IVolumeDeltaIndicator
IVolumeDeltaIndicator provides programmatic access to the mzVolumeDelta chart indicator. It exposes per-bar volume and delta data, cumulative delta, iceberg alerts, and display settings.
Namespace: MZpack
Inheritance: IVolumeDeltaIndicator : IOrderFlowIndicator : ITickIndicator : IIndicator
Conditional: #if !FREE
Source: MZpackBase/mzVolumeDelta/IVolumeDeltaIndicator.cs
Key Data Properties
| Property | Type | Description |
|---|---|---|
VolumeDeltaBars | Dictionary<int, IVolumeDeltaBar> | Volume/delta bars indexed by bar index |
Configuration Properties
| Property | Type | Description |
|---|---|---|
VolumeDeltaMode | VolumeDeltaMode | Display mode |
TradeFilterMin | double | Minimum trade size filter |
TradeFilterMax | double | Maximum trade size filter |
VolumeDeltaDisplayFilter | double | Minimum display value |
ZeroLine | bool | Show zero reference line |
Volume Properties
| Property | Type | Description |
|---|---|---|
VolumeMode | VolumeMode | Volume display mode |
VolumeAlign | VolumeAlign | Volume bar alignment |
VolumeColorCode | VolumeColorCode | Color coding scheme |
BarMaxValue | BarMaxValue | Maximum bar value reference |
Delta Properties
| Property | Type | Description |
|---|---|---|
DeltaMode | DeltaMode | Delta calculation mode |
CumulateSession | bool | Reset cumulative delta on session start |
Alert Properties
| Property | Type | Description |
|---|---|---|
UseVolumeAlert | bool | Enable volume threshold alert |
VolumeAlertThreshold | double | Volume alert threshold |
VolumeAlertSound | string | Volume alert sound file |
UseIcebergAlert | bool | Enable iceberg detection alert |
IcebergAlertThreshold | double | Iceberg alert threshold |
IcebergAlertSound | string | Iceberg alert sound file |
Custom Filter Properties
| Property | Type | Description |
|---|---|---|
CustomValueLessFilter | double | Filter for values below this threshold |
CustomValueFilter1 | double | Custom color filter level 1 |
CustomValueFilter2 | double | Custom color filter level 2 |
CustomValueFilter3 | double | Custom color filter level 3 |
Example: Read Delta Per Bar
IVolumeDeltaIndicator vdIndicator = ...;
// Get the current bar data
IVolumeDeltaBar bar = vdIndicator.VolumeDeltaBars[CurrentBar];
// Read volume and delta
// (IVolumeDeltaBar properties depend on VolumeDeltaMode)
See Also
- StrategyVolumeDeltaIndicator — strategy wrapper class
- IDeltaDivergenceIndicator — extends this interface with divergence detection