FootprintAbsorptionSignal

Detects absorption levels in the current footprint bar. Absorption indicates passive limit orders absorbing aggressive market orders. Direction is inverted: sell absorption signals buying support (Long), buy absorption signals selling resistance (Short).

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

Parameters

Name	Type	Default	Description
MinCount	long	1	Minimum number of absorption levels in the bar

Signal Logic

Direction	Condition
Long	Sell absorption count >= MinCount (bid side absorbing sells)
Short	Buy absorption count >= MinCount (ask side absorbing buys)
None	Both sides have absorptions, or neither side qualifies

Example

var signal = new FootprintAbsorptionSignal(strategy,
    MarketDataSource.Level1, SignalCalculate.OnEachTick);
signal.MinCount = 2;

pattern.Signals.Root.Add(signal);