Largest Deltas

Largest Deltas is a professional tool for MetaTrader 5 that performs real-time market volume analysis and precisely calculates the Difference in Trade Volumes (Delta) at each price level within a bar. The tool visualizes the most significant price levels where market activity was at its peak, providing the trader with a clear understanding of the balance of power between "bulls" and "bears."

Key Features and Advantages:

• 💡 Identification of the Key Delta Level:
  Automatically finds the price inside each bar with the maximum difference between buy and sell volumes. This is the point where one side dominated with the greatest force.

• 🎯 Intuitive On-Chart Visualization:

  • Displays markers (rectangles or triangles) directly on the chart, precisely indicating the price where the delta extremum was recorded.

  • Color-coded indicators: Green for positive delta (buyer predominance), Red for negative delta (seller predominance).

  • Customizable history depth determines how many recent bars to display markers for.

• 📊 Detailed Comment with Analytical Table:

  • Three operating modes: You can disable the comment, show data only for the last bar, or for any bar under the mouse cursor.

  • A complete table with a breakdown for all price levels: buy volume, sell volume, total volume, and delta for each price.

  • Table scrolling (using the  UP / DOWN  arrow keys) to view all data if the number of levels exceeds the set row limit.

  • The row with the found delta extremum is automatically highlighted in the table with a  ▲  or  ▼  symbol.

• ⚙️ High Performance and Optimization:

  • Uses an intelligent data cache buffer, which prevents repeated heavy calculations when scrolling through history and ensures a fast response.

  • Economical use of terminal resources.

Who is this indicator for?

• For traders who use volume analysis (Volume Profile, VSA, Footprint).

• For scalpers and day traders who need to see the instantaneous balance of power.

• For anyone who wants to find confirmation for their trades in market volumes and identify significant support and resistance levels.

Main Settings:

• Drawing Type: Choice between rectangles ( rectangle ) and triangles ( triangle ).

• History Depth: The number of historical bars for which markers are displayed.

• Colors: Customization of colors for positive and negative delta.

• Comment Mode: Full control over the display of the information table.