Price/Delta Divergence Indicator: Formula, Settings and How to Read It
Price/Delta Divergence scores the disagreement between price direction and delta direction over a fixed lookback. It compares the sign of the price change over N bars with the sign of the delta change over the same N bars and plots the difference, a whole number between −2 and +2, with N set to 5 by default.
Senzoukria · Indicators · Updated September 2026
Price/Delta Divergence 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 Price/Delta Divergence measures
Only the signs of the two rates of change are used: the value is sign(close now − close N bars ago) minus sign(delta now − delta N bars ago). A reading of 0 means price and flow moved the same way, or that neither moved. A reading of +2 means price rose while delta fell over the window, and −2 is the exact mirror. Readings of +1 and −1 are half divergences, where one of the two series was flat while the other moved. The score is built from signs on purpose: mixing a price change in points with a delta change in contracts would produce a magnitude with no honest unit, whereas a sign comparison is dimensionless and can be checked by eye.
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:
Force de divergence prix/delta : compare le SIGNE du ROC du close au signe du ROC du delta sur N barres. value = sign(close[i] − close[i−N]) − sign(delta[i] − delta[i−N]) ∈ {−2, −1, 0, +1, +2} : 0 = prix et flux d'accord ; ±2 = divergence pleine (+2 = le prix monte pendant que le delta se dégrade — absorption vendeuse potentielle ; −2 = miroir) ; ±1 = demi-divergence (un des deux est plat). Choix documenté : un score par signes, calculable de tête et sans unité — une magnitude mixte prix/contrats n'aurait pas d'échelle honnête. Défaut N=5, même justification que delta-momentum.
How to read it
- Treat 0 as the normal state. Price and order flow agreeing is the usual condition, not a signal.
- A +2 reading describes price making ground while delta deteriorates over the same five bars, which is what traders call potential seller absorption. It states a disagreement; it does not state that a reversal follows.
- A −2 reading is the opposite case: price is falling while delta improves.
- Half readings of ±1 come from one series going flat, not from a partial conflict of direction. Check which one before drawing a conclusion.
- Because the output is a small set of whole numbers, it can flip between values on a single bar. Read runs of consecutive readings rather than isolated flips.
Parameters and defaults
Period sets the lookback for both rates of change and defaults to 5 bars, chosen for the same reason as the default of the delta momentum definition. Shorter periods make the score react to local noise and change value more often; longer ones, up to the maximum of 200, describe slower disagreements and confirm them later. Colour affects the plot only.
| Parameter | Type | Default | Range |
|---|---|---|---|
| Period | number | 5 | 1 – 200 |
What it does not show
The indicator has no magnitude: a one-tick price move and a fifty-point move both produce a sign of +1, so a technically full divergence can rest on trivial changes in either series. It compares only two points in time, N bars apart, and ignores everything in between, so a round trip inside the window is invisible. Divergences between price and flow are common and can persist for a long time without resolving, which makes the score a description of context rather than a trigger. Like every delta-based measure, it depends on trades being classified by aggressor side.
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
- Delta % Histogram — Delta
- Max Delta — 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 does a +2 reading mean on the Price/Delta Divergence indicator?
- It means that over the lookback, five bars by default, the closing price is higher than it was while the delta is lower than it was. Price advanced without the aggressive buying that would normally accompany it. Traders describe this as possible seller absorption, though the divergence can continue for many bars without price turning.
- Why is the divergence score a whole number instead of a percentage?
- Because it compares directions rather than sizes. Price change is measured in points and delta change in contracts, so any combined magnitude would have no meaningful unit or scale. Taking the sign of each and subtracting gives five possible values, from −2 to +2, that mean the same thing on every instrument.
- What period should I use for price delta divergence?
- The default is 5 bars, the same lookback the delta momentum definition was given for the same reason. A shorter setting reports disagreements sooner and changes value more often; a longer one, up to 200, only reacts to sustained conflicts between price and flow. The right value depends on your bar type and how long your trades last.