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Built with agentic AI. Development on this project runs through multi-agent Claude Code
workflows — developer → independent-reviewer cycles with evidence gates, batched into unattended runs that
execute overnight and resume from committed ledgers. How the agent system works →
Project overview
Two custom Sierra Chart studies work as a pair: a real-time trapped-volume detector and an orderblock-based auto-trading strategy built on its signals. They read volume-at-price data to find stacked bid/ask imbalances, mark where aggressive traders are trapped, and automatically generate and manage trades around those structures.
Trapped volume engine
- Reads Sierra Chart's volume-at-price data per price level and computes bid/ask imbalance ratios, with separate thresholds for NY and Asia sessions.
- Identifies "stacked" imbalances over multiple price levels and flags likely trapped buyers/sellers.
- Draws real-time overlays and markers to visualize trapped zones on the footprint chart.
Orderblock scalper (auto trading)
- Wraps the trapped-volume signals into an ACSIL auto-trading strategy that runs tick-by-tick.
- Configurable momentum/reversal candle filters, minimum volume, and imbalance position within the bar; separate enable flags for long/short.
- Uses Sierra's trading APIs for real-time order routing, position tracking, and PnL-aware exits.