Easy Money Scanner

Order flow

What is the Market Delta calculation and how does it isolate individual candlestick buyer/seller dominance?

By Easy Money Scanner · Educational reference · Not investment advice

The short answer

Market Delta is the net difference between aggressive buy volume and aggressive sell volume within a single candlestick, isolating which side dominated that bar's trading.

How it works

A positive delta shows more market buying hit the ask than selling hit the bid during that bar, used alongside price action to assess conviction behind a candle's move.

An example

Delta of +450 means net buy-side aggression.

Risk & limitations

Delta reflects aggressor volume only, not total participation.

Examples are hypothetical, not trade recommendations. US contract and regulatory references do not automatically apply in Canada. Rules, margin requirements and broker policies can change; confirm them with the relevant authority and your broker.

Sources & further reading