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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