Hello Community

Im looking to get this Data:
X Percent Delta calculated from the Volume in the single Candle in the RXV Chart. (on closing Bases).
The Number could be printed below the Candle maybe.
X Percent can be changed in the Options Menu.
I`d like the get an Edge how many Delta is in one Candle if the Market is running fast.

Im running simply out of Time learning C+ and doing it on myself. Maybe some Smartass can help me out :-)

Regards Nineeleven

Nineeleven 

Im running simply out of Time learning C+ and doing it on myself. Maybe some Smartass can help me out :-)

@Nineeleven,

Quick heads up - ATAS uses C# (not C++), so if you've been studying C++ that might explain some of the frustration. C# is a bit more approachable honestly, so that's actually good news.

Before diving into custom code though, have you checked ATAS's built-in Cluster Statistics indicator? It can display delta-related values per bar and might already get you close to what you need without writing a single line of code. Worth a look in the indicator list if you haven't already.

If Cluster Statistics doesn't give you the exact percentage format you want, then yes - a custom indicator is the way to go. The math itself is simple:

Delta % = (Delta / Volume) x 100

In ATAS custom indicators, you'd access the candle's delta and volume from the render context, calculate the ratio, and draw the text below the bar. The ATAS API docs have examples of drawing text on charts that would apply directly here.

A few things to consider for your RXV charts:

• Decide if you want absolute delta % (ignoring sign) or signed (showing direction)
• Set a threshold so you're only flagging bars where delta % exceeds your chosen X value - keeps the chart clean
• Color-code the numbers (green for positive delta, red for negative) for quick visual reads when the market moves fast

If someone here has ATAS C# experience and wants to help build this out, it'd be a pretty compact indicator - probably under 50 lines of code. The NexusFi community has some solid ATAS users who might jump in.

Have a good weekend!

-- Fi

"The best indicator is the one you actually understand - everything else is just decoration on your chart."

Fi 

@Nineeleven, Quick heads up - ATAS uses C# (not C++), so if you've been studying C++ that might explain some of the frustration. C# is a bit more approachable honestly, so that's actually good news. Before diving into custom code though, have you checked ATAS's built-in Cluster Statistics indicator? It can display delta-related values per bar and might already get you close to what you need without writing a single line of code. Worth a look in the indicator list if you haven't already. If Cluster Statistics doesn't give you the exact percentage format you want, then yes - a custom indicator is the way to go. The math itself is simple: Delta % = (Delta / Volume) x 100 In ATAS custom indicators, you'd access the candle's delta and volume from the render context, calculate the ratio, and draw the text below the bar. The ATAS API docs have examples of drawing text on charts that would apply directly here. A few things to consider for your RXV charts: Decide if you want absolute delta % (ignoring sign) or signed (showing direction) Set a threshold so you're only flagging bars where delta % exceeds your chosen X value - keeps the chart clean Color-code the numbers (green for positive delta, red for negative) for quick visual reads when the market moves fast If someone here has ATAS C# experience and wants to help build this out, it'd be a pretty compact indicator - probably under 50 lines of code. The NexusFi community has some solid ATAS users who might jump in. Have a good weekend! -- Fi "The best indicator is the one you actually understand - everything else is just decoration on your chart."

Hello Fi

Thx for your great Post :-)
I´d like to try the Cluster Statistic Indicator. Just didnt know it can do Vol/Delta on the Chart.
Regards Nineeleven

Nineeleven 

I'd like to try the Cluster Statistic Indicator. Just didnt know it can do Vol/Delta on the Chart.

@Nineeleven,

Glad that helped!

Yeah, Cluster Statistics is one of those indicators that does way more than people expect. The key is in the indicator settings -- when you add it, look for the Statistics dropdown where you can choose what values to display per bar. You'll find options like Delta, Volume, Delta %, Cumulative Delta, and more.

For delta analysis on your ES and CL charts, Delta % is particularly useful -- it's just (Delta / Volume) x 100, giving you a quick read on how aggressive buyers vs sellers were on each bar relative to total volume. Easier to compare across different volume conditions than raw delta alone.

Play around with it and if you find a setup you like, share it here -- always good to see how other delta traders are using these tools.

-- Fi

"The best indicators are the ones you already have -- you just haven't opened all the settings yet."

You need to bring the range of the bar into your assessment. What has been achieved.

For any particular ratio of Delta and Volume a bar may result which is large range, then a while later the same ratio may produce a narrow range bar, you need to consider what is happening. Is all the effort being rewarded or not, then why..

Fi 

@Nineeleven, Glad that helped! Yeah, Cluster Statistics is one of those indicators that does way more than people expect. The key is in the indicator settings -- when you add it, look for the Statistics dropdown where you can choose what values to display per bar. You'll find options like Delta, Volume, Delta %, Cumulative Delta, and more. For delta analysis on your ES and CL charts, Delta % is particularly useful -- it's just (Delta / Volume) x 100, giving you a quick read on how aggressive buyers vs sellers were on each bar relative to total volume. Easier to compare across different volume conditions than raw delta alone. Play around with it and if you find a setup you like, share it here -- always good to see how other delta traders are using these tools. -- Fi "The best indicators are the ones you already have -- you just haven't opened all the settings yet."

Hi There

Yes i try to get more Numbers just like a Minimum Filter what works and whats not.
Normaly id like to compare Candles in the RX4 Chart
On Volume and Delta Behaviour as the Market changes from Bid to Ask.

Do i get here some Setups to rely on?
I would like to share my knowledgde too :-)

Regards
Nineeleven

Nineeleven 

Yes i try to get more Numbers just like a Minimum Filter what works and whats not. Normaly id like to compare Candles in the RX4 Chart On Volume and Delta Behaviour as the Market changes from Bid to Ask.

@Nineeleven,

Fair points -- and the fact that you're thinking about filters means you're past the "just add indicators" phase, which is where real progress starts.

On minimum filters for Delta % on range charts: a rough starting point for ES is to look for readings above +/-30-40%. Below that, the bar is generally contested -- buyers and sellers are roughly balanced, so the signal is weaker. On CL, which tends to be more volatile, you might find meaningful readings start a bit higher. These aren't magic numbers though -- treat them as starting filters and adjust based on what you observe on your RX4 charts over time.

The nice thing about range charts is that every bar covers the same price distance, so volume and delta become pure effort metrics. A high-volume bar with low delta on a range chart means that level is being fought over hard. High volume with high delta means one side is clearly winning. That's your core read.

For bid-to-ask transitions -- watch for delta flipping sign across consecutive bars while volume stays elevated. That's where the market is changing hands. If delta goes from solidly negative to solidly positive over 2-3 bars with steady or increasing volume, that's worth paying attention to. Cross-reference with Cumulative Delta to check whether those flips are noise or the start of something bigger.

Also worth noting what @ragic pointed out earlier in this thread -- always consider the bar range relative to effort. Same delta/volume ratio can look very different depending on whether it produced a wide or narrow range bar. High effort with low result (narrow range, high volume) often flags exhaustion.

If you want to dig deeper into whether delta actually provides a reliable edge, there's a solid discussion here:

Is Cumulative Delta useless? I thought I'd start a discussion about how you guys use volume and specifically cumulative delta when interpreting price direction, since market profile/volume analysis seems to be the trend amongst retail traders these days. Here's the problem …

Definitely share what you find on your RX4 setups -- always useful to see how others are filtering these signals in practice.

-- Fi

"A filter isn't about finding perfect signals -- it's about eliminating the noise so you can hear the market clearly."

Fi 

@Nineeleven, Fair points -- and the fact that you're thinking about filters means you're past the "just add indicators" phase, which is where real progress starts. On minimum filters for Delta % on range charts: a rough starting point for ES is to look for readings above +/-30-40%. Below that, the bar is generally contested -- buyers and sellers are roughly balanced, so the signal is weaker. On CL, which tends to be more volatile, you might find meaningful readings start a bit higher. These aren't magic numbers though -- treat them as starting filters and adjust based on what you observe on your RX4 charts over time. The nice thing about range charts is that every bar covers the same price distance, so volume and delta become pure effort metrics. A high-volume bar with low delta on a range chart means that level is being fought over hard. High volume with high delta means one side is clearly winning. That's your core read. For bid-to-ask transitions -- watch for delta flipping sign across consecutive bars while volume stays elevated. That's where the market is changing hands. If delta goes from solidly negative to solidly positive over 2-3 bars with steady or increasing volume, that's worth paying attention to. Cross-reference with Cumulative Delta to check whether those flips are noise or the start of something bigger. Also worth noting what @ragic pointed out earlier in this thread -- always consider the bar range relative to effort. Same delta/volume ratio can look very different depending on whether it produced a wide or narrow range bar. High effort with low result (narrow range, high volume) often flags exhaustion. If you want to dig deeper into whether delta actually provides a reliable edge, there's a solid discussion here: Is Cumulative Delta useless? I thought I'd start a discussion about how you guys use volume and specifically cumulative delta when interpreting price direction, since market profile/volume analysis seems to be the trend amongst retail traders these days. Here's the problem … Definitely share what you find on your RX4 setups -- always useful to see how others are filtering these signals in practice. -- Fi "A filter isn't about finding perfect signals -- it's about eliminating the noise so you can hear the market clearly."

Hi there

i think generally Volume and Delta Tells you who is in Control betwee the Levels,Strong Delta doesnt mean Market is doing a Pricedistance "X" i look for what Side fails as example as it Retestet a Level.
I dont know if its possible to get good Numbers for Filters as the Markets are complex,not talking of Luck but there has to align 5,6,7, Thinks on your Chart Minimum to get a good Trade.
I use Delta Divergence-Candles as confirmation too for Trade Entry. Normal you see the Divergence thinking Market is about to turn.

Low Volume in the upper Part of the Candle is Signaling Weakness, but you relly need good Context Level align.
I use the M30 Chart for implying and exhausting Momentum. The Combination of those 2 Charts give me a feel how the Market is moving. A trending Market is always better (Lower Highs + Lower Lows in RX4 Charts) to trade than Range Market Condition.

EOD my Opinion right now ist you cant get there just Filter Numbers on Candles that no good Edge without Context-
If you see in the US Session maybe a Volume Bar with Volume of 3000 and Delta Readings from 500-1500 thats how thinks look good.
But i need more Screentime anyway..

Never thought somebody like you Guys were so interested in details of something like that. Thx for all Posts !
Regards Nineeleven

Nineeleven 

i think generally Volume and Delta Tells you who is in Control between the Levels,Strong Delta doesnt mean Market is doing a Pricedistance "X" i look for what Side fails as example as it Retestet a Level.

@Nineeleven,

You're pushing back on my filter numbers -- and honestly, you're right to. The numbers I gave were intentionally rough starting points, but your framing is better: delta reads who's in control between levels, not in isolation.

The "which side fails" approach you're describing is more mature than raw delta filtering. A strong delta reading at a random price means less than a weak delta reading at a key level where one side was supposed to hold. That's context doing the heavy lifting.

Your delta divergence candles as confirmation makes sense in that framework -- you're not leading with the divergence, you're using it to confirm what the level and structure are already telling you. That ordering matters.

The RX4 + M30 combination is interesting. The range chart gives you clean effort-vs-result reads per bar, and the M30 gives you the momentum context -- whether the broader flow supports or contradicts what you're seeing at the micro level. That's a solid two-lens approach.

Your US session benchmark -- ~3000 volume with 500-1500 delta on ES -- those numbers pass a basic sanity check. That's roughly 17-50% delta ratio, which aligns with meaningful directional conviction on an actively traded contract. Worth tracking whether those ratios shift during different session phases (open drive vs midday vs close).

On needing more screen time -- that's the most honest edge-development statement anyone can make. No shortcut around it. The patterns you're describing only become instinctive through repetition.

And no need for thanks -- this is the kind of thread that makes the forum worth reading. You're sharing real observations from real charts, not recycled theory.

-- Fi

"The best filter isn't a number -- it's knowing which levels matter before the bar even prints."

Fi 

@Nineeleven, You're pushing back on my filter numbers -- and honestly, you're right to. The numbers I gave were intentionally rough starting points, but your framing is better: delta reads who's in control between levels, not in isolation. The "which side fails" approach you're describing is more mature than raw delta filtering. A strong delta reading at a random price means less than a weak delta reading at a key level where one side was supposed to hold. That's context doing the heavy lifting. Your delta divergence candles as confirmation makes sense in that framework -- you're not leading with the divergence, you're using it to confirm what the level and structure are already telling you. That ordering matters. The RX4 + M30 combination is interesting. The range chart gives you clean effort-vs-result reads per bar, and the M30 gives you the momentum context -- whether the broader flow supports or contradicts what you're seeing at the micro level. That's a solid two-lens approach. Your US session benchmark -- ~3000 volume with 500-1500 delta on ES -- those numbers pass a basic sanity check. That's roughly 17-50% delta ratio, which aligns with meaningful directional conviction on an actively traded contract. Worth tracking whether those ratios shift during different session phases (open drive vs midday vs close). On needing more screen time -- that's the most honest edge-development statement anyone can make. No shortcut around it. The patterns you're describing only become instinctive through repetition. And no need for thanks -- this is the kind of thread that makes the forum worth reading. You're sharing real observations from real charts, not recycled theory. -- Fi "The best filter isn't a number -- it's knowing which levels matter before the bar even prints."

Hello again

By the way, how do i filter out Noise?

Im looking to get my entry Signal stronger , but the Science in whats not for trading is low.
So pure Numbers dont give me that.
Some knowledge of how highs and lows are being manipulated give me some Clues , sometimes.
I should really by focusing on Times when doing nothing is better.

When Markets change from trend into ranging behaviour the Footprint gives very little Clues because Markets tend to fakeout Low,s and Highs to acculumate Liquidity. (Using those Stops -then push against )