Volume Delta - NinjaTrader Order Flow Indicator

Ever wonder what really drives each bar on your chart — buyers or sellers?

Price tells you where the market is going, but not who is behind the move. Without that insight, you risk trading blind to the real order flow dynamics.

Volume Delta solves this...

This NinjaTrader 8 order flow indicator plots the volume delta of each bar — the difference between buy and sell volume — gives you a clear view of whether buyers or sellers are in control. It’s a professional-grade tool widely used in order flow trading, now made accessible and customizable for your own strategy.

What does Volume Delta do?

Volume Delta tracks buying vs. selling pressure inside each bar and displaying it as an elastic ribbon at the bottom of your chart. You’ll instantly see whether a bar is dominated by buyers, sellers, or balanced flows.

But it goes further: with volume filtering, you can separate the footprints of different trader groups:

• 1–5 lots: Retail traders
• 6–19 lots: Professional traders
• 20+ lots: Banks & hedge funds

The indicator also allows you to set custom thresholds for strong and moderate deltas. When those levels are hit, it plots markers and fires alerts — so you'll never miss a critical volume shift.

How can this NinjaTrader volume delta indicator improve your trading?

Here are the main benefits you'll gain with Volume Delta:

• See true order flow: Track buy vs. sell dominance inside every bar.
• Spot smart money activity: Filter volumes to reveal retail, pro, or institutional behavior.
• React to momentum shifts faster: Get markers and alerts on strong deltas.
• Customize to your style: Define thresholds and filters that match your strategy.
• Work across instruments: Supports real volume and tick-based instruments alike.

Key Features

• Plots the delta volume of each bar as an auto-scaling ribbon.
• 3 volume base modes: BidAskPrice_RealVolume, UpDownTick_RealVolume, UpDownTick_UnitVolume.
• Works on both historical & real-time data (Tick Replay required for some modes).
• Custom filters for minimum & maximum volume ranges.
• User-defined thresholds for strong/moderate positive & negative deltas.
• Color-coded delta display for easy recognition.
• Markers & alerts on both strong and moderate deltas.
• Option to hide numbers and use colors for a cleaner look.
• NinjaScript ready, exposing dedicated signals for advanced users.

What’s included with your Volume Delta purchase

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