A collection of Sierra Chart ACSIL (C++) custom studies for ES futures scalping, built around order-flow confluence gated by trend-state filters.
| File | Description |
|---|---|
OrderflowConfluence.cpp |
25 bull + 25 bear order-flow triggers with shared or independent scoring modes |
OrderflowSignalV2.cpp |
Single-direction engine with 50 weighted triggers and 3 intensity levels (AutoLoop = 0) |
OrderflowSignalV3.cpp |
Continued evolution of V2 |
OTFStateFilter.cpp |
Trend state machine (Higher-Lows / Lower-Highs) producing a +1 / 0 / −1 state subgraph |
MTFCloseFilter.cpp |
Multi-timeframe close-breakout state across six charts with a colored status bar |
MTFCloseFilter.pine |
TradingView Pine v5 port of MTFCloseFilter |
BreadthCompositeOscillator.cpp |
NYSE $VOLD + $ADD composite oscillator with dual Z-score normalization — macro bias filter |
TapeReader.cpp |
Tape reading study |
ReconTape.cpp |
Reconnaissance tape study |
ReconTapeV2.cpp |
Updated ReconTape |
BigTradesTape.cpp |
Highlights large trades on the tape |
DOMReader.cpp |
DOM (Depth of Market) reader |
DOMReaderV2.cpp |
Updated DOMReader |
DeltaVelocityProfile.cpp |
Delta velocity profiling |
DeltaReversalTrigger.cpp |
Delta reversal trigger detection |
AbsorptionGradient.cpp |
Absorption gradient visualization |
FlowConviction.cpp |
Order-flow conviction scoring |
InterestMap.cpp |
Open interest mapping |
LiquidityZones.cpp |
Liquidity zone detection |
TrappedTraders.cpp |
Trapped trader detection |
FailedAggressionMap.cpp |
Failed aggression map: volume-scaled bubble at delta-weighted centroid + inferred-inventory ribbon, confirm/retest/accept lifecycle, Manual/Auto/Both thresholds (see FailedAggressionMap_BuildSpec.md) |
AVWAPRotation.cpp |
Anchored VWAP rotation study |
EffortVsResult.cpp |
Effort-vs-result filter: bar-level VAP-delta effort vs price reward with delayed failure confirmation (see EffortVsResult_BuildSpec.md) |