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

Type
Strategy
Components
mzFootprint, mzVolumeProfile, mzBigTrade
Parameters
94
Status
Delivered

Capabilities

  • 🔍 Absorption pattern detection
  • 📊 Imbalance and S/R zone analysis
  • 📉 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.Trail
  • MZpack.NT8.Algo.Entry
  • MZpack.NT8.Algo.Pattern
  • MZpack.NT8.Algo.Signal
  • MZpack.NT8.Algo.Strategy

Configuration

Exposes 94 configurable parameters across:

  • Common
  • Position
  • Signals: Common
  • Signals: Delta Change 1
  • Signals: Delta Change 2
  • Signals: Delta Volume
  • Signals: Delta Cumulative
  • Signals: POC
  • Signals: COT Low
  • Signals: COT High
  • Signals: Imbalance
  • Signals: Absorption
  • Signals: Big Trades
  • Filters: Common
  • Filters: Current Day HL
  • Filters: Day/Session Open/POC/VWAP
  • Filters: Candle size
  • Filters: Close vs HL
  • Filters: Bar volume
  • Alerts: Bar volume
  • Log
  • Visual