RelativeToProfileSignal Class

Generates LONG direction if the price is above VWAP/StdDev/VAH of volume profile indicator. Generates SHORT direction if the price is below VWAP/StdDev/VAL of volume profile indicator.

Inheritance Hierarchy

SystemObject
  ViewModelBase
    MZpack.NT8.AlgoNode
      MZpack.NT8.AlgoSignal
        MZpack.NT8.Algo.SignalsRelativeToProfileSignal

Namespace: MZpack.NT8.Algo.Signals
Assembly: MZpack.NT8.Pro (in MZpack.NT8.Pro.dll) Version: 3.18.1.0 (3.18.1.0)

Syntax

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public class RelativeToProfileSignal : Signal

The RelativeToProfileSignal type exposes the following members.

Constructors

	Name	Description
	RelativeToProfileSignal	Initializes a new instance of the RelativeToProfileSignal class
	RelativeToProfileSignal(Strategy, IVolumeProfileIndicator)	Initializes a new instance of the RelativeToProfileSignal class

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Properties

	Name	Description
	IsReversed	Reverses the direction if is True.
	RelativeToProfile	Profile level to use.
	VWAPType	Type of VWAP value.

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Methods

	Name	Description
	OnCalculate	(Overrides SignalOnCalculate(MarketDataEventArgs, Int32, SignalDirection).)

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Reference

MZpack.NT8.Algo.Signals Namespace