DOMBlockSignal

Detects persistent large orders (blocks) in the DOM that have been present for a minimum time, are within a specified distance from the current price, and exceed a volume threshold.

Namespace: MZpack.NT8.Algo.Signals Inheritance: DOMBlockSignal : Signal Data source: Level2 | Calculate: NotApplicable Indicator: StrategyMarketDepthIndicator Source: [INSTALL PATH]/API/Signals/DOMBlockSignal.cs

warning

Requires Level 2 data — live or replay only. Not available in historical backtesting.

Parameters

Name	Type	Default	Description
TimeSeconds	int	5	Minimum time in seconds the block must persist in DOM
DistanceTicks	int	10	Maximum distance from current price in ticks
Volume	long	100	Minimum volume of the block
EntryPriceOffsetTicks	int	0	Entry price offset from block price in ticks

Signal Logic

Direction	Condition
Long	Bid-side block meets all criteria (time, distance, volume)
Short	Ask-side block meets all criteria

Example

var signal = new DOMBlockSignal(strategy,
    MarketDataSource.Level2, SignalCalculate.NotApplicable);
signal.Volume = 500;
signal.TimeSeconds = 10;
signal.DistanceTicks = 5;

pattern.Signals.Root.Add(signal);