I don't filter the delta. if I don't see the numbers (volume ladder) I like to use this kind of information:




normally the higher the delta, the stronger the divergence.

Do you use "reverse delta" divergences?.... Example: price makes an equal high on higher buy delta but reverses immediately, setting up a short.

Hope I explained that ok.

Thanks for your contributions here :-)

I like to take reversal trades off of Imbalance on high/low of day. I used to take almost every Imbalance. But now just on the LOD/HOD . A great cure for my overtrading lol. This delta divergence is a great addition. Thanks for sharing

Do you watch other timeframes? Or just range bars with this divergence?

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and I would like to apologize to @Grantx for hijacking his thread and posting off topic stuff.

Here's another way of looking at the "Volume Ladder" that I'm certain many of you already know of:

It's a little harder to see in real time unless you choose to focus solely on the Volume ladder, but in the simplest of terms:

You're looking for "Deceleration of greater than 90%"
How do you see that?
Look to the bar directly to the left of the current bar (in this case the bar that followed the High of the Day (To that point in the day).

If the numbers in the current bar are less than 10% of the numbers at the same price in the previous bar you've found what you're looking for.



You can also look at the number directly below the last number printed on the ladder (or above for the opposite condition)
Is that number 10% or smaller than the number directly (in this case) below it?



Or in this case above it?

Great post and thanks! I am having a bit of trouble understanding about the numbers being 10% smaller than numbers directly above/below them. Are we looking at numbers on the bid or ask? Are we looking at the total volume at that particular price?

Thank you

It was meant to be a General statement, - if you look for a 90% "Deceleration" it's not exactly carved in stone,

But as an example (only) and this one might not be the best example,
If you look at the low of one of those 30 minute bars on the Volume Ladder,

look to the left and look above



Is the 48 At Bid less than 10% of the 532 At Bid? yes
Is the 0 At Offer less than 10% of the 21 At Offer? yes

There's no guarantee that they won't come back and whack it lower, but at that moment It looked like a good place to set my protective stop if I managed to get long around there.

I hope that helps clear it up for you.