Delta Functions

Deterministic change (delta) functions

Name	Parameters	Returns	Description
Delta.Absolute	(decimal current, decimal previous)	decimal	Returns the absolute delta between current and previous.
Delta.Direction	(decimal current, decimal previous)	decimal	Returns -1, 0, or 1 indicating change direction.
Delta.IsDecreasing	(decimal current, decimal previous)	bool	Returns true if current is less than previous.
Delta.IsIncreasing	(decimal current, decimal previous)	bool	Returns true if current is greater than previous.
Delta.Magnitude	(decimal current, decimal previous)	decimal	Returns the magnitude of change.
Delta.Percent	(decimal current, decimal previous)	decimal	Returns the percent change from previous to current.
Delta.Ratio	(decimal current, decimal previous)	decimal	Returns the ratio of current to previous.
Delta.Signed	(decimal current, decimal previous)	decimal	Returns the signed magnitude of change.
Delta.Value	(decimal current, decimal previous)	decimal	Returns the signed delta between current and previous.

Examples

	

    Delta.Value(Price, PrevPrice)
    Delta.Absolute(PnL, PrevPnL)
    Delta.Percent(Equity, PrevEquity)

    Delta.Direction(Current, Previous)
    Delta.IsIncreasing(Volume, PrevVolume)