Home Updates Site June 2021

Update - June 2021

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New Free Studies Added

15 new studies have been added to the Free Studies Collection, including a selection of simple delta, and ask/bid depth studies. A ‘Pace of Trades’ study has been added, this provides similar functionality to the ‘Pace of Tape’ study, but is instead based on trades transacted rather than volume transacted.

Ask Bid Depth and Ask Bid Depth Imbalance studies are also now included, these both provide the option to monitor from 1 to 15 price levels (per side) allowing for more configurable monitoring of changes in liquidity at price levels nearest to the current price.

All of the studies that are currently included in the collection are listed on the Free Studies Collection product page.

The latest version of the free studies ( is compatible with Sierra Chart version 2195 and later, if you are already using these studies, then the updated file should have automatically downloaded giving you immediate access to the new studies.

Existing Studies Updated
TWFX Ask Bid Pulling and Stacking

The Ask Bid Pulling and Stacking study has been updated to include an extra configuration option, it is now possible to select the number of price levels per side (1 to 15) to include in the pulling stacking sum calculation.

TWFX Trade Tape

The Trade Tape study has been updated to include a new extended version of the existing study. This new study provides a range of additional configuration options and a new data processing mode, the update is summarized in the Trade Tape blog post.


3 new chartbooks have been added since the February update, again these are all variations on the same theme – chart trading CME E-Mini S+P 500 using the market depth historical graph in conjunction with a selection of other studies, including either the Reconstructed Tape Chart (and associated studies), or the Volume Dots studies.

ES Heatmap Reconstructed Tape Chart Trader (Dark)
ES Heatmap Reconstructed Tape Chart Trader (Dark)
ES Heatmap Delta Dot Chart Trader (Dark)
ES Heatmap Delta Dot Chart Trader (Dark)
ES Heatmap Ask Bid Volume Dot Chart Trader (Dark)
ES Heatmap Ask Bid Volume Dot Chart Trader (Dark)

More chartbooks utilizing Sierra Chart native studies and/or some of the studies in the free studies collection will be added very soon.

Coming Soon…

The updates to the Volume Dots studies are not quite complete, but should be released fairly soon. Work is also progressing on other new custom studies, look out for details in future updates. Requests for other custom studies will be also considered, please use the contact form to provide details.

Recent Site Updates

November 2021
June 2021
February 2021
December 2020

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