Cumulative Delta
Order Flow Analysis glossary · Footprint & Delta Analysis
Definition
The running session-to-date sum of bar deltas, Δ_cum,n = sum_k=1^n Δ_bar,k, reset at the session open. Cumulative delta tracks net aggressive pressure from the open: a rising curve indicates aggressive buyers have dominated overall, a falling curve indicates aggressive sellers. Its primary use is divergence — when price prints a new extreme but cumulative delta fails to confirm, the extreme is vulnerable.
Cumulative Delta in plain English
For every chunk of time (a "bar"), delta measures the tug-of-war: aggressive buying minus aggressive selling. Cumulative delta just keeps a running total of all those tugs from the moment the trading day opens, so a steadily rising line means eager buyers have been winning overall, and a falling line means eager sellers have. The formula Δ_cum,n = sum_k=1^n Δ_bar,k is simply "add up every bar's delta so far." Its best use is spotting a mismatch: if price pokes to a fresh high but this running total doesn't, the move higher may be running on fumes.
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