Delta Profile for NinjaTrader 8
Volume shows where price traded. Delta shows who won the battle. This indicator displays cumulative buying vs selling pressure at every price level—revealing the institutional footprints that volume alone cannot show.
See It in Action
Watch how the Delta Profile indicator reveals institutional buying and selling pressure at each price level.
See Who's Really in Control
Volume Profile tells you where price traded. Delta Profile tells you who dominated at each level—the missing piece for complete order flow analysis.
Cumulative Delta by Price
Displays the net difference between buying pressure (market orders hitting the ask) and selling pressure (market orders hitting the bid) at every price level throughout the session. Watch institutional positioning accumulate in real-time.
Positive & Negative Delta
Green bars show aggressive buying pressure (market orders hitting the ask). Red bars show aggressive selling pressure (market orders hitting the bid). When heavy selling meets large positive delta without price dropping—that's absorption. Institutions are sitting there buying everything being sold.
Absorption Zone Detection
Large positive delta bars reveal where institutions aggressively accumulated. Large negative delta shows distribution zones. These levels often become strong support and resistance as smart money defends their positions.
Configurable Tick Clustering
Group delta by multiple ticks to smooth out noise and reveal the bigger institutional picture. Use 1 tick for precision scalping or cluster by 4-10 ticks to see major accumulation and distribution zones more clearly.
The Critical Difference
Volume vs Delta: Why It Matters
Volume tells you how much traded. Delta tells you who won.
Volume Profile
Free
10,000 contracts at 5850 = 10,000 volume bar
But was it 9,000 buys and 1,000 sells? Or 5,000 each? You can't tell.
Delta Profile
$49
10,000 contracts at 5850 = +6,000 delta
Now you know: 8,000 buys - 2,000 sells. Buyers dominated. Institutions accumulated.
Use both together for complete order flow analysis. Volume shows where they traded. Delta shows who won.
Professional Order Flow Strategies
Delta Profile reveals institutional positioning that volume alone cannot show. Here's how professional traders incorporate it into their analysis.
Absorption Trading
The most powerful Delta Profile strategy. When price pushes into a level with large opposite-side delta, institutions are absorbing the pressure and defending their positions. This creates explosive reversal opportunities as smart money draws the line.
- Price drops into zone with large positive delta = buyers absorbing sells
- Institutions defending long positions = strong support
- Enter long when absorption confirmed, stop below the delta zone
Breakout Confirmation
Delta Profile separates real breakouts from false moves. Genuine breakouts show expanding delta in the direction of the break—institutions are aggressively participating. Without delta expansion, it's likely a failed breakout trap.
- Real breakout = expanding delta in the direction of the move
- Flat or opposite delta = retail trap, institutions fading
- Use delta expansion as your breakout validation filter
Failed Auction Reversal
When price makes a new high or low but fails to show corresponding delta expansion, it signals a failed auction. Institutions aren't participating at the new level—prime setup for a reversal trade back toward the value area where smart money is actually positioned.
- Price makes new extreme but delta doesn't expand = weak move
- No institutional participation at the new level
- Trade reversal back toward high-delta value zone
On Real Futures Charts
See how the Delta Profile indicator reveals institutional order flow on ES and NQ futures across different market conditions.
Indicator Settings
Customize the indicator to match your trading preferences.
| Setting | Default | Description |
|---|---|---|
| Session Start Time (ET) | 09:30 | When to begin calculating session delta |
| Session End Time (ET) | 16:00 | When to stop calculating session delta |
| Ticks Per Level | 1 | Cluster delta by N ticks (1=every tick, 4=group 4 ticks, etc.) |
| Profile Width | 150 | Maximum width of the delta profile in pixels |
| Positive Delta Color | Forest Green | Color for levels where buyers dominated |
| Negative Delta Color | Crimson | Color for levels where sellers dominated |
| Bar Opacity | 80 | Transparency of delta bars (10-100) |
When to begin calculating session delta
When to stop calculating session delta
Cluster delta by N ticks (1=every tick, 4=group 4 ticks, etc.)
Maximum width of the delta profile in pixels
Color for levels where buyers dominated
Color for levels where sellers dominated
Transparency of delta bars (10-100)
What Users Say
Trusted by futures traders worldwide
Been using volume profile forever but this opened my eyes. You can actually see when big players are absorbing at support levels. Those setups have been crazy profitable for me.
Finally clicked for me what "order flow" actually means. Just seeing the green and red at each level makes it so much more obvious than trying to read the tape.
Use this with volume profile and it's a total game changer. Volume shows where they traded, delta shows who won. Both together just makes sense.
My breakout trades got way better after getting this. If delta's not expanding with the move, I just don't take it anymore. Saved me from so many fake breakouts.
Works great, doesn't lag my charts or anything. That tick clustering setting is nice when you want to see the bigger picture without all the noise.
If you're serious about reading order flow this is a must have. You can literally see who's in control at every level. Way better than just guessing.
NinjaTrader Indicator Pricing & Packages
Choose the option that works best for your trading needs. All purchases include free lifetime updates and personal support from a fellow trader.
Single Indicator
Focus on one powerful tool that gives you a precise edge in identifying trading setups.
$49 /one-time
- 1 Indicator
- Lifetime updates
- Email support
Traders Complete Bundle
Complete suite of professional trading tools for serious futures traders. Get all current indicators plus every new indicator released in the future.
$299 /one-time $980
- 5 Core Indicators
- Initial Balance (IB), Intraday Key Levels, Inverse Fair Value Gap (iFVG), Opening Range Breakout (ORB), Overnight Sessions
- All Advanced Indicators
- Delta Profile, Dynamic Standard Deviations, Profit Forecast, Relative Volume (RVOL), Session-Anchored-VWAP
- All future indicators
- Lifetime updates
- Priority email support
Traders Starter Bundle
$149 /one-time $245
- 5 Core indicators
- Initial Balance (IB), Intraday Key Levels, Inverse Fair Value Gap (iFVG), Opening Range Breakout (ORB), Overnight Sessions
- Lifetime updates
- Priority email support
Common Questions
- Cumulative delta is the running total of buying pressure minus selling pressure at each price level. Positive delta means more aggressive buying (market orders hitting the ask), negative delta means more aggressive selling (market orders hitting the bid). It matters because it reveals who's in control—institutions defending positions create large delta imbalances that lead to reversals and strong support/resistance.
- Traditional delta indicators show delta over time (for each bar). Delta Profile shows cumulative delta at each price level throughout the session—just like Volume Profile shows volume distribution by price. This spatial view reveals WHERE institutions accumulated or distributed, not just WHEN. You can instantly see which price levels have the strongest institutional positioning.
- Absorption occurs when price pushes into a level with large opposite-side delta. Example: price drops into a zone with big positive delta—buyers are absorbing all the selling pressure, defending their long positions. This creates explosive reversal setups because institutions have "drawn the line" at that level. It's the most powerful Delta Profile strategy.
- Yes, Delta Profile works independently and provides complete order flow information on its own. However, most professional traders use both together. Volume Profile shows where price was accepted (high volume zones). Delta Profile shows who dominated at those levels (buyer or seller control). Together, they give you the full institutional picture.
- Start with 1 tick per level for maximum precision on smaller timeframe charts (1-5 min). For larger timeframes or to see bigger institutional flows, use 4-tick clustering. Some traders prefer 10-tick clustering for a very clean view of major accumulation/distribution zones. Experiment to find what works for your style.
- Yes, Delta Profile requires bid/ask volume data (volumetric bars) which is available from most futures data providers including Kinetick, Rithmic, and CQG. The indicator automatically adds the required volumetric data series when you apply it to your chart.
- Real breakouts show expanding delta in the direction of the break. If ES breaks above resistance and you see large positive delta at the new highs, institutions are aggressively buying—that's a real breakout. If the breakout shows flat or negative delta, institutions aren't participating—it's likely a retail trap that will fail.
- Delta Profile works on any futures market with volumetric (bid/ask) data in NinjaTrader 8. It's most commonly used on index futures (ES, NQ, YM, RTY) and oil futures (CL) where institutional order flow is significant and the data is readily available.
See Who's Really in Control
Stop guessing about institutional positioning. Delta Profile reveals the buying and selling pressure at every price level—the missing piece that volume alone cannot show.
One-time purchase · Lifetime updates · Instant access
Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones' financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.
Testimonials appearing on this website may not be representative of other clients or customers and is not a guarantee of future performance or success.
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.