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Fibonacci Retracement Entry

Demonstrates the FiboRetracementEntry class by assigning swing high/low from the previous bar in OnPositionOpenFilter. This is a strategy subclass (not MZpackStrategyBase) — it must be used with a MZpackStrategyBase host that configures entries with FiboRetracementEntry objects.

Source: [INSTALL PATH]/API/Samples/FiboRetracementEntry.cs Class: FiboRetracementEntryStrategy : MZpack.NT8.Algo.Strategy

What It Covers​

  • Subclass of Algo.Strategy (not MZpackStrategyBase)
  • OnPositionOpenFilter override to set FiboRetracementEntry swing levels
  • Uses previous bar's High/Low as swing for Fibonacci retracement calculation

Source Code​

public class FiboRetracementEntryStrategy : MZpack.NT8.Algo.Strategy
{
    public FiboRetracementEntryStrategy(string name, MZpackStrategyBase strategy)
        : base(name, strategy) { }

    public override bool OnPositionOpenFilter(DateTime time)
    {
        MZpack.NT8.Algo.Position position = Positions.FirstOrDefault();
        if (position != null)
        {
            foreach (var e in position.Entries)
            {
                if (e is FiboRetracementEntry)
                {
                    ((FiboRetracementEntry)e).SwingHigh = MZpackStrategy.Highs[0][1];
                    ((FiboRetracementEntry)e).SwingLow = MZpackStrategy.Lows[0][1];
                }
            }
            return true;
        }
        return false;
    }
}

Key Points​

  • FiboRetracementEntry requires swing levels to calculate retracement entry prices
  • OnPositionOpenFilter fires before position opens — the ideal place to set dynamic swing levels
  • Highs[0][1] and Lows[0][1] reference the previous bar (1 bar ago) for on-bar-close strategies

See Also​