31Oct/19

MZpack 3.14.15 beta

MZpack 3.14.15 beta

mzBigTrade
– 3.14.14 Added ‘Show last N trades’ parameter. The valid range is 1..3000. You will see a warning message if your filters generate more trades than this value.
– 3.14.14 New trades are displayed on top of previous ones.

mzMarketDepth
Fix 3.14.15. Total volume for the side in Real-time DOM is the sum of all available (but not only visible) DOM levels.
– Fix 3.14.14. The color of Imbalance lines is not correct.
– Fix 3.14.14. Total volumes of bid and offer sides are the sum of volumes of all orders in the order book.
– Fix 3.14.14. Cumulative ladders were rendered in the wrong position.

mzFootprint
– Fix 3.14.14. S/R zones may not appear on the chart in real-time and may not be adjustable on-the-fly.
– Fix 3.14.14. Notifications – Trades number: sound can’t be changed.
– Fix 3.14.14. An exception may be raised when ‘Left or Right cluster: alert’ is on.

30Oct/19

MZpack 3.14.14 beta

MZpack 3.14.14 beta

mzBigTrade
– Added ‘Show last N trades’ parameter. The valid range is 1..3000. You will see a warning message if your filters generate more trades than this value.
– New trades are displayed on top of previous ones.

mzMarketDepth
– Fix. The color of Imbalance lines are not correct.
– Fix. Total volumes of bid and offer sides are the sum of volumes of all orders in the order book.
– Fix. Cumulative ladders were rendered in the wrong position.

mzFootprint
– Fix. S/R zones may not appear on the chart in real-time and may not be adjustable on-the-fly.
– Fix. Notifications – Trades number: sound can’t be changed.
– Fix. An exception may be raised when ‘Left or Right cluster: alert’ is on.

14Oct/19

MZpack 3.14.13 beta

MZpack 3.14.13 beta

mzMarketDepth
– Added option ‘Extend ladders’ to extend all levels of Realtime DOM.

mzVolumeProfile
– Fix. The new profile started unexpectedly after a bar with zero volume.

mzVolumeDelta
– Fix. Cumulative delta unexpectedly reset after a bar with zero volume.

Licensing
– Improvements for stable license checking on a VPS.

05Oct/19

MZpack 3.14.12 beta

MZpack 3.14.12 beta

mzFootprint
– Notifications (alerts) added for:
a) Bar values: Trades number, Volume, Buy/Sell volume, Delta, Delta %, Abs delta average, Delta change, COT high/low
b) Cumulative delta
c) Cluster value for left and right footprints: trades number, volume, bid/ask volume, delta
– S/R zones: render optimization.
– Statistics grid: Lines of COT High and COT Low were swapped – COT High goes first now.
– Fix. S/R zones require Imbalance/Absorption is visible to be shown.

mzBigTrade
– Min/max filters added for all filters (excluding Iceberg filter).
– Limit for maximal trades on the screen is set to 3000. You will see a warning message when this limit has reached after adjusting of the filters.
– Added Buy/sell shape borders.
– Fix. Shape border is always rendered with Iceberg color if Iceberg volume filter = 0.

mzVolumeProfile
– Fix. With Stacked profile on the chart ‘Delta saturation’ option leads to indicator error.

Common
– Fix. The installer places installation files in the administrator folders if it was run by a user without administrator rights.

05Oct/19

MZpack 3.14.12 Pro beta

MZpack 3.14.12 Pro beta

– Added ImbalanceSRZones, AbsorptionSRZones to IFootprintBar interface.
– Filters in IBigTradeIndicator has been renamed.
– IBigTradeIndicator.Trades is SortedDictionary<> now.
– Added ‘attempts’ parameter to MZpack.NT8.Algo.Strategy.Initialize(). Number of attempts to enter position. After value is reached current pattern will be reset.
– In OnCalculate() method of a custom signal or in OnMarketData() method IFootprintBar instance requires RefreshModel() call in historical state for values actualization: Imbalances/Absorptions, SR zones, UA, Session POC/VAH/VAL.
See sample:

public override void OnCalculate(MarketDataEventArgs e, int barIdx)
{
IFootprintBar bar = Strategy.MZpackStrategy.FootprintIndicator.FootprintBars[barIdx];
if (Strategy.MZpackStrategy.FootprintIndicator.__State == State.Historical) bar.RefreshModel(new RefreshModelArgs() { Action = RefreshModelAction.BuildModel }); ...
}