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MZpack.NT8.Algo.Signals Namespace

Namespace containing built-in signals for MZpack 3 API.
Classes
  ClassDescription
Public classBarIcebergsSignal
Generates LONG direction if there are icebergs on Bid side for the current bar. Generates SHORT direction if there are icebergs on Ask side for the current bar. MinIcebergVolume is used as a filter. If there are icebergs greater than MinIcebergVolume at both sides the resuilting direction is None. Signal is based on mzVolumeDelta indicator.
Public classBarJoinedPOCsSignal
Generates allowed direction if current bar has given number of joined POCs. Signal is based on mzFootprint indicator.
Public classBigTradeSignal
The signal generates LONG direction for sell trade, and SHORT direction for buy trades.
Public classDOMBlockSignal
Tracks large limit orders (blocks) in the DOM. The signal generates LONG direction for bid blocks and SHORT direction for offer blocks.
Public classDOMImbalanceSignal
Signal based on DOM Imbalance. Entry price is set to best bid for LONG, and to best offer for SHORT.
Public classFootprintAbsoprtionSignal
Generates Long direction for SELL Absoprtion(s) and Short direction for BUY Absorption(s). Signal is based on mzFootprint indicator.
Public classFootprintImbalanceSignal
Generates Long direction for BUY Imbalance(s) and Short direction for SELL Imbalance(s). Signal is based on mzFootprint indicator.
Public classFootprintSRZonesSignal
Searches for S/R Zones of the given type in the current bar: Imbalance or Absorption. Generates Long direction for BUY Imbalance S/R Zone(s) and Short direction for SELL Imbalance S/R zone(s). Generates Long direction for SELL Absoprtion S/R Zone(s) and Short direction for BUY Absoprtion S/R zone(s). Signal is based on mzFootprint indicator.
Public classRelativeToProfileSignal
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.
Public classTradesClusterSignal
Detects cluster of trades (group of trades) at the given side within given bar-price range. Signal is based on mzBigTrade indicator.
Public classVolumeProfileDeltaSignal
Generates Long direction for negative profie delta. Generates Short direction for positive profie delta. Signal is based on mzVolumeProfile indicator. The last profile is used.
Enumerations
  EnumerationDescription
Public enumerationRelativeToProfile