BUILT-IN STRATEGY · SOURCE CODE INCLUDED

Footprint Action

Built-in order flow strategy with 10 signals composed via pattern logic (AND / OR / CONJUNCTION trees), Auto and Manual modes, custom ATM, and on-chart pattern dashboard — fully configured, source code included.

Product screenshot

Strategy

Settings

Scenarios

LONG SETUP

A pattern of bullish signals validates on the bar — positive delta divergence, slingshot to up-side, buy-side stacked imbalances, or bullish hammer with absorption. The pattern engine confirms direction and triggers entry.

SHORT SETUP

A pattern of bearish signals validates on the bar — negative delta divergence, slingshot to down-side, sell-side stacked imbalances, or bearish hammer with absorption. Same pattern engine, opposite direction.

⊕

Pattern Logic

Combine the 10 signals into named patterns with AND / OR / CONJUNCTION trees. No coding required.

⚙

Auto + Manual

Fully automated execution or manual mode where signals fire and you confirm each entry. Switch on the fly.

◎

Custom + Native ATM

Use MZpack proprietary ATM or NinjaTrader native ATM for stops, targets, breakeven and trailing.

★ 10 SIGNALS Order flow signals built into the strategy

↕

Delta Divergence

1-bar · reversal

Trend reversal signal. Price makes a new low with bullish candle and positive delta (Long) or new high with bearish candle and negative delta (Short).

LONG: new low + positive Δ SHORT: new high + negative Δ

See example ▸

⤓

Delta Tail

1-bar · exhaustion

Bar shows positive Delta at all price levels except the bottom (Long) — or negative Delta at all levels except the top (Short). Single-level exhaustion of the opposite side.

LONG: positive Δ except bottom SHORT: negative Δ except top

See example ▸

⚡

Delta Surge / Drop

4-bar · momentum

4-bar momentum. Fires when delta steadily increases over 4 consecutive bars (Long) or steadily decreases (Short). Detects building or fading momentum.

LONG: 4 bars rising Δ SHORT: 4 bars falling Δ

See example ▸

⇄

Delta Flip

2-bar · reversal

Sudden shift in Delta from positive to negative or vice versa across two bars — first bar closes at min-delta, next bar closes at max-delta.

LONG: min-Δ → max-Δ SHORT: max-Δ → min-Δ

See example ▸

◈

Delta Trap

3-bar · reversal

3-bar reversal: big negative delta, then big positive delta, followed by big positive delta or value-area gap up. EMA 5 confirms direction across all three bars.

LONG: −Δ → +Δ → +Δ SHORT: +Δ → −Δ → −Δ

See example ▸

⤮

Delta Slingshot

2-bar · reversal

Selling volume gets overrun by buying volume (or vice versa). Bearish bar with extreme negative delta followed by bullish bar closing above it with extreme positive delta.

LONG: extreme −Δ → extreme +Δ SHORT: extreme +Δ → extreme −Δ

See example ▸

◉

Above / Below POC

1-bar · continuation

Bar opens and closes above (or below) the POC — clear indication that buyers or sellers stepped in and price is likely to continue further.

LONG: open & close above POC SHORT: open & close below POC

See example ▸

▥

Stacked Imbalances

1-bar · breakout

N or more imbalances stacked on top of each other (default: 3). Can be reversed in settings for ranging markets to trade reversals instead of breakouts.

LONG: N+ buy imbalances SHORT: N+ sell imbalances

See example ▸

↑↑

Volume Sequencing

1-bar · institutional

Multiple price levels with increasing volume — institutional buying or selling with force. Can be extended for a fixed number of bars, until broken, or until tested.

LONG: bullish ascending vol SHORT: bearish ascending vol

See example ▸

🔨

Hammer w/ Absorption

1-bar · reversal

Absorption (trapped sellers or buyers) detected inside a hammer candle. Optional POC filter — absorption must be at, above, or below POC level.

LONG: bullish hammer + buy abs SHORT: bearish hammer + sell abs

See example ▸

BEST CONDITIONS

Active futures (ES, NQ, CL, GC) with full L2 order flow
RTH sessions with consistent participation
Markets where you can build patterns specific to your style

USE CAUTION

Thin / illiquid markets where signal noise dominates
News spikes where filter thresholds can't keep up
Single-signal patterns without confirmation (more false positives)

See pattern dashboard example ▸

Key features traders care about

Pattern Dashboard On-chart visualization of how a pattern is calculated. Validated signals marked with color boxes on the bar.

Strategy Control Panel On-chart panel to control parameters during live execution — no need to stop and restart the strategy.

Cross-Instrument Trading Run the strategy on full contract (ES) while trading micros (MES). Analyse with full liquidity, execute with smaller size.

Bar-Close vs Intrabar Entry Wait for bar close for confirmation, or enter intrabar for speed. Per-signal control.

Opposite Signal Actions When an opposite signal fires: Close position, Reverse, or None (ignore). Full control over signal conflict handling.

Backtesting Support Full backtesting with NinjaTrader ATM. Realistic strategy validation on historical order flow data.

⚠️

Footprint Action depends on real-time order flow data. Make sure your data feed (CME L2, etc.) is reliable. Test patterns in simulation on Market Replay before going live, and always keep daily risk limits enabled.

Strategy Controls

Trading ON/OFF — master permission to place trades
Operating mode — Auto (fully automated) or Manual (signal-assisted, you confirm each entry)
Wait for bar close — ON = fewer signals, more confirmation; OFF = earlier entries, more sensitivity
Opposite signal action — Close position / Reverse / None (ignore)
Suspend after trade — prevents overtrading on a single setup

Signal Selection

Active signals — enable any subset of the 10 built-in signals
Per-signal direction — long-only, short-only, or both for each signal
Per-signal lookback — bars to look back for multi-bar signals (Surge/Drop, Flip, Trap, Slingshot)
Signal-specific parameters — e.g. minimum imbalances for Stacked Imbalances, EMA period for Delta Trap

Pattern Logic (AND / OR / CONJUNCTION)

Pattern composition — combine selected signals into named patterns
AND — all chosen signals must validate on the same bar
OR — at least X of N selected signals must confirm
CONJUNCTION — sequential validation across multiple bars (e.g. signal A on bar−1, signal B on bar 0)
Pattern direction — long, short, or both per pattern

ATM Configuration

ATM mode — MZpack proprietary ATM or NinjaTrader native ATM
Stops & targets (ticks) — per-position values, supports up to 3 entries per setup
Breakeven — move stop to breakeven after X ticks (with optional offset)
Trailing — start after X ticks, trail distance and step
Multi-target scaling — scale out with separate targets for each entry

Risk & Limits

Daily profit cap / daily loss cap
Daily max drawdown — measured intraday, halts trading when breached
Max trades per day
Auto-disable on breach — strategy stops itself, requires manual re-enable

Trading Schedule

Trading window — define start and end time per session
Allowed days — exclude weekends or specific weekdays
Pre/post-news pause — manual blackout windows around scheduled events

Cross-Instrument Trading

Analyse contract — full contract with deeper liquidity (e.g. ES) used for signals
Execute contract — micro contract (e.g. MES) used for actual trades
Multiplier — automatic position-size mapping between contracts

Volume / Delta / Delta % Filters

Filters are applied per signal. Each signal has its own min-volume, min-delta, and min-delta-% thresholds, applied to specific bars in the signal's window:

Signal

Min Bar Volume

Min Bar Delta

Min Bar Delta %

Delta Divergence

Closed

Delta Trap

Closed

Closed, Closed-1, Closed-2

Closed

Delta Tail

Closed

Delta Surge / Drop

Closed

Delta Slingshot

Lookback

Delta Flip

Closed, Closed-1

Above / Below POC

Closed

Stacked Imbalance

Closed

Single-Signal, Conservative

One signal active (e.g. Delta Divergence), strict volume/delta filters, bar-close confirmation, manual mode. Lowest noise, ideal for learning the strategy behaviour before moving to patterns.

Multi-Signal Reversal Pattern

Combine Delta Slingshot AND Stacked Imbalances OR Hammer w/ Absorption into a named pattern. Strict trigger, fewer trades, higher quality. Auto mode with full ATM management.

Momentum Continuation

Delta Surge/Drop + Volume Sequencing + Above/Below POC composed via CONJUNCTION across recent bars. Enters with momentum, exits on opposite signal or trailing stop.

Practical starting approach

Start with one signal at a time — learn how it fires before composing patterns
Use Manual mode first to study how the pattern dashboard validates each signal on the bar
Run on Market Replay with realistic data before going live
Tighten filters gradually — don't disable everything to "see more signals", you'll just get noise
Keep daily limits enabled from day one — pattern strategies can fire frequently in chop
Use cross-instrument trading (analyse ES, execute MES) while you're calibrating — smaller risk, same data quality

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Full C# source code included
10 order flow signals
Pattern logic — AND / OR / CONJUNCTION
Auto + Manual operating modes
Custom + Native NinjaTrader ATM
Backtesting on order flow data
Free updates & support

🔒 Secure payment via PayPro Global

💬 Support included