Delta flip
A delta flip is a change in the sign of delta: a bar with negative delta after a run of positive bars, or the reverse, or, within one bar, running delta swinging from one extreme to the other before the close. It marks a change in which side was more aggressive, which is information about participation rather than a prediction of direction.
Senzoukria · Glossary · Updated September 2026
Three kinds of flip
- Bar to bar: delta changes sign between consecutive bars, for example after several bars of net aggressive buying the next bar is net selling.
- Intrabar: running delta reaches a deep negative value during the bar and finishes positive, or the reverse; the bar's final delta hides the swing.
- Cumulative: session cumulative delta stops rising and turns down, a change in the slope rather than in a single bar's sign.
A worked example
Four bars print deltas of +220, +140, +90 and −310. A streak count reads +1, +2, +3, then −1: the flip happens on the fourth bar, after a sequence of shrinking positive values that already showed buying fading. Inside a single bar, delta might fall to −450, recover to +80 and close at +60. The bar's delta of +60 looks like mild buying; its extremes show that sellers were very active early and buyers took over, a 510-contract swing.
| Bar | Delta | Streak |
|---|---|---|
| 1 | +220 | +1 |
| 2 | +140 | +2 |
| 3 | +90 | +3 |
| 4 | −310 | −1 |
When a flip means little
- Small deltas: a change from +5 to −5 on a bar of 2,000 contracts is noise; compare delta with volume, for example as Delta %.
- Balanced markets: in rotation, delta alternates sign constantly.
- Bar type: on tick or volume bars, the number of bars per minute changes with activity, and so does the frequency of flips.
- Location: a flip at a level that matters, after absorption or at a value area edge, carries more weight than one in the middle of a range.
In Senzoukria
Delta Streak, in the Delta group, counts consecutive bars of the same delta sign, signed positive or negative; a bar with zero delta resets the count to zero and the next signed bar restarts at plus or minus one, so a flip shows as the jump from a positive count to −1. Delta Histogram draws each bar's delta and Delta % its share of volume. Delta min/max draws the intrabar extremes when the data source provides them, and leaves a gap rather than inventing an extreme when it does not. Session CVD, reset at the 17:00 Chicago session open, and CVD Slope show the cumulative version.
Related
In the same section
- Delta footprint
- Delta exposure
- Delta hedging
- Delta neutral
- Delta bars
- Delta profile
- Delta at extremes
- Delta-adjusted notional
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Frequently asked questions
- Is a delta flip a reversal signal?
- No. It shows that the aggressive side changed on that bar. Price can continue in the original direction if the new aggression is absorbed, and many flips occur inside ranges with no follow-through. A flip is worth recording at levels where you already had a reason to watch.
- Why does my bar's delta look small when the bar was busy?
- Because delta is the final net value. A bar in which sellers dominated early and buyers later can close near zero after a large swing. Intrabar minimum and maximum delta reveal that path when the data source provides them.