TradesClusterSignal

Detects a cluster of trades on a specific side (bid or ask) that meet volume, count, aggression, and range criteria. The direction is fixed at construction (Long or Short).

Namespace: MZpack.NT8.Algo.Signals Inheritance: TradesClusterSignal : Signal Data source: Level1 | Calculate: OnEachTick Indicator: StrategyBigTradeIndicator Source: [INSTALL PATH]/API/Signals/TradesClusterSignal.cs

Parameters

Name	Type	Default	Description
Side	TradeSide	—	Side of trades to collect (Bid or Ask)
Range	Range	—	Bar/tick range constraint for the cluster
MinVolume	long	0	Minimum total volume in the cluster
MinCount	long	0	Minimum number of trades in the cluster
MinAggression	int	0	Minimum aggression (ticks) per trade
VolumeCountLogic	Logic	And	How volume and count filters combine: And or Or

Signal Logic

The signal collects trades matching the Side and MinAggression criteria within the specified Range. When the collected cluster meets both (or either, per VolumeCountLogic) the MinVolume and MinCount thresholds, the pre-defined direction is returned.

Example

var signal = new TradesClusterSignal(strategy,
    MarketDataSource.Level1, SignalCalculate.OnEachTick);
signal.Side = TradeSide.Bid;
signal.MinVolume = 500;
signal.MinCount = 5;
signal.Range = new Range { Bars = 3 };

pattern.Signals.Root.Add(signal);