BarDeltaSignal

Evaluates the delta of the current bar. Positive delta signals Long, negative delta signals Short.

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

Parameters

Name	Type	Default	Description
MinAbsDelta	double	0	Minimum absolute delta required
IsReverse	bool	false	Reverse the direction

Signal Logic

Direction	Condition
Long	Bar delta > 0 AND abs(delta) >= MinAbsDelta
Short	Bar delta < 0 AND abs(delta) >= MinAbsDelta

Example

var signal = new BarDeltaSignal(strategy,
    MarketDataSource.Level1, SignalCalculate.OnBarClose);
signal.MinAbsDelta = 500;

pattern.Signals.Root.Add(signal);