medium · Order Flow Analysis footprint-delta

You enter a long trade in Corn based on a stacked buying imbalance zone. The current 'pullback' bar toward your entry zone has a delta of -600.

How should you respond to this negative delta?

  1. Wait for the pullback bar to close green before entering to ensure the trend is intact.
  2. Ignore the bar's delta and judge the trade by the footprint when it touches the zone.
  3. Exit the trade immediately as negative delta invalidates the bullish thesis.
  4. Add to the position because negative delta on a pullback is a 'bullish divergence'.

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