MZpack 3.10.1 Pro beta released

  • Added mzMarketDepth indicator API
  • Added new strategy sample (MZpackCustomStrategy4). See strategy description.
  • Online API Documentation has been updated
MZpackCustomStrategy4 Logic Description
1. Imbalance rule: Calculate DOM Imbalance and check if it is greater or equal to ‘Imbalance Ratio’.
2. Large block rule: Check if DOM contains one or more blocks of size ‘Block volume’ no closer than ‘Order distance, ticks’ parameter from the current price.
3. The pace of tape rule: Check if the bar has clusters with high pace of tape (see ‘Trades number in cluster’ parameter) near high and low in ‘Cluster range’ range.
4. Session POC rule: Check if current price is above session POC for SHORT or below it for LONG.
5. If Imbalance, block(s), pace clusters are on the same DOM side and Session POC rule has the same direction, enter the position in opposite direction.
See installation folder for the source code or download from the site. DON’T IMPORT DOWNLOADED ZIP FILE INTO NinjaTrader.