 | MZpack.NT8.Algo.Signals Namespace |
Namespace containing built-in signals for MZpack 3 API.
Classes| Class | Description | |
|---|---|---|
 | BarDeltaSignal |
Generates LONG for positive delta, generates SHORT for negative delta.
The signal can be based on StrategyFootprintIndicator or StrategyVolumeDeltaIndicator.
|
| BarIcebergsSignal |
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.
|
| BarJoinedPOCsSignal |
Generates allowed direction if current bar has given number of joined POCs.
Signal is based on mzFootprint indicator.
|
| BarVolumeSignal |
Generates allowed direction if volume of the bar is greate or equal to MinVolume property.
Generates no entry price.
|
| BarWickSignal |
Generates LONG for a bar with low wick only.
Generates SHORT for a bar with high wick only.
|
| BigTradeSignal |
The signal generates LONG direction for sell trade, and SHORT direction for buy trades.
|
| DeltaRateSignal |
Generates LONG for positive Delta Rate, generates SHORT for negative Delta Rate.
|
| DOMBlockSignal |
Tracks large limit orders (blocks) in the DOM.
The signal generates LONG direction for bid blocks and SHORT direction for offer blocks.
|
| DOMImbalanceSignal |
Signal based on DOM Imbalance.
Entry price is set to best bid for LONG, and to best offer for SHORT.
|
| FootprintAbsoprtionSignal |
Generates Long direction for SELL Absoprtion(s) and Short direction for BUY Absorption(s).
Signal is based on mzFootprint indicator.
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| FootprintImbalanceSignal |
Generates Long direction for BUY Imbalance(s) in the bar and Short direction for SELL Imbalance(s) in the bar.
Signal is based on mzFootprint indicator.
|
| FootprintSRZonesSignal |
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.
|
| RelativeToProfileSignal |
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.
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| TradesClusterSignal |
Detects cluster of trades (group of trades) at the given side within given bar-price range.
Signal is based on mzBigTrade indicator.
|
| UpDownBarSignal | |
| VolumeProfileDeltaSignal |
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| Enumeration | Description | |
|---|---|---|
 | RelativeToProfile |