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Delta & CVD

Cumulative Volume Delta

Cumulative delta as OHLC candles + divergence detection

Cumulative Volume Delta sums delta (aggressive buys minus sells) from a chosen reset and plots it as continuous OHLC candles below price. Green = the bar closed above its open (net buying), red = below (net selling). You instantly see who is in control — and when price makes a new high but CVD does not (exhaustion), or when strong pressure fails to move price (absorption).

Data requirementBid/ask tick data
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What it does

  • Cumulative delta as continuous OHLC candles
  • Reset by session (RTH / ETH), weekly, monthly or continuous
  • Session presets: NY, London, Frankfurt, Tokyo, Sydney, CME Globex
  • Custom reset times with timezone & DST handling
  • Regular (exhaustion) and hidden (absorption) divergence detection
  • Adjustable pivot strength + connector lines between pivots
  • Scale axis to the current session + cap on rendered history
  • Live updates inside the forming candle

How to read it

01

Trend confirmation — price and CVD move the same way.

02

Exhaustion (regular divergence) — a new price high with no new CVD high → buyers are running out, watch for a reversal.

03

Absorption (hidden divergence) — strong CVD pressure but price stalls = a large passive player is soaking it up. Combine with Liquidity Heatmap and footprint imbalance.

Recommended presets

Where to start by market and trading style — fine-tune to your own feed.

Use caseResetScale to sessionDivergence
US index futures, day trading (ES/NQ)Session RTHonregular
24h futures / cryptoETH or neveronregular
Specific session open (London…)Customonregular
Swing / multi-day contextWeeklyoffregular + hidden

Specs

Type
Lower panel
Data
Bid/ask tick
Market
Futures, Crypto
Reset
Session / custom / never