Delegates Reference

All public delegate types in the MZpack API.

Strategy Lifecycle

Namespace: MZpack.NT8.Algo

OnCreateAlgoStrategyDelegate

public delegate Algo.Strategy OnCreateAlgoStrategyDelegate();

Factory delegate for creating an Algo.Strategy instance. Assigned to MZpackStrategyBase.OnCreateAlgoStrategy.

OnCreateIndicatorsDelegate

public delegate List<TickIndicator> OnCreateIndicatorsDelegate();

Factory delegate for creating the list of indicators used by the strategy. Assigned to MZpackStrategyBase.OnCreateIndicators.

Market Data Handlers

Namespace: MZpack.NT8.Algo

OnTickDelegate

public delegate void OnTickDelegate(MarketDataEventArgs e, int currentBarIdx);

Handler for Level 1 market data events. Assigned to MZpackStrategyBase.OnEachTickHandler and MZpackStrategyBase.OnBarCloseHandler.

Parameter	Type	Description
e	MarketDataEventArgs	NinjaTrader market data event
currentBarIdx	int	Current bar index

OnMarketDepthDelegate

public delegate void OnMarketDepthDelegate(MarketDepthEventArgs e, int currentBarIdx);

Handler for Level 2 (DOM) market data events. Assigned to MZpackStrategyBase.OnMarketDepthHandler.

Parameter	Type	Description
e	MarketDepthEventArgs	NinjaTrader market depth event
currentBarIdx	int	Current bar index

Pattern & Trail

Namespace: MZpack.NT8.Algo

PatternHandler

public delegate void PatternHandler(Pattern sender, DateTime time);

Callback invoked when a pattern is validated or not validated. Used for Pattern.OnValidated and Pattern.OnNotValidated events.

Parameter	Type	Description
sender	Pattern	Pattern that was evaluated
time	DateTime	Time of evaluation

TrailEvent

public delegate bool TrailEvent(TrailBase sender, DateTime time);

Callback for trailing logic evaluation. Returns true to trigger the trail action.

Parameter	Type	Description
sender	TrailBase	Trail instance
time	DateTime	Current time

Order Flow Events

Namespace: MZpack

OrderflowEventHandler

public delegate void OrderflowEventHandler(OrderflowEventArguments e);

Handler for aggregated order flow events.

Parameter	Type	Description
e	OrderflowEventArguments	Order flow event with price, volume, side, and time

Data Export

Namespace: MZpack.NT8.Algo.DataExport

GetExportValueDelegate

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

Retrieves a single double value from indicator data. Set automatically by ExportedIndicator.SetExportValueHandler() when the ValueDescriptor.Source is Indicator.

GetExportValuesDelegate

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

Retrieves multiple double values from indicator data (for multi-value IndValue types like Volumes, Bids, Asks).

CalculateExportValueDelegate

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

User-provided delegate for computing a single calculated value. Used when ValueDescriptor.Source is Calculate.

CalculateExportValuesDelegate

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

User-provided delegate for computing multiple calculated values.

Common Parameters

All export delegates share the same parameter pattern:

Parameter	Type	Description
export	GeneralExport	Parent export instance (access DataSet, ExportArgs)
desc	ValueDescriptor	Column descriptor being evaluated
data	object	Current data item (bar, tick, or drawing object)