DOMBlockSignal Class

Tracks large limit orders (blocks) in the DOM. The signal generates LONG direction for bid blocks and SHORT direction for offer blocks.

Inheritance Hierarchy

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

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

Syntax

public class DOMBlockSignal : Signal

The DOMBlockSignal type exposes the following members.

Constructors

	Name	Description
	DOMBlockSignal	Initializes a new instance of the DOMBlockSignal class

Properties

	Name	Description
	DistanceTicks	Maximal distance to the blocks measured in instrument ticks from the current price.
	EntryPriceOffsetTicks	Offset from price of the block. A positive value shifts entry price to the current price, whereas negative value shifts entry price from the current price
	TimeSeconds	Minimal time in seconds while the blocks is presented in DOM.
	Volume	Minimal volume of the block.

Methods

	Name	Description
	__getDistanceTicks
	GetEntryPrice	(Overrides SignalGetEntryPrice(Object, SignalDirection).)
	OnCalculate	(Overrides SignalOnCalculate(MarketDepthEventArgs, Int32, SignalDirection).)