DeltaRateSignal

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

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

Parameters

Name	Type	Default	Description
MinAbsDeltaRate	double	0	Minimum absolute delta rate (0 = returns allowed direction)

Signal Logic

Direction	Condition
Long	Delta rate > 0 AND abs(rate) >= MinAbsDeltaRate
Short	Delta rate < 0 AND abs(rate) >= MinAbsDeltaRate
allowed	When MinAbsDeltaRate = 0, returns allowed direction

Example

var signal = new DeltaRateSignal(strategy,
    MarketDataSource.Level1, SignalCalculate.OnBarClose);
signal.MinAbsDeltaRate = 100;

pattern.Signals.Root.Add(signal);