FootprintImbalanceSignal
Detects stacked imbalances in the current footprint bar. Returns Long when buy (ask-side) imbalances are detected, Short when sell (bid-side) imbalances are detected.
Namespace: MZpack.NT8.Algo.Signals
Inheritance: FootprintImbalanceSignal : Signal
Data source: Level1 | Calculate: OnEachTick
Indicator: StrategyFootprintIndicator
Source: [INSTALL PATH]/API/Signals/FootprintImbalanceSignal.cs
Parameters
| Name | Type | Default | Description |
|---|---|---|---|
MinCount | long | 1 | Minimum number of imbalance levels in the bar |
Signal Logic
| Direction | Condition |
|---|---|
| Long | Buy imbalance count >= MinCount (ask side) |
| Short | Sell imbalance count >= MinCount (bid side) |
| None | Both sides have imbalances, or neither side qualifies |
Example
var signal = new FootprintImbalanceSignal(strategy,
MarketDataSource.Level1, SignalCalculate.OnEachTick);
signal.MinCount = 3; // at least 3 stacked imbalances
pattern.Signals.Root.Add(signal);