VolumeProfileDeltaSignal

Evaluates the delta of the most recent volume profile. A negative profile delta suggests buying pressure (Long), a positive delta suggests selling pressure (Short).

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

Parameters

Name	Type	Default	Description
IsInverted	bool	false	Invert the direction
MinRangeTicks	int	0	Minimum profile range in ticks
MaxRangeTicks	int	-1	Maximum profile range (-1 = no limit)
MinVolume	double	0	Minimum total volume in profile
AbsMinDelta	double	0	Minimum absolute delta in profile

Signal Logic

Direction	Condition
Long	Profile delta < 0 (or inverted) AND volume/range/delta filters pass
Short	Profile delta > 0 (or inverted) AND volume/range/delta filters pass

Example

var signal = new VolumeProfileDeltaSignal(strategy,
    MarketDataSource.Level1, SignalCalculate.OnBarClose);
signal.MinVolume = 10000;
signal.AbsMinDelta = 500;

pattern.Signals.Root.Add(signal);