All orders
Rules
Specification
This is a Job for Sierra Chart
This is custom study indicator to be created inside Sierra chart. Sierra Chart uses its own interface and language called ACSIL, which is based on C++. ACSIL using native C++ code.
You will need previous experience coding in Sierra, or be skilled in C++ and have worked with other trading platforms, eg MT4, NT etc.
https://www.sierrachart.com/index.php?page=doc/AdvancedCustomStudyInterfaceAndLanguage.php
The custom study will use the same configuration as the Sierra chart Arithmetic studies, where calculations are made based on Subgraph Arrays.
https://www.sierrachart.com/index.php?page=doc/ArithmeticStudies.php
^source code for these studies can be provided
The study would function the same as the Sierra chart Relative volume study:
https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=356
^Souce code for this study can be provided.
The difference is that Instead of calculating on volume, this custom study will calculate based on a user configured subgraph( similar to how the Arithmetic studies function). The study would have input settings for the number of days the calculation would be based on and would output subgraphs for each calculation( A,B,C)
Calculation A) Would calculate the cumulative subgraph values to time over X days, So you could examine at each time stamp how much % a subgraph has done of its prior days average over x days. Eg CurrentDayCumulativeSubgraphToTime/ PriorDayAverageCumulativeSubgraphToTime
Calculation B) Would calculate the relative time values of a subgraph, so the subgraph value at 9:30 of the current day, was compared against the average of the previous days subgraph values at 9:30. eg CurrentDaySubgraphAtTime/ PriorDayAverageSubgraphAtEquivalentTime
Calculation C)Would calculate the prior day's average subgraph values at the equivalent time. eg PriorDayAverageSubgraphAtEquivalentTime
* The concept for this study is the same as the Sierra chart Relative volume study. Except it would be configured on a user selected input( the same way the Sierra chart Arithmetic studies are configured).