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Delta min/max — Delta, in its own panel below the chart.
What Delta min/max measures
These two extremes cannot be rebuilt from the aggregated price levels of a footprint bar, because level aggregation discards the order in which ticks arrived. The indicator therefore reads the optional intrabar high and low delta fields that the backend attaches to a bar when the source provides tick-level detail, and leaves a gap when those fields are absent. Nothing is estimated: a bar that closes at +50 after touching +400 and −120 is a different bar from one that walked steadily to +50, and only these two lines make that distinction visible.
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:
Delta min/max INTRA-barre — 2 lignes. Ces extrêmes ne sont PAS reconstructibles depuis les niveaux agrégés (l'ordre des ticks est perdu) : on lit `deltaHigh`/`deltaLow`, champs OPTIONNELS de FootprintBar posés par le backend quand la source les fournit. Barre sans ces champs → trou (null) — on n'invente JAMAIS un extrême intra-barre.
How to read it
- A wide gap between the two lines describes a contested bar in which both sides took turns pressing the market.
- A narrow band sitting close to the bar's closing delta describes one-directional aggression with little pushback.
- A maximum far above the closing delta means buying pressure appeared during the bar and was given back or absorbed before the close.
- A minimum far below the closing delta reads as the mirror case, with selling pressure that did not survive to the close.
- Missing stretches of the lines mean the source did not supply intrabar detail for those bars, not that the swing was zero.
Parameters and defaults
Max colour (#26a69a) and min colour (#ef5350) are cosmetic defaults and let the two lines be told apart at a glance. Smoothing defaults to 1; because these series are extremes by construction, averaging them across bars blunts exactly the spikes the indicator is meant to expose, so raising it changes the meaning of the lines rather than just their appearance.
| Parameter | Type | Default | Range |
|---|---|---|---|
| Smoothing | number | 1 | 1 – 200 |
What it does not show
The lines require a feed that carries tick-level trades with an aggressor side, and that market data is supplied and billed by the data provider separately from the application, so availability varies by instrument and by history depth. The indicator tells you the extremes were reached but not when during the bar, nor how long they lasted, so a one-second spike and a sustained push look identical. The values scale with bar volume and bar type, which makes readings from different timeframes incomparable. Finally, an extreme in delta says nothing about the resting liquidity that met it; that belongs to the heatmap and the DOM.
Related indicators
- Trades Delta — Delta
- Bid/Ask Ratio % — Delta
- Delta Z-Score — Delta
- Delta Streak — Delta
- Delta Divergence — Delta
- Stacked Imbalance — Delta
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Frequently asked questions
- What are max delta and min delta on a footprint chart?
- They are the highest and lowest values the running delta reached at any point inside a single bar. Delta accumulates tick by tick during the bar, so it has a path with a peak and a trough, and the closing delta is only the last point of that path. The two extremes describe how far aggression swung before the bar finished.
- What does the distance between the two lines tell you?
- It measures how far net aggression travelled inside the bar, from its most buy-sided moment to its most sell-sided one. A wide band means both sides pressed at some point, while a narrow band means the flow ran one way with little contest. The closing delta sits somewhere inside that band, and on its own it never says where.
- Can min and max delta be calculated from a finished footprint bar?
- No. A footprint bar stores buy and sell volume per price level, and that aggregation destroys the sequence of trades. Two bars with identical level tables can have had completely different delta paths, so the intrabar peak and trough have to come from the tick stream at the time the bar is built.