Cumulative Delta - futures io
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Cumulative Delta

This is the cumulative sum, over the data in the chart or the trading day, of the difference between the Ask Volume and the Bid Volume, displayed as High-Low CandleStick bars.

This study requires data from a Data or Trading service that provides historical BidVolume and AskVolume.


The Cumulative Delta calculation is Market Buy Orders Market Sell Orders. If the Cumulative Delta is positive, then we have more aggressive buyers. If it is negative, we have more aggressive sellers. This is the basis of delta analysis.

For users of cumulative delta, a market order is considered aggressive and a limit order is considered as passive. The action of a person hitting the bid or offer is considered one of more urgency.

[Cum Delta is shown in the 2nd (ie bottom) pane]


Also known as Cum Delta or just CD.

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All information is for educational use only and is not investment advice.
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