Delta Grid

Delta Grid H/L/C (Approx)

Delta Grid H/L/C (Approx) is an order-flow style table that breaks down intrabar delta behavior per candle and displays it in a clean, easy-to-read grid below your chart.

Instead of guessing what happened inside a candle, this indicator shows you:

Delta High – the maximum aggressive buying reached within the bar

Delta Low – the maximum aggressive selling reached within the bar

Delta Final – where delta closed when the candle finished

All values are displayed in a stand-alone table, making it easy to scan recent bars and quickly spot momentum shifts, absorption, and potential trap behavior.

How It Works

This indicator approximates intrabar delta by:

Aggregating lower-timeframe volume

Classifying volume direction based on price movement

Tracking the running delta inside each candle

Recording the highest, lowest, and final delta values per bar

A heat-mapped background is applied to the Final Delta column:

Green shades = net aggressive buying

Red shades = net aggressive selling

Brighter colors = stronger imbalance relative to recent bars

Key Features

Stand-alone Delta Grid panel below the chart

Per-bar Delta High / Delta Low / Delta Final

Heat-mapped Final Delta for fast visual interpretation

Optional time column for precise bar reference

Adjustable lookback and scaling settings

Clean layout designed for futures, crypto, and index trading

How Traders Use It

This tool is ideal for:

Spotting absorption at highs and lows

Identifying failed breakouts and traps

Confirming trend strength or exhaustion

Reading order-flow shifts without footprint charts

Pairing with VWAP, Initial Balance, Supply & Demand, and Market Structure

Important Notes

This is an approximate delta calculation due to TradingView data limitations.

It does not use true bid/ask volume.

For true order-flow delta, a platform with native tick data (e.g., Tradovate or NinjaTrader) is required.

Recommended Settings

Use a lower timeframe (1s–15s if available) for better intrabar accuracy

Combine with key levels (VWAP, IBH/IBL, prior highs/lows) for best results