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Cumulative volume delta · real ticks on Ultra

Cumulative Volume Delta,
built from real ticks

Buying minus selling, kept as a running total that resets each day or week. When price and delta disagree, the move is losing its fuel.

Day or week resetDivergence indicator105 markets on ticks
DAY / WEEK
RESET ANCHOR
3
DELTA INDICATORS
105
MARKETS ON TICKS
2009
TICKS SINCE (GOLD)
NO LOOK-AHEAD
SWINGS CONFIRM ONLY AFTER THEY PRINT
fxbacktest.app/app
PRICE · HIGHER HIGHCUMULATIVE VOLUME DELTA · LOWER HIGH
Data from Dukascopy
HOW TO READ IT

Four readings

Confirmation

Both rising: buyers are behind the move.

Divergence

Higher high in price, lower high in delta.

Absorption

Delta falls, price holds: selling is being soaked up.

Flat delta

Price rises without aggressive buyers.

IN FXBACKTEST

Three delta tools

  • Cumulative Volume DeltaDrawn as candles under price. Resets each UTC day (default) or each week.
  • Cumulative Delta DivergenceMarks the divergences. A swing counts only after 5 candles print on its right.
  • Volume DeltaOne bar per candle — the pieces the running total adds up.
HONEST LIMITS

Before you trust the line

  • Real ticks on Ultra; other plans see an OHLC estimate the chart labels “not reliable”.
  • It counts prints, not lots — forex has no single exchange.
  • Compare highs and lows only inside one reset period.
FAQ

Cumulative volume delta — FAQ

What is cumulative volume delta?

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The running total of delta — buying minus selling — since the last reset. Rising means buyers have been more aggressive over the period; falling means sellers have.

How is CVD calculated in forex?

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Every tick is classified with the tick rule on the mid price: up-tick = buy, down-tick = sell. Delta is buys minus sells per candle; cumulative delta adds them up from the start of each day or week.

What is a CVD divergence?

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Bearish: price makes a higher swing high while cumulative delta makes a lower one. Bullish is the mirror at a low. The divergence indicator marks both.

Should CVD reset daily or weekly?

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Daily for intraday trading on M1 to H1; weekly for swing trading on H1 to H4.

Which plan do I need for CVD?

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Real tick-based cumulative delta needs Ultra. Other plans get an estimate from candle data that the chart labels as not reliable.

Risk disclaimerTrading foreign exchange, CFDs, and other leveraged products carries a high level of risk and is not suitable for every investor — losses can exceed your deposits. Everything on this page is educational content, not financial advice. Backtest and simulator results are hypothetical: they do not represent live trading and past performance does not guarantee future results.