Pictured: ES contract
High to Low price range on this chart: 8 points

Delta Divergence
at New Daily Highs/Lows

Our most popular indicator is the "Delta Divergence High/Low" signal, which looks for order flow imbalances at new daily extremes. When these imbalances occur, it means that despite higher prices, most market orders are on the Bid price, which indicates aggressive selling. At new daily lows, when most trades are on the Ask, there is a buying divergence.

As you can see, during rotational markets (at least 70% of the time), the Delta Divergence effectively identifies turning points in the market. This is a powerful addition to an existing trading strategy, or you can easily devise strategies off the signals alone.

Customize the Appearance

The Delta Divergence signals are actually a set of two distinct signals: one for short trades, and another for longs. You have full control over how the signals appear. Design the text that displays, the color, the arrow type (which can be removed), the placement near the bar, or even assign audio alerts to the signals. You can color the background of the chart, or change bar colors and much more, so you can easily distinguish between multiple different symbols you may have on a chart.

Pictured: ES contract
High to Low price range on this chart: 16 points

Combine Delta Divergence
with VWAP

Traders often study the day's developing volume-weighted average price, or "VWAP," to determine the value of the day's prices. Since markets often move well beyond the standard deviations of the VWAP, the Delta Divergence is a great way to filter and identify when prices might actually reverse when outside this VWAP range.

This indicator package takes the Delta Divergence model and filters the signals for those opportunities that occur outside the first standard deviation of the VWAP. Together, they can identify specific triggers for market action.

Pictured: ES contract
High to Low price range on this chart:
7 points