Cumulative Delta – NinjaTrader 8 Order Flow & Market Sentiment Indicator

Want to see the real forces driving market trends?

Price alone can be deceiving. To truly understand market sentiment, you need to look at the battle between buyers and sellers over time.

Cumulative Delta reveals that story

This NinjaTrader 8 indicator tracks the ongoing difference between buy and sell volume, showing how momentum builds and where trends are likely to shift. It’s a professional tool for order flow traders who want to move beyond surface-level price action.

What does Cumulative Delta do?

Cumulative Delta continuously adds up the volume delta of each bar throughout the trading day. At the start of every new day, it resets to zero, letting you see how buying vs. selling pressure evolves session by session.

ninZa.co’s version goes even further — combining cumulative delta, a moving median filter, and price action analysis into one unique algorithm. The result: sharper detection of market trend phases that often surprises even its developers.

You can also filter volumes by size, letting you track the footprints of different trader groups — from retail to institutional players — and paint backgrounds or candles to highlight strong/weak uptrend and downtrend phases.

How can this NinjaTrader cumulative delta indicator improve your trading?

Here are the main benefits of using Cumulative Delta:

• Reveal market sentiment: Track buyer vs. seller dominance over time.
• Spot trend phases early: Detect strong and weak uptrends or downtrends with clarity.
• Follow smart money footprints: Filter volume to isolate retail, professional, or institutional activity.
• Trade with confidence: Use background highlights and candle painting to confirm or filter your setups.
• Stay ahead of reversals: Get markers and alerts at the start or resumption of trends.

Key Features

• Plot cumulative delta and its moving median.
• Show the difference between delta and median for clearer analysis.
• Choose from 3 volume bases: BidAskPrice_RealVolume, UpDownTick_RealVolume, or UpDownTick_UnitVolume.
• Works on both historical & real-time data (with Tick Replay where required).
• Custom filters for minimum/maximum volumes to track specific trader groups.
• Paint chart background to show 4 phases: strong/weak uptrend, strong/weak downtrend.
• Paint bars to highlight strong trend periods.
• Colorize cumulative delta for quick interpretation.
• Markers & alerts for trend starts and trend resumptions.
• NinjaScript ready with exposed signals for advanced strategies.

What’s included with your Cumulative Delta purchase

• Cumulative Delta Lifetime license
• Free upgrades
• Lifetime support from our friendly team
• 45-day exchange policy