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IDeltaDivergenceIndicator

IDeltaDivergenceIndicator provides programmatic access to the mzDeltaDivergence chart indicator. It extends IVolumeDeltaIndicator and adds divergence detection between price swings and cumulative delta.

Namespace: MZpack Inheritance: IDeltaDivergenceIndicator : IVolumeDeltaIndicator : IOrderFlowIndicator : ITickIndicator : IIndicator Conditional: #if !FREE Source: MZpackBase/mzDeltaDivergence/IDeltaDivergenceIndicator.cs

Key Data Properties

PropertyTypeDescription
DivergencesDivergencesCollection of detected divergences

ZigZag Configuration

PropertyTypeDescription
ZigzagDeviationTypeDeviationTypeValue or Percentage
ZigzagDeviationThresholddoubleMinimum deviation to form a new swing point
ZigzagUseHighLowboolUse High/Low instead of Close for swing detection

Price Deviation Filter

PropertyTypeDescription
PriceDeviationTypeDeviationTypeValue or Percentage
PriceDeviationMindoubleMinimum price change between swing points
PriceDeviationMaxdoubleMaximum price change between swing points

Delta Deviation Filter

PropertyTypeDescription
DeltaDeviationTypeDeviationTypeValue or Percentage
DeltaDeviationMindoubleMinimum delta change between swing points
DeltaDeviationMaxdoubleMaximum delta change between swing points

Filter Logic and Display

PropertyTypeDescription
DivergenceFiltersLogicDivergenceFiltersLogicHow filters are combined
DeviationStatisticsShowboolShow deviation statistics on chart
BreakPointShowboolShow ZigZag breakpoints
BuySellAreasShowboolShow buy/sell divergence areas
UseDivergenceAlertboolEnable divergence alert
DivergenceAlertSoundstringAlert sound file

IDivergence

Each detected divergence is represented by the IDivergence interface:

Property/MethodTypeDescription
aBreakPointFirst swing point
bBreakPointSecond swing point
IndicatorIDeltaDivergenceIndicatorParent indicator
IsBuy()boolBullish divergence (lower price, higher delta)
IsSell()boolBearish divergence (higher price, lower delta)
GetDeltaChange(DeviationType)doubleDelta change between points
GetPriceChange(DeviationType)doublePrice change between points
GetStatisticsText()stringFormatted statistics string

Example: Read Divergences

IDeltaDivergenceIndicator ddIndicator = ...;

Divergences divergences = ddIndicator.Divergences;
if (divergences == null) return;

// Iterate detected divergences
foreach (IDivergence div in divergences)
{
if (div.IsBuy())
{
// Bullish divergence: price made lower low, delta made higher low
double priceChange = div.GetPriceChange(DeviationType.Value);
double deltaChange = div.GetDeltaChange(DeviationType.Value);
}
else if (div.IsSell())
{
// Bearish divergence: price made higher high, delta made lower high
}
}

See Also