Delta by Price Indicator

Alexander, you are a legend and deserve a raise!

Your work is much appreciated!


Wow this is really great!!! Here’s a picture of it up and running together

I wasn’t sure if there is an x-axis offset for the delta profile but if not, it may be a future update some people would use as some people use this in conjunction with a regular volume profile on the same side. Here’s an example of what that might look like.

Can’t thank you enough for the work you’re doing here, really great


For future beta or official releases. Id like to have an option to add the candlestick body(wicks are bonus) next to the delta, similar to Ninjatrader.

I modified your current release to add them, but spacing is a tad off so far.


The x-axis offset would be phenomenal. Second this :+1:

I modified and published Alexander’s last Delta by Price release preview to add a customizable offset. It says it doesnt work in the Desktop app, but it works just fine for me.
Check it out:

Just for my own selfishness, these are features I’d like in official releases:
Delta by Price:
-Option for X-Axis offset so the bars do not cover up VP
-Option to toggle on/off text labels

Variable Resolution Delta
-Option to add the candle bars to the left of the delta bars, regardless of where you are zoomed in at. Currently, you still have to zoom in very far on NQ for the normal candlesticks from the BidAsk chart to show up on a 5min or less chart
-Option to toggle on/off text labels


My computer was struggling in an active market. had lagging issues, using Heiken Aishi and Price Delta.
Once removed computer worked fine. FYI

Heiken Aishi with the Price Axis Volume Delta doesn’t work. If you could, try it with non-heiken aishi bars and let me know if it still has performance problems please! The indicator relies on the domain-unit scale and fixed price intervals on the price axis itself. Heiken Aishi uses calculated values instead of numbers divisible by contract tick size. I know it doesn’t usually plot correctly on Heiken Aishi, but I’ll have to look into it also having memory issues related to that chart type.

I’ve been looking for precisely this. The existing bid ask charting needs something like this built in - some way to control the shape of the candlestick. Any chance you could share the code?

any chance you could post screenshots of your settings for this setup? its perfect.

Relevant indicators are “Variable Resolution Delta” (delta bars), and “Sethmo Price Axis Volume Delta” (updated for X axis offset to use with volume profile). 30min line chart with the line transparency set to 0.

Settings in screenshot


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thanks Ryan, i appreciate that

@sethmo @Alexander Is there any plans to possibly offer a normal Volume setting for this indicator? Example would be the screenshot Ryan_Berg shared, but instead of each bar showing delta at price, it shows an actual volume profile per bar (not split bid/ask).

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I’ve been wanting to do more with that indicator honestly, so I’ll keep this suggestion in mind :+1:

In the mean time feel free to play with the code yourself!

delta profile is likely the single best indicator on tradovate, but it leaves a lot to be desired. just needs to be a delta profile. a volume profile that you can switch to delta.

Hey bro, love your work. Was wondering if I could “request” something be added to your volume delta grid. Would be happy to reimburse if desired. Anyways my request is a “pace of tape” or “tape speed” column measured in ticks per second or something similar. Have no idea if this would be easy or not but I have no coding knowledge and it appears that you have read my mind on some of these indicators you’ve put out. Either way, thank you for everything you do

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Would it be possible to add horizontal lines when a volume node is above the threshold set for text? I’ve been trying to add it via the lines module but my JS skills are very poor. Looking to have horizontal price levels appear and disappear on chart if the delta goes above the threshold to view delta value

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Out of curiosity would that be based on the actual delta value or % delta?

based on the actual delta. there’s a threshold value you can set on @sethmo 's Delta Profile so that if there is above ‘x’ delta at a level, a label is formed

i would like for a horizontal line to show above that threshold as well if possible

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