Cumulative Delta Divergence Detector - BETA

Cumulative Delta Divergence Detector provides a powerful, real-time tool to detect both regular and hidden divergences between price and cumulative delta — giving traders a direct view of institutional buying and selling pressure (lack of participation/exhaustion or absorption)

⚠️ This study it’s designed to identify high-probability divergences as they form, helping you anticipate potential reversals or continuation setups based on order flow dynamics.

📊 Why Divergences Matter

Price alone can be misleading. Divergences between price and cumulative delta highlight when retail traders are trapped and institutions are absorbing volume — a subtle edge that most intraday traders miss.

📐 How It Works

The study identifies swing points in both price and cumulative delta over a configurable lookback period. It then calculates divergence strength (% difference between price and delta swings) to filter only the most relevant signals.

Key logic includes:

• Regular Bullish/Bearish Divergence: Detects classic reversal patterns.
• Hidden Bullish/Bearish Divergence: Detects trend continuation setups.
• Delta Subgraph Selection: Works with any cumulative delta study in Sierra Chart.
• Visual Markers: Triangles plotted above/below swing points with optional connecting lines.

⚙️ Inputs & Customization

• Lookback Bars for swing detection
• Minimum swing strength
• Enable/disable hidden divergences
• Triangle offset for visual clarity
• Enable alerts for signals
• Optional confirmation on next bar close
• Select which cumulative delta study and subgraph to use

📌 Ideal Use Cases

• Combine with VWAP, Market/Volume Profile, or higher-timeframe DVA & S/R zones
• Identify institutional absorption or trapped retail traders
• Plan entries and exits around high-probability divergence zones
• Intraday trend and reversal detection for ES, NQ, and other futures

🔓 FREE Download & Installation

• Copy the DLL into your Sierra Chart/Data folder
• Open Sierra Chart → Analysis → Studies → Add Custom Study
• Select Cumulative Delta Divergence Detector – TER and add it to your chart

📊 Turn order flow into actionable insights — anticipate reversals, ride trends, and see the market like professional traders.