OrdferflowBarMetricsSignal

Evaluates order flow metrics of a footprint bar (volume, delta) against thresholds. All conditions must be met (AND logic) for the signal to fire. The direction is fixed at construction.

Namespace: MZpack.NT8.Algo.Signals Inheritance: OrdferflowBarMetricsSignal : Signal Data source: Level1 | Calculate: OnBarClose Indicator: StrategyFootprintIndicator Source: [INSTALL PATH]/API/Signals/OrderflowBarMetricsSignal.cs

Class name

The class name contains a typo (Ordferflow instead of Orderflow) in the source code. Use the exact name OrdferflowBarMetricsSignal when referencing this class.

Constructor

new OrdferflowBarMetricsSignal(strategy, footprintIndicator, ago, barMetricsDesc)

Parameter	Type	Description
footprintIndicator	StrategyFootprintIndicator	Footprint indicator instance (required)
ago	int	Bars ago to evaluate (0 = current bar)
barMetricsDesc	OrderflowBarMetricsDesc[]	Array of metric descriptors

Signal Logic

The signal retrieves the footprint bar from StrategyFootprintIndicator.FootprintBars and evaluates each metric. If any condition fails, the signal returns no direction. When all conditions pass, it returns the allowed direction configured in the descriptor. The signal does not produce an entry price.

OrderflowBarMetrics Enum

Value	Description
Volume	Total footprint bar volume
AbsDelta	Absolute delta: `
DeltaPercent	Delta as a percentage of volume (absolute value)

MinMax Enum

Value	Description
Min	Value must be >= threshold
Max	Value must be <= threshold

Example

var fpIndicator = new StrategyFootprintIndicator(strategy);

var desc = new OrderflowBarMetricsDesc[]
{
    new OrderflowBarMetricsDesc
    {
        OrderflowBarMetrics = OrderflowBarMetrics.Volume,
        MinMax = MinMax.Min,
        Value = 1000
    },
    new OrderflowBarMetricsDesc
    {
        OrderflowBarMetrics = OrderflowBarMetrics.DeltaPercent,
        MinMax = MinMax.Min,
        Value = 30
    }
};

var signal = new OrdferflowBarMetricsSignal(strategy, fpIndicator, 0, desc);

pattern.Signals.Root.Add(signal);