Auto-Context

How It Works

Configure Context Slots

Map and name up to 50 slots. Each slot points to one subgraph from any study on any chart in the same chartbook.

Capture Entry/Exit Values

At entry and exit, EdgeStudio snapshots those values on the trade. For example, slopes can model direction while band distance can model volatility and expansion.

Analyze Conditions (Optional Auto-Tag)

Use those raw fields directly in Analytics, or optionally translate ranges/conditions into tags with Automatic Tagging.

WHY

Auto-Context is not a fixed menu of indicators inside EdgeStudio.

It is a way to define what market context means in your own framework, capture it automatically at execution, and review it later as objective data.

Manual tags capture your discretionary read of the trade. Auto-Context captures the measurable state around that decision, so repeated conditions stop being vague and become comparable over time.

A Practical Example

Suppose you use multiple Linear Regression Channels in Sierra Chart.

Auto-Context can capture the slope of each channel to model direction, and the band width or band difference to model volatility and expansion, at the exact moment a trade is executed.

That helps you see how your performance changes across different directional conditions, discover where you are consistently losing money, and then investigate why so you can adjust your plan.

What You Can Model

Anything you can define in Sierra Chart first.

Direction. Trend alignment. Extension. Location. Volatility. Expansion. Participation. Volume. Delta. Tape speed.

If a study can output it as a subgraph, Auto-Context can capture it.

How to Set It Up

Setup is fast: load one study, map your slots once, and Auto-Context starts capturing automatically. No config files and no code.

1. Add the EdgeStudio study to your chart. Open your Sierra Chart execution chart and add the EdgeStudio ACSIL study. It runs silently in the background and does not change your chart visually.

2. Assign your slots. You can configure up to 50 slots and point each one to a subgraph from any study on any chart in the same chartbook. Name each slot after the variable you want to model, because that exact name becomes the field stored on your trades.

3. Keep the assignment stable. Once you start collecting data, do not repurpose slots mid-sample. If a slot changes meaning, your history stops being comparable.

4. (Optional) Translate context into tags with Automatic Tagging. Use Automatic Tagging if you want to convert ranges or conditions into labels. Or keep the raw values untouched and filter directly in Analytics.

What Gets Stored

For each trade, EdgeStudio stores two context groups: context.entry and context.exit.

Each configured slot becomes a named key inside those groups, using the names you assigned in Sierra Chart. You can use that raw context directly in trade details, filters, analytics, and widgets.

You can also build Automatic Tagging rules on top of it. The raw data is the source of truth. Tags are optional translations layered on top.