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
| Name | Type | Default | Description |
|---|---|---|---|
IsFilter | bool | false | When true, ignores Any direction (both buy and sell divergences) |
Signal Logic
| Direction | Condition |
|---|---|
| Long | Buy divergences detected in the bar |
| Short | Sell divergences detected in the bar |
| Any | Both 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);