Cumulative Delta Volume Indicator with divergence signals

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The Cumulative delta volume indicator shows the cumulative delta volume traded for each session. At the start of each session, the cumulative delta volume is reset to 0. From there on transactions occurring on the Ask are considered buying pressure and are added to the total, and those occurring on the Bid are considered selling pressure and are subtracted from the cumulative total

When the cumulative delta volume is positive it means that there are more buyers in the market than sellers in the current market and vice versa. 

The cumulative delta indicator can be used as a simple but efficient confirmation of the uptrend/downtrend. When price makes a pullback in a trend but cumulative delta stays strong then we have more confidence that the trend will continue after the pullback

It can also be used to determine if a trend is losing steam and about the end. When the price in an uptrend is continuing to go higher, but the cumulative delta volume is declining then it's like that the trend will end soon


Candles or Histogram

The cumulative delta volume can be shown as candles or as a histogram 

Cumulative Delta Volume Histogram vs Candles


Bullish & Bearish divergence

The indicator can plot bullish and bearish divergence between price and the cumulative delta

Bullish/Bearish divergence

BloodHound/Ninjascript ready

The indicator exposes several plots which can be used to develop your own strategies:

  • CandleOpen - The open price of the delta volume candle
  • CandleClose - The close price of the delta volume candle
  • CandleLow - the low price of the delta volume candle
  • CandleHigh - The high price of the delta volume candle
  • Histogram - The histogram value
  • Trend - The trend (-1 = down, 1=up)
  • Signal - Divergence (1=bullish, -1 = bearish)


  • Plots the cumulative delta volume for each session
  • Plots bullish & bearish divergence
  • Oscillator below the chart
  • cumulative delta can be shown as candles or histogram
  • Colors can be fully customized
  • bloodhound/strategy builder ready
  • Plots Bollinger band on the cumulative delta
  • Exports all plots 
  • Works on timeframe
  • Works on any market (futures, forex, crypto, stock, options, etc)
  • Works on any bar type (time, tick, volume, range, Renko, etc...)
  • Works with any NinjaTrader license


02-nov-2022 v1.0.0.6

  • fixed divergence not working anylonger

01-nov-2022 v1.0.0.5

  • added support for Up/Down tick volume and Up/Down tick count
  • fixed histogram

31-may-2022 v1.0.0.4

  • added option to plot bullish/bearish divergence
  • added option to turn on/off bollinger bands

25-Jan-2022 v1.0.0.3

  • Fixed rendering issue where candle was rendered 1 bar too early

27-nov-2021 v1.0.0.1

  • Added option to show Bollinger band on the cumulative delta

    10-Aug-2021 v1.0.0.0

    • Initial release


    Cumulative delta indicator with divergence signals




    Cumulative Delta Volume Indicator





    Cumulative Delta Volume Indicator




    Cumulative Delta Volume Indicator