Indicator Capabilities

Some indicator values are calculated only when their corresponding feature is enabled. A custom Signal declares the data it reads with Require(); when Algo.Strategy.Initialize() finishes, MZpack collects requirements from all tree and probe signals and enables the required indicator calculations.

Requirements are per indicator instance, not per indicator type. A strategy with two footprint instances can therefore request absorptions from one without changing the other. Capability application is monotonic: MZpack enables what the signal needs but never turns off a setting enabled in the indicator template.

Declaring a Requirement

Override DeclareRequirements() in the signal. It runs after the framework has resolved the signal's indicator references.

public class MyAbsorptionSignal : Signal
{
    readonly StrategyFootprintIndicator footprint;

    public MyAbsorptionSignal(Strategy strategy, StrategyFootprintIndicator footprint)
        : base(strategy, MarketDataSource.Level1, SignalCalculate.OnBarClose, true)
    {
        this.footprint = footprint;
    }

    public override void DeclareRequirements()
    {
        Require(footprint, FootprintCapabilities.Absorptions);
    }
}

Declare the data that the signal reads, not a UI setting. Do not declare a capability for data calculated unconditionally, such as footprint bar delta, volume, POC, min/max delta, per-level rows, or session POCs.

Capability Enums

`FootprintCapabilities`

Value	Makes available
`Imbalances`	Per-level imbalance rows
`ImbalanceSRZones`	Imbalance support/resistance zones
`Absorptions`	Bar absorption data
`AbsorptionSRZones`	Absorption support/resistance zones; also enables `Absorptions`
`BarValueArea`	Bar VAH and VAL
`BarMultiplePOC`	Multiple POC data; raises the POC-count setting to at least 2
`UnfinishedAuction`	Unfinished auction high and low
`RatioNumbers`	Ratio-number data
`AbsoluteDeltaAverage`	Absolute-delta average
`DeltaRate`	Delta rate, high and low
`DeltaDivergence`	Buy and sell delta-divergence flags
`SessionValueArea`	Session VAH and VAL

`VolumeProfileCapabilities`

Value	Makes available
`ProfileVWAP`	Profile VWAP
`ProfileVWAPDeviation`	VWAP standard-deviation bands; also enables `ProfileVWAP`

If a signal requires deviation and the indicator's VWAP mode is None or Dynamic, MZpack selects a dynamic standard-deviation mode. A Last VWAP mode is left unchanged because it has different semantics; MZpack reports that the required deviation is unavailable.

`MarketDepthCapabilities`

Value	Makes available
`OverallLiquidity`	Per-bar overall liquidity
`LiquidityMigration`	Per-bar liquidity migration

The realtime order book itself is always maintained and needs no capability.

`BigTradeCapabilities`

Value	Makes available
`Icebergs`	Iceberg detection
`Aggression`	Aggression detection

VolumeDeltaCapabilities currently contains only None: its public signal data is not gated by an indicator setting. The same applies to data exposed through the derived Delta Divergence indicator.

Built-in Signal Requirements

Built-in signals declare their own requirements. For example, Hammer w Absorption requests footprint absorptions, Stacked Imbalances requests imbalance S/R zones, and Delta Trap requests bar value-area data. No separate footprint-template switch is needed for those signals to calculate their required data.

Declaring a Requirement​

Capability Enums​

FootprintCapabilities​

VolumeProfileCapabilities​

MarketDepthCapabilities​

BigTradeCapabilities​

Built-in Signal Requirements​

See Also​