Delta Heatmap Chart for Sierra Chart

This chart, inspired by popular charts shared on X and created at the request of traders, offers a free alternative to premium solutions. While it is built using CVD with RSI calculated on CVD, similar insights can also be achieved using techniques such as spreadsheet formulas, CBBOAC, study subgraph multiply, absolute values, standard deviation, and other statistical measures. The result is a data-driven view of market participation, pressure, and absorption.

Built for traders who want a clean, actionable read of participation and pressure, this chart combines Cumulative Delta with a CVD‑RSI color engine and an orderflow‑centric heatmap.

🧩 What’s Included

• Delta Heatmap CHT – preconfigured, production‑ready layout
• Levels & Context Overlays
  • Previous Week High/Low (pWH/pWL)
  • Previous Day High/Low (Prev High/Prev Low)
  • Overnight High/Low (O/N High/O/N Low)
  • Initial Balance High/Low (IBH/IBL)
  • Daily Pivot
  • Opening Range High/Low (ORH/ORL)
  • Volume Profile
  • ETH VWAP & DVA bands
  • PDVAH/PDVAL reference levels
• Orderflow Add‑ons
  • Heatmap of resting/printing activity
  • Large Volume Trade Indicator
  • Optional Speed‑of‑Tape panel for confluence
• Color Engine
  • CVD + RSI on CVD to classify bars by pressure/absorption
  • Consistent color mapping across instruments/timeframes

Note: The layout is optimized for ES but works on NQ, CL, GC, 6E and other liquid futures. Range, Renko, Volume, and time‑based charts are fully supported.

Includes a BONUS Market Depth Heatmap Chart for enhanced orderflow visibility.

🎯 Why Traders Use It

• Instant context of participation
• Detect pressure shifts
• Clean, minimal latency visuals: high‑contrast, low‑noise execution view

📂 Installation

1. After download, place the .CHT file into your SierraChart/Data folder.
2. Update Sierra Chart to the latest version: Help → Download Current Version.
3. Launch Sierra Chart and load the chartbook: File → Open Chartbook → Delta Heatmap
4. The layout opens fully configured—levels and visuals are pre‑wired.

Recommended Setup

• If symbols don’t map on your feed: Edit → Translate Symbols to Current Service.
• Set global time zone to New York: Global Settings → Time Zone Settings → New York (EST/EDT).

🔎 Best Practices & Workflow Tips

• Treat signals as context, not entries. Execute only at your key zones.
• Combine with Auction Market Theory (AMT), footprint, and higher‑timeframe structure.
• Optional use Speed of Tape to validate pressure at the moment of decision.
• Monitor PDH/PDL, ONH/ONL, PWH/PWL and ETH VWAP/DVA for responsive vs. initiative behavior.

⚠️ Disclaimer

This is not a standalone trading signal system. The visuals and triggers are designed to support execution at your planned levels. Trading involves risk. You are fully responsible for your decisions.