Sierra Chart study ASCIL C++

Volume Capitulation

This study needs to be created in ASCIL, ASCIL is a custom study interface for Sierra chart based on C++ [url removed, login to view]

I already have this in a sierra chart spreadsheet study- [url removed, login to view], but want to convert it to ASCIL with some modifications. I can provide you with the spread sheet study if required.

To summarize, the study triggers an alert when session price is equal to/ greater than the session High or session price is equal to or less than the session Low, on a bar that contains the highest volume for the session, or a bar that contains the highest volume within a look back period- So the highest volume could occur on a previous bar defined by the look back period, eg if the lookback period was set to “3” then the highest volume could occur 3 bars before the high or low.

*The study needs to work on any intraday time frame.

Conditions could be looked at as:

sH= Session Price ≥ high

sL=Session Price ≤ Low

sV= Session highest volume traded within a bar.

x= Look back period, eg the number of previous bars that the highest volume could have occurred in

Alert trigger =OR(sH, sL) + sVx))

Current spreadsheet parameters are:

(1) Session Start Time:

(2) Session End Time:

-This defines the time window that the conditions are calculated in

3) A volume look back period:

-The highest volume traded within a bar doesn’t have to occur in the same bar that makes the new high/low, it can be made within how many previous bars are specified in the input setting, eg an input of 3 would look at the bar that makes Price ≥ high, or Price ≤ Low and the previous 2 bars before it.

4)Alert delay:

-No alert is triggered before the alert delay time setting, eg 09:45.

* modifications I would like made in the ACSIL Study:

a) One of the limitations of the current spreadsheet study is that it is based on a 24-hour time, so if you set session start/ end time parameters to a typical US ETH session (eg 18:00- 17:15), it wouldn’t function correctly because it would start a new day at 00:00:00. In the ACSIL version I would like the time window to be based on a session time and ignore 24 hour time, so it would include all bars inside the session start/end time parameters, and not reset at 00:00:00

b) I would like to add an input to the study that changes the conditions, so the alert trigger becomes :

Alert trigger = OR(AND)sHx, sLx), AND sV))

So instead of the Look back period(x) being applied to the volume condition, it’s applied to the high/low condition. Eg Price could make a high-volume bar for the session, and if price was equal to or greater than the previous high, or equal to or less than the previous Low, within the previous number of bars defined by x, then an alert would also trigger.

*So perhaps you could use Main price graph identifiers eg BVWAP(H,3) to access price levels relative to the high

The new ACSIL Study should have the following inputs( Or something similar)

(1) Session Start time

(2) Session End Time

(3) Alert delay Start time

(4) sVx true Yes/ No

-sVx look back in bars

(5) sHx/sLx true Yes/No

- sHx/sLx look back in bars

Let me know if you don’t understand anything,

Skills: C Programming, C# Programming, C++ Programming, Financial Analysis, Financial Markets

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