A custom NinjaTrader 8 strategy that identifies points of interest from footprint absorption and delta divergence patterns. Generates entries when price returns to POI zones with configurable signal filters for aggressive POC, delta stairs, and imbalance detection.

Type
Strategy

Components
mzFootprint

Parameters
62

Status
Delivered

Capabilities

  • 🎯 POI zone detection from session POC crossovers with delta divergence
  • 🔍 Multiple entry signal filters (aggressive POC, delta stairs, volume stairs, imbalance)
  • 📊 Multi-dataseries support (optional 2000-tick chart for POI detection)
  • 🛡 Risk management (daily loss, profit, drawdown, and trades limits)
  • ⏰ Two trading time windows with configurable begin/end
  • 🎨 Custom chart rendering of POI zones via SharpDX Direct2D1
  • 🕹 Custom control panel (Trading On/Off, Close, Break Even buttons)
  • ⚖ Custom stop loss modes (from entry, from zone, from entry candle)
  • 💰 Profit target by risk-reward ratio or fixed ticks
  • 📈 Breakeven and trailing stop

Built on MZpack API

This project leverages the following MZpack API namespaces and classes:

  • MZpack.NT8.Algo.Indicators.StrategyFootprintIndicator
  • MZpack.NT8.Algo.Strategy
  • MZpack.NT8.Algo.RiskManagement
  • MZpack.NT8.Algo.TradingTime
  • MZpack.NT8.Algo.Entry (custom subclass)
  • MZpack.NT8.Algo.Signal (6 custom signals)
  • MZpack.NT8.Algo.Action (POI zone updater)
  • MZpack.NT8.Algo.Pattern
  • MZpack.NT8.Algo.Trail

Configuration

Exposes 62 configurable parameters across:

  • General (entry method, opposite pattern action)
  • Strategy (signal toggles: MIB, LLC, SVC, PEC, LSEC; delta divergence, stairs count)
  • Position (dual entries, stop loss type, profit target type, R:R ratio, breakeven, trail)
  • Trading time
  • Risk management
  • Footprint (visual presentation, imbalance settings, POI zone colors)