Strategy Class

Base abstract class for trading strategy. Implements basic trading logic and position management.

Inheritance Hierarchy

Namespace: MZpack.NT8.Algo
Assembly: MZpack.NT8.Pro (in MZpack.NT8.Pro.dll) Version: 3.18.1.0 (3.18.1.0)

Syntax

[SerializableAttribute]
public class Strategy : ViewModelBase

The Strategy type exposes the following members.

Constructors

	Name	Description
	Strategy	Initializes a new instance of the Strategy class
	Strategy(String, MZpackStrategyBase)	Initializes a new instance of the Strategy class

Properties

	Name	Description
	Dashboard
	ExitPattern	The exit pattern.
	LogLevel	Log level.
	LogTarget	Log target.
	LogTime	Add chart time to each log record.
	MZpackStrategy	Native NinjaTrader strategy.
	Name	Name of the strategy.
	OppositePatternAction	How to manage opened position when pattern with opposite direction is validated.
	Pattern	The entry pattern.
	Position	Algorithmic position of the strategy.
	RiskManagement
	SessionBreak	Reset the strategy and all signals on new session. Default is True. Opened position is still controled by Ninja settings.
	TradingTimes	Trading times. The strategy doesn't make entries outside trading times. Working orders outside trading times will be closed, pending orders will be canceled. TradingTimes doesn't affect on a strategy in Manual operating mode.

Methods

	Name	Description
	Initialize(Pattern, Entry, Int32)	Initializes algorithmic strategy.
	Initialize(Pattern, Pattern, Entry, Int32)	Initializes algorithmic strategy.
	IsTrade
	Log	Logs the text depending on LogLevel property.
	LogFolderPath	Log folder path.
	LogHeader
	LogLF	Logs line feed.
	LogNinjaScriptProperties	Logs public properties with NinjaScriptProperty attribute. LogLevel must contain LogLevel.PROPERTIES.
	OnEntryPatternNotValidated
	OnEntryPatternValidated
	OnExitPatternValidated
	OnOrderFilled	Override to implement custom behavore on native NinjaTrader order filling.
	OnOrderUpdate	Override to implement custom behavore on native NinjaTrader order update. base.OnOrderUpdate() call required.
	OnPositionOpenFilter	Override to implement filter before openig a position.
	OnPositionUpdate	Override to implement custom behavore on native NinjaTrader position update. base.OnPositionUpdate() call required.
	OnValidateEntryPatternFilter	Override to implement filter before validation process of entry pattern of the strategy.
	OnValidateExitPatternFilter	Override to implement filter before validation process of exit pattern of the strategy.
	PriceToTicks	Converts price to ticks depending on tick size.
	Reset
	TicksToPrice	Converts ticks to price depending on tick size.
	TradingTimeFilter

Fields