These formulae have been superseded by the more powerful historic intraday formulae, which also allow for:
 Working with multiple time intervals (specified in the formulae).
 Work with months of data (depending on source) including historic and / or current day / realtime updating .
 Reference data by date / time or relative reference.
 Work with market hours only and / or include pre/post market.
 All calculation formulae have been ported
 Range formulae are also available
 New view with intraday by date allowing for multiple intervals.
For more information click here
Introduction
Intraday formulae allow you to work with historic tick or X minute bars of data.
Backfill data will automatically be requested from the streaming source (IB, IQFeed and Tradier) and updated from the streams. Intraday data will also be logged from snapshot services.
Intraday formulae will work on the frequency set in xlq preferences. Only when an X minute interval is chosen can xlqxi.. calculations be performed.
If the preference setting is changed xlq should be restarted to work with the new interval. From the data source specific preferences it is also possible to set source specific backfill settings such as restricting the backfill to certain times, or including only regular trading hours.
Formulae returning basic data start with xlqIntra and require a sequence parameter. Calculated formulae start with xlqxi.. and may require additional parameters.
Sequence
All intraday formulae require a sequence parameter being a value starting from 0 (most recent), 1, 2 till 2000 (oldest).
Depending on the preference setting they could represent ticks or x minute bars, e.g. if a 5 minute bar is chosen, 0 would be the current 5 minute bar, 1 the 5 minute before, 2 the 5 minutes before that.
List
xlqIntra  Description  xlq2Lite  xlq2  
Time  Time of the start of the x minute interval, or time of tick  
Price  Price of current tick, or price at end of x minute period  
Size  Size of trade, or size of last trade in x minute period  
Bid  Bid, or last bid in x minute period  
Ask  Ask, or last ask in X minute period  
BidSize  Size of Bid, or size of last bid in x minute period  
AskSize  Size of Ask, or size of last ask in x minute period  
Change  change since the previous intraday sequence  
Volume  Volume of shares traded since the previous intraday sequence  
TotalVolume  the total shares traded at the time of the intraday transaction  
Open  Opening price for the interval  
Close  Closing price for the interval  
Low  Low for the interval  
High  High for the interval  
EarliestPeriod  the earliest x reference for the intraday series  
xlqxi.. Averages  Description  xlq2Lite  xlq2  
StdDev  returns the standard deviation (for sample) over X periods. May be calculated on different Types  
StdDevP  returns the standard deviation (for population) over X periods. May be calculated on different Types  
Mean  returns a simple moving average for X periods. May be calculated on different Types  
SMA  Simple moving average of close based on parameter  
EMA  Exponential moving average of close based on parameter  
AveVolume  simple moving average of volume based on parameter  
AveVolumeEMA  Exponential moving average of volume based on parameter  
FlexAve  Type of average and Type of data used depend on parameters  
FlexAveSlope  Slope of FlexAve, can specify alternate No. of Periods than for Average  
FlexAveIntercept  Intercept of FlexAve, as per Slope  
FlexAveStdDev  Standard Deviation (sample) of Average  
FlexAveStdDevP  Standard Deviation (population) of Average  
xlqxi.. Calculations  Description  xlq2Lite  xlq2  
AveRange  (14) period Average of the Range  
AveRangeEMA  Exponential Moving Average of the Range  
AveTrueRange  (14) period Average of the True Range  
AveTrueRange2  weighted (Wilder) Average of the True Range  
AveTrueRangeEMA  Exponential Moving Average of the True Range  
ATRPercent  an X period Average (sma) True Range as a % of the last close for the range. The result is also available as a Type parameter for other formulae  
SMATP  Simple Moving Average of the Typical Price  
RateOfReturn  (close – X period prior close) / X period prior close *100  
Streak  returns the number of consecutive up or down periods, xlqxh.. May be calculated on different Types  
PercentRank  returns the percentile rank over the specified periods (default 100). May be calculated on different Types  
Aroon  
AroonUp  Aroon Up based on high  
Aroon Down  Aroon Down based on low  
Aroon Oscillator  Difference between Aroon Up and Down  
ADX (Average Directional Index)  
DMIPositive  The Positive Directional Movement Indicator i.e. an ema of the directional indicator (i.e. ema of DM+ / ema of True Range).  
DMINegative  The Negative Directional Movement Indicator i.e. an ema of the directional indicator (i.e. ema of DM / ema of True Range).  
DX  The Directional Index i.e. (abs(DMI+  DMI)) / (DMI+ + DMI) * 100  
ADX  The Average Directional Index i.e. an ema of the DX.  
Bollinger Bands  xlq2Lite  xlq2  
BollingerBandsUpper  The Upper band of the BB calculation. The default is 20 periods with stddev multiplier of 2, and may be calculated on different Types  
BollingerBandsMiddle  The Middle band of the BB calculation. Fractional Mulipliers may be used  
BollingerBandsLower  The Lower band of the BB calculation.  
BollingerBandsB  The %B Bollinger Bands calculation.  
BollingerBandsWidth  The bandwidth of the BB calculation.  
Note: multiplier is entered as an integer but
fractions may be entered as follows:
values over 10 will be divided by 10, e.g. 21 will be 2.1 values over 100 will remove 100 and divide by 10, i.e. 121 will be 2.1 109 will be .9 values over 1000 will remove 1000 and divide by 100 i.e. 1210 will be 2.1, 1215 will be 2.15 

Bollinger Bands Version 2 with extra parameters  xlq2Lite  xlq2  
BollingerBands2Upper  The Upper band of the BB calculation. The default is 20 periods with stddev multiplier of 2, and may be calculated on different Types  
BollingerBands2Middle  The Middle band of the BB calculation. Fractional Mulipliers may be used  
BollingerBands2Lower  The Lower band of the BB calculation.  
BollingerBands2B  The %B Bollinger Bands calculation.  
BollingerBands2Width  The bandwidth of the BB calculation.  
Note: multiplier is entered as an integer but
fractions may be entered as follows:
values over 10 will be divided by 10, e.g. 21 will be 2.1 values over 100 will remove 100 and divide by 10, i.e. 121 will be 2.1 109 will be .9 values over 1000 will remove 1000 and divide by 100 i.e. 1210 will be 2.1, 1215 will be 2.15 

CCI (Commodity Channel Index)  
SMATPMD  mean deviation of the SMATP (sma of typical price)  
CCI  The Commodity Channel Index  
Chaikin Money Flow  
ChaikinMoneyFlow  Chaikin Money Flow Index.  
ChaikinMoneyFlowMultiplier  Multiplier of the Chaikin Money Flow.  
ChaikinMoneyFlowVolume  Volume of the Chaikin Money Flow.  
Choppiness Index  
Chop  Choppiness Index indicates whether the market is trending (not choppy) or ranging (choppy).  
CMB Composite Index  
CMBComposite  CMB (Constance Brown) Composite Index.  
CMBCompositeFast  Fast SMA of the CMB Composite Index.  
CMBCompositeSlow  Slow SMA of the CMB Composite Index.  
Connors RSI  
ConnorsRSI  Connors Relative Strength Index. Default RSI periods = 3, RSI Streak Periods = 2, Percent Rank periods = 100.  
ReverseConnorsRSI  returns the price required to obtain the target Connors RSI. Requires the number of periods for the rsi, the streak rsi the Percent Rank and the CRSI target. The Target should be entered as an integer. e.g. 60. If you would like to enter 60.5 use 605, or for 2 decimals 6055 for 60.55  
Force Index  
ForceIndex  returns the Force index (default uses a 13 period ema)  
Fractal Dimension Index  
FractalDimension  returns the Fractal Dimension Index (usually 30 periods)  
Historic Volatility  xlq2Lite  xlq2  
HistoricVolatility  returns the historic volatility. The default being for 30 periods and an annualized (252 day) scale factor.  
Kaufman Efficiency Ratio  
KaufmanER  Kaufman Efficiency Ratio. The default is 10 periods, and may be calculated on various Types  
Keltner Channels  
KeltnerChannelsLower  Returns the lower Keltner Channel. Default 20 Periods, 10 ATR periods, multiplier of 2, using an EMA
Fractional multipliers may be used  see BollingerBands for an example 

KeltnerChannelsMiddle  Returns the middle Keltner Channel.  
KeltnerChannelsUpper  Returns the upper Keltner Channel.  
Keltner Channels Version 2 with extra parameters  
KeltnerChannels2Lower  Returns the lower Keltner Channel. Default 20 Periods, 10 ATR periods, multiplier of 2, using an EMA
Fractional multipliers may be used  see BollingerBands for an example 

KeltnerChannels2Middle  Returns the middle Keltner Channel.  
KeltnerChannels2Upper  Returns the upper Keltner Channel.  
LSMA (Least Square Moving Average) also known as the linear regression value, moving linear regression and regression oscillator.  
LSMA  Least Square Moving Average. May be calculated on various Types  
Slope  Slope used in the LSMA  
MaxLSMA  Returns the Max of Least Square Moving Average for all periods between the 2 period ranges specified. The LSMA will be calculated for each and the maximum value for each result is returned  
MACD (Moving Average Convergence  Divergence)  xlq2Lite  xlq2  
MACD  MACD (usually 26 / 12 period)  
MACDTrigger  X period EMA of MACD (default 9)  
MACDHistogram  Difference between MACD and MACDTrigger  
MACD (Moving Average Convergence  Divergence) Version 2 with extra parameters  
MACD2  MACD2 (usually 26 / 12 period)  
MACD2Trigger  X period EMA of MACD (default 9)  
MACD2Histogram  Difference between MACD and MACDTrigger  
Money Flow Index  
MoneyFlowRatio  Money Flow Ratio  
MoneyFlowIndex  Money Flow Index  
On Balance Volume (OBV)  
OnBalanceVolume  On Balance Volume  
PSAR (Parabolic Stop and Reverse)  
PSAR  Parabolic SAR (Stop and Reverse) Default acceleration factor 2% (.02), maximum step 20% (.2)  
PSARLongShort  If long, return 1, if short returns 1  
PPO (Percentage Price Oscillator)  
PPO  the PPO (Percentage Price Oscillator) (usually 26 / 12 period)  
PPOTrigger  X period EMA of PPO (default 9)  
PPOHistogram  Difference between PPO and PPOTrigger  
RSI (Relative Strength Index)  
AveGain  Average of Gains over X periods  
AveLoss  Average of Losses over X periods  
RelativeStrength  Relative Strength, i.e. AveGain / AveLoss  
RSI  Relative Strength Index, i.e. RelativeStrength as a value between 0 and 100.  
ReverseRSI  the Reverse RSI, i.e. returns the price required to obtain the specified RSI. Requires no. of periods and target RSI. The Target should be entered as an integer. e.g. 60. If you would like to enter 60.5 use 605, or for 2 decimals 6055 for 60.55  
RSI (Relative Strength Index) Version 2 with extra parameters  
AveGain2  Average of Gains over X periods  
AveLoss2  Average of Losses over X periods  
RelativeStrength2  Relative Strength, i.e. AveGain / AveLoss  
RSI2  Relative Strength Index, i.e. RelativeStrength as a value between 0 and 100.  
Stochastic Oscillator  xlq2Lite  xlq2  
StochasticFastK  Stochastic %K (fast) for the x period (default 14)  
StochasticFastD  Stochastic %D (fast) the y period SMA of the stochastic %K (fast) (default 3)  
StochasticSlowK  Stochastic %K (slow) i.e. 3 period sma of the %K fast  
StochasticSlowD  Stochastic %D (slow) i.e. the y period moving average of the stochastic %K (slow) (default 3)  
StochasticFullK  Stochastic %K (full) i.e. y period sma of the %K fast  
StochasticFullD  Stochastic %D (full i.e. the z period moving average of the stochastic %K (full) (default 3)  
Super Trend  
SuperTrend  Super Trend by Olivier Seban. Can choose ATR calculation method  
TRIX (Triple eXponential moving average)  
TrixDbMA  the partial calculation of the Trix, i.e the double EMA or the EMA of the first EMA.  
TrixTrMA  the partial calculation of the Trix, i.e. the Triple EMA or the EMA of the double EMA.  
Trix  the Triple EMA (usually 15 period)  
TrixTrigger  X period EMA of Trix (default 9)  
TrixHistogram  Difference between Trix and TrixTrigger  
True Strength Index  
TrueStrengthIndex  the True Strength Index.  
TrueStrengthSignal  X period EMA of True Strength Index .  
TrueStrengthHistogram  Difference between Index and Signal.  
Up Down Volume Ratio  
UDVR  the Up Down Volume Ratio.  
UDVRSlope  Slope of the the Up Down Volume Ratio.  
Vortex Indicator  
VortexPositive  the trend of the positive vortex (usually 14 period)  
VortexNegative  the trend of the negative vortex (usually 14 period)  
Williams %R Momentum Indicator  
WilliamsR  Williams %R Momentum Indicator (default 14)  
Description  xlq2Lite  xlq2 
Types
For any formula using a Type parameter, the following are available:
0  Close 
1  Open 
2  Low 
3  High 
4  Typical Price i.e. (high + low + close) / 3 
5  Weighted Price i.e. (open + high + low + close) / 4 
6  Rate of Return (%Change) 
7  Range i.e. High  Low 
8  True Range 
9  ATR%, i.e. x period ATR as specified in preferences as a % of the last periods close 
10  CLOP (close  open) 
11  CLOP% (close  open)/open 
12  HIOP (high  open) 
13  HIOP% (high  open)/open 
14  LOOP (low  open) 
15  LOOP% (low  open)/open 
16  CLLO (close  low) 
17  CLLO% (close  low) / low 
18  CLHI (close  high) 
19  CLHI% (close  high) / high 
20  Volume 
21  On Balance Volume 
22  Close Price * Volume 
Flex Average Types
The Following Types may be used for the Flex. Average, Slope, Intercept and StdDev:
0  SMA (Simple Moving Average) 
1  EMA (Exponential Moving Average) 
2  DEMA (Double Exponential Moving Average) 
3  TEMA (Triple Exponential Moving Average) 
4  TrEMA (Triangular Exponential Moving Average) 
5  Wilder Moving Average 
6  Weighted Moving Average 
7  Volume Weighted Moving Average 
8  Hull Moving Average 
XLQ view
It is also possible to view the streaming data directly in xlq
Right click the Q on the task bar (or press altctrlshiftQ) and choose View data / Intraday View
Examples
For additional information on parameters press excel's insert function button 'fx' and select the parameter
Streaming Tick Example
=If xlq preferences / Data settings / Intraday Preferences / Interval is set to 0, the intraday will show the historic of the stream
=xlqintraBid("gs",1,"tradier") or =xlqfx("xlqintraBid","gs","tradier",1)
5 minute bar example
=If xlq preferences / Data settings / Intraday Preferences / Interval is set to 5, the intraday will show the historic of the 5 minute bars
=xlqxiMean("msft",1,12,2,"iqfeed") or =xlqFx("xlqxiMean","msft","iqfeed",1,12,2)
will return a simple moving average or the low for the last 12 5 minute bars for Microsoft.
Additional examples of all formulae in xlqDemo.xls included with the download.
New Tips and Tricks Page
 A quick reference guide to using xlq2 with excel including shortcuts, tips etc.
 Examples and explanations for all user levels.
Also available via the Resource menu above, along with references for formulae, symbols etc.
LATEST NEWS:
12 September 2024
XLQ2 24.41 released

xlqPrice2x, xlqBid2x and xlqAsk2x
Specialized versions based on price differences to return
 up to 20 prior values
 the trend
 as positive or negative depending on movement.

Schwab
includes all the latest updates.
Option Chain functionality now supported and Schwab view added

New option date formulae
To calcualte a trend and target price for a given expiry date based on volume and open interest
 More. >>
Current Offers
1 year of upgrades included
Purchase xlq2Lite for $159
Purchase xlq2 for $299
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