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DeltaDivergenceSignal

Detects divergence between price and cumulative delta at ZigZag swing points. A bullish divergence (lower price low, higher delta low) signals Long. A bearish divergence (higher price high, lower delta high) signals Short.

Namespace: MZpack.NT8.Algo.Signals Inheritance: DeltaDivergenceSignal : Signal Data source: Level1 | Calculate: OnBarClose Indicator: StrategyDeltaDivergenceIndicator Source: [INSTALL PATH]/API/Signals/DeltaDivergenceSignal.cs

Parameters

NameTypeDefaultDescription
IsFilterboolfalseWhen true, ignores Any direction (both buy and sell divergences)

Signal Logic

DirectionCondition
LongBuy divergences detected in the bar
ShortSell divergences detected in the bar
AnyBoth buy and sell divergences present (ignored if IsFilter = true)

Divergence detection parameters (ZigZag threshold, price/delta deviation) are configured on the StrategyDeltaDivergenceIndicator.

Example

var signal = new DeltaDivergenceSignal(strategy,
MarketDataSource.Level1, SignalCalculate.OnBarClose);

pattern.Signals.Root.Add(signal);