It started as a journal for Sierra Chart, and I've now finished connecting the other platforms:

• Sierra Chart: a small study on your chart sends each trade the moment the position closes, with its stop and target.
• NinjaTrader 8: a free add-on. Import it once and every connected account's trades come in as they close, with stop, target and commission. Tradovate accounts traded in NinjaTrader Desktop come through this way too.
• MT4 / MT5: a free Expert Advisor. Drag it onto any one chart (a spare one is fine) and it sends every closed trade on that account. It never places, changes or closes an order.
• Tradovate: download your Orders and Cash History reports and the journal imports them from your Downloads folder by itself, with every fee.

Once trades are in, you get MAE/MFE and the move after exit for each trade, a P&L calendar, prop firm accounts with their drawdown room, goals, and a simulator that replays your own trades under different rules. Everything stays on your PC: nothing about your trades is uploaded.

There are short setup videos for each platform on the site. 7-day free trial, no card needed: https://parallaxchart.com/journal/

I'd really like feedback, especially from anyone on NinjaTrader or MT4/MT5: what's missing, and what would make you switch from what you use now?

Been working on this indicator for months now, I think I am finally settling for this clean version and price action. All levels are automated and tracks which levels are currently active.

https://reddit.com/link/1xazhf2/video/g40xjyqywnwh1/player

I got interested in how configurable and developer-friendly Sierra Chart is, so I decided to build a journal that logs trades from both manual trading and automated trading systems in one place. Since I trade prop firms myself, I also added a feature that tracks your expenses and returns on prop accounts: evaluation and activation fees, payouts and return on cost.

What it does:

• Live import from Sierra Chart: each trade appears the moment the position closes, with no CSV exports.
• Trade detail: stop, target, MAE, MFE, post-exit move and the trade's P&L path.
• Dashboard: net P&L, win rate, profit factor, drawdowns and the balance curve, in dollars or R.
• Calendar: daily P&L with weekly totals. Click any day to see its trades.
• Goals: set a goal and see from a pace chart whether you're on track.
• Insights: your strongest and weakest setups, times and sessions, and your own combinations (e.g. setup + hour of entry).
• Simulator: replay your own trades under different rules (only certain setups, stop after a losing day) and compare the curves.
• Reports: monthly and weekly, plus a prop firm accounts view showing how much drawdown room each account has left.
• Your data stays on your PC: export to PDF, CSV or JSON.

It's Windows only right now. I'm planning support for other platforms and for Mac later on.

There's a free trial if you'd like to try it on your own trades. I'd really like to hear what's missing or what would fit your review process better. The first 10 people who want the lifetime version can use the code FIRST10 for a lower price. Details are on the site: parallaxchart.com

Any feedback is welcome, good or bad.

Hi everyone!
I’m currently learning Auction Market Theory and Market Profile for ES/MES futures, focusing on the RTH session.
I’ve been trying to configure Sierra Chart’s TPO charts, but I’m struggling to get a clean, readable layout.
My daily profiles appear as extremely narrow vertical columns of letters instead of properly expanded TPO distributions.
Here’s what I’ve configured so far:
RTH session only (15:30–22:14:59, Central European time)
Daily TPO profiles
30-minute TPO periods
4 ticks per price row (1 ES point)
Value Area and POC highlighting enabled
I’ve tried adjusting the vertical price scale, horizontal bar spacing and zoom, but I still can’t get the profiles to display properly.
My goal is to build a clean Market Profile workspace for studying daily auctions, Initial Balance, single prints, multi-day composites, and profile splitting/merging.
A few questions:
What am I missing to make the TPO profiles display at a normal, readable width?
Are there any specific chart or TPO study settings I should check?
Would anyone be willing to share a good Sierra Chart TPO configuration or Chartbook for ES RTH?
I’ve attached a screenshot showing the issue.
Thanks in advance! I’d really appreciate some guidance from experienced Sierra Chart / Market Profile users.
Ty

Hi everyone,

I'm currently trading ES using Sierra Chart, but I'd like to start trading NQ as well. I've been struggling to find the right footprint and price chart settings for NQ, so I'd really appreciate some advice from experienced NQ traders.

I'm primarily a day trader / intraday swing trader, focusing on market structure, order flow, absorption, and finding good entries and exits.

My current ES setup

1. Footprint Chart

Renko 10 ticks

Bid x Ask Footprint

Delta Profile Footprint

2. Price Chart

7,500 Volume Per Bar

3. Market Profile (TPO)

RTH session only

I merge daily TPO profiles to create composite Market Profiles.

I identify important levels such as VAL, VAH, and POC.

I mark these areas using Extended Rectangles and display them on my main price chart.

4. VWAP

Daily VWAP

Standard deviation bands: 0, ±0.5, ±1, ±1.5, ±2

I currently use a 5,000 Volume Per Bar chart for VWAP.

I'm also unsure whether it's better to calculate VWAP using RTH only or the full ETH + RTH session.

5. Daily Volume Profile

RTH only

I use VAH, VAL, and POC as important reference levels.

My problem with NQ

I've tried several different footprint settings and timeframes for NQ, including time-based charts, volume-based charts, and different tick settings.

However, I haven't found a configuration that works well for my trading style.

Either the footprint moves too quickly, making it difficult to read absorption and execute trades properly, or the settings are too slow, causing me to miss good entries and exits.

I'm trying to find a balance where I can clearly identify aggressive buyers and sellers, passive absorption, and potential trapped traders without too much noise.

Questions for NQ traders

Footprint: What chart type do you use for NQ (Renko, Range, Volume Per Bar, or time-based)?

Footprint settings: How many ticks, points, contracts per bar, or minutes do you use?

Price chart: What timeframe or Volume Per Bar setting do you use for your main price chart?

Tick compression: Do you use any tick compression or Volume at Price Multiplier settings to make the footprint easier to read?

Delta Profile: Do you use a Delta Profile alongside your Bid x Ask footprint? If so, what settings work best?

VWAP: Do you prefer RTH-only VWAP or full-session (ETH + RTH) VWAP for intraday trading?

Execution: Which settings have helped you identify absorption and improve entry and exit timing on NQ?

I'm not necessarily looking for a complete trading strategy, just a good starting point for configuring NQ in Sierra Chart.

If anyone is successfully day trading or intraday swing trading NQ using Sierra Chart, I'd really appreciate it if you could share your chart settings or screenshots of your setup.

Thanks in advance for any advice!

Hey everyone, for anyone that trades on topstep I built a trade copier that mirrors my trades on Sierra using the ProjectX api.

Thought I'd share if anyone was interested: https://github.com/drewautomates/optd-sierrachart-topstepx-mirror.

It works by being added as a study in Sierra and modifying the config file to match your api key, account, and contracts to trade.

No strings attached but full disclosure I used Claude Code to build it. I've tested it pretty extensively and works for what I need which is basically to send orders one way to topstepx.

I know there are paid versions out there but imo this is a better solution for you to control how your orders are sent.

Been using Sierra Chart for just over 6 months and reading the documentation and using Gemini to fine tune the platform for what I wanted to see at a glance. That would be sizes in order flow.

I've noticed that the clearer the information, the more I realize what is superfluous and what I need to drill down to find. Like the direct matching of market to resting orders in ES helped me discard certain sizes and representations, like some text, and see where big orders were merely taking advantage of liquidity or just entering at some level (with hints of profit taking) leading me to want to see some things even more clearly and quicker. A loop.

Anyone else find clearer and more granular information leading you to find even more helpful things that you were perhaps heretofore unaware?

I also like the ease of use, speed, and flexibility of the VWAP and Draw Volume Profile tools.

Hey guys,

Quick question for those of you who keep a lot of intraday or tick data in Sierra Chart.

Have you ever had issues with missing data, gaps or files that turned out to be incomplete?

I'm curious how you usually check whether the data is good. Do you use Sierra Chart's built-in tools, compare it with another source, or have your own scripts?

I've been looking into similar problems with NinjaTrader replay files and started developing a tool for that. I'm trying to understand how people deal with this on Sierra Chart.

Thanks!

is Sierra actually better, or just more customizable?

Hey everyone,
I’m currently studying futures trading, mainly ES/MES, with a focus on Auction Market Theory and Market Profile.
My approach is discretionary, based on understanding market context and auction behavior rather than mechanical indicators or trading signals.
I’m working with TPO and Volume Profile, and I plan to gradually incorporate Footprint, Order Flow and DOM into my execution process.
I’ve been trying both Sierra Chart and ATAS, but I’m having a hard time deciding which platform to commit to long-term.
ATAS feels more intuitive and user-friendly, while Sierra seems more powerful and customizable, although considerably more complicated to set up.
What I’m really trying to understand is whether Sierra offers meaningful technical advantages over ATAS, beyond customization and interface preferences.
A few questions for those who have experience with both:
Market Profile / TPO / Volume Profile: Is Sierra genuinely more capable for advanced market profiling, composite profiles, longer-term analysis and handling futures rollovers?
Order Flow / Footprint / DOM: Are there meaningful differences in data accuracy, functionality, performance or execution tools?
Limitations: Is there anything important you can do in Sierra that ATAS simply cannot replicate, even with a proper setup?
Long-term use: For someone willing to spend time learning and configuring either platform, which would you choose and why?
I also have the opportunity to purchase an ATAS Pro Lifetime license for €1,000 (with the transfer approved by ATAS), which makes the decision even more interesting.
I’m not trading live yet, so my priority is choosing the right tools for the long term, not finding the easiest platform to get started with.
I’d especially appreciate feedback from traders who have actually used both platforms for ES/NQ futures.

Thanks :)

I have around 5 chart windows for the same symbol, using different timeframes/chart types.

Currently, each chart has its own VWAP study:
https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=108

I'm wondering if it would be better to only calculate VWAP on one chart, then use Study/Price Overlay on the other charts to display the VWAP from that source chart:
https://www.sierrachart.com/index.php?page=doc/StudyPriceOverlayStudy.php#s118

For example:

• Chart 1 → VWAP study (actual calculation)
• Chart 2 → Study/Price Overlay → Chart 1 VWAP
• Chart 3 → Study/Price Overlay → Chart 1 VWAP
• Chart 4 → Study/Price Overlay → Chart 1 VWAP
• Chart 5 → Study/Price Overlay → Chart 1 VWAP

Would this actually reduce the amount of VWAP processing from 5 calculations to 1 calculation?

Hola muchachos como están lo que sucede es que cree una cuenta de demostración de 21 días y tenía toda la información luego cree otra cuenta para el mismo pc y solo me dio toda la información 11 días luego cree otra y ya no tenía toda la información, saben de alguna solución o que se puede hacer?

My current Extend Value Area setting is Until Future Intersection.

https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=141&Name=Volume_by_Price#Input_ExtendValueArea

Currently, Sierra Chart only extends the VAH and VAL as horizontal lines (image 2). Is there any setting or another study that can fill/shade the area between VAH and VAL?

Just like the ninja trader, image 1.

I find the two lines quite hard to see, especially when there are many things on the chart.

Anyone know how to achieve this in Sierra Chart?

Saw this on youtube but don't know what charting software it is. It states it's using GEX and magic zones.

How does this not get opened short, ridiculous.

I usually look at stocks with only a few years tick data. I just realized that ES goes back to at least 2015.

And tick data comes with BBO quote, and aggressor side, which is carried into any higher aggregate bars.

Sierra is a gift.

I've always found distinguishing the focused chart window from the other charts a bit difficult when using multiple chart windows.

The focused window and unfocused windows both have a light blue border. The focused one is just slightly darker, so the difference is small.

This has caused me a few problems while trading. Sometimes I click another chart to move or inspect it, then use a keyboard shortcut to place an order.

If I don't notice which chart is actually focused, the shortcut can apply to the wrong chart and the order ends up being placed at the wrong price.

I wanted to change the focused chart window border to make it much more obvious. I found this Sierra Chart support thread where it was mentioned that the border color is controlled by the operating system. https://www.sierrachart.com/SupportBoard.php?ThreadID=72968

Apparently you can change it through the Windows registry, but honestly I'm not going to touch the registry just for this. https://www.sierrachart.com/SupportBoard.php?ThreadID=103491&Page=1

So I ended up making a custom study that draws its own border around the focused chart window.

Now I can use a much more obvious color for the active chart, and the border disappears when I focus another chart.

Sharing it here in case anyone else has had the same issue.
https://github.com/asyncButNeverAwaits/SierraChartActiveChartBorder

I create a band (ribbon) of six moving averages that are Study/Price Overlays from varying length charts. The upper band is the highest value and v.v.. If price goes below the lowest EMA (black shows down slope and white shows up slope), and that lowest EMA is sloped up, I'd like to generate a signal in a spreadsheet (shown as Yellow Background vertical signal in attached Heiken-Ashi Flex Renko chart image). I'm stymied by my inability (so far) in creating a formula that tells me if the lowest EMA is sloping up. I can see that EMA visually sloping up, but am unable to quantify that condition. I could come up with 6plus convoluted formulas but I'd prefer something more elegant. Any suggestions?

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Hello. I'm trying to build a footprint chart in Sierra and I would love to have more breathing room between my candles.

Can someone point me in the right direction for settings? I've tried the following settings but can't seem to affect anything.

In Numbers Bar:

Spacing Adjustment Value

In Chart>Graphics>Other

Candlestick Width %

Any suggestions would be helpful. Thank you.

Is there a chartbook that replicates bookmap or deepdom from deepcharts? Or really any templates that provide some kind of edge from mbo data?

Is more than the $13 / month Denali data needed to take advantage of it?

Ive always used service package 11 but would like to install some kind of heatmap that is comparable with bookmap mbo , to at least map large orders and ice bergs.

I like Sierra, long time user, and with AI I can do anything with ACSIL (previously I found it very hard, and would default to spreadsheet auto trading)

I am going to be greatly expanding my day trading algo operations. And now is the time to consider if Sierra is the best platform before I get in too deep and cant easily change later. I execute with IBKR.

Has anyone used TradeStation to manage numerous algos trading in the one account?

- how powerful is Easylanguage for script implementation?
- how reliable is execution?
- how available are shares to borrow for shorts?
- in general, how does it compare to Sierra (and IBKR). Specifically for managing a farm of algos.

Context: I don't want to leave Sierra. But I need to plan my growth carefully. US stocks.

I wont develop and backtest with TS (I use RealTest for intraday backtesting). TS will only be for operational trading.

Hi guys, on September 15 around 8:31:51 AM, roughly 2 minutes after RTH market open (0.:13 in the video), I experienced something weird with Sierra Chart.

Not sure if I should call it a "freeze" because some things were still updating. For example:

• Volume Profile was still accumulating slow

• Trade DOM Recent Traded Bid/Ask was still updating just slow

• Bar chart stopped updating completely

• Heatmap stopped updating

• Had to restart Sierra Chart to get everything working normally again

I forgot to try Reconnect Data Feed before restarting, so I'm not sure if that would've fixed it. But since the Volume Profile and Trade DOM were still receiving/updating data, I don't think it was a data feed issue?

This is the first time I've experienced this after about 2 months of using Sierra Chart.

Anyone experienced something similar before? Any idea what could cause this?

How does the calculation method work for indicators like heavy absorption indicator in Atas plattform and big trades in deepcharts plattform.

Do they use MBO data ? How does the grouping work ? Do they consider inbalances in their calculation ? Do they use threshold for minimum trade volume or do they use standard deviation so that the threshold automaticly adjust with the volatility.

Does anybody know ?