Sierra Chart studies

Copy each .cpp into Sierra Chart ACS_Source. Analysis → Build Custom Studies DLL → File → Select Files → Build → Remote Build. Sierra Chart does not load DLLs built outside Remote Build / Visual C++.

One build for everything: python3 bundle.py --install bundles all studies into AllStudies.cpp and copies every source plus the bundle straight into Sierra's ACS_Source (Wine: ~/.wine/drive_c/SierraChart/ACS_Source/, override with SC_ACS_SOURCE). Then select only AllStudies.cpp and Remote Build once — all studies land in one DLL with unchanged names. Re-run after editing any source.

Add from a chart: Analysis → Studies → Add Custom Study. Expand the DLL name, select the study, Add. They are not in the built-in Add Study list.

Orion

Stacked bid/ask absorption at a lookback swing (setup arrow), then a max/min-delta climax with rebound on bar ask−bid (trigger point).

One file: Orion.cpp. Remote Build ignores extra headers unless you also select them, so the helpers are in this file.

1. Copy Orion.cpp into ACS_Source (for example C:\SierraChart\ACS_Source\).
2. Analysis → Build Custom Studies DLL → File → Select Files → Orion.cpp only → Build → Remote Build.
3. Analysis → Studies → Add Custom Study → expand Orion → Orion - Absorption Climax.
4. Point Max delta and Min delta at Numbers Bars Calculated Values subgraphs for maximum and minimum ask-bid difference.
5. Recalculate. After an update that changes input order, remove the study and add it again.

Alerts: setup short, setup long, and trigger, each with its own on/off toggle and alert number (defaults 1, 2, 3). The setup master toggle stays off by default. Optional arm-status text, data overlay, and absorption zone are on by default; turn them off under Display. New study Orion - Account Balance (Live) shows opening balance plus today's closed P/L plus open position P/L for accounts without EOD reconciliation. After this update, remove and re-add the study so the new inputs appear.

Core tests (no Sierra headers):

g++ -std=c++17 -O2 -o /tmp/orion_core_test orion_core_test.cpp && /tmp/orion_core_test

Other studies

Study	Source
The Flipper / Delta Colored Candles	FlipperStudies.cpp
Discord Alerts	DiscordAlerts.cpp
Initial Balance Statistics	InitialBalanceStatistics.cpp
Saty Pivot Ribbon	SatyPivotRibbon.cpp — Add Custom Study → Saty Pivot Ribbon
Prop Risk Overlay	PropRiskOverlay.cpp — Add Custom Study → Prop Risk Overlay
Orion Executor	OrionExecutor.cpp — Add Custom Study → Orion Executor (sim-first; see below)

Backtesting

Local assessment system for the studies: batch runs, results store, in/out-of-sample + walk-forward checks, one-command comparison report with equity curves. See backtest/README.md.

python3 backtest/bt.py demo --out demo-report.html

Lockout (native enforcement + sim protocol)

Enforcement lives in Sierra, not in our studies: Global Settings >> Global Profit/Loss Management. Configure both sides, driven by SC's own Daily Net P/L (fills-based — the same numbers the Trade Window shows):

• Daily Net Loss >> Flatten When Loss Rules Met + Loss Trigger Value
• Daily Net Profit >> Flatten When Profit Rules Met + Profit Trigger Value, plus Trail Daily Net Profit (give-back guard)
• Lock After Positions Flattened + Lock for Day + Disable Auto Trading on Lock (no re-entry, automated entries dead while locked)
• Profit target behavior: flatten + lock (decided; not manage-the-runner)

Sierra disclaims reliability here (fill completeness), so abuse-test in sim before trusting it — tick each off:

• Loss halt: drive a sim account past the loss trigger, confirm auto-flatten of every position, lock for the day, auto-trading disabled
• Profit halt: same past the profit trigger, including the trail (trigger, rise, give-back flatten)
• Late connect: connect mid-session with missing fills, confirm you know which numbers are wrong and by how much (broker compare is the detector — nothing compensates for incomplete fills)
• Fast replay + outside-Sierra orders: confirm the failure mode of each, recorded with numbers, before live use

Executor halt contract (v1, one position): enter only when the wired "Halt state" reads 0 at the last bar (unwired/failed read = halted), flat per sc.GetTradePosition, and the order call itself succeeds (failures stand down — this is the native-lock detector; no ACSIL auto-trade query exists).

Orion Executor (v1, sim-first)

Fires market entries with attached stop/target brackets from Orion's TriggerLong/TriggerShort subgraphs under the halt contract above. Wiring on one chart: add Orion Absorption Climax, Prop Risk Overlay, Orion Executor (all land in one DLL via bundle.py --install); note the Study IDs (chart Studies list, Study ID column) and enter them in the executor inputs (Orion ID + trigger subgraphs default 2/3; halt ID + subgraph default 1). Keep Enabled at No until: sim account, sim mode on, chart auto-trading on, brackets verified on 1-lots, halt read confirmed via the executor's Last action subgraph (2 = halted, 4 = order error with the reason in the Message Log).

Backtest parity: the offline twin is signal_replay — wire the same Trigger subgraphs into the BacktestExporter's Signal inputs, export, and run bt.py run with exec_mode: next_open and matching stop_ticks/target_ticks.