Delta % Indicator: Formula, Settings and How to Read It

Delta % expresses a bar's net aggressor volume as a share of its traded volume: total delta divided by total volume, multiplied by 100. The result is bounded between −100 and +100, which makes bars of very different size directly comparable.

Senzoukria · Indicators · Updated September 2026


Delta % 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 % measures

The number answers how one-sided the bar was, not how large it was. A reading of +100 would mean every contract in the bar traded at the ask, −100 that every contract traded at the bid, and a reading near zero that the two aggressor sides were close to matched. When a bar has no volume the indicator leaves a gap rather than printing 0 %, because zero divided by zero is an absence of information and not a balanced bar.

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 % = totalDelta / totalVolume × 100 — la part nette d'agression dans le volume de la barre, bornée [−100, +100]. Volume nul → trou (null) : 0/0 n'est pas « 0 % », c'est « pas d'information ».

How to read it

  • Use it to compare one-sidedness across bars of different volume, where the raw delta histogram would be dominated by the largest bars.
  • Readings close to the bounds mean nearly all classified volume came from one aggressor side; check the bar's actual volume before treating that as significant.
  • Readings hovering near zero across several bars describe a two-sided auction, whatever the price direction over the same stretch.
  • A sign flip between consecutive bars matters less than a run of bars staying on the same side of zero.
  • Gaps in the series mark bars with no traded volume and should not be read as neutral readings.

Parameters and defaults

The colour parameter (default #26c6da) is cosmetic. Smoothing defaults to 1, which leaves the percentages raw; higher values up to 200 average the share over neighbouring bars, which pulls extremes toward the middle and is best kept low when the point is to spot one-sided bars.

Delta % — parameters exposed in the app, with the values it ships with.
ParameterTypeDefaultRange
Smoothingnumber11 – 200

What it does not show

A percentage deliberately discards size: 90 % of forty contracts and 12 % of twenty thousand look very different on the chart and mean very different things in the book. Thin periods produce extreme percentages on trivial volume, which is the most common way this indicator misleads. It says nothing about where inside the bar the imbalance occurred, and like every delta measure it depends on the data source labelling the aggressor side of each trade.

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.

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 a good delta percentage?
There is no universal level. The scale runs from −100 to +100 and what counts as an extreme depends on the instrument, the bar type and the time of day, since a quiet overnight bar reaches high percentages on very little volume. The usable approach is to compare a bar's reading with the recent range of readings on the same instrument and session, alongside its volume.
Why is delta % empty on some bars?
A bar with no traded volume produces a gap instead of a value. The calculation divides delta by volume, and zero divided by zero is undefined, so printing 0 % would suggest a balanced bar where in fact nothing traded. The gap is intentional and marks missing flow rather than neutral flow.
How is delta % different from raw delta?
Raw delta is an absolute count of contracts, so its scale changes with bar size and with the instrument. Delta % divides that count by the bar's volume, producing a bounded share that can be compared between a high-volume open bar and a quiet midday bar. The trade-off is that the percentage no longer tells you how many contracts were involved.

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