LuxAlgo
Order Flow

Volume Delta

Volume Delta and Cumulative Volume Delta from footprint buy and sell volume.

View as Markdown

Both tools come from footprint buy vs sell volume. They need a footprint-capable symbol. They also need a fixed bar duration, so they are unavailable on monthly timeframes. Add them from Indicators → Orderflow.

Volume Delta

Per-bar buy volume − sell volume as columns in a new pane. Green when buyers lifted more; red when sellers hit more.

Mode switches what the delta measures:

  • Total (default): total buy volume minus total sell volume (who traded more).
  • Average: average trade size per side (volume ÷ trade count): who traded larger. A rising average-mode delta with a flat total-mode delta means fewer but bigger buyers.

Average mode needs per-side trade counts; bars without them leave an honest gap instead of plotting zero.

Cumulative Volume Delta

CVD is the running sum of the per-bar delta, in its own pane. Reading it answers whether pressure is accumulating: price making highs while CVD makes lower highs is the classic absorption divergence.

  • Style: Candles (default, with true intra-bar wicks showing how far delta swung inside each bar), Line, or Area.
  • Anchor: where the running sum resets, in UTC periods: Day, Week, Month (default), or All data.
  • Mode: Total or Average, same semantics as Volume Delta.

Use Volume Delta to read each bar; use CVD to see whether that pressure is accumulating across the session.

For the print-count equivalents of both tools, see Trade Count.

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