I am trying to create a signal (up or down arrow) when there is a divergence between the price bar and the ask/bid delta of that same bar. The divergence detector study requires a length of at leas 2 bars. I'm looking for divergence of the same bar at the close of that bar. Any ideas how to do this???

This can easily be done with a Color Bar Alert Condition such as the following:

Price Bar Up, Vol Diff Bar Down
=AND(C>O,ID1.SG4<ID1.SG1)