Order-Flow Delta
Price tells you what happened. Order-Flow Delta shows you whether buyers or sellers were more aggressive while it happened.
View Product Page →Another Layer Underneath the Candle
A normal candle tells you what price did. Order-Flow Delta adds a second layer: while that move happened, were buyers or sellers more aggressive? That measurement is called Delta. The indicator uses it to build pressure shown directly on the chart (Delta Heat), that pressure tracked over time (CVD), moments where price and flow disagree (Divergence), unusual flow conditions (Absorption, Extreme Delta), and a dashboard summarizing it all.
It is a market-reading context tool. It does not generate automatic BUY or SELL signals, nothing in the code produces a trade call.
Positive Delta vs. Negative Delta
Delta is buying volume minus selling volume for one candle, a simple way of asking "who was more aggressive?"
Positive Delta
More buying pressure than selling pressure during that candle.
Negative Delta
More selling pressure than buying pressure during that candle.
Where Does the Delta Come From?
This changes how much weight the number deserves. The indicator does not always use the best source automatically.
Real Footprint
Actual buy/sell volume from TradingView's footprint data. Dashboard shows "Real bid/ask."
Lower-Timeframe
Breaks the candle into smaller intrabars and estimates the buy/sell split.
Bar-Only
Estimates Delta from just the current candle's own OHLC and volume.
Auto is not the only route. "Auto" tries real footprint first and falls back to the Lower-Timeframe estimate. Manually selecting "Lower-TF only" skips footprint entirely, even on a symbol/plan that would support it.
Real Footprint vs. Estimated Delta
Real Footprint = Actual Data
Only used when Delta Source is "Auto" and your plan/symbol support it. This is genuine bid/ask-based buy/sell volume.
Lower-TF / Bar-Only = Estimates
Both reconstruct a buy/sell split from ordinary price and volume, not a literal reading of exchange trades.
This matters especially on Forex, where "volume" is tick activity, how often price changed, not centralized exchange volume. Outside real footprint mode, treat Delta as an informed estimate, not ground truth.
How Estimation Works
Range Position
Closer to the high means more buying. Closer to the low means more selling.
Bar Polarity
Compares each intrabar's close to the previous one.
Close vs Open
Closed above open means buying. Below means selling.
Bar Delta labels on BTC/USDT. +4.46K (+58.7%) reads as roughly 4,460 more buying than selling volume, about 58.7% of that candle's total volume.
What Is Delta Heat?
Delta Heat paints Bar Delta directly onto your candles, gold for net buying, terracotta for net selling, so you read pressure without a separate line. Four modes: Background Heat (default), Candle Overlay, Bar Color, or Off.
BTC/USDT, 15m, Background Heat mode. Vertical shading behind every candle, with the dashboard tracking Bar Delta, Flow Bias, and CVD live.
Delta Spine & Pressure Ribbon
Built from the same normalized Delta pressure as Delta Heat, not a separate data source.
Delta Spine
A comb of thin flow filaments rising or falling off a price wave, one per candle.
Pressure Ribbon
The same signal shown as a smooth filled band that swells with net flow.
ETH/USDT, 30m. The gold/terracotta band hugging price is the Pressure Ribbon. Dashboard confirms real bid/ask footprint data was active.
What Is CVD?
CVD, Cumulative Volume Delta, keeps a running total of Bar Delta, so you can see whether buying or selling has been building even when price looks flat.
Reset options: Daily · Weekly · Never · plus an optional CVD Moving Average.
What Is Higher-Timeframe CVD?
The same CVD, sampled and stepped at a bigger timeframe than your chart, broader flow context without leaving the chart you're on.
Completed Steps
Locked in place once that higher-timeframe period closes.
The Current Step
Still live and can change until that period actually closes.
What Is Flow Bias?
A smoothed reading of recent Delta pressure, the recent trend, not just one candle. A small 5-bar gauge next to it shows the strength of that lean at a glance.
Buyers
Buying pressure has been stronger recently.
Sellers
Selling pressure has been stronger recently.
Balanced
Neither side has built enough sustained pressure.
What Is CVD Divergence?
Flags when price makes a meaningfully new high or low, but CVD does not confirm it.
Bearish
Price makes a new high, CVD is lower than at the previous swing. Buying flow didn't keep up.
Bullish
Price makes a new low, CVD is higher than at the previous swing. Selling flow didn't keep up.
What Is Bar-Delta Divergence?
A smaller version of the same idea, on a single candle, comparing its own close direction against its own Bar Delta.
Bullish
Candle closes DOWN, but Delta is positive. Price says down, Delta says buying.
Bearish
Candle closes UP, but Delta is negative. Price says up, Delta says selling.
An effort-versus-result clue on one candle. It can happen fairly often, not a major signal, just a small local disagreement worth noticing.
What Is Absorption?
A lot of buying or selling happened, but price barely moved.
"A lot" is judged relative to that symbol's own recent Delta behavior, not a fixed number. A possible sign aggressive orders ran into passive resistance. Context, not a guaranteed turning point.
What Is Extreme Delta?
Sometimes Delta becomes much larger than normal for that market, well beyond its own recent typical big-bar size.
Extreme Positive
Unusually large buying pressure for this symbol's recent history.
Extreme Negative
Unusually large selling pressure for this symbol's recent history.
Treated as climax / exhaustion context, not a BUY or SELL signal.
What Does Confidence Mean?
Confidence tells you how much information is feeding the current Delta number, nothing about whether a trade will work.
| Source | Confidence Behavior |
|---|---|
| Real footprint | Treated as the strongest possible input. |
| Lower-Timeframe | Scales up with how many intrabars were available. |
| Bar-only | Deliberately low, least information available. |
| Forex | Discounted further, volume there is tick activity. |
What Does the Dashboard Show?
| Field | Meaning |
|---|---|
| Data | Which source is active, Real bid/ask, OK, Tick-vol approx, or Bar-only. |
| Method | Fallback estimation method (blank when using real footprint). |
| Bar Delta | Current candle's net buying/selling difference and its % of volume. |
| Flow Bias | Buyers / Sellers / Balanced, from smoothed recent Delta. |
| CVD / HTF CVD | Cumulative Delta value, plus its higher-timeframe echo. |
| Extreme / Absorption | Whether the current bar qualifies for either. |
| Last Divergence / Confidence | Most recent CVD Divergence, and how detailed the data is. |
What Is Simple Mode?
A toggle that strips the chart down to the core Delta/CVD read, hiding the secondary layers.
Kept
Delta-colored candles, plain CVD line, CVD Divergence marks, and the dashboard.
Hidden
Per-bar histogram, CVD Moving Average, HTF CVD line, Bar-Delta Divergence triangles, Absorption boxes, Extreme Delta dots.
What Alerts Does It Have?
Eight built-in alert conditions, every one worded as market context, not an automatic trade instruction.
Does It Repaint?
The current candle is live, so its numbers can still change, normal for any order-flow tool.
Live & Updating
Current Bar Delta, Delta Heat, CVD, and the dashboard all update as the candle forms.
Locked After Close
CVD Divergence, Bar-Delta Divergence, Absorption, and the Extreme Delta dot (plus its alert) are confirmed-only.
One exception: the optional Extreme Delta numeric label in "Extremes only" mode can appear on a still-forming candle and vanish again before that candle closes.
What It Does Not Mean
Not a Direction Guarantee
Positive Delta doesn't mean price must rise. Negative doesn't mean it must fall.
Not a Reversal Guarantee
CVD Divergence and Absorption don't guarantee a reversal.
Not a Win Rate
Confidence is not a trade probability.
Not Real Trader Data
The indicator doesn't know individual traders' actual positions.
Not Always Real Bid/Ask
Outside footprint mode, Delta is an estimate.
Forex Isn't Centralized Volume
Forex volume is tick activity, not exchange volume.
The Easiest Way to Remember It
“Order-Flow Delta shows the buying and selling pressure measured inside each candle, tracks that pressure over time with CVD, and highlights important moments where price and flow disagree or where the flow becomes unusually strong.”
View Product Page →