Cumulative delta takes the per-bar delta and adds it up over time into a single running line. Where delta shows the buying-versus-selling balance of one bar, cumulative delta shows the net pressure that has built up across a session or move.
A steadily rising cumulative delta line means aggressive buyers have been in control throughout; a falling line means sellers have. Reading the line's slope gives you the trend of order flow, independent of exactly where price sits.
The divergence signal
The most watched pattern is divergence. If price makes a new high but cumulative delta makes a lower high, the new price high was not backed by fresh aggressive buying — a sign the move may be weak. The same in reverse warns of a hollow new low.
- Cumulative delta is the running total of per-bar delta.
- A rising line = net aggressive buying; a falling line = net selling.
- Price up but delta not confirming = bearish divergence.
- Price down but delta not confirming = bullish divergence.
Treat divergences as context, not triggers. Flow can diverge for a while before price responds, or not respond at all, and the same data caveats from the delta module apply on CFDs. Use cumulative delta to gauge the strength behind a trend and confirm with price before acting.
Cumulative delta turns order flow into a trend line — and when it diverges from price, it hints the move is running on empty.