Key Features:
Cumulative Delta: Tracks aggregated buy and sell volume over time.
Net Delta: Shows the difference between buying and selling pressure for each bar.
Session Reset: Allows custom session start times for intraday analysis.
Smoothing: Includes EMA smoothing for cleaner and more readable delta curves.
Purpose:
Ideal for traders who want to monitor order flow dynamics, volume imbalances, and divergences between price and delta without complex multi-timeframe calculations. It’s lightweight, fast, and focused on essential delta metrics.
Examples of Divergences Detectable with DeltaFusion Lite:
Bullish Divergence
Price makes new lows, but Net Delta shows higher lows → selling pressure is weakening, possible bullish reversal.
Bearish Divergence
Price makes new highs, but Net Delta shows lower highs → buying pressure is fading, possible bearish reversal.
Hidden Divergence
Price makes a higher low, while Cumulative Delta makes a lower low → confirms continuation of the bullish trend.
Exhaustion Divergence
Strong price movement without confirmation in delta → indicates low participation, possible correction ahead.