Cumulative Delta

Order Flow Analysis Glossary

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.

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