Cumulative Delta Histogram

It estimates the net buying and selling pressure within each price bar by decomposing volume into approximate buy-side and sell-side components, then accumulates this delta over a configurable lookback window. The result is displayed as a color-coded histogram with smoothing moving averages and an integrated divergence detection system.

Component 1: Delta Estimation Engine (CLV Method)

Component 2: Cumulative Delta Calculation

Component 3: Histogram Color Coding

Component 4: Moving Averages (Fast & Slow)

Component 5: Divergence Detection

Component 6: Alert System

Recommended Configurations by Trading Style

Trading Style

Period

Fast MA

Slow MA

Pivot L/R

Lookback

Mode

Day Trading

5–8

3

5

3/3

30

Rolling

Swing Trading

10–14

5

10

5/5

50

Rolling or Full

Position Trading

14–20

7

14

8/8

80

Full

Risk Warnings and Final Notes

No indicator predicts the future. This tool estimates past and present order flow dynamics. It tells you what has happened and what is happening, not what will happen.

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VP-VWAP Pack — Features Session VWAP Volume-Weighted Average Price anchored to your defined session start time ±1 Standard Deviation bands (configurable multiplier) Automatically resets each session — no carryover from previous day Gold solid VWAP line with dotted upper/lower bands Session Volume Profile Price-bucketed volume histogram drawn from session start to current bar Delta-colored bars: green for net buying, pink/red for net selling Configurable row count (default 50) and value area per
Delta Divergence •         Real-Time Market Conviction Tracking — Measures cumulative delta to reveal whether buyers or sellers are truly in control, cutting through price noise to show actual order flow dominance. •         Multi-Timeframe Confluence (30M / H1 / H4 / D1) — Validates lower timeframe signals against higher timeframe trends. When all timeframes align, confidence in the trade is significantly higher. •         Session Strength Percentage — Quantifies how far current delta has pulle
Key Features Dual Session Mode — Auto mode detects new calendar day automatically; Custom mode lets you define an exact HH:MM window with timezone offset for any market open (NY, London, Dubai, etc.) Live OR Formation Box — Highlighted box draws in real-time during the OR period, expanding as price makes new highs/lows, then freezes the moment the OR window closes Bias Fill — OR zone fills green if this session's midpoint is above the previous session's midpoint (bullish bias), red if below (bea
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