MZpackStrategyBase

MZpackStrategyBase is the abstract base class for all MZpack strategies. It extends NinjaTrader's strategy infrastructure with MZpack indicator management, market data routing, and SharpDX chart rendering.

Namespace: MZpack.NT8.Algo Inheritance: MZpackStrategyBase : StrategyRenderBase : NinjaTrader.NinjaScript.Strategies.Strategy Source: [INSTALL PATH]/API/MZpackStrategyBase.cs

Delegates

Set these in your strategy constructor or OnStateChange(SetDefaults) to define the strategy and its indicators:

Delegate	Signature	Purpose
`OnCreateAlgoStrategy`	`Strategy OnCreateAlgoStrategyDelegate()`	Create and return the `Algo.Strategy` instance
`OnCreateIndicators`	`List<TickIndicator> OnCreateIndicatorsDelegate()`	Create and return the list of strategy indicators
`OnEachTickHandler`	`void OnTickDelegate(MarketDataEventArgs e, int currentBarIdx)`	Custom tick processing
`OnBarCloseHandler`	`void OnTickDelegate(MarketDataEventArgs e, int currentBarIdx)`	Custom bar close processing
`OnMarketDepthHandler`	`void OnMarketDepthDelegate(MarketDepthEventArgs e, int currentBarIdx)`	Custom Level 2 processing

Core Properties

Strategy and Indicators

Property	Type	Description
`Strategy`	`Strategy`	The `Algo.Strategy` instance (set via `OnCreateAlgoStrategy`)
`Indicators`	`ObservableCollection<TickIndicator>`	All strategy indicators
`Exports`	`Exports`	Data export handler
`DashboardCollapsedNodes`	`string`	Serialized pattern-dashboard legend state. It is maintained by the dashboard and normally should not be set directly

Data Series Configuration

Property	Type	Default	Description
`WorkingDataSeriesIdx`	`int`	-1	Which data series drives pattern logic (-1 = all)
`TradingDataSeriesIdx`	`int`	0	Where orders are submitted
`PatternValidatingDataSeriesIdx`	`int`	0	Data series for dashboard display

Operating Mode

Property	Type	Default	Description
`Operating`	`StrategyOperating`	`Auto`	`Auto` = automated entries, `Manual` = chart trader entries
`PositionManagement`	`PositionManagement`	`MZpack`	`MZpack` = MZpack manages position, `NinjaTraderATM` = use ATM template
`WorkingStateRealtime`	`bool`	`true`	Process data in real-time
`WorkingStateHistorical`	`bool`	`false`	Process data on historical bars
`EnableBacktesting`	`bool`	`false`	Enable backtesting mode

Logging

Property	Type	Default	Description
`LogLevel`	`LogLevel`	`NONE`	Log verbosity flags
`LogTarget`	`LogTarget`	`NinjaScriptOutput`	Output destination (File, NinjaScriptOutput, or All)

Key Methods

Indicator Management

Method	Return Type	Description
`GetIndicator<T>(string name)`	`TickIndicator`	Get indicator by type and name
`GetIndicator(string name)`	`TickIndicator`	Get indicator by name
`RemoveIndicator(TickIndicator indicator)`	`void`	Remove an indicator
`ApplyRequiredCapabilities()`	`void`	Collect requirements declared by tree and probe signals, then enable the required indicator calculations. It is called by `Algo.Strategy.Initialize()`; call it again after changing the signal set

Data Series

Method	Return Type	Description
`AddTickDataSeries()`	`void`	Add 1-tick data series (auto-called if tick replay is off)
`AddCustomDataSeries(BarsPeriodType, int)`	`int`	Add custom period data series, returns index

Price Helpers

Method	Return Type	Description
`RoundToTickSize(double price)`	`double`	Round to valid tick size
`PriceDiffTicks(double high, double low)`	`int`	Tick distance between prices
`PriceAddTicks(double price, int ticks)`	`double`	Add ticks to price
`PriceSubtractTick(double price)`	`double`	Subtract one tick
`Compare(double price1, double price2)`	`int`	Tick-aware price comparison
`IsPriceApproaching(double price, double level, int ticks)`	`bool`	Check if price is within N ticks of level

Candle Access

Method	Return Type	Description
`GetCandle(int ago)`	`ICandle`	Get candle from primary data series
`GetCandle(int ago, int dataseries)`	`ICandle`	Get candle from specific data series

Control Panel

Method	Return Type	Description
`CreateControlPanelElements()`	`UIElement[]`	Override to create custom UI controls
`ControlPanel_AttachEventHandlers()`	`void`	Override to attach control event handlers
`ControlPanel_DetachEventHandlers()`	`void`	Override to detach control event handlers
`OnConfigureSignalProbe(SignalProbe)`	`void`	Override to configure a newly created probe, for example its horizon and outcome ladder
`OnBeforeSignalProbePass(SignalProbe)`	`void`	Override to refresh host-owned state before each probe pass

Enums

StrategyOperating

Value	Description
`Auto`	Entries made automatically when patterns validate
`Manual`	Entries made manually from chart trader

PositionManagement

Value	Description
`MZpack`	Position managed by MZpack API (Entry/Exit/Trail)
`NinjaTraderATM`	Position managed by NinjaTrader ATM template

Example: Minimal Custom Strategy

public class MyCustomStrategy : MZpackStrategyBase
{
    StrategyFootprintIndicator footprint;
    StrategyVolumeProfileIndicator vpIndicator;

    public MyCustomStrategy()
    {
        // Create indicators
        OnCreateIndicators = () =>
        {
            footprint = new StrategyFootprintIndicator(this, "FP");
            footprint.TicksPerLevel = 1;

            vpIndicator = new StrategyVolumeProfileIndicator(this, "VP");
            vpIndicator.ProfileCreation = ProfileCreation.Session;
            vpIndicator.ProfileAccuracy = ProfileAccuracy.Minute;

            return new List<TickIndicator> { footprint, vpIndicator };
        };

        EnableBacktesting = true;
        WorkingStateHistorical = true;
    }

    protected override void OnBarUpdate()
    {
        if (BarsInProgress != TradingDataSeriesIdx) return;
        if (CurrentBar < 10) return;

        IFootprintBar bar = footprint.FootprintBars[CurrentBar];
        IVolumeProfile profile = vpIndicator.GetProfile(0);
        if (profile == null) return;

        // Buy when delta is positive and price is below VWAP
        if (bar.Delta > 0 && Close[0] < profile.VWAP)
        {
            EnterLong();
        }
    }
}

Delegates​

Core Properties​

Strategy and Indicators​

Data Series Configuration​

Operating Mode​

Logging​

Key Methods​

Indicator Management​

Data Series​

Price Helpers​

Candle Access​

Control Panel​

Enums​

StrategyOperating​

PositionManagement​

Example: Minimal Custom Strategy​

See Also​