MZpackCustomStrategy1 Class

Demonstrates how to use StrategyBigTradeIndicator class and StrategyVolumeProfileIndicator class in Custom mode, including backtesting in Strategy Analyzer. The logic of the strategy is 'On bar close'. ATTENTION: Indicator settings in UI are used only for displaying markers on the chart. Strategy uses its own internal settings for filters and logic.

Strategy logic description.

1. Calculate bar range on bar close;

2. If range of closed bar is greater or equal to 'Start bar range' start to build developing profile from this bar;

3. If range of closed bar is less or equal to 'Min bar range' or greater that 'Max bar range', cancel building of profile;

3.1 Calculate delta of aggressive big trades inside profile;

3.2 Enter position: enter SHORT if Delta is negative and bigTradeDelta is positive; enter LONG if Delta is positive and bigTradeDelta is negative;

See installation folder for the source code.

public class MZpackCustomStrategy1 : MZpackStrategyBase