01
Order-flow and depth studies
Tape reading, absorption, large-order detection, book imbalance. Written against the live order book rather than reconstructed from bars.
Sierra Chart · ACSIL · custom development
I build the instruments I trade on.
Custom Sierra Chart studies, written in C++ against the ACSIL interface — order flow, market depth, options positioning, session structure. I am not a contractor who read the documentation. I run this code on my own charts, on my own money, every session, and I publish the research that says when it does not work.
The work
What I get asked for, and what I actually build.
All of it ships as a compiled study that installs into Sierra Chart the way any other study does. No web app to log into, no broker integration, no second subscription.
02
Options positioning on the chart
Dealer gamma, zero-gamma crossovers, strike walls, expiry structure — computed off-chart and drawn as levels, so the customer's machine does no heavy work and holds no data licence.
03
Session structure and levels
Opening range, overnight frame, value and profile levels, deviation projections, volatility-scaled ladders. The unglamorous studies that a desk actually looks at.
04
Licensed multi-study suites
If you sell studies, the licence is the product. Per-account entitlement through Sierra's own gate, tiered so one build can serve several price points, and revocable when a subscription lapses.
05
Data tooling around the platform
Chartbook parsing and patching, tick and depth file readers, scheduled pipelines that write what a study draws. Most of the hard problems live here, not in the study.
06
Rescuing something that half works
An inherited study nobody can compile, a drawing that leaks across chartbooks, a number that is quietly wrong. Often the most valuable thing on the list.
The evidence
Counted off my own machine, not estimated.
These are the artifacts behind the claim. Sierra's bundled example sources are excluded from every figure below — this is work I wrote.
140,859lines of production ACSIL C++
133study source files
89compiled study DLLs
3,857trading sessions parsed from raw tick files
13instruments carried through the same pipeline
49of my own research claims pre-registered and killed
How I work
Four rules I do not break, because each one cost me something.
01
A working study is never rewritten in place
New behaviour ships as a new version with a new export name. A study that draws on your chart today will still draw tomorrow, because I did not touch it. Contracts are additive; that is the whole discipline.
02
A broken input shows nothing, never a plausible number
Stale feed, missing key, a file that did not arrive — every failure resolves to a visible dead state with a reason. A panel that prints a confident figure because a parser broke is worse than a blank one, because you will act on it.
03
Drawings are erased on every exit path
Including the ones nobody tests: hiding the study, removing it, switching chartbooks, closing the platform. Leaked drawings are the most common defect I am handed, and they are entirely preventable.
04
If it claims an edge, it gets tested before it ships
Pre-registered, run against a null that shares the same structure, and killed if it fails. Forty-nine of my own ideas have died that way, and the kills get published next to the keepers. You are hiring the person who throws his own work away.
Fit
Worth being direct about this.
A good fit
- You trade Sierra Chart seriously and want something that does not exist yet
- You sell studies and need the licensing and tiering done properly
- You have data — a feed, a book, a pipeline — and no way to see it on a chart
- You have inherited code nobody can build or trust
- You want the person who writes it to understand what you are looking at
Not a fit
- Signals, calls, or anything that tells someone what to buy
- Automated order entry and execution bots
- A rebuild of a platform Sierra already does natively — I will tell you if it does
- A strategy you want made to look profitable
- Cheapest quote wins
Contact
Tell me what you are trying to see.
Describe the instrument, the data you have, and what the chart should show you at the moment you need to decide. If Sierra already does it natively I will say so and you will have saved a conversation. If it is worth building I will tell you what it takes.