Three numbers per candle — Σ Volume, Δ Volume, Δ%. These three tell you more about bar quality than any candle pattern. High delta% = conviction bar. Low delta% on a big move = something is wrong.
What you're reading
The Delta Grid renders above your CVD panel, showing three values per bar in a monospace grid:
Σ V (Total Volume) — how much total volume traded in the bar. High volume bars matter more than low volume bars, regardless of direction.
Δ V (Delta Volume) — net volume: ask − bid for the entire bar. Positive = net buying, negative = net selling. The sign confirms or contradicts the bar's direction.
Δ% (Delta Percentage) — delta as a percentage of total volume. This is the quality metric. A bar with 40%+ delta is a high-conviction bar. A large move with 5% delta is suspicious — it's a high-volume, low-directional-commitment bar, often a sign of two-sided trading or absorption.
Color coding — teal cells = net bullish bar. Magenta cells = net bearish bar. Instant visual read across multiple bars without reading numbers.
Confluence — what to stack
Delta Grid signal
Add this indicator
Result
High Δ% teal bar at demand zone
Flow Imbalance — zone still active?
Conviction buying at key level — long entry
Low Δ% on large bullish bar
Flow Footprint — absorption in the bar?
Volume without conviction — potential trap bar
Declining Δ% across 3 consecutive teal bars
Flow CVD — CVD flattening?
Momentum bleeding — size down, potential reversal
High Δ% on ORB break bar
Flow ORB — break of ORH?
High-conviction breakout — add to ORB position
Very high Σ V but near-zero Δ%
Flow Footprint — check for absorption
Absorption candle — two-sided, potential reversal zone
Trade scenarios
Bar quality filter — entering only on conviction bars
SetupYou have a structural setup (imbalance zone test, ORB break). Price is moving in the right direction.
TriggerThe trigger bar (the one you'd enter on) forms. Before entering, check Delta Grid.
ConfirmΔ% is ≥ 25–30% in the direction of your trade. Σ V is above average for the session. Color matches direction. CVD is moving with the bar.
InvalidateΔ% is below 10% on the trigger bar. Skip this entry — the bar has no directional conviction. Wait for the next setup.
Declining delta% — reading the end of a move
SetupYou're in a position. The market has been trending in your favor for 5–8 bars.
TriggerDelta Grid shows Δ% declining across the last 3 bars (e.g., 35% → 22% → 11%) even though bars are still green. Conviction is bleeding out.
ConfirmCVD starting to flatten. Footprint showing smaller trigger highlights on recent bars. Effort indicator (if active) shows high volume, narrow range on the last bar.
InvalidateΔ% jumps back above 30% on the next bar — fresh buying commitment. Stay in the position.
Key settings
Panel placement: Delta Grid is designed to sit above your CVD panel. The two panels work as a pair — CVD for trend, Delta Grid for bar-by-bar conviction.
Color thresholds: No specific threshold to configure — color follows delta sign. Focus on the Δ% number for quality, not just the color.
How many bars to watch: Focus on the last 3–5 bars before your entry decision. Historical bars are useful for review, not live execution.
Quick FAQ
What's a "good" delta%? Context-dependent. For ES: 20–30%+ is solid. For very active sessions (FOMC, CPI), raise the bar to 35%+. For slow sessions, 15–20% may be sufficient.
Does it need tick data? No. Delta Grid works with standard bar volume data. No tick subscription required.
Can I use Delta Grid without CVD? Yes, but the pair is significantly stronger. Delta Grid tells you bar quality. CVD tells you if the bars are trending or converging. Together they're complete.
