Delta Signals Engine V1.4

Complete documentation for all six signal engines, toolbar controls, educational features, and strategy integration. This guide covers every parameter and how to use DSE effectively with any trading system.

Installation

Step 1 — Import the File

Import DeltaSignalsEngine.zip into your NinjaTrader:

Step 2 — Restart the platform

If prompted during the import process, restart the platform or follow the instructions.

Step 3 — Add to Chart

Right-click your chart → Indicators → search for "Delta Signals Engine" under the ADTS_DELTA namespace. Add it to any chart with a supported data feed (tick data required).

Quick Start

DSE works out of the box with sensible defaults. Once added to a chart, all six engines are enabled and the ADTS toolbar appears at the top of your chart. Here's what to expect:

• Delta labels appear on each bar showing the bar-by-bar delta value (green = positive, red = negative)
• Burst dots (green/red circles) mark statistically extreme delta bars
• Divergence diamonds mark pivot points where price and delta diverge
• Exhaustion labels (eUp/eDn) flag effort-to-result failures
• Momentum Ignition labels (MI↑/MI↓ and MI✓) mark displacement bars
• Absorption labels (AB↑/AB↓) flag trapped-participant bars
• Retest labels (RT↑/RT↓ and RTF) mark zone retest confirmations and failures
• S/R Zones draw semi-transparent overlays where divergence was detected

ADTS Chart Toolbar

The toolbar docks at the top of your chart and provides instant toggle access to every visual layer. Each button remembers its state across sessions.

Delta Burst

Delta Burst detects when the absolute bar delta (change in cumulative delta from the previous bar) is statistically extreme relative to its recent history. This is the most fundamental signal — it tells you when aggressive participation spikes far above normal.

Detection Logic

On each closed bar, DSE computes barDelta = DeltaSeries[0] - DeltaSeries[1], then calculates the Z-score of |barDelta| against its SMA and StdDev over the lookback window. If Z exceeds the threshold and |barDelta| exceeds the minimum, a burst fires.

Delta Divergence

Divergence compares successive pivot highs (or lows) in price against cumulative delta. When price makes a higher high but delta makes a lower high, that's bearish divergence — aggressive buying is weakening despite new price extremes. The inverse signals bullish divergence.

Detection Logic

DSE uses a configurable pivot strength to identify swing points. When two successive pivots are found, it compares: (1) pivot price direction, (2) pivot delta direction. If they diverge, a divergence event fires and an S/R zone is drawn.

Exhaustion

Exhaustion is an effort-to-result failure pattern. It identifies a high-delta "effort" bar followed by failing momentum — the market tried hard in one direction but couldn't sustain it. This is a classic professional-trader reversal signal.

Detection Logic

DSE tracks an "effort" bar (high |barDelta|), then monitors subsequent bars within the ExhaustionWindow. If the delta drops by more than the configured ratio without price extension, exhaustion fires. Optionally requires a preceding burst for higher conviction.

Momentum Ignition

Momentum Ignition catches displacement — when a single bar breaks out of the recent range with extreme conviction. DSE supports two modes: single-bar ignition (one massive bar) and two-step ignition (effort bar + follow-through confirmation).

Single-Bar Logic

The bar's range must exceed IgnitionRangeMult × ATR and its close must be in the extreme IgnitionCloseFrac of the bar. Combined with minimum delta, this catches institutional push bars.

Two-Step Logic

An effort bar is detected (same criteria) but doesn't immediately confirm. DSE then watches for a follow-through bar within TwoStepMaxConfirmBars that breaks the effort bar's extreme and closes beyond it. Two-step signals render as MI✓.

Absorption / Trap

Absorption detects when heavy delta commitment is "absorbed" without moving price — a telltale sign of trapped participants. When aggressive buyers push hard (positive delta) but the bar closes weak near its low, it's a bull trap signaling potential downside. The inverse signals a bear trap.

Detection Logic

DSE checks three conditions simultaneously: (1) |barDelta| Z-score exceeds the threshold, (2) the bar's range is small relative to ATR (AbsorptionMaxRangeTRFrac), and (3) the close is in the opposite extreme (AbsorptionCloseOppFrac). All three must be true for an absorption signal.

Zone Retest

Zone Retest monitors divergence-created S/R zones for re-engagement. When price returns to a zone, DSE validates whether the level holds or fails based on where the bar closes relative to the zone and the bar's delta direction.

Detection Logic

For a retest to fire: (1) the bar must overlap the zone, (2) enough bars must have passed since zone creation (RetestMinBarsAfterZone), (3) optionally the bar must close outside the zone, and (4) optionally delta must confirm the expected direction. Each zone can only be retested once.

Educational Mode

Educational Mode adds a rich hover/click strip to the chart. When you hover over a bar that has one or more signals, a detailed educational panel appears showing exactly what was detected, with signal-specific metrics like Z-scores, delta values, TR fractions, and scoring breakdowns.

Using Edu Mode

• Hover over any bar with a signal — the edu strip appears at the bottom of the chart
• Click a signal bar to pin the strip in place — it stays visible as you scroll
• Use the Release Pin toolbar button to unpin
• The strip is divided into 6 color-coded blocks: Divergence, Burst, Exhaustion, Ignition, Absorption, Retest
• Each block shows its signal details only when that signal type fired on the hovered bar

Interactive / Real-Time Mode

When both Educational Mode and Interactive Mode are enabled, DSE automatically displays the edu strip when new signals fire in real-time. The strip holds for InteractiveHoldSeconds (default 30) before auto-dismissing. Signal priority: Divergence → Ignition → Burst → Exhaustion → Absorption → Retest.

Strategy-Friendly Exports

Every engine exposes NinjaScript Series<int> and Series<double> that you can reference from any strategy. Signal series output +1 (bullish), −1 (bearish), or 0 (no signal).

Visual Settings

Each signal has configurable tick offset (distance from price) and minimum pixel size to control density at different zoom levels.

Supported Chart Types

DSE is a pure overlay indicator that works on any NinjaTrader chart type providing tick-level data:

• Minute charts (1-min, 5-min, 15-min, etc.)
• Tick charts (any tick count)
• Range bars
• Renko / Easy Renko — excellent for clean signal visibility
• Volume bars
• Heiken Ashi and other bar types with tick data support

Color Reference

All Parameters — Quick Reference

Complete listing of every configurable property. All parameters are accessible in the NinjaTrader indicator properties panel and persist in workspace templates.

Delta Signals Engine V1.4 — ADTS Systems — NinjaTrader 8 Indicator