Decision Tree

The decision tree evaluates signals, filters, and actions to determine a trade direction. A Pattern holds two trees — SignalsTree for signal evaluation and FiltersTree for post-validation gating.

Namespace: MZpack.NT8.Algo

Evaluation Flow

Pattern.Evaluate()
 ├── SignalsTree
 │    └── Root (LogicalNode: AND/OR)
 │         ├── Signal A         → Long
 │         ├── LogicalNode (OR)
 │         │    ├── Signal B    → Short
 │         │    └── Signal C    → None (not triggered)
 │         ├── Action           → side effect
 │         └── RangeNode        → max 5 bars, 20 ticks
 │
 └── FiltersTree (evaluated only if SignalsTree validates)
      └── Root (LogicalNode: AND)
           └── ValueInRangeFilter → Any (pass) or None (block)

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Pattern

Top-level container that holds both trees and drives evaluation.

Inheritance: Pattern : StrategyItem Source: [INSTALL PATH]/API/Pattern.cs

Properties

Property	Type	Default	Description
Type	PatternType	Entry	Pattern type
AllowedDirection	SignalDirection	Any	Constrain pattern to Long, Short, or Any
IsShortCircuitANDEvaluation	bool	—	If true, AND signals are validated in sequence
Signals	SignalsTree	—	Signals decision tree
Filters	FiltersTree	—	Filters decision tree

Read-Only State

Property	Type	Description
Direction	SignalDirection	Resulting direction after evaluation (None, Long, Short)
Strategy	Strategy	Parent Algo.Strategy

Constructor

public Pattern(Strategy strategy, Logic rootLogic, Range signalsRange,
    Logic filtersLogic, Range filtersRange, bool isShortCircuitANDEvaluation)

Creates both SignalsTree and FiltersTree with the specified root logic and range constraints.

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SignalsTree

Wraps a root LogicalNode and evaluates all signals on each market event.

Inheritance: SignalsTree : ViewModelBase Source: [INSTALL PATH]/API/SignalsTree.cs

Properties

Property	Type	Description
Root	LogicalNode	Root node of the tree
Range	Range	Bar/tick range constraint for signal proximity
ChartRange	ChartRange	Combined bar/price range of validated signals
ValidatedCount	int	Number of validated signals
Height	int	Tree depth

Constructor

public SignalsTree(Pattern pattern, Logic rootLogic, Range range)

Key Methods

Method	Description
OnMarketEvent(object e, MarketDataSource source, bool isFirstTickOfBar, SignalDirection allowed)	Propagate market event through the tree
Initialize(Pattern pattern, bool isInConstructor)	Bind to pattern
UpdateChartRange()	Recalculate combined chart range from all signals
HasSignal(MarketDataSource source)	Check if the tree contains signals for a data source

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FiltersTree

Evaluated only after SignalsTree validates. If the filter expires (out of range), the entire pattern resets.

Inheritance: FiltersTree : SignalsTree Source: [INSTALL PATH]/API/FiltersTree.cs

Behavior

• UpdateChartRange sets MinBarIdx to Pattern.Signals.ChartRange.MaxBarIdx — filters are anchored to the signal validation point
• OnMarketEvent checks the bar range; if signals are out of Range.Bars, the pattern resets
• Filters use SignalDirection.Any to pass and SignalDirection.None to block

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LogicalNode

AND/OR combiner node in the decision tree.

Inheritance: LogicalNode : Node Source: [INSTALL PATH]/API/Signals/LogicalNode.cs

Properties

Property	Type	Description
Logic	Logic	Combination logic

Logic Behavior

Logic	Behavior
And	All children must resolve to a determined direction
Or	First child with a determined direction wins
Conjunction	Upgrades directions: Long + Short = Any

Constructor

public LogicalNode(Logic logic)

Allowed child types: LogicalNode, Signal, RangeNode.

Key Methods

Method	Description
CheckSyntax()	Validates that the node has at least one child
GetSignals(MarketDataSource source)	Recursively collects all signals for the given data source
OnPatternValidated()	Propagates validation event to all children

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RangeNode

Constrains how far apart signals can validate (in bars and ticks) and still count as one pattern.

Inheritance: RangeNode : Node, IRange Source: [INSTALL PATH]/API/Signals/RangeNode.cs

Properties

Property	Type	Default	Description
Bars	int	0	Max bar distance (0 = no limit)
Ticks	int	0	Max tick distance (0 = no limit)
Logic	Logic	And	How Bars and Ticks combine
IsInSession	bool	false	Restrict to current session

Key Methods

Method	Description
IsInRange(int bars, int ticks)	Returns true if within constraints (AND: both must pass; OR: either passes)
CheckSyntax()	Validates that range nodes have no children

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Enums

PatternType

Value	Description
Entry	Standard entry pattern
Exit	Exit pattern
Reversal	Reverse position
ScaleIn	Add to position
ScaleOut	Reduce position

Logic

Value	Description
And	All conditions must be true
Or	Any condition is sufficient
Conjunction	Direction upgrade (Long + Short = Any)

See Also

• Pipeline — execution order of components
• Signal Base Classes — Node, Signal, LogicalNode, RangeNode
• ChartRange — bar/price range tracking
• Filter — ValueInRangeFilter
• Action — side effect nodes