A custom NinjaTrader 8 strategy that detects footprint absorption patterns at options strike levels fetched via external market data API. Features real-time index price integration, custom chart rendering of strike zones, and exit on opposite absorption signals.

Type
Strategy

Components
mzFootprint

Parameters
50

Status
Delivered

Capabilities

  • 🎯 Entry signals from absorption events at options strike levels
  • 🌐 External API integration for real-time index price and strike calculation
  • 🎨 Custom chart rendering of strike levels and zones via SharpDX Direct2D1
  • 🚪 Exit on opposite absorption signal
  • 🛡 Risk management (daily loss, profit, drawdown, and trades limits)
  • ⏰ Two trading time windows with configurable begin/end
  • 🕹 Custom control panel (Trading On/Off, Close, Break Even buttons)
  • 📉 Bar Hi/Lo trailing stop
  • 📊 Async/await for non-blocking API calls
  • 🎨 Full footprint visual customization (absorption S/R zones, imbalance)

Built on MZpack API

This project leverages the following MZpack API namespaces and classes:

  • MZpack.NT8.Algo.Indicators.StrategyFootprintIndicator
  • MZpack.NT8.Algo.Strategy
  • MZpack.NT8.Algo.RiskManagement
  • MZpack.NT8.Algo.TradingTime
  • MZpack.NT8.Algo.Extensions.Trails.BarHiLoTrail
  • MZpack.NT8.Algo.Signal (AbsorptionSignal, ExitOnAbsorptionSignal)
  • MZpack.NT8.Algo.Pattern / PatternType.Exit
  • System.Net.Http.HttpClient (async API integration)

Configuration

Exposes 50 configurable parameters across:

  • General (API token, index ticker symbol)
  • Strategy (opposite pattern action, strike level proximity, exit on opposite absorption)
  • Position (dual entries, stop/target, breakeven, bar Hi/Lo trail)
  • Trading time
  • Risk management
  • Footprint (visual presentation, absorption settings, imbalance S/R zones)