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Technical Indicators

Demonstrates how to use well-known technical indicators (EMA, ATR, MACD) within MZpack strategies. On bar close, prints values from all three indicators.

Source: [INSTALL PATH]/API/Samples/MZpackTechnicalSample0.cs Class: MZpackTechnicalSample0 : MZpackStrategyBase

What It Covers​

  • EMA with configurable period, custom stroke, and PlotStyle.Dot
  • ATR on a separate panel (IsOnPanel, PanelHeight, IsUpperPanel)
  • MACD with 3 plot series (MACD line, signal, histogram)
  • OnBarCloseHandler accessing indicator values via Values[n][barIdx]
  • WorkingStateHistorical = true for backtesting

Indicator Setup​

ema = new EMA(this, Close, EMA_Period);
ema.Calculate = Calculate.OnBarClose;
ema.Strokes[0] = new Stroke(System.Windows.Media.Brushes.Yellow);
ema.PlotStyle = PlotStyle.Dot;
ema.Visible = true;

atr = new ATR(this, Close, 14);
atr.Calculate = Calculate.OnBarClose;
atr.Strokes[0] = new Stroke(System.Windows.Media.Brushes.DarkCyan);
atr.IsOnPanel = true;
atr.PanelHeight = 300;
atr.IsUpperPanel = false;

macd = new MACD(this, Close);
macd.Calculate = Calculate.OnBarClose;
macd.IsUpperPanel = true;
macd.Strokes[0] = new Stroke(System.Windows.Media.Brushes.Blue);
macd.Strokes[1] = new Stroke(System.Windows.Media.Brushes.Red);
macd.Strokes[2] = new Stroke(System.Windows.Media.Brushes.Green);

Accessing Values​

Values[n] is a dictionary indexed by bar index. Check ContainsKey before access to avoid key-not-found errors:

protected void StrategyOnBarCloseHandler(MarketDataEventArgs e, int currentBarIdx)
{
    Print(string.Format("{0}:  EMA = {1}  ATR = {2}  MACD = {3}, {4}, {5}",
        currentBarIdx,
        ema.Values[0].ContainsKey(currentBarIdx) ? ema.Values[0][currentBarIdx] : 0,
        atr.Values[0].ContainsKey(currentBarIdx) ? atr.Values[0][currentBarIdx] : 0,
        macd.Values[0].ContainsKey(currentBarIdx) ? macd.Values[0][currentBarIdx] : 0,
        macd.Values[1].ContainsKey(currentBarIdx) ? macd.Values[1][currentBarIdx] : 0,
        macd.Values[2].ContainsKey(currentBarIdx) ? macd.Values[2][currentBarIdx] : 0
    ));
}

Key Points​

  • Values[n] is a dictionary indexed by bar index (not "ago" values)
  • Check Values[n].ContainsKey(barIdx) before access to avoid key-not-found errors
  • WorkingStateHistorical = true enables OnBarCloseHandler for historical bars (required for backtesting)

Configurable Properties​

PropertyDefaultDescription
EMA_Period14EMA period
CCI_Period14CCI period (indicator creation commented out)
MACD_Period14MACD period

See Also​