– Added ImbalanceSRZones, AbsorptionSRZones to IFootprintBar interface. – Filters in IBigTradeIndicator has been renamed. – IBigTradeIndicator.Trades is SortedDictionary<> now. – Added ‘attempts’ parameter to MZpack.NT8.Algo.Strategy.Initialize(). Number of attempts to enter position. After value is reached current pattern will be reset. – In OnCalculate() method of a custom signal or in OnMarketData() method IFootprintBar instance requires RefreshModel() call in historical state for values actualization: Imbalances/Absorptions, SR zones, UA, Session POC/VAH/VAL. See sample:
public override void OnCalculate(MarketDataEventArgs e, int barIdx) { IFootprintBar bar = Strategy.MZpackStrategy.FootprintIndicator.FootprintBars[barIdx]; if (Strategy.MZpackStrategy.FootprintIndicator.__State == State.Historical) bar.RefreshModel(new RefreshModelArgs() { Action = RefreshModelAction.BuildModel }); ... }