Who this is for — Anyone using footprint or tape who wants one number summarising aggressive pressure per bar or session.
Delta compares volume executed at the ask (aggressive buy) minus volume at the bid (aggressive sell) in an interval. It underpins cumulative delta and footprint reading.
In plain terms — Who is pushing urgently? Positive delta = more market buys; negative = more aggressive sells.
Cautious reading
| Pattern | Interpretation |
|---|---|
| Delta ↑ with price ↑ | Bullish trend confirmation |
| Delta ↑ with price ↓ | |
| Price/delta divergence | Watch for pause or reversal |
One bar's delta can mislead — also use cumulative form and profile context.
Typical mistake — Positive delta = «must buy» — without levels and regime it may be trapping in distribution.
Example — Three red bars with rising positive delta at VA support: absorption setup — wait for structure confirmation before entry.
Summary card
- What it is: aggressive buy − aggressive sell.
- What changes: quantifies pressure beyond candle colour.
- Quick check: delta coherent with price direction?