enforced from 0830 thru 1515 US central time daily. 

To open Market Scan, click the MScan button on the toolbar. If the button is not displayed, then click the More button, and then click Market Scan.

Market scan requires an enablement.


64.Market Scan Components


Title bar (Market Scan)

The market scan title bar displays either “Not Named” for scans that have not been saved or the name you assigned to the scan when you saved it.

Portfolio field

The Browse button is used to find the portfolio you wish to use in the scan. The portfolio that you choose is displayed in the portfolio field.



Scan area

The scan area shows the conditions and chart types that are being used in each scan.

Run buttons

Click the Run Scan button to run the selected scan. Click the Run all scans button to run all scans in a tiered scan.

Show rows buttons

These buttons control whether any or all pass, fail, and error results are displayed in the results area.

ms scan show rows

Status area

At the top of the Market Scan window, the status of the scan is displayed. The status includes a status bar indicating how far into the list of symbols the scan is and the current symbol being scanned. The Evaluated field displays similar information numerically. The number of rows is displayed. The Errors link indicates the number of errors so far in the scan. Clicking that link opens the Error Log window.

Results area

This area of the window displays the scan results for each chart type. It also has a tab for combined results, which are the results of all chart types together.


65.Market Scan Toolbar


The market scan toolbar includes these buttons:

New button

Click this button to open the market scan wizard that walks you through the market scan creation process.

Portfolio button

Click this button to open the Select/Define Portfolio window.

Start button

Click this button to run a scan.

Stop button

Click this button to stop a scan.

Resume button

Click this button to resume a scan that you’ve stopped.

Clear button

Click this button to clear the results of a scan.

Save button

Click this button to open the Market Scan Save window that has options to save the scan setup, the setup and results, and the portfolio.

Load button

Click this button to open the Market Scan Load window that has options to load a saved scan or saved results.

Export button

Click this button to open the Export Market Scan Results window that has options to export the scan data to an Excel spreadsheet, the clipboard, or an HTML file. You can also set the e-mail option from this window.

Auto Run button

Click this button to open the Auto Run Market Scan window to set up automatic scans.

66.Setting Market Scan Preferences


To access preferences, click the Setup button and then click Market Scan Preferences.

Show MarkIt Charts

When the Show MarkIt Charts check box is selected, charts displayed from a Market Scan include the condition markings you have set up.

Auto Save Setup

All Market Scan elements are saved in the private directory associated with your running version of CQG. If you select the Auto Save Setup check box, every time the Market Scan elements change, those settings are saved automatically to your private directory.

Auto Scroll

When selected, the Auto Scroll feature forces the Market Scan results matrix to continuously scroll as the page is filled. In other words, the most recently scanned issues will be visible. When Auto Scroll is not selected, only the first several issues, enough to fill the allotted Market Scan space, remains displayed throughout the Scan.

Clearing the Auto Scroll checkbox improves the speed of the market scan.


67.Creating a Market Scan


CQG offers two types of market scans: standard and tiered.

The standard market scan applies a set of conditions for a particular chart type or chart types to a portfolio (Scan 1).



A tiered market scan applies a set of conditions for a particular chart type or chart types to the results of the first scan. You can have up to three scans in a tiered scan.

Scan 1 = standard scan

Scan 1 + 2 = tiered scan

Scan 1 + 2 + 3 = tiered scan

In this example, Scan 1 determines whether any of the symbols in the portfolio meet the Stochastics Falling and Stochastics Rising condition in both a 10-minute bar chart and a constant volume bar chart.

Scan 2 determines which of the symbols that passed one of those conditions have a new high in the last 10 bars on a 10-minute bar chart.

You can include a maximum of 20 conditions in a scan.

Once you have created the scan, you can run it.

To create a standard market scan


  1. Click the Browse button at the top of the window to select a portfolio.

68.Click the Add/Edit link under Conditions. Conditions are unavailable if no chart type is listed.



  1. On the Specify Market Scan Conditions window, choose the conditions you want to apply to the portfolio, then close that window. You can also open this window by clicking a condition name.

  2. To change the bars, click the bar link to open the Define Bar Range window. Make your changes, and then close that window.

  3. Click the Add link under Global Chart Types.

  4. On the Main Preferences window, select the Chart Type and Time Interval for the scan, then close that window.

  5. At the bottom of the window, select which rows to show in the scan results.

To create a tiered market scan


A tiered market scan adds Scan 2 and Scan 3 (optional) to Scan 1.

  1. Follow the steps to create a standard market scan.

  2. Click Scan 2 to open the scan options.

  3. Using the menu, select the results from scan 1 that you want to include. For example, you may want to scan all of the results that passed a single condition.

  1. Click the Add/Edit link under Conditions.

  2. On the Specify Market Scan Conditions window, choose the conditions you want to apply to the portfolio, then close that window. You can also open this window by clicking a condition name.

  3. To change the bars, click the bar link to open the Define Bar Range window. Make your changes, and then close that window.

  4. Click the Add link under Global Chart Types.

  5. On the Main Preferences window, select the Chart Type and Time Interval for the scan, then close that window.

  6. At the bottom of the window, select which rows to show in the scan results.

To load a saved market scan


Click the Load button. The Market Scan Load window opens.

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To load a previously saved setup, click the Load Market Scan check box and select a saved setup using the Browse button.

To load a previously saved setup and result, click the Load Saved Result check box and select a saved result using the Browse button.

To use the wizard to define a market scan


  1. Click the New button.

69.Click Next.

70.Enter a name for the Market Scan.

71.Select a saving option.

72.Click Next.

73.Click the Specify Conditions button and define the condition.

74.Close that window, and click Next.

75.Click the Specify Portfolio button and select the portfolio.

76.Close that window, and click Next.

77.Click Finish.

78.Running a Market Scan


Once the market scan has been created, click the Run Scan button. To run all scans, click the Run all scans button.

The status is displayed at the top of the results area. Results are identified in four ways:



Pass = the symbol meets the condition for those chart parameters

Fail = the symbol does not meet the condition for those chart parameters

Error = the symbol could not be resolved, typically involves symbols that you are not enabled for and delisted symbols

Even = the symbol meets the condition for one set of chart parameters, but does not meet the condition for the other set of chart parameters in the scan (used only for scans with multiple chart types)

ms even tooltip

To stop a market scan, click the Stop button.

To start it again, click the Resume button.

To view errors, click the Error link to open the Error Log.


79.Working with Market Scan Results


If you have chosen more than one chart type, then multiple tabs are displayed in the results area.

tabs

In this example, the Combined window shows the results of both the Bar and CVB combined. Only one symbol (DFAM9) passed the same condition for both chart types.

Once the results are displayed, you can change that display. You can also make changes to the scan to run it again.


To open a chart from Market Scan


ms chart cursor

  1. Hover the mouse anywhere on the row for a particular symbol. Notice the cursor changes to display a chart icon.

  2. Click. A chart for that type, interval, and symbol opens.

To export Market Scan results


It’s easy to save scan results to a spreadsheet, the clipboard, or an HTML file.

  1. Click the Export button on the Market Scan toolbar. The Export Market Scan Results window opens.

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  1. Click the button for the type of file to export to.

  2. Click the Browse button to select the location to save the file to.

  3. Enter a file name.

  4. To e-mail the results, click the E-mail check box and enter an email address.

  5. Click Export.

The Market Scan Save window also has an Export Results button.


To save results


Click the Save button on the Market Scan toolbar. The Market Scan Save window opens.

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To save the setup of the scan, click the first check box and enter a name. Click the Browse button to show previously saved setups.

To save the setup and results of the scan, click the second check box and enter a name. Click the Browse button to show previously saved setups/scans.

To edit a portfolio to include the current symbols, click the third check box. Click the Browse button to show previously saved portfolios.


80.Automatically Running a Market Scan


An Auto Run is a market scan that is run automatically by the system. You set the parameters, and the system runs the market scan according to those parameters. You can create Auto Runs that are generated every minute, every hour, or every day. You can select specific days of the week and specific times. You can specify begin and end dates as well as start and end times.

If a scan run times exceeds twenty minutes, the scan will be stopped and you will receive a warning message.

Only one scan can be run at the same time. If one scan is started while another is active, then it will be postponed until the first scan is complete.

Run time is US Central Time.



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To enter a new Auto Run


  1. Click the Setup button and then Auto Run. The Auto Run Market Scan window opens.

  2. Enter a name for this Auto Run.

  3. Click the Make this Auto Run active check box if you want the Auto Run to be in effect as soon as you save it.

  4. Select the Market Scan that you want to be run automatically.

  5. Select the days, times, and duration for the Auto Run.

  6. Enter a name for the file in the Save results to file field. You must enter a name before you can save the Auto Run.

  7. Click Save. The file name that is assigned to scan results will consist of the specified name and the time that the scan started.

To edit an existing Auto Run


  1. Click the Setup button and then Auto Run. The Auto Run Market Scan window opens.

  2. Enter the name of an Auto Run or use the drop down.

  3. Click the Open button. The window will be populated with the parameters for the Auto Run.

  4. Make the desired changes.

  5. Click Save.

To e-mail the results of an Auto Run


Activating e-mail

  1. Click the Setup button and then Auto Run. The Auto Run Market Scan window opens.

  2. In the Results section, either enter a name in the Save results to file field or use the drop down to select an existing file.

  3. Click the Send EMail check box.

  4. Enter the recipient’s e-mail address.

  5. Enter your e-mail address.

  6. Click Save. Results will be e-mailed after the scan is completed. Results will include the market scan name, portfolio name, and the date and time of both the search start and end.

If your results are greater than 200K, you will receive an e-mail that contains notice only and not the scan results.

Testing e-mail

If you would like the test e-mail, enter your e-mail as the recipient and click Test. An e-mail will be sent to you.



Using defined e-mail settings

If you would like to use existing e-mail settings, then click the Use e-mail settings check box. The EMail Settings button will appear. Click it to open the CQG Preferences E-Mail Settings window.





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