All posts by Mikhail


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…


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…


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


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…


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…


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…


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…


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 – Added Conjunction logical node – AddedRead More…


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…


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


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…


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.


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…


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…


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…


MZpack 3.16.9

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


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…


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:


MZpack API 2.2.8 beta

Entry class has extended. 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…


MZpack API 2.2.7 beta

MZpack 3.16.7 core Added TrailBase class to construct custom trailing. API Help: Added trail BarHiLoTrail class. The base for trailing is bar High for Short entry, and bar Low for LongRead More…


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…


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


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…


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…


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


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…


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…


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…


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


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.


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…


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…


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


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.


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…


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…