MZpackCustomStrategy6 Class

Demonstrates how to use liquidity migration data of StrategyMarketDepthIndicator. Use it on 1 Tick chart.

WARNING: The strategy works on Market replay or live data only.

ATTENTION: Indicator settings in UI are used only for displaying markers on the chart. Strategy uses its own internal settings for filters and logic.

See installation folder for the source code.

Inheritance Hierarchy

SystemObject
  NinjaScript
    NinjaScriptBase
      StrategyBase
        StrategyRenderBase
          MZpack.NT8.AlgoMZpackStrategyBase
            NinjaTrader.NinjaScript.Strategies.MZpackAPISamplesMZpackCustomStrategy6

Namespace: NinjaTrader.NinjaScript.Strategies.MZpackAPISamples
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 MZpackCustomStrategy6 : MZpackStrategyBase

The MZpackCustomStrategy6 type exposes the following members.

Constructors

	Name	Description
	MZpackCustomStrategy6	Initializes a new instance of the MZpackCustomStrategy6 class

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Properties

	Name	Description
	Entry_StopLossTicks
	Entry_TakeProfitTicks
	Strategy_MigrationAddedVolume
	Strategy_MigrationBarsCount	How many bars block with migration has.
	Strategy_MigrationRatio	Ratio of liquidity migration on Bid/Offer

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Methods

	Name	Description
	CreateIndicators	Create indicators here and return them in the list as a result.
	OnOrderUpdate	(Overrides MZpackStrategyBaseOnOrderUpdate(Order, Double, Double, Int32, Int32, Double, OrderState, DateTime, ErrorCode, String).)
	OnStateChange	(Overrides MZpackStrategyBaseOnStateChange.)
	StrategyOnMarketDepthHandler

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Reference

NinjaTrader.NinjaScript.Strategies.MZpackAPISamples Namespace