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Delta momentum — Delta, in its own panel below the chart.
What Delta momentum measures
The output is a difference between two delta values, so it describes change and not level. This is why the reading can be strongly positive while delta itself is still negative: selling pressure that is easing produces a rising momentum line long before delta crosses zero. Bars that are fewer than N bars from the start of the available series have no comparison point and are left empty instead of being seeded with a zero.
The formula, as implemented
This is not how the indicator is usually defined elsewhere — it is what the shipped code computes, documented next to the implementation:
Momentum du delta : ROC simple = delta[i] − delta[i−N]. Défaut N=5 — fenêtre courte classique pour un oscillateur de flux (assez longue pour lisser le bruit barre-à-barre, assez courte pour rester réactive). Warm-up (< N barres d'écart) → null.
How to read it
- Rising values mean the current bar is more buy-sided than the bar N bars back, even when both readings sit below zero.
- A cross of the zero line means the current delta matches the delta N bars ago; it marks a change of pace, not a change of direction in price.
- Large absolute readings mark an abrupt shift in aggression, which is what a session open or a scheduled release tends to produce.
- Compare the sign of momentum with the direction price took over the same N bars, since agreement and disagreement are read differently.
- Treat readings right after the warm-up gap with caution; the first available values compare against the earliest data loaded.
Parameters and defaults
Period defaults to 5 and accepts 1 to 200. A period of 1 reduces the indicator to the difference between two consecutive bars, which is noisy on fast bar types; longer periods respond more slowly and extend the empty warm-up stretch at the start of the series. The line colour (#ff9800 by default) is cosmetic, and there is no smoothing parameter here, so the series is always raw.
| Parameter | Type | Default | Range |
|---|---|---|---|
| Period | number | 5 | 1 – 200 |
What it does not show
Differencing amplifies noise, so on short bar intervals the line can swing widely with no corresponding change in the auction. Only two bars enter the calculation, and everything that happened between them is ignored: two very different five-bar paths can end on the same reading. The scale is unbounded and instrument-dependent, so fixed overbought or oversold levels cannot be transferred from one symbol to another. The indicator inherits every weakness of the delta it is built on, including the need for reliable aggressor-side classification.
Related indicators
- Delta % — Delta
- Session CVD — Delta
- Delta min/max — Delta
- Price/Delta Divergence — Delta
- Delta % Histogram — Delta
- Max Delta — Delta
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Frequently asked questions
- What does delta momentum measure?
- It measures the change in bar delta over a fixed number of bars, by default five. The value is the current delta minus the delta from five bars earlier, so it reports acceleration or deceleration of net aggression. It does not report the current balance between buyers and sellers, which is what the delta histogram shows.
- Can delta momentum be positive while delta is negative?
- Yes, and that case is the reason the indicator exists. If delta was −800 five bars ago and is −200 now, the momentum reading is +600 although the bar is still net sold. It signals that selling aggression has eased over those five bars, not that buyers have taken over.
- What period should I use for delta momentum?
- The default of 5 is a short window that smooths bar-to-bar noise while staying responsive. Shorter periods react faster and produce more reversals; longer periods, up to 200, follow slower shifts but lag and leave more bars empty at the start of a series. The right value depends on your bar type, so compare a few settings on the same chart rather than importing a number from another instrument.