Orderflow · 06/10Live · v1.9.0
CumulativeDelta. Read institutional pressure.
Tick-accurate cumulative delta — the running sum of buy-initiated minus sell-initiated volume. Read institutional pressure in real time. Includes session-reset, delta divergence detection, and strategy-consumable properties.
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§ Who it’s for
Built for traders who need a decision, not noise.
- Futures traders reading aggression to time entries against exhausted flow
- Orderflow traders using delta divergence as a reversal signal
- Scalpers monitoring transaction pressure around key levels
§ Features
What’s in the box.
- True tick-level aggregation (requires Tick Replay or live tick feed)
- Session delta with automatic reset at session boundary
- Cumulative session, weekly, or custom-anchor modes
- Delta divergence auto-flagging — when price makes a new high/low but delta doesn’t
- Background tint on heavy delta bars (>2σ)
- Thread-safe ingestion — no lock contention during heavy tape
§ Parameters
Every setting, documented.
ParameterTypeDefaultRangeDescription
- Anchor ModeenumSessionSession · Weekly · CustomWhen to reset cumulative delta.
- Show Divergencesbooltrue—Flag price-delta divergences.
- Divergence Lookbackint205–100Bars to look back for divergence pivots.
- Heavy Bar Thresholddouble2.01.0–4.0σ multiplier for heavy-delta bar highlighting.
- Show Zero Linebooltrue—Render the session-start zero reference.
§ Changelog
Every change, public.
- v1.9.02026-03-20
- Added weekly anchor mode.
- Thread-safe ingestion rewritten — measurable reduction in tick-processing latency under load.
- v1.8.02026-01-30
- Divergence detection now accounts for dual-pivot confirmation before flagging.