medium · Order Flow Analysis footprint-delta

A trader identifies a 'bearish divergence' at a session high: price makes a new high at 1.1250 in 6E, but the bar delta Δ is -150 and cumulative delta is trending lower.

How does the 'Multi-bar Framework' suggest managing this trade?

  1. Scale out at the first target (pullback), and trail the remainder to capture a potential multi-bar trend reversal.
  2. Hold the position for the session low, since divergence signals reliably precede full trend reversals.
  3. Wait for price to breach the divergence high first, so all resting stop orders above the level are cleared out.
  4. Only take the trade if the daily bias is also bearish; standalone intraday divergences carry too little weight.

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