📈 ORDER FLOW STRATEGIES · STRATEGY TEMPLATE

Delta
Divergence

When price makes new highs but cumulative delta diverges (makes lower highs), aggressive sellers are absorbing buy orders. Reversal imminent.

Order Flow1m–15m2:1 R:RHigh Risk

Rules & Configuration

The full rule set, required indicators, suggested configuration, execution flow, and performance parameters for the Delta Divergence setup.

When price makes new highs but cumulative delta diverges (makes lower highs), aggressive sellers are absorbing buy orders. Reversal imminent.

Cumulative DeltaFootprint ChartVWAP
📉 Bearish Delta Divergence
  • Price makes a new high
  • Cumulative delta makes a lower high
  • Footprint shows absorption (large sells at ask)
  • Enter short on first bearish candle close
  • Target: VWAP or previous swing low
📈 Bullish Delta Divergence
  • Price makes new low, delta makes higher low
  • Footprint shows buying absorption at bid
  • Enter long on bullish confirmation
💡 Pro Tip

Delta divergence at a naked POC or VWAP creates a confluence signal with 70%+ accuracy in liquid markets.

More Order Flow Strategies Strategies

🛡️ Absorption Reversal 📊 Cumulative Delta Divergence 💥 Selling Climax Reversal