A custom NinjaTrader 8 strategy that detects entry signals from footprint absorption and imbalance patterns.

Type
Strategy
Components
mzFootprint, mzVolumeProfile, mzBigTrade, mzMarketDepth, mzVolumeDelta, mzDeltaDivergence
Parameters
91
Status
Delivered

Capabilities

  • 🔍 Absorption pattern detection
  • 📊 Imbalance and S/R zone analysis
  • 📈 Delta divergence detection
  • 📉 Trailing stop
  • 📈 Breakeven stop

Built on MZpack API

This project leverages the following MZpack API namespaces and classes:

  • MZpack.NT8.Algo.Indicators.StrategyFootprintIndicator
  • MZpack.NT8.Algo.Indicators.StrategyVolumeProfileIndicator
  • MZpack.NT8.Algo.Indicators.StrategyBigTradeIndicator
  • MZpack.NT8.Algo.Indicators.StrategyMarketDepthIndicator
  • MZpack.NT8.Algo.Indicators.StrategyVolumeDeltaIndicator
  • MZpack.NT8.Algo.Indicators.StrategyDeltaDivergenceIndicator
  • MZpack.NT8.Algo.Trail
  • MZpack.NT8.Algo.Entry
  • MZpack.NT8.Algo.Pattern
  • MZpack.NT8.Algo.Signal
  • MZpack.NT8.Algo.Strategy

Configuration

Exposes 91 configurable parameters across:

  • Common
  • Position
  • Signals: Common
  • Signals: Big Trades
  • Signals: Algo Trades
  • Signals: Brick
  • Signals: Absorption
  • Signals: Bar Icebergs
  • Signals: Divergence
  • Filters: Common
  • Filters: Fractal
  • Filters: Relative To VA
  • Filters: Brick
  • Filters: Liquidity migration
  • Filters: DOM Imbalance
  • Filters: CumDelta
  • Visual