RelativeToProfileSignal

Evaluates the current price position relative to a volume profile level — VWAP, Value Area (VAH/VAL), or standard deviation bands.

Namespace: MZpack.NT8.Algo.Signals Inheritance: RelativeToProfileSignal : Signal Data source: Level1 | Calculate: OnBarClose Indicator: IVolumeProfileIndicator Source: [INSTALL PATH]/API/Signals/RelativeToProfileSignal.cs

Parameters

Name	Type	Default	Description
RelativeToProfile	RelativeToProfile	—	Profile level: VA or VWAP
VWAPType	VWAPMode	None	VWAP variant: Last, Dynamic, DynamicStdDev1, DynamicStdDev2
IsReversed	bool	false	Reverse signal direction
IsAnyWhenOutside	bool	false	Return Any direction when price is outside StdDev/VA bands

Signal Logic

VA mode:

Direction	Condition
Long	Price < VAL (below Value Area)
Short	Price > VAH (above Value Area)

VWAP mode:

Direction	Condition
Long	Price < VWAP
Short	Price > VWAP

StdDev mode (DynamicStdDev1/2):

Direction	Condition
Long	Price < lower standard deviation band
Short	Price > upper standard deviation band
Any	Price outside bands when IsAnyWhenOutside = true

Example

var signal = new RelativeToProfileSignal(strategy,
    MarketDataSource.Level1, SignalCalculate.OnBarClose);
signal.RelativeToProfile = RelativeToProfile.VA;

pattern.Signals.Root.Add(signal);