Project Setup

This page covers two workflows: using the NinjaTrader built-in editor (quickest) and setting up a Visual Studio 2022 project (recommended for multi-file projects).

Option 1: NinjaTrader Built-in Editor

The fastest way to start:

1. In NinjaTrader, go to New → NinjaScript Editor
2. Right-click in the editor and select New → Strategy
3. Enter a name (e.g., MyMZpackStrategy) and click Generate
4. Replace the generated base class with MZpackStrategyBase:

using MZpack;
using MZpack.NT8;
using MZpack.NT8.Algo;
using MZpack.NT8.Algo.Indicators;

namespace NinjaTrader.NinjaScript.Strategies
{
    public class MyMZpackStrategy : MZpackStrategyBase
    {
        // ...
    }
}

5. Add a reference to MZpack.NT8.Pro.dll: right-click in the editor, choose References..., click Add, select MZpack.NT8.Pro.dll, then click Open. Click OK to close the References window.
6. Press F5 to compile

Option 2: Visual Studio 2022

Create the Project

1. Open Visual Studio 2022
2. File → New → Project → select Class Library (.NET Framework)
3. Set framework to .NET Framework 4.8
4. Set platform to x64
5. Name the project (e.g., MyMZpackStrategies)

Add Assembly References

Right-click References → Add Reference → Browse and add the following DLLs:

From Documents\NinjaTrader 8\bin\Custom\:

Assembly	Provides
MZpack.NT8.Pro.dll	MZpack API — all MZpack.* namespaces

From NinjaTrader installation directory (typically C:\Program Files\NinjaTrader 8\bin\):

Assembly	Provides
NinjaTrader.Core.dll	Core NinjaTrader types
NinjaTrader.Gui.dll	UI types (Stroke, Brushes)
NinjaTrader.Vendor.dll	Vendor integration

From NinjaTrader installation directory (for Direct2D rendering in custom indicators):

Assembly	Provides
SharpDX.dll	SharpDX core
SharpDX.Direct2D1.dll	Direct2D rendering
SharpDX.DXGI.dll	DXGI types

Framework assemblies (Add Reference → Assemblies):

• WindowsBase
• PresentationCore
• PresentationFramework
• System.Xml.Serialization

Set Build Output

Set the build output path to the NinjaTrader custom folder so your compiled DLL loads automatically:

1. Right-click the project → Properties → Build
2. Set Output path to: Documents\NinjaTrader 8\bin\Custom\
3. Set Platform target to x64

Namespace Convention

NinjaTrader requires strategies to live under the NinjaTrader.NinjaScript.Strategies namespace:

namespace NinjaTrader.NinjaScript.Strategies.MyProject
{
    public class MyStrategy : MZpackStrategyBase
    {
        // ...
    }
}

Minimal Strategy Template

A minimal MZpack strategy with one indicator:

using System;
using System.Collections.Generic;
using System.ComponentModel.DataAnnotations;
using MZpack;
using MZpack.NT8;
using MZpack.NT8.Algo;
using MZpack.NT8.Algo.Indicators;
using NinjaTrader.Data;

namespace NinjaTrader.NinjaScript.Strategies.MyProject
{
    public class MyFirstStrategy : MZpackStrategyBase
    {
        StrategyBigTradeIndicator bigTradeIndicator;

        public MyFirstStrategy() : base()
        {
            OnCreateIndicators = new OnCreateIndicatorsDelegate(CreateIndicators);
            OnBarCloseHandler = new OnTickDelegate(OnBarClose);
        }

        protected List<TickIndicator> CreateIndicators()
        {
            List<TickIndicator> indicators = new List<TickIndicator>();

            bigTradeIndicator = new StrategyBigTradeIndicator(this, "BigTrade")
            {
                TradeFilterEnable = true,
                TradeFilterMin = TradeMin
            };
            indicators.Add(bigTradeIndicator);

            return indicators;
        }

        protected override void OnStateChange()
        {
            base.OnStateChange();

            lock (Sync)
            {
                if (State == State.SetDefaults)
                {
                    BarsRequiredToTrade = 1;
                    EntriesPerDirection = 1;
                    TradeMin = 50;
                }
                else if (State == State.Configure)
                {
                    bigTradeIndicator.TradeFilterMin = TradeMin;
                }
            }
        }

        protected void OnBarClose(MarketDataEventArgs e, int currentBarIdx)
        {
            // Your trading logic here
        }

        [Display(Name = "Min trade volume", GroupName = "Strategy", Order = 0)]
        [Range(1, int.MaxValue)]
        [NinjaScriptProperty]
        public long TradeMin { get; set; }
    }
}

Key Points

Concept	Detail
Base class	Inherit from MZpackStrategyBase, not NinjaTrader's Strategy
Constructor	Set OnCreateIndicators and optionally OnBarCloseHandler / OnEachTickHandler delegates
OnStateChange	Always call base.OnStateChange() first and wrap in lock (Sync)
State.SetDefaults	Set default property values
State.Configure	Apply UI property values to indicators, create entries and patterns
Indicator creation	Return a List<TickIndicator> from your CreateIndicators method
Properties	Use [Display] and [NinjaScriptProperty] attributes for NinjaTrader UI

Working with Samples

All MZpack API samples are included in the source code within #if APISAMPLE blocks. To compile a sample in NinjaTrader:

1. Copy the sample .cs file to Documents\NinjaTrader 8\bin\Custom\Strategies\
2. Remove the #if APISAMPLE directive at the top and the #endif at the bottom
3. Compile in NinjaTrader (press F5 in the NinjaScript Editor)

Next Steps

• API Overview — architecture and available interfaces
• Advanced Template — full-featured strategy template with dual entries, control panel, and XML persistence
• Custom Strategy — VWAP/POC — simple backtesting strategy using volume profile