Delta at Low Indicator: Formula, Settings and How to Read It
Delta at Low is the mirror of Delta at High: it sums buy volume minus sell volume across the price levels sitting within a few ticks of a bar's low, three ticks by default. It isolates what happened at the bottom of the range, which the bar's overall delta blends away.
Senzoukria · Indicators · Updated September 2026
Delta at Low ships with the Senzoukria desktop app, in the Delta group of the indicator catalogue. It is drawn in its own panel below the chart.
What Delta at Low measures
Only levels whose tick key falls below the bar's lowest key plus the chosen tick count enter the sum, so the reading describes the base of the bar and nothing above it. Buy and sell volume come from the footprint's aggressor classification, and the result is expressed in contracts, keeping the same scale as the instrument's volume. The window is anchored on the bar's own lowest traded tick, which means it moves with each bar instead of referring to a fixed price. It exists as a separate definition rather than a side option on Delta at High so that the two edges can be enabled, coloured and compared independently on the same pane.
The formula, as implemented
This is not a description of how the indicator is usually defined elsewhere — it is what the shipped code computes, documented next to the implementation:
Delta des N ticks INFÉRIEURS de la barre — miroir exact de `delta-at-high` : value = Σ (buy − sell) des niveaux de clé < minKey + topTicks POURQUOI : symétrique du précédent sur les tests de support — un delta positif à la base d'une barre baissière = des acheteurs ont absorbé la liquidation. Def séparée (et pas un paramètre « side » d'une seule def) pour que les deux bords s'activent et se colorent indépendamment, comme min-delta / max-delta. Défaut topTicks = 3, mêmes conventions et mêmes dégradés que le bord haut.
How to read it
- A positive reading at the low of a down bar means buyers were paying the offer while price was pressing into the bottom of the range. That is the classic description of absorbed selling, and it deserves confirmation from what the next bars do.
- A strongly negative reading at the low of a down bar says the selling ran all the way into the extreme with no counterparty stepping up aggressively.
- On a flush bar, compare the sign at the low with the bar's overall delta. A negative bar delta alongside a positive delta at the low separates the selling that drove the range from the buying that met it at the bottom.
- Track the reading across successive tests of the same support. A change of sign from one test to the next is a change of behaviour worth noting, not a signal by itself.
- Small values usually mean the low was touched briefly and thinly, so treat them as weak evidence in either direction.
Parameters and defaults
Ticks controls how far above the bar's low the window extends and defaults to 3. A one-tick window reacts to whatever printed last at the extreme, while widening it towards the maximum of 50 progressively turns the indicator back into the bar's overall delta. The two colours only distinguish positive from negative bars in the pane.
| Parameter | Type | Default | Range |
|---|---|---|---|
| Ticks | number | 3 | 1 – 50 |
What it does not show
Absorption at a low is a description of executed flow, not a forecast: buyers can absorb selling and price can still break lower. The value depends entirely on trades being classified by aggressor side, so it is unavailable on any feed that does not carry that information. In thin sessions a handful of contracts at the extreme can set the sign of the reading, because the output is a raw contract count and is not normalised by the bar's volume. Bars with no usable level, or instruments whose tick size is unknown, emit no point rather than a zero.
Using it in Senzoukria
Add it from the Indicators panel of any footprint chart or candle chart. It runs on futures data from Rithmic or Databento and on crypto pairs from Binance and Bybit, on the same engine — the calculation does not change with the venue, only the data feeding it does. Market data subscriptions are billed by the provider, separately from the app.
Related indicators
- Delta % — Delta
- Session CVD — Delta
- Delta momentum — Delta
- Delta min/max — Delta
- Price/Delta Divergence — Delta
- Delta % Histogram — Delta
See the full indicator library, or start with the order flow guide if you are new to reading aggression, delta and absorption.
Frequently asked questions
- What is the difference between Delta at Low and Delta at High?
- They apply the same calculation to opposite ends of the bar. Delta at High sums buy minus sell volume in the ticks just below the bar's high; Delta at Low sums it in the ticks just above the bar's low. They are separate indicators so that both edges can be plotted and coloured at the same time.
- Does a positive Delta at Low confirm a bottom?
- No. It states that within the bottom ticks of that bar, more volume traded at the offer than at the bid, which is evidence that selling was met rather than free. Bottoms are only visible afterwards, and absorbed selling frequently resumes. Use the reading as one piece of context alongside price behaviour on the following bars.
- Can I use Delta at Low on crypto charts?
- Yes, on the crypto markets the application streams for analysis, provided the feed supplies aggressor side and a tick size for the pair. Senzoukria's crypto coverage is analysis only, with no order entry. Market data from any provider is billed by that provider, separately from the application.