Algo Strategy — Partially Visible

Demonstrates Partially Visible mode — when enabled, strategy indicators only render plots related to validated signals, keeping the chart uncluttered. The strategy combines TradesClusterSignal for trade clusters, a custom AbsorptionSRZonesSignal for absorption zones, and DOMImbalanceSignal as a filter.

Source: [INSTALL PATH]/API/Samples/MZpackAlgoStrategy2.cs Class: MZpackAlgoStrategy2 : MZpackStrategyBase

What It Covers

• Partially Visible mode on three indicator types
• SignalPartiallyVisibleMode enum usage
• Manual PartiallyVisible control on IFootprintBar
• TradesClusterSignal with cluster range and volume filters
• DOMImbalanceSignal as a filter in FiltersTree
• Custom signal with Reset(resetView) override
• Visibility state persistence to XML

Architecture

MZpackAlgoStrategy2 : MZpackStrategyBase
 ├── StrategyBigTradeIndicator "Clusters"
 │    └── IsPartiallyVisible = true (default)
 ├── StrategyFootprintIndicator "Absorptions"
 │    └── IsPartiallyVisible = true (default)
 ├── StrategyMarketDepthIndicator "DOM Imbalance"
 │    └── Visible = true (always shown)
 └── Algo.Strategy
      └── Entry Pattern (AND root, short-circuit)
           ├── SignalsTree
           │    ├── OR LogicalNode
           │    │    ├── TradesClusterSignal "Ask Clusters" → Short
           │    │    └── TradesClusterSignal "Bid Clusters" → Long
           │    └── AbsorptionSRZonesSignal "Absorption" (optional)
           └── FiltersTree
                └── DOMImbalanceSignal (optional)

Partially Visible Mode

How It Works

Each strategy indicator has two visibility properties:

Property	Description
Visible	Show/hide the indicator entirely
IsPartiallyVisible	When true, only show plots related to validated signals

Toggle Partially Visible mode by clicking the "eye" button next to the indicator name on the chart.

SignalPartiallyVisibleMode Enum

Signals control when their indicator plots become visible via the PartiallyVisibleMode property:

Value	Description
None	Plots are not shown in Partially Visible mode
OnSignalValidated	Plots appear as soon as the signal validates
OnPatternValidated	Plots appear only after the entire pattern validates

Automatic Mode (TradesClusterSignal)

Built-in signals like TradesClusterSignal support PartiallyVisibleMode directly. Set it on the signal and the framework handles the rest:

new TradesClusterSignal(Strategy, bigTradeIndicator, SignalDirection.Short)
{
    Name = "Ask Clusters",
    Side = TradeSide.Ask,
    Range = new Range()
    {
        Bars = BigTrade_ClusterBarRange,
        Ticks = BigTrade_ClusterPriceRangeTicks,
        Logic = Logic.And
    },
    MinVolume = BigTrade_MinTotalVolume,
    MinCount = BigTrade_MinTotalCount,
    VolumeCountLogic = Logic.And,
    PartiallyVisibleMode = SignalPartiallyVisibleMode.OnSignalValidated
}

Manual Mode (AbsorptionSRZonesSignal)

For custom signals, control PartiallyVisible on individual data objects manually:

class AbsorptionSRZonesSignal : Signal
{
    StrategyFootprintIndicator indicator;
    IFootprintBar bar;

    public AbsorptionSRZonesSignal(Strategy strategy,
        StrategyFootprintIndicator indicator)
        : base(strategy, MarketDataSource.Level1,
               SignalCalculate.OnBarClose, false)
    {
        this.indicator = indicator;
    }

    public override void OnCalculate(MarketDataEventArgs e, int barIdx,
        SignalDirection allowed)
    {
        IFootprintBar _bar;
        if (indicator.FootprintBars.TryGetValue(barIdx, out _bar))
        {
            int buyAbsCnt = _bar.AbsorptionSRZones.Zones[(int)TradeSide.Ask].Count;
            int sellAbsCnt = _bar.AbsorptionSRZones.Zones[(int)TradeSide.Bid].Count;

            SignalDirection dir;
            if (buyAbsCnt > 0 && sellAbsCnt == 0)
                dir = SignalDirection.Short;
            else if (sellAbsCnt > 0 && buyAbsCnt == 0)
                dir = SignalDirection.Long;
            else
                dir = SignalDirection.None;

            dir = Signal.ResolveDirection(dir, allowed);

            if (Signal.IsDetermined(dir))
            {
                Direction = dir;
                Time = e.Time;
                EntryPrice = e.Price;
                ChartRange = new ChartRange()
                {
                    MinBarIdx = barIdx, MaxBarIdx = barIdx,
                    Low = e.Price, High = e.Price
                };

                bar = _bar;
                // Show this footprint bar in Partially Visible mode
                bar.PartiallyVisible = true;
            }
        }
    }

    protected override void Reset(bool resetView)
    {
        base.Reset(resetView);

        if (bar != null)
        {
            // Hide on signal reset
            if (resetView)
                bar.PartiallyVisible = false;
            bar = null;
        }
    }
}

Key points:

• Set bar.PartiallyVisible = true in OnCalculate when the signal fires
• Set bar.PartiallyVisible = false in Reset(resetView) when resetView is true
• Alternatively, use OnPatternValidated() to show plots only after the full pattern validates

Visibility Persistence

Save visibility state in State.Terminated so it persists across sessions:

if (State == State.Terminated)
{
    if (bigTradeIndicator != null)
    {
        VisibleBigTradeIndicator = bigTradeIndicator.Visible;
        PartiallyVisibleBigTradeIndicator = bigTradeIndicator.IsPartiallyVisible;
    }
    // ... same for other indicators
}

Indicator Configuration

BigTrade (Clusters)

bigTradeIndicator = new StrategyBigTradeIndicator(this, @"Clusters")
{
    FilterLogic = TradeFilterLogic.ALL,
    TradeFilterEnable = true,
    DomPressureFilterEnable = true,
    MarkerType = TradeMarkerType.Box,
    MarkerPosition = TradeMarkerPosition.POC,
    MaxShapeExtent = 10,
    ColorMode = ColorMode.Saturation,
    ShowTradePOC = true,
    VolumesPosition = VolumesPosition.OutsideRight
};

Footprint (Absorptions Only)

footPrintIndicator = new StrategyFootprintIndicator(this, @"Absorptions")
{
    LeftFootprintStyle = FootprintStyle.None,
    RightFootprintStyle = FootprintStyle.None,
    ShowAbsorptionSRZones = true,
    AbsorptionPercentage = 50,
    AbsorptionSRZonesConsecutiveLevels = 2,
    AbsorptionSRZonesVolumeFilter = 80,
    AbsoprtionSRZoneEnding = SRZoneEnding.ByBarClose,
    // Everything else disabled
};

DOM Imbalance (Filter)

domImbalanceIndicator = new StrategyMarketDepthIndicator(this, @"DOM Imbalance")
{
    ShowRealtimeOrderBook = false,
    ShowImbalance = true,
    ImbalancePercentage = Filters_DOMImbalance_Ratio * 100d - 100d
};

The DOMImbalanceSignal is added to FiltersTree with IsReset = false (holds state after validation):

pattern.Filters.Root.AddChild(
    new DOMImbalanceSignal(Strategy, domImbalanceIndicator)
    {
        Name = "DOM Imbalance",
        IsReset = false,
        HasPrice = false,
        Ratio = Filters_DOMImbalance_Ratio
    });

Configurable Properties

Signals

Property	Default	Description
BigTrade_TradeMin	20	Min trade volume
BigTrade_TradeMax	200	Max trade volume
BigTrade_DomPressureMin	5	Min DOM pressure
BigTrade_ClusterBarRange	3	Cluster bar range
BigTrade_ClusterPriceRangeTicks	6	Cluster price range in ticks
BigTrade_MinTotalVolume	50	Min total cluster volume
BigTrade_MinTotalCount	3	Min trades in cluster
BigTrade_EnableAggression	false	Enable aggression filter
BigTrade_MinAggression	1	Min aggression value
Footprint_EnableAbsorption	false	Enable absorption signal

Filters

Property	Default	Description
Filters_DOMImbalance	true	Enable DOM imbalance filter
Filters_DOMImbalance_Ratio	1.2	DOM imbalance ratio (1.2 = 20%)

Position

Property	Default	Description
Position_Direction	Any	Allowed direction
Position_Quantity	2	Contracts
Position_StopLoss	18	Stop loss ticks
Position_ProfitTarget	35	Profit target ticks
Position_IsBE	false	Enable breakeven
Position_IsTrail	true	Enable trailing
Position_TrailAfter	20	Trail after ticks
Position_TrailDistance	10	Trail distance ticks
Position_TrailStep	2	Trail step ticks

Visual

Property	Default	Description
VisibleBigTradeIndicator	false	Show clusters indicator
PartiallyVisibleBigTradeIndicator	true	Partially visible for clusters
VisibleFootPrintIndicator	false	Show absorptions indicator
PartiallyVisibleFootPrintIndicator	true	Partially visible for absorptions
VisibleDomImbalanceIndicator	true	Show DOM imbalance indicator
PartiallyVisibleDomImbalanceIndicator	false	Partially visible for DOM

See Also

• MZpackStrategyBase — base class
• Algo.Strategy — strategy framework
• Signal Base Classes — PartiallyVisibleMode property
• Filter — filter in decision tree
• Custom Signal — creating your own signal
• Working with Samples — how to compile samples