ValueDescriptor

Describes a single column in the export schema — its name, data source, kind, and how to retrieve the value.

Namespace: MZpack.NT8.Algo

Properties

Property	Type	Default	Description
`Name`	`string`	—	Column name (used in CSV header)
`IndValue`	`IndValue`	`None`	Built-in indicator value type
`Index`	`int`	—	Sub-index for multi-value descriptors (e.g., order book level)
`Kind`	`ValueKind`	`Feature`	Column kind: Feature, Label, or Internal
`IsMany`	`bool`	—	`true` if the descriptor produces multiple values per bar
`Source`	`ValueSorce`	`Indicator`	How the value is obtained
`SourceName`	`string`	—	For `DataSet` source: name of the column to reference
`SourceColumn`	`int`	−1	For `DataSet` source: resolved column index
`Column`	`int`	—	Position in the schema's descriptor list
`Shift`	`int`	`0`	Historical shift (0 = current bar)
`ChartObjectDescriptor`	`ChartObjectDescriptor`	—	For `DrawingObject` source: mapping descriptor

Delegate Properties

Property	Type	Description
`GetValue`	`GetExportValueDelegate`	Retrieve a single value from indicator data
`GetValues`	`GetExportValuesDelegate`	Retrieve multiple values from indicator data
`CalculateValue`	`CalculateExportValueDelegate`	Calculate a single value from custom logic
`CalculateValues`	`CalculateExportValuesDelegate`	Calculate multiple values from custom logic

Delegates

Single-Value Delegates

public delegate double GetExportValueDelegate(
    GeneralExport export, ValueDescriptor desc, object data);

public delegate double CalculateExportValueDelegate(
    GeneralExport export, ValueDescriptor desc, object data);

Multi-Value Delegates

public delegate List<double> GetExportValuesDelegate(
    GeneralExport export, ValueDescriptor desc, object data);

public delegate List<double> CalculateExportValuesDelegate(
    GeneralExport export, ValueDescriptor desc, object data);

GetExportValueDelegate / GetExportValuesDelegate are set automatically by ExportedIndicator.SetExportValueHandler() when the source is Indicator. CalculateExportValueDelegate / CalculateExportValuesDelegate are user-provided when the source is Calculate.

ValueKind Enum

Value	Description
`Feature`	Input/feature column (exported before labels in CSV)
`Label`	Label/target column (exported after features in CSV)
`Internal`	Internal column (not exported, used for intermediate calculations)

ValueSorce Enum

note

The enum name contains a typo (ValueSorce instead of ValueSource) in the source code.

Value	Description
`Indicator`	Value retrieved from an indicator via `GetValue`/`GetValues` delegates
`DrawingObject`	Value mapped from a chart drawing object via `ChartObjectDescriptor`
`Calculate`	Value computed by a user-provided `CalculateValue`/`CalculateValues` delegate
`DataSet`	Value referenced from another column in the same DataSet

IndValue Enum

Built-in indicator value identifiers. Used to specify which indicator metric to export.

Bar Values

Value	Description
`Open`	Bar open price
`Close`	Bar close price
`High`	Bar high price
`Low`	Bar low price
`RangeTicks`	Bar range in ticks
`RangeLevels`	Number of price levels in bar
`Side`	Bar side (buy/sell)
`DurationMs`	Bar duration in milliseconds

Order Flow — Single Values

Value	Description
`Volume`	Total bar volume
`BuyVolume`	Buy (ask) volume
`SellVolume`	Sell (bid) volume
`Delta`	Delta (BuyVolume − SellVolume)
`DeltaPercentage`	Delta as percentage of volume
`DeltaChange`	Delta change from prior bar
`DeltaCumulative`	Cumulative delta
`DeltaRate`	Delta rate
`DeltaRateHigh`	Delta rate high
`DeltaRateLow`	Delta rate low
`MinDelta`	Minimum delta in bar
`MaxDelta`	Maximum delta in bar
`AbsoluteDeltaAverage`	Average absolute delta
`AbsoluteDeltaTotal`	Total absolute delta
`BuyPercentage`	Buy percentage
`SellPercentage`	Sell percentage
`TradesNumber`	Number of trades
`VolumePerSecond`	Volume per second
`RatioNumbers`	Ratio numbers

Order Flow — Multi-Value (per price level)

Value	Description
`Volumes`	Volume at each price level
`Bids`	Bid volume at each level
`Asks`	Ask volume at each level
`Deltas`	Delta at each level
`TradesNumbers`	Trade count at each level
`Ticks`	Tick data at each level

Profile & Session

Value	Description
`POC`	Point of Control price
`POCVolume`	Volume at POC
`VAH`	Value Area High
`VAL`	Value Area Low
`VWAP`	Volume Weighted Average Price
`_1StdDeviationPos`	+1 standard deviation
`_1StdDeviationNeg`	−1 standard deviation
`_2StdDeviationPos`	+2 standard deviation
`_2StdDeviationNeg`	−2 standard deviation
`IBHigh`	Initial Balance High
`IBLow`	Initial Balance Low
`MID`	Mid price
`TPO_POC`	TPO Point of Control
`TPO_VAH`	TPO Value Area High
`TPO_VAL`	TPO Value Area Low
`TPOLettersCount`	TPO letter count
`BuyPOCVolume`	Buy POC volume
`SellPOCVolume`	Sell POC volume
`TickPOC`	Tick POC
`TickPOCVolume`	Tick POC volume
`VAVolume`	Value Area volume
`SessionOpen`	Session open price
`SessionClose`	Session close price
`SessionHigh`	Session high
`SessionLow`	Session low
`SessionVAH`	Session Value Area High
`SessionVAL`	Session Value Area Low
`SessionPOC`	Session POC

Imbalance & Absorption

Value	Description
`BuyImbalanceCount`	Buy imbalance count
`SellImbalanceCount`	Sell imbalance count
`BuyAbsorptionCount`	Buy absorption count
`SellAbsorptionCount`	Sell absorption count
`BuyStackedImbalanceCount`	Stacked buy imbalance count
`SellStackedImbalanceCount`	Stacked sell imbalance count
`BuyStackedAbsorptionCount`	Stacked buy absorption count
`SellStackedAbsorptionCount`	Stacked sell absorption count
`BuyStackedImbalanceMaxConsec`	Max consecutive buy stacked imbalances
`SellStackedImbalanceMaxConsec`	Max consecutive sell stacked imbalances
`BuyStackedAbsorptionMaxConsec`	Max consecutive buy stacked absorptions
`SellStackedAbsorptionMaxConsec`	Max consecutive sell stacked absorptions
`UnfinishedAuctionHigh`	Unfinished auction at high
`UnfinishedAuctionLow`	Unfinished auction at low
`COTHigh`	COT high
`COTLow`	COT low

Big Trade

Value	Description
`IcebergVolume`	Iceberg volume
`TicksNumber`	Number of ticks
`DomPressureVolume`	DOM pressure volume
`DomSupportVolume`	DOM support volume
`Smart`	Smart order flag

Market Depth

Value	Description
`MarketDepth`	Market depth snapshot
`RealMarketDepth`	Real market depth
`RealtimeBid`	Real-time best bid volume
`RealtimeOffer`	Real-time best offer volume
`RealtimeBidPrice`	Real-time best bid price
`RealtimeOfferPrice`	Real-time best offer price
`RealtimeBids`	Real-time bid levels (multi-value)
`RealtimeOffers`	Real-time offer levels (multi-value)
`RealtimeBidsWithPrices`	Bid levels with prices (multi-value)
`RealtimeOffersWithPrices`	Offer levels with prices (multi-value)
`RealtimeOffersTotal`	Total offer volume
`RealtimeBidsTotal`	Total bid volume
`BestBid`	Best bid
`BestOffer`	Best offer

Divergence & Other

Value	Description
`DeltaDivergence`	Delta divergence value
`HQA`	HQA value
`UQ`	UQ value
`AC`	AC value
`UpdatesNumber`	Number of updates

Liquidity

Value	Description
`LiquidityOpen`	Liquidity open
`LiquidityClose`	Liquidity close
`LiquidityHigh`	Liquidity high
`LiquidityLow`	Liquidity low
`LiquidityMigrationOpen`	Liquidity migration open
`LiquidityMigrationClose`	Liquidity migration close
`LiquidityMigrationHigh`	Liquidity migration high
`LiquidityMigrationLow`	Liquidity migration low

Properties​

Delegate Properties​

Delegates​

Single-Value Delegates​

Multi-Value Delegates​

ValueKind Enum​

ValueSorce Enum​

IndValue Enum​

Bar Values​

Order Flow — Single Values​

Order Flow — Multi-Value (per price level)​

Profile & Session​

Imbalance & Absorption​

Big Trade​

Market Depth​

Divergence & Other​

Liquidity​