TradesClusterSignal Class |
Namespace: MZpack.NT8.Algo.Signals
public class TradesClusterSignal : Signal
The TradesClusterSignal type exposes the following members.
| Name | Description | |
|---|---|---|
| TradesClusterSignal | Initializes a new instance of the TradesClusterSignal class | |
| TradesClusterSignal(Strategy, StrategyBigTradeIndicator, SignalDirection) | Initializes a new instance of the TradesClusterSignal class |
| Name | Description | |
|---|---|---|
| MinAggression |
Aggression filter for trades.
| |
| MinCount |
Minimum number of trades in the cluster.
| |
| MinVolume |
Minimum volume in the cluster.
| |
| Range |
The range of trades. Trades POC prices are used for price range.
| |
| Side |
The side of collected trades.
| |
| Trades |
Trades from the cluster.
| |
| VolumeCountLogic |
Logic to apply volume and count filters.
|
| Name | Description | |
|---|---|---|
| Clone | (Overrides Signal.Clone.) | |
| GetEntryPrice | (Overrides SignalGetEntryPrice(Object, SignalDirection).) | |
| OnCalculate | (Overrides SignalOnCalculate(MarketDataEventArgs, Int32, SignalDirection).) | |
| OnPatternValidated | (Overrides Signal.OnPatternValidated.) | |
| Reset | (Overrides SignalReset(Boolean).) |