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StrategyVolumeDeltaIndicator

StrategyVolumeDeltaIndicator wraps mzVolumeDelta for use inside MZpack strategies. It implements IVolumeDeltaIndicator.

Namespace: MZpack.NT8.Algo.Indicators Inheritance: StrategyVolumeDeltaIndicator : mzVolumeDelta, IVolumeDeltaIndicator Conditional: #if !FREE Data level: Level 1 Source: [INSTALL PATH]/API/Indicators/StrategyVolumeDeltaIndicator.cs

Setup in a Strategy​

public class MyStrategy : MZpackStrategyBase
{
    StrategyVolumeDeltaIndicator vdIndicator;

    protected override void OnStateChange()
    {
        if (State == State.Configure)
        {
            vdIndicator = new StrategyVolumeDeltaIndicator(this, "VD");

            // Configure
            vdIndicator.VolumeDeltaMode = VolumeDeltaMode.Delta;
            vdIndicator.DeltaMode = DeltaMode.PerBar;
            vdIndicator.CumulateSession = true;
            vdIndicator.TradeFilterMin = 0;
        }
    }
}

Accessing Data​

protected override void OnBarUpdate()
{
    if (CurrentBar < 1) return;

    // Get the current bar's volume/delta data
    IVolumeDeltaBar bar = vdIndicator.VolumeDeltaBars[CurrentBar];

    // Use delta and cumulative delta for trading logic
}

See Also​