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What is Delta?

Aggressive buy volume minus aggressive sell volume over a period. It measures who was more urgent, not who was "right".

In context

Delta changes continuously as a bar forms. Many platforms show the max delta (the highest value delta reached during the bar) and the min delta (the lowest). A bar might close with delta +300 after spending part of its life at −400. Those two numbers sketch the path of aggression inside the bar, something the closing delta alone hides.

From Chapter 3: Volume and Delta

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Education only. Not financial advice. Trading involves substantial risk of loss.