Cumulative Delta

Master market trends with Cumulative Delta for NinjaTrader 8

Unlock the full power of market dynamics with Cumulative Delta for NinjaTrader 8. To fully grasp how this indicator operates, we recommend reading the Volume Delta Trader Manual for a deeper understanding.

How Cumulative Delta Works

Cumulative Delta tracks bar-by-bar volume delta throughout the trading day, resetting at each session start. But what makes ninZa.co’s version truly special is its unique approach to trend identification—combining:

✔ Cumulative Delta

✔ Moving Median of Cumulative Delta

✔ Price Action Analysis

Though the algorithm remains proprietary, we can confidently say this version is a one-of-a-kind delta interpreter in the trading world. Its ability to detect trend phases with precision continues to impress even us, the developers!

Track smart money with custom volume filters

With Cumulative Delta for NinjaTrader 8, you can filter volume sizes to uncover the footprints of different market participants:

• Retail traders – Volumes from 1 to 5
• Big professional traders – Volumes from 6 to 19
• Banks & hedge funds – Volumes from 20 to 999,999

Additionally, use background highlights to confirm or reject your trade signals by visually identifying trend phases.

Key features of Cumulative Delta

✅ Plot Cumulative Delta with precision

✅ Plot Moving Median of Cumulative Delta (customizable period)

✅ Track the Difference between Cumulative Delta & Moving Median

✅ Multiple Volume Modes for enhanced flexibility: BidAskPrice_RealVolume, UpDownTick_RealVolume, UpDownTick_UnitVolume (for instruments without real volume data)

✅ Historical & Real-Time Data Compatibility (Tick Replay required for historical analysis)

✅ Fully Customizable Thresholds for strong positive & negative delta movements

✅ Dynamic Trend Visualization

• Background shading for 4 trend phases (strong uptrend, weak uptrend, strong downtrend, weak downtrend)
• Specially painted candles to highlight trend strength
• Color-coded cumulative delta for easy trend recognition

✅ Real-Time Alerts & Markers

• Trend Start Alerts & Visual Markers
• Trend Resumption Alerts & Markers

✅ Advanced NinjaScript Integration for custom strategies

Cumulative Delta for NinjaTrader 8 delivers unmatched trend clarity, customization, and smart volume analysis—empowering you to trade with confidence and precision.

Dedicated NinjaScript Signals

• Signal_Trend: 2 = uptrend strong, 1 = uptrend weak, -2 = downtrend strong, -1 = downtrend weak, 0 = neutral
• Signal_State: 1 = diff above positive threshold, -1 = diff below negative threshold, 0 = diff in between the thresholds

Compatibility

• Instruments: futures, stocks, indices
• Interval types: timebased or non-timebased, standard or custom
• Chart styles: whatever