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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

Namespace:  MZpack.NT8.Algo.Signals
Assembly:  MZpack.NT8.Pro (in MZpack.NT8.Pro.dll) Version: 3.15.28.0 (3.15.28.0)
Syntax
C#
public class DOMBlockSignal : Signal

The DOMBlockSignal type exposes the following members.

Constructors
  NameDescription
Public methodDOMBlockSignal
Initializes a new instance of the DOMBlockSignal class
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Properties
  NameDescription
Public propertyDistanceTicks
Maximal distance to the blocks measured in instrument ticks from the current price.
Public propertyEntryPriceOffsetTicks
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
Public propertyTimeSeconds
Minimal time in seconds while the blocks is presented in DOM.
Public propertyVolume
Minimal volume of the block.
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Methods
See Also