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feat(Delta): add average delta line (SMA/EMA) over the delta histogram #175

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feat(Delta): add average delta line (SMA/EMA) over the delta histogram #175

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d15e281
feat(Delta): add average delta line (SMA/EMA) over the delta histogram
AlbertoAmadorBelchistim Jul 4, 2026
840dc44
fix(Delta): make the average delta line independent of intrabar updates
AlbertoAmadorBelchistim Sep 19, 2026
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195 changes: 195 additions & 0 deletions Technical/Delta.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -75,6 +75,15 @@ public enum Location
Down
}

[Serializable]
public enum AverageMode
{
[Display(ResourceType = typeof(Strings), Name = nameof(Strings.SMA))]
Sma = 0,
[Display(ResourceType = typeof(Strings), Name = nameof(Strings.EMA))]
Ema = 1
}

#endregion

#region Fields
Expand Down Expand Up @@ -204,6 +213,32 @@ public enum Location
IgnoredByAlerts = true
};

#region Fields (average delta)

private readonly ValueDataSeries _avgSeries = new("AverageDelta", Strings.Average)
{
VisualType = VisualMode.Hide,
Width = 2,
Color = CrossColor.FromArgb(255, 60, 120, 240),
ShowCurrentValue = false
};

// Per-bar input of the average. Values are written by bar index, so repeated
// OnCalculate calls for the forming bar overwrite the sample instead of adding one.
private readonly ValueDataSeries _avgInput = new("AverageDeltaInput") { IsHidden = true };

// Running SMA sum per bar: _avgSum[bar] = _avgSum[bar - 1] + input[bar] - input[bar - period].
private readonly ValueDataSeries _avgSum = new("AverageDeltaSum") { IsHidden = true };

private bool _showAverage;
private int _averagePeriod = 20;
private AverageMode _avgMode = AverageMode.Sma;
private bool _avgColoredDirection;
private Color _avgBullishColor = Color.Green;
private Color _avgBearishColor = Color.Red;

#endregion

#endregion

#region Properties
Expand Down Expand Up @@ -560,6 +595,109 @@ public decimal NegativeAlertFilter

#endregion

#region Average Delta

[Display(ResourceType = typeof(Strings), Name = nameof(Strings.ShowAverage),
GroupName = nameof(Strings.Average), Order = 400)]
[Tab(TabName = nameof(Strings.Visualization), TabOrder = 1, ResourceType = typeof(Strings))]
public bool ShowAverage
{
get => _showAverage;
set
{
if (_showAverage == value)
return;

_showAverage = value;
_avgSeries.VisualType = value ? VisualMode.Line : VisualMode.Hide;
RecalculateValues();
RedrawChart();
}
}

[Display(ResourceType = typeof(Strings), Name = nameof(Strings.AveragePeriod),
GroupName = nameof(Strings.Average), Order = 410)]
[Range(1, 1000)]
[Tab(TabName = nameof(Strings.Visualization), TabOrder = 1, ResourceType = typeof(Strings))]
public int AveragePeriod
{
get => _averagePeriod;
set
{
if (value < 1) value = 1;
if (_averagePeriod == value)
return;

_averagePeriod = value;
RecalculateValues();
RedrawChart();
}
}

[Display(ResourceType = typeof(Strings), Name = nameof(Strings.CalculationMode),
GroupName = nameof(Strings.Average), Order = 420)]
[Tab(TabName = nameof(Strings.Visualization), TabOrder = 1, ResourceType = typeof(Strings))]
public AverageMode AvgMode
{
get => _avgMode;
set
{
if (_avgMode == value)
return;

_avgMode = value;
RecalculateValues();
RedrawChart();
}
}

[Display(ResourceType = typeof(Strings), Name = nameof(Strings.ColoredDirection),
GroupName = nameof(Strings.Average), Order = 430)]
[Tab(TabName = nameof(Strings.Visualization), TabOrder = 1, ResourceType = typeof(Strings))]
public bool AvgColoredDirection
{
get => _avgColoredDirection;
set
{
if (_avgColoredDirection == value)
return;

_avgColoredDirection = value;

// Per-bar colors cannot be unset individually; a recalculation clears them.
RecalculateValues();
RedrawChart();
}
}

[Display(ResourceType = typeof(Strings), Name = nameof(Strings.BullishColor),
GroupName = nameof(Strings.Average), Order = 431)]
[Tab(TabName = nameof(Strings.Visualization), TabOrder = 1, ResourceType = typeof(Strings))]
public CrossColor AvgBullishColor
{
get => _avgBullishColor.Convert();
set
{
_avgBullishColor = value.Convert();
RecolorAverage();
}
}

[Display(ResourceType = typeof(Strings), Name = nameof(Strings.BearishColor),
GroupName = nameof(Strings.Average), Order = 432)]
[Tab(TabName = nameof(Strings.Visualization), TabOrder = 1, ResourceType = typeof(Strings))]
public CrossColor AvgBearishColor
{
get => _avgBearishColor.Convert();
set
{
_avgBearishColor = value.Convert();
RecolorAverage();
}
}

#endregion

#endregion

#region ctor
Expand All @@ -586,6 +724,7 @@ public Delta()
DataSeries.Add(_divergenceDownCandles);

DataSeries.Add(_absorptionCandles);
DataSeries.Add(_avgSeries);

UpAlert.PropertyChanged += OnUpAlertChanged;
DownAlert.PropertyChanged += OnDownAlertChanged;
Expand Down Expand Up @@ -906,6 +1045,8 @@ protected override void OnCalculate(int bar, decimal value)
}
}

CalculateAverage(bar, deltaValue);

_prevDeltaValue = deltaValue;

if (Absorption.Enabled)
Expand Down Expand Up @@ -986,6 +1127,60 @@ protected override void OnCalculate(int bar, decimal value)

#region Private methods

private void CalculateAverage(int bar, decimal deltaValue)
{
if (!_showAverage)
{
_avgSeries[bar] = 0m;
return;
}

// Everything below depends only on the values of this bar and the stored results of
// previous bars, so recalculating the forming bar any number of times gives the same
// value as a full historical recalculation.
_avgInput[bar] = deltaValue;

decimal average;

if (_avgMode == AverageMode.Sma)
{
var sum = (bar > 0 ? _avgSum[bar - 1] : 0m) + deltaValue;

if (bar >= _averagePeriod)
sum -= _avgInput[bar - _averagePeriod];

_avgSum[bar] = sum;
average = sum / Math.Min(_averagePeriod, bar + 1);
}
else
{
var k = 2m / (_averagePeriod + 1m);
average = bar == 0 ? deltaValue : _avgSeries[bar - 1] + (deltaValue - _avgSeries[bar - 1]) * k;
}

_avgSeries[bar] = average;
SetAverageColor(bar);
}

private void SetAverageColor(int bar)
{
// Without direction coloring no per-bar color is set, so the line keeps the series color.
if (!_avgColoredDirection || bar == 0)
return;

_avgSeries.Colors[bar] = _avgSeries[bar] >= _avgSeries[bar - 1] ? _avgBullishColor : _avgBearishColor;
}

private void RecolorAverage()
{
if (_showAverage && _avgColoredDirection)
{
for (var bar = 0; bar < CurrentBar; bar++)
SetAverageColor(bar);
}

RedrawChart();
}

private int GetMinWidth(RenderContext context, int startBar, int endBar)
{
Expand Down