Free cumulative delta (CVD) for NinjaTrader 8
Cumulative delta (CVD) adds the volume of aggressive buys and subtracts aggressive sells since the session start. It shows who is pushing: if price rises with delta, buyers are behind it; if it rises without it, the move is weaker.
In NinjaTrader, Cumulative Delta is part of the paid Order Flow+. This one is free: it uses the real bid/ask of each trade in the latest sessions and live, and tells you on screen which part is real and which part is an estimate.
- 100% free
- Open source (MIT)
- Built by El Trader Financiado for the community
Version 1.0 · NinjaTrader 8 · .zip to import · also in the pack of all 11 · updated October 21, 2026
Install one language only: if you switch between English and Spanish, delete the ElTraderFinanciado folder first (Documents\NinjaTrader 8\bin\Custom\Indicators).
What the indicator draws
- Cumulative delta as candles, as a line or as a histogram of each bar's delta.
- Resets per CME session, per session and regular open, per bar or at an extra time.
- Hollow gray candles where the data is an estimate (history without ticks), which you can hide.
- A label with the data source: real bid/ask, tick rule, Tick Replay or estimate.
- Delta % and z-score of each bar's delta in the Data Box, confirmed divergences and alerts.
What cumulative delta is
Every trade has an aggressor: the side that crosses the spread. If it buys at the ask, that trade's delta is +volume; if it sells at the bid, −volume. Cumulative delta is the running sum since the reset.
What each screenshot shows
- 01
Delta candles from real bid/ask
Each candle in the panel is the cumulative delta during that price candle: open, high, low and close, from the real bid/ask of every trade.
- 02
Session reset
It goes back to zero at 17:00 Chicago time, when the CME session starts. You can add a reset at the regular open or at any time you like.
- 03
Divergences that don't repaint
A higher high in price with a lower high in delta, or the reverse at the lows. They are confirmed with N closed bars on each side of the pivot: they arrive late, but they don't change.
- 04
Next to Big Trades
Both indicators load the same ticks. With the same tick sessions in both, NinjaTrader can serve them with a single load.
How to trade cumulative delta (CVD)
The most common uses. Everything is set in the indicator properties.
Confirming the day's trend
A healthy trend usually carries delta in the same direction.
Divergences at marked levels
A divergence at an important level warns that the push is fading.
What the evidence says
Studies of order imbalance show that delta moves with price at the same time; that it leads price is not proven. Divergences are descriptive: we know of no public evidence that they give an edge on their own.
Key settings
| Setting | Default | What it does |
|---|---|---|
| Reset | FullSession | At 17:00 Chicago time, also at the regular open (SessionAndRegular) or per bar. |
| Style | Candles | Candles, line or histogram of each bar's delta. |
| Tick sessions to load | 5 | Sessions with real delta. Anything earlier is estimated. |
| Show the estimate (1-second bars) | Yes | Untick it to see only real delta. |
| Show divergences | No | Confirmed divergences on closed pivots. |
| Alerts | No | Zero cross, threshold, extreme z-score and divergences. |
| Export delta to CSV | No | Each bar's delta, to audit it. |
How to install ETFDeltaAcumulado in NinjaTrader 8
- 1
Download the .zip and don't unzip it.
- 2
In NinjaTrader 8, from the Control Center: Tools → Import → NinjaScript Add-On… and pick the .zip.
- 3
Accept and wait for it to compile. If you had an earlier version, allow it to overwrite.
- 4
Indicators: on the chart, right-click → Indicators… → ElTraderFinanciado folder. Risk-Reward: right-click → Drawing Tools. Risk Guardian: Control Center → New.
Frequently asked questions
Do I need Order Flow+ or Tick Replay?
No. It loads a 1-tick series with the bid/ask of each trade, which works with the free license. With Tick Replay on the chart, all history comes from real trades.
Why are there hollow gray candles?
That is the part of history without ticks, estimated from 1-second bars. Raise "Tick sessions to load" for more real delta or untick "Show the estimate".
Does it match other platforms?
With the same reset and real bid/ask it should be very close; trades inside the spread and the reset time can differ. We checked it against an independent calculation: 828 out of 828 five-minute NQ bars identical.
Trying it in a futures prop firm?
We have discount codes for the main evaluations. They are affiliate links: we earn a commission if you buy through them.
More free indicators
Big Trades
FreeLarge aggressive orders rebuilt tick by tick, drawn as bubbles sized by volume. No Order Flow+ or Level 2.
Volume Profile
FreeSession volume profile with POC, value area, naked POCs, HVN/LVN nodes and fixed ranges.
The indicators describe what price has done; they don't predict what it will do and they are not investment advice. The risk management tools are an aid: they don't replace your firm's rules or your broker's limits. Only trade futures with money you can afford to lose.
