Deliverable Volume & Price - Divergence Strategy?

Algos, strategies, code
1

Friends,

Can someone give me the strategy to scan for all stocks which have divergence between Deliverable Volume and Price trend for say 15 trading sessions (daily) on EOD Data?

Thanks

2

As per above query an example of Divergence (MACD) indicator

Buy Script

TREND(EMA(CLOSE, 20), 15) = UP AND
TREND(MACD(13, 26, 9, SIMPLE), 5) = UP

# Buy if both momentum and inertia are favorable

Sell Script

TREND(EMA(CLOSE, 20), 15) = DOWN AND
TREND(MACD(13, 26, 9, SIMPLE), 5) = DOWN

# Sell if both momentum and inertia are favorable