Enums Reference
All public enumerations in the MZpack API, grouped by topic.
Profile Creation
ProfileCreation
Namespace: MZpack
How a volume profile is created.
| Value | Description |
|---|---|
Bar | Single bar profile |
Bars | Fixed number of bars |
Volume | Fixed volume threshold |
Delta | Fixed delta threshold |
Tick | Fixed tick count |
Session | Single trading session |
Sessions | Fixed number of sessions |
Daily | Single day |
Days | Fixed number of days |
Weekly | Single week |
Weeks | Fixed number of weeks |
Monthly | Single month |
Months | Fixed number of months |
Quarterly | Single quarter |
Yearly | Single year |
RTH_ETH | Regular / Extended trading hours split |
Composite | Composite profile (merged from multiple) |
Continuous | Continuous rolling profile |
Custom | Custom-defined creation |
None | No creation type |
ProfileType
Namespace: MZpack
| Value | Description |
|---|---|
TPO | Time Price Opportunity (Market Profile) |
VP | Volume Profile |
VP_TPO | Combined Volume Profile and TPO |
None | No type |
ProfileMode
Namespace: MZpack
Volume display mode for profile bars.
| Value | Description |
|---|---|
Volume | Total volume |
BuySell | Separate buy/sell volume |
Delta | Delta (buy − sell) |
VolumeDelta | Volume with delta overlay |
None | No mode |
ProfileAccuracy
Namespace: MZpack
Data accuracy for volume profile calculations.
| Value | Description |
|---|---|
Tick | Tick-level accuracy (requires Tick Replay) |
Minute | Minute-level accuracy |
ProfilePresentation
Namespace: MZpack
Visual presentation style for profiles.
| Value | Description |
|---|---|
Ladders | Horizontal ladder bars |
Area | Filled area |
Contour | Contour outline |
LevelMode
Namespace: MZpack
Display mode for profile levels (POC, VAH, VAL).
| Value | Description |
|---|---|
Off | Levels hidden |
On | Levels visible |
Naked | Only naked (untouched) levels |
Extended | Levels extended to the right edge |
Developing | Developing levels shown over time |
DevelopingNaked | Developing naked levels |
ProfileLevelType
Namespace: MZpack
| Value | Description |
|---|---|
POC | Point of Control |
VAH | Value Area High |
VAL | Value Area Low |
TickPOC | Tick-based Point of Control |
ValuesMode
Namespace: MZpack
What values to display on profile bars.
| Value | Description |
|---|---|
Volume | Total volume |
Delta | Delta value |
BidAsk | Bid and ask volumes |
None | No values |
TotalDeltaMode
Namespace: MZpack
How total delta is displayed on a profile.
| Value | Description |
|---|---|
Delta | Total delta value |
BidAsk | Separate bid/ask totals |
None | No total delta |
VWAPMode
Namespace: MZpack
VWAP display mode.
| Value | Description |
|---|---|
Last | VWAP for the last profile only |
Dynamic | Dynamic VWAP line |
DynamicStdDev1 | Dynamic VWAP with ±1 standard deviation |
DynamicStdDev2 | Dynamic VWAP with ±2 standard deviations |
None | VWAP hidden |
Order Flow
OrderflowCalculationMode
Namespace: MZpack
How order flow (bid/ask) volumes are assigned to trades.
| Value | Description |
|---|---|
BidAsk | Bid/Ask calculation. Use for futures and stock markets. Requires Tick Replay for historical data |
UpDownTick | Up/Down tick calculation. Use for Forex and crypto |
Hybrid | UpDownTick for historical data, BidAsk for live data. Use for NSE and similar markets |
OrderflowApplyMode
Namespace: MZpack
When order flow calculation mode changes take effect.
| Value | Description |
|---|---|
ChartReload | Applied on chart reload |
OnTheFly | Applied immediately |
TradeSide
Namespace: MZpack
| Value | Description |
|---|---|
Ask | Ask side (buy trade) |
Bid | Bid side (sell trade) |
NA | Not applicable |
SpreadTradesProcessing
Namespace: MZpack
How trades at the spread (between bid and ask) are handled.
| Value | Description |
|---|---|
Split | Split volume equally between bid and ask |
LastKnownSide | Assign to the last known trade side |
Ignore | Ignore spread trades |
ColorMode
Namespace: MZpack
Coloring mode for footprint cells and profile bars.
| Value | Description |
|---|---|
Solid | Single solid color |
Saturation | Color saturation varies with volume |
Heatmap | Heat map coloring |
GrayScaleHeatmap | Grayscale heat map |
Custom | Custom coloring logic |
Signals & Strategy
SignalDirection
Namespace: MZpack.NT8.Algo
| Value | Description |
|---|---|
None | Signal has not been found |
Long | Long direction |
Short | Short direction |
Any | Both directions — resulting direction determined by other signals/filters |
SignalCalculate
Namespace: MZpack.NT8.Algo
| Value | Description |
|---|---|
OnEachTick | Calculate signal on each tick |
OnBarClose | Calculate signal on bar close |
NotApplicable | Not applicable (e.g., Level 2 signals) |
Logic
Namespace: MZpack.NT8.Algo
Logical operator for combining nodes in a decision tree.
| Value | Description |
|---|---|
And | All child nodes must be satisfied |
Or | At least one child node must be satisfied |
Conjunction | Logical conjunction |
MarketDataSource
Namespace: MZpack.NT8.Algo
| Value | Description |
|---|---|
None | No data source |
Level1 | Level 1 event (trade/tick data) |
Level2 | Market depth event |
Custom | Custom event |
PatternType
Namespace: MZpack.NT8.Algo
| Value | Description |
|---|---|
Entry | Entry pattern — opens a new position |
Exit | Exit pattern — closes current position |
Reversal | Reversal pattern — closes and opens opposite |
ScaleIn | Scale-in pattern — adds to current position |
ScaleOut | Scale-out pattern — partially closes position |
PositionState
Namespace: MZpack.NT8.Algo | [Flags]
| Value | Bit | Description |
|---|---|---|
Flat | 1 | No position |
EntrySubmitting | 4 | Entry order submitted |
LongLimitPending | 8 | Pending buy limit orders, none filled |
ShortLimitPending | 16 | Pending sell limit orders, none filled |
Long | 32 | Buy orders filled |
Short | 64 | Sell orders filled |
LongMarketPending | 128 | Pending buy market order |
ShortMarketPending | 256 | Pending sell market order |
LimitPending | — | LongLimitPending | ShortLimitPending |
Filled | — | Long | Short |
Longs | — | LongLimitPending | LongMarketPending | Long |
Shorts | — | ShortLimitPending | ShortMarketPending | Short |
NoDirection | — | Flat | EntrySubmitting |
StrategyOperating
Namespace: MZpack.NT8.Algo
| Value | Description |
|---|---|
Auto | Entries are made automatically |
Manual | Entries must be made manually from Chart Trader |
PositionManagement
Namespace: MZpack.NT8.Algo
| Value | Description |
|---|---|
MZpack | Position managed by MZpack API |
NinjaTraderATM | Position managed by NinjaTrader ATM template |
OppositePatternAction
Namespace: MZpack.NT8.Algo
What happens when a pattern in the opposite direction is validated while a position is open.
| Value | Description |
|---|---|
None | Keep current position, do nothing |
Close | Close current position |
Reverse | Close and open opposite position using the configured EntryMethod |
Unmanaged | Position managed by signals — signals continue calculating after entry, enabling scale-in |
OrdersHandlingApproach
Namespace: MZpack.NT8.Algo
| Value | Description |
|---|---|
Managed | NinjaTrader managed order handling |
Unmanaged | NinjaTrader unmanaged order handling |
LogLevel
Namespace: MZpack.NT8.Algo | [Flags]
| Value | Bit | Description |
|---|---|---|
NONE | 0 | No logging |
NV_PATTERN_OBC | 1 | Log not-validated patterns on bar close (for debugging) |
V_PATTERN | 8 | Log validated patterns |
ORDER | 16 | Log orders (Submitted, Working, Filled, PartFilled, Cancelled, Rejected) |
ENTRY | 32 | Log strategy entries |
POSITION | 64 | Log position state changes |
PROPERTIES | 128 | Log NinjaScriptProperty values |
ALL | — | All flags combined |
LogTarget
Namespace: MZpack.NT8.Algo | [Flags]
| Value | Bit | Description |
|---|---|---|
None | 0 | No logging |
File | 1 | Log to \NinjaTrader 8\mzpacklog folder |
NinjaScriptOutput | 2 | Log to NinjaScript Output window |
All | — | File | NinjaScriptOutput |
Entry / Exit
EntryMethod
Namespace: MZpack.NT8.Algo
| Value | Description |
|---|---|
Market | Enter by market order |
Limit | Enter by limit order |
StopLimit | Enter by stop-limit order |
CancelLimitOrderType
Namespace: MZpack.NT8.Algo
When to cancel a pending limit order.
| Value | Description |
|---|---|
None | Never auto-cancel |
Ticks | Cancel after price moves N ticks away |
Bars | Cancel after N bars |
Milliseconds | Cancel after N milliseconds |
Export
ExportTemporality
Namespace: MZpack.NT8.Algo.DataExport | [Flags]
| Value | Description |
|---|---|
Historical | Export historical bar data |
Realtime | Export data in real time |
ExportDataSource
Namespace: MZpack.NT8.Algo.DataExport
| Value | Description |
|---|---|
Level1 | Level 1 (trade/tick) data |
Level2 | Level 2 (market depth) data |
Custom | Custom data source |
ExportGranularity
Namespace: MZpack.NT8.Algo.DataExport
| Value | Description |
|---|---|
Tick | One row per tick |
Bar | One row per bar |
Update | One row per update event |
ExportMode
Namespace: MZpack.NT8.Algo.DataExport
| Value | Description |
|---|---|
Save | Write data to output |
Load | Read data from file |
IndValue
Namespace: MZpack.NT8.Algo.DataExport
See ValueDescriptor — IndValue for the complete list of 100+ indicator value identifiers.
ValueKind
Namespace: MZpack.NT8.Algo.DataExport
| Value | Description |
|---|---|
Feature | Input/feature column (exported before labels) |
Label | Target/label column (exported after features) |
Internal | Internal column (not exported, used for intermediate calculations) |
ValueSorce
Namespace: MZpack.NT8.Algo.DataExport
The enum name contains a typo (ValueSorce instead of ValueSource) in the source code.
| Value | Description |
|---|---|
Indicator | Value from an indicator |
DrawingObject | Value mapped from a chart drawing object |
Calculate | Value computed by a user-provided delegate |
DataSet | Value referenced from another DataSet column |