All posts by Mikhail

07Apr/23

MZpack API 2.3.13 beta

– MZpack 3.18.12 core – Added StopLimit method for the entry – Added Strategy.IsUnmanaged property – Added Strategy.RejectedToMarketOrder property – Added OppositePatternAction.Unmanaged method when positions are managed by signals but not API.Read More…

26Feb/23

MZpack 3.18.11

What’s new mzBigTrade – Added Trades Volume Profile. It contains all trades on the chart. Use it in conjunction with ‘Marker size relative to’ parameter set to Iceberg/DOM pressure/DOM support to identifyRead More…

23Sep/22

MZpack API 2.3.11 beta

What’s new – MZpack 3.18.6 core – Added Node.StopLossPrice, Node.ProfitTargetPrice properties. Assign it when the signal is validated inside OnCalulate() if you need signal-specific stop loss/profit target levels

26Jun/22

MZpack API 2.3.10 beta

What’s new – MZpack 3.18.5 core – Resolve execution issues with Rithmic connection – Protection orders can be adjusted in Chart Trader – Added MZpackStrategyBase.OrderErrorRetry (‘Retry’ parameter in UI) – retries countRead More…

09May/22

MZpack API 2.3.9 beta

What’s new – MZpackStrategyBase.OnEntryPatternValidated() is virtual. Always call base method in overrider. See how to implement one pattern validation per bar. This might be useful for OnEachTick signals tree. public class MyStrategyRead More…

05May/22

MZpack API 2.3.7 beta

What’s new – Position.CancelClose() can cancel manually placed limit orders or close manually opened entries. Use it from UI (MZpack Control panel) to manage position without disabling of the strategy. public voidRead More…

01May/22

MZpack API 2.3.6 beta

What’s new – MZpack 3.18.3 core – Added Signal.GetDisplayName() method to display signal name in the Log and in pattern Dashboard legend: public virtual string GetDisplayName() => string.IsNullOrEmpty(Name) ? this.GetType().ToString() : Name;Read More…

18Apr/22

MZpack API 2.3.5 beta

What’s new – Added Ninja ATM support. See MZpackStrategyBase.PositionManagement, MZpackStrategyBase.NinjaTraderATM_TemplateName properties Note, that there are some limitations for Ninja ATM Strategies. Read more here https://ninjatrader.com/support/helpGuides/nt8/using_atm_strategies.htm – Added Conjunction logical node – AddedRead More…

20Mar/22

MZpack API 2.3.3 beta

Added ICandle interface for easy handling such values like OCHL, Body, Size, Upper/LowerWick, IsBullish, IsBearish, IsDoji Added MZpackStrategyBase.GetCandle(int ago) method that returns ICandle object Added BarMetricsSignal class. This class helps to implementRead More…

06Mar/22

MZpack API 2.3.2 beta

What’s new – Added Node.IsEnabled property – Added the ability to add properties of a derived strategy class using ControlPanel attribute – ControlPanel sample updated

01Oct/21

MZpack 3.17.1

What’s new mzFootprint – Readability of stat values has improved mzVolumeDelta – Fix. The indicator is terminated if license checking was not completed before market data coming mzVolumeProfile – Fix. The lastRead More…

22Jul/21

MZpack API 2.2.13 beta

– 3.16.12 core – MZpackCustomStrategy0 sample has been optimized for OnBarClose logic – Added BarIcebergsSignal signal – Added RelativeToProfileSignal signal – GetEntryPrice(…) method has modified and implemented inside base abstract Signal class.

22Jul/21

MZpack 3.16.12

mzVolumeProfile – When profile Position = RightOnChartMargin it always occupies all available margin – Added option ‘Volume Profile – Profile: left margin, px’. Use it along with ‘Profile: right margin, px’ toRead More…

12Jul/21

MZpack API 2.2.12 beta

– 3.16.11 core – IMarketDepthMigration interface has renamed to IBarLiquidity – Added SortedDictionary<int, IBarLiquidity> OverallLiquidity { get; } to IMarketDepthIndicator interface – Added Trading Times feature. The strategy doesn’t make entries outsideRead More…

29Jun/21

MZpack API 2.2.11 beta

Added public enum CancelLimitOrderType { None, Ticks, Bars, Milliseconds } Entry class has extended: – Added CancelLimitOrderType property – Cancel or not Limit order after the value CancelLimitOrderValue of this type hasRead More…

27May/21

MZpack 3.16.9

mzVolumeProifile – Fix. Session profile is not as expected in OnBarClose mode. – Fix. Aggregated volume profiles may terminate.

24May/21

MZpack 3.16.8

mzVolumeProifile – Added support OnBarClose mode with Tick accuracy for optimization of system resources. Set Setup – Calculate = OnBarClose from indicator settings. TPO is always calculated in OnEachTick mode. See imageRead More…

21May/21

MZpack API 2.2.9 beta

– Instrument name and Trading hours added to strategy log. – BarStopLossEntry class: stop-loss price is adjusted by the current spread. – FootprintSRZonesSignal class: added IsFilter property: https://www.mzpack.pro/download-files/MZpack%203%20API%20Help/html/b52a8698-78e2-e8d6-9546-47cfc36e302a.htm

15May/21

MZpack API 2.2.8 beta

Entry class has extended. https://www.mzpack.pro/download-files/MZpack%203%20API%20Help/html/30d5f531-db84-5e64-f901-0861608af4eb.htm Properties added: CalculationMode, StopLossPrice, ProfitTargetPrice Methods added: GetStopLossValue(), GetProfitTargetValue() for calculated stop loss/take profit. See Extensions source code for details. Added BarStopLossEntry class. It allows setting stop-lossRead More…

13May/21

MZpack API 2.2.7 beta

MZpack 3.16.7 core Added TrailBase class to construct custom trailing. API Help: https://www.mzpack.pro/download-files/MZpack%203%20API%20Help/html/aa82d9ff-260d-67da-e7f2-a0f19f07ab73.htm Added trail BarHiLoTrail class. The base for trailing is bar High for Short entry, and bar Low for LongRead More…

13May/21

MZpack 3.16.7

Common – Fix. Gap bars with zero volumes (range bars) might lead to error (NSE, etc.) – Fix. Some Levels parameters (Alert, Sound,..) are not as default. mzBigTrade – The maximum valueRead More…

07May/21

MZpack API 2.2.6 beta

– Added Exit pattern – Visibility of pattern background and visibility of entry/exit markup are independent – Added signals: FootprintImbalanceSignal, FootprintSRZonesSignal

01May/21

MZpack 3.16.6

Common – Fix. Non-Crypto volumes divider is ignored when volume filters are applied. mzVolumeDelta – Fix. Sound file is not played on alert. mzVolumeProfile – Fix. VAH area is not rendered inRead More…

17Apr/21

MZpack 3.16.4

Common – ‘Orderflow – Non-Crypto volumes divider’ parameter is back. mzFootprint – Added Imbalance – Marker type: Dot or Cluster – Imbalance markers are visible for any footprint style, and even forRead More…

10Mar/21

MZpack API 2.2.3

What’s new 3.15.29 MZpack core Added pattern Dashboard Added Pattern/signal alerts Settings have been reorganized Added alert .wav files: mzpack_alert1.wav, mzpack_alert2.wav,.. mzpack_alert8.wav See details in the User Guide

09Mar/21

MZpack 3.15.29

Common – Performance optimization mzFootprint – Added ‘Left/Right Footprint – Values: abs Delta’ option. Disable to see signed delta when Color source is Delta. – Fix. Enabling ‘Reconstruct tape’ leads to anRead More…

11Feb/21

API 2.2.1

What’s new MZpack 3.15.27 core User Guide has updated Added property MZpackStrategyBase.EnableBacktesting. See User Guide for details on strategies backtesting. Added MZpack.NT8.Algo.MZpackStrategyBase.Operating property of type enum StrategyOperating { Auto, Manual }. InRead More…

10Feb/21

MZpack 3.15.27

mzFootprint – Loading time/performance optimization – Support for OnBarClose calculation mode has returned for the indicator. – Fix. VAL/VAH plots are not visible if VA: developing is not enabled. mzVolumeDelta – AddedRead More…

02Feb/21

MZpack 3.15.26

mzFootprint Fix. POC/VAH/VAL may cause an error Fix. Negative Delta value is shown as zero mzVolumeProfile Fix. Developing POC/VAH/VAL may cause an error

15Jan/21

MZpack API 2.1.2

– Fix. The pattern is not validated as expected if a logical node has no signal nodes. – Property SignalsTree.DefaultDirection has deprecated. – Logging of full Core/API versions in the trace file.

12Jan/21

API 2.1.1

– Added DOMBlockSignal class. It tracks large limit orders (blocks) in the DOM. The signal generates LONG direction for bid blocks and SHORT direction for offer blocks. – Added BigTradeSignal class. –Read More…

05Jan/21

MZpack 3.15.22

mzFootprint – Added option: Imbalance – Marker position (Inner, Center, Outer) mzMarketDepth – Volumes are divided by General – Volumes divider parameter now mzBigTrade – Fix. Bar marker has a minimum heightRead More…

01Nov/20

MZpack 3.15.21

mzFootprint – Fix. Indicator error might occur when Statistic Grid is visible – Fix. Invalid cluster rendering in some cases for Forex pairs if Ticks per level > 1

13Jul/20

MZpack 3.15.15 beta

mzVolumeProfile – Added TPO levels for Custom profiles. In Custom profile mode ‘Attach to’ value can be ‘All’ only, and the last added custom profile has T index = 0.

09Jun/20

MZpack 3.15.12 beta

mzVolumeDelta – In Volume mode when Show = Icebergs only iceberg volumes are shown. This allows cleary to see iceberg buy/sell imbalance in three different ways: Total, Stacked, Opposite. Enable ‘Orderflow –Read More…

29May/20

MZpack 3.15.11 beta

mzMarketDepth – Added new Filtering modes for Historical DOM: AdaptiveLess and AdaptiveMore Both modes use initial percent as a starting point for filtering. AdaptiveMore calculates minimal DOM order size to display startingRead More…