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SignalOnCalculate Method (MarketDepthEventArgs, Int32, SignalDirection)

Override in inherited class to implement calculation (validation) of signals based on Level 2 market data.

Namespace:  MZpack.NT8.Algo
Assembly:  MZpack.NT8.Pro (in MZpack.NT8.Pro.dll) Version: 3.18.1.0 (3.18.1.0)
Syntax
C#
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public override void OnCalculate(
	MarketDepthEventArgs e,
	int barIdx,
	SignalDirection allowed
)

Parameters

e
Type: MarketDepthEventArgs
Level 2 market data event.
barIdx
Type: SystemInt32
Current bar index.
allowed
Type: MZpack.NT8.AlgoSignalDirection
Allowed direction of the signal. When OnCalculate() is called for filters (ie. for signals from filters tree), allowed is equal to the direction of validated signals tree. Use allowd to optimize the calculation.
See Also