Yearly, quarterly, monthly, weekly
Each long-term VWAP chart runs Market Context for the regime, and the Composites Importer brings in the composites, the night value, the single prints and the key levels from the TPO chart.
Tools / Chartbook
The chartbook I trade from, 21 charts already linked and configured: context, composites, cumulative delta, footprint. It arrives with every study in place and our default settings. Connect your data feed and start reading.
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Each long-term VWAP chart runs Market Context for the regime, and the Composites Importer brings in the composites, the night value, the single prints and the key levels from the TPO chart.
The cash TPO chart carries Composites & Key Levels, which keeps the chart clean by drawing everything for you, and Session Narrative, which gathers the context of every long-term chart before the open.
The daily VWAP charts, globex and cash, run the Cumulative Delta: absorption, moves without participation, walls. The cash chart adds the opening range and the initial balance.
The footprint chart, bid × ask or volume, runs Footprint Patterns, Absorption Pro and the Cumulative Delta Importer, which brings the delta marks of the VWAP chart onto the footprint.
Yearly, quarterly, monthly and weekly anchored VWAPs with regimes.
Market Context · Composites ImporterCash TPO with composites, plus the night value area, the simple profiles and the yearly, quarterly and monthly profiles.
Composites & Key Levels · Session NarrativeGlobex and cash 5000-volume charts, opening range and initial balance on the cash chart.
Cumulative Delta · Market ContextCash and globex footprints, range and volume, with the delta table.
Footprint Patterns · Absorption Pro · Cumulative Delta ImporterBought alone, the chartbook runs Sierra's built-in studies. Subscribe and your username unlocks every study already in place.
You need Sierra Chart (Package 5 or higher) with tick data and bid/ask volume.
Switch the contract month at each roll; it takes a minute.