Strategies Overview

MZpack strategies are automated and semi-automated trading systems for NinjaTrader 8 that use order flow signals derived from MZpack indicators. The strategy framework organizes trading logic into patterns, decision trees, entries, and risk management — letting you build rule-based trading algorithms without writing code from scratch.

Operating Modes

Every MZpack strategy runs in one of two operating modes:

Mode	Description
Auto	The strategy submits orders automatically via an ATM (MZpack ATM or NinjaTrader ATM) when a pattern is validated
Manual	The strategy evaluates patterns and displays signals on the chart, but does not submit orders — you trade discretionally based on the visual output

The operating mode can be changed at any time from the strategy properties or the Control Panel.

Relationship to Indicators

Strategies use their own internal indicator classes rather than the chart indicators you add manually. Each strategy indicator class corresponds to a chart indicator:

Strategy Indicator Class	Chart Indicator
StrategyFootprintIndicator	mzFootprint
StrategyVolumeProfileIndicator	mzVolumeProfile
StrategyVolumeDeltaIndicator	mzVolumeDelta
StrategyBigTradeIndicator	mzBigTrade
StrategyMarketDepthIndicator	mzMarketDepth
StrategyDeltaDivergenceIndicator	mzDeltaDivergence

Strategy indicators are not visible on the chart by default. Use Partially Visible mode to show only the indicator data relevant to validated signals — see Visualization and Algo Strategy — Partially Visible sample.

Strategy Framework at a Glance

The strategy framework provides building blocks for constructing trading algorithms:

• Pattern — a set of conditions (signals + filters) that, when satisfied, produce a trading direction (Long or Short). Pattern types include Entry, Exit, Reversal, Scale-in, and Scale-out.
• Signal — processes market data and outputs a direction. Signals are organized into a decision tree with AND/OR/CONJUNCTION logic.
• Filter — same as a signal but placed in a separate filters tree, evaluated after signals validate.
• Entry — defines how a position is opened: order method (Market, Limit, Stop-Limit), stop loss, profit target, break-even, and trail.
• Risk Management — daily loss limit, max drawdown, profit limit, and trades limit.
• Visualization — pattern background coloring, entry/exit markup, and a real-time pattern dashboard.

For a detailed walkthrough, see the Strategy Framework page.

Built-in Strategies

MZpack ships with three ready-to-use strategies:

Strategy	Description
Footprint Action	An order flow strategy with 10 delta and footprint signals (delta divergence, delta trap, stacked imbalances, etc.) combined using AND/OR logic
GhostResistance	A reversal strategy targeting liquidity traps — detects absorption, big trades, and price action near volume profile levels to trade reversals
Data Export	A utility strategy that exports indicator data (footprint, volume profile, big trades, market depth) to CSV files for external analysis and machine learning

For configuration details, see Built-in Strategies.

Adding a Strategy

1. Right-click on a NinjaTrader 8 chart
2. Select Strategies
3. Search for the strategy name (e.g., FootprintAction)
4. Click Add, configure the parameters, then click OK
5. Enable the strategy from the chart toolbar or Strategies tab in the Control Center

Product Availability

Strategy features require specific license types:

Feature	FREE	TRIAL	Indicators	API
Chart indicators	Limited	All 6	All 6	—
Built-in strategies	—	Yes	—	Yes
Strategy framework (custom strategies)	—	Yes	—	Yes
Data Export Strategy	—	Yes	—	Yes
Risk management	—	Yes	—	Yes

See Licensing for details.