CumulativeDeltaSignal
Evaluates the cumulative delta of the current session. Positive cumulative delta signals Long, negative signals Short.
Namespace: MZpack.NT8.Algo.Signals
Inheritance: CumulativeDeltaSignal : Signal
Data source: Level1 | Calculate: OnBarClose
Indicator: StrategyFootprintIndicator
Source: [INSTALL PATH]/API/Signals/CumulativeDeltaSignal.cs
Parameters
| Name | Type | Default | Description |
|---|---|---|---|
IsReversed | bool | false | Reverse the direction |
Signal Logic
| Direction | Condition |
|---|---|
| Long | Session cumulative delta > 0 |
| Short | Session cumulative delta < 0 |
Example
var signal = new CumulativeDeltaSignal(strategy,
MarketDataSource.Level1, SignalCalculate.OnBarClose);
pattern.Signals.Root.Add(signal);