Importance of Delta in Order Flow

[diana11]

Delta is the difference between the market buys and market sells at each price (Footprint Delta) in each candle/bar (Bar Delta) or for a period of time (Cumulative Delta). The positive Delta reflects a higher volume of aggressive buys at the Ask price in the result of trading of aggressive sellers. The negative Delta, in its turn, reflects a higher volume of aggressive sells at the Bid price in the result of trading of aggressive sellers.