Signal Base Classes

All signals inherit from Node, which provides tree structure, direction handling, and event routing. Signal adds market data processing, chart range tracking, and indicator access. LogicalNode provides AND/OR/CONJUNCTION logic between signals.

Namespace: MZpack.NT8.Algo

Node

Node is the abstract base class for all elements in the decision tree.

Inheritance: Node : ViewModelBase, ICloneable Source: [INSTALL PATH]/API/Signals/Node.cs

Key Properties

Property	Type	Description
`Name`	`string`	Signal name
`IsEnabled`	`bool`	Enable/disable on-the-fly
`Direction`	`SignalDirection`	Validated direction (None, Long, Short, Any)
`EntryPrice`	`double`	Entry price from signal validation
`StopLossPrice`	`double`	Stop loss price (if signal provides one)
`ProfitTargetPrice`	`double`	Profit target price (if signal provides one)
`Tree`	`SignalsTree`	Parent decision tree
`Parent`	`Node`	Parent node in tree
`Nodes`	`ObservableCollection<Node>`	Child nodes

Key Methods

Method	Description
`OnMarketEvent(object e, MarketDataSource source, bool isFirstTickOfBar, SignalDirection allowed)`	Process market event (abstract)
`OnCalculate(MarketDataEventArgs e, int barIdx, SignalDirection allowed)`	Calculate on Level 1 data (abstract)
`OnCalculate(MarketDepthEventArgs e, int barIdx, SignalDirection allowed)`	Calculate on Level 2 data (abstract)
`GetRange(ChartRange range)`	Get validated chart range (abstract)
`CheckSyntax()`	Validate node structure (abstract)

Static Direction Helpers

Method	Description
`Invert(SignalDirection)`	Long ↔ Short
`IsDetermined(SignalDirection)`	Returns `true` for Long or Short
`ResolveDirection(SignalDirection resolve, SignalDirection allowed)`	Apply allowed constraint
`IsOppositeDirections(SignalDirection a, SignalDirection b)`	Check if Long vs Short

Signal

Signal extends Node with market data processing, indicator access, and chart range tracking.

Inheritance: Signal : Node Source: [INSTALL PATH]/API/Signal.cs

Key Properties

Property	Type	Description
`Strategy`	`Strategy`	Parent Algo.Strategy
`MarketDataSource`	`MarketDataSource`	Data source: Level1, Level2, or Custom
`DataSeriesIndex`	`int`	Data series index (default: 0)
`Calculate`	`SignalCalculate`	When to calculate: OnEachTick, OnBarClose, NotApplicable
`IsReset`	`bool`	Re-evaluate on every event (vs. hold state after validation)
`HasPrice`	`bool`	Whether signal provides an entry price
`ChartRange`	`ChartRange`	Bar/price range where signal validated
`Time`	`DateTime`	When signal was validated
`Description`	`string`	Textual description of validated state
`PartiallyVisibleMode`	`SignalPartiallyVisibleMode`	Visibility in Partially Visible mode

Constructor

public Signal(Strategy strategy, MarketDataSource source,
    SignalCalculate calculate, bool isReset)

Key Methods

Method	Description
`GetEffectiveCurrentBarIndex()`	Current bar index adjusted for Calculate mode
`GetCurrentBarAgo()`	Returns 1 for OnBarClose, 0 for OnEachTick
`GetBestEntryPrice(SignalDirection)`	Best bid for Long, best ask for Short
`IsMarketEventSupported(MarketDataSource)`	Check if event matches this signal
`ReferIndicators()`	Grab indicators from strategy based on templates

LogicalNode

LogicalNode provides AND/OR/CONJUNCTION logic between child nodes.

Inheritance: LogicalNode : Node Source: [INSTALL PATH]/API/Signals/LogicalNode.cs

Properties

Property	Type	Description
`Logic`	`Logic`	`And`, `Or`, or `Conjunction`

Logic Behavior

Logic	Behavior
And	All children must resolve to a determined direction
Or	First child with determined direction wins
Conjunction	Upgrades directions: Long + Short = Any

Example

// Root AND node with two signals
var root = pattern.Signals.Root; // LogicalNode with Logic.And
root.Add(new FootprintImbalanceSignal(...));
root.Add(new BarDeltaSignal(...));

// Add an OR sub-group
var orNode = new LogicalNode(Logic.Or);
orNode.AddChild(new BigTradeSignal(...));
orNode.AddChild(new DOMImbalanceSignal(...));
root.Add(orNode);

RangeNode / Range

RangeNode implements IRange to constrain how far apart signals can validate and still count as one pattern.

Inheritance: RangeNode : Node, IRange | Range : RangeNode Source: [INSTALL PATH]/API/Signals/RangeNode.cs, [INSTALL PATH]/API/Range.cs

Properties

Property	Type	Default	Description
`Bars`	`int`	0	Max bar distance (0 = no limit)
`Ticks`	`int`	0	Max tick distance (0 = no limit)
`Logic`	`Logic`	`And`	How Bars and Ticks combine
`IsInSession`	`bool`	`false`	Restrict to current session

Enums

SignalDirection

Value	Description
`None`	Signal not triggered
`Long`	Buy signal
`Short`	Sell signal
`Any`	Both directions (used by filters and Conjunction logic)

SignalCalculate

Value	Description
`OnEachTick`	Evaluate on every tick
`OnBarClose`	Evaluate once per bar close
`NotApplicable`	For Level 2 and custom data sources

MarketDataSource

Value	Description
`None`	No source
`Level1`	Order flow / tick data
`Level2`	DOM / market depth data
`Custom`	Custom events

Logic

Value	Description
`And`	All conditions must be true
`Or`	Any condition is sufficient
`Conjunction`	Direction upgrade (Long + Short = Any)

Node​

Key Properties​

Key Methods​

Static Direction Helpers​

Signal​

Key Properties​

Constructor​

Key Methods​

LogicalNode​

Properties​

Logic Behavior​

Example​

RangeNode / Range​

Properties​

Enums​

SignalDirection​

SignalCalculate​

MarketDataSource​

Logic​

See Also​

Node

Key Properties

Key Methods

Static Direction Helpers

Signal

Key Properties

Constructor

Key Methods

LogicalNode

Properties

Logic Behavior

Example

RangeNode / Range

Properties

Enums

SignalDirection

SignalCalculate

MarketDataSource

Logic

See Also