Given that order flow strategy block based on MC#net are currently under development.—such as volume profile, delta by price, delta per bar, volume by price, bid(5), ask(5), absorption, big trade, and diagonal imbalance, and so on— it is recommended that support for the Sierra Charts engine using the ACSIL language be added in the future. The rationale is that the SC platform includes the Denali feed, offers excellent data quality, and provides very extensive tick-level Level 1 and Level 2 historical data—all of which is available free of charge. The platform delivers high performance and speed, and its ACSIL language API is fully open, making it ideal for historical backtesting and automated live trading of order flow strategies and even ultra-short-term strategies.

TypeFeature request
PriorityMedium
Build144

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Status

In Review

Board
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StrategyQuant

Date

About 2 months ago

Author

binhsir

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