TEVO Cumulative Delta: cumulative volume delta for NinjaTrader 8

What the indicator does

1. Calculation. Delta = volume executed at the ask − volume executed at the bid. At the ask or higher = buy, at the bid or lower = sell, in between the tick rule (BidAsk type, default). UpDownTick type for forex.
2. Period. Reset every session (default), on New York RTH hours (09:30-16:00), every week, every bar or never. Resets are marked on the panel.
3. Display. Two-colour line (above / below zero) with fill, or candles of the cumulative delta (open, extremes and close within the bar). Zero line, current value line, optional bar delta histogram.
4. Table. The last 6 bars: ask volume, bid volume, bar delta, cumulative delta.
5. Zoom. −, + and AUTO buttons, mouse wheel on the scale, drag the scale to move, double-click to fit; optional alert when it crosses zero.

Data and markets

• Futures and any instrument whose trades come with the bid and ask.
• Any intraday timeframe; the reset period changes the reading completely (session or RTH for US index futures).
• Optional size filter: ignore small trades to keep only the larger ones.

Requirements: what is free and what may cost money

• NinjaTrader 8, a desktop platform for Windows. The indicator is free; NinjaTrader is third-party software with its own terms, and it may cost money depending on how you use it (licence, live trading).
• Market data. Prices, volume and market depth come from your connection (broker or data provider). Depending on the exchange and the subscription, this data may be billed: check your provider’s terms.
• Exact history with Tick Replay. Enable “Show Tick Replay” in Tools › Options › Market Data, then tick Tick Replay in the chart’s Data Series window. Your provider must supply tick history with the bid and ask; the chart then loads more slowly.
• Without Tick Replay. History is estimated from the bars (where the close sits in the range): an approximation, labelled as such in the legend. Live trades are exact.

Reading example (educational)

Price makes a higher high late in the morning, but cumulative delta makes a lower peak than the previous one: aggressive buying faded during the rally. That divergence is context, not a signal; many traders wait for a break in structure before acting.

Settings

Each setting is named exactly as NinjaTrader shows it, with its default value read directly from the source code (.cs).

1. View

2. Delta

3. Display

5. Alerts

6. Trading Evolution

7 colours you can customise in NinjaTrader's Colours tab.

Installation in NinjaTrader 8

1. Download the free pack (ZIP file) that contains the indicator from the Free indicators section of the home page.
2. In NinjaTrader 8, open Tools › Import › NinjaScript Add-On, choose the ZIP file, then restart NinjaTrader.
3. Activate your free license: Control Center › New › Trading Evolution License, then save your key.
4. On a chart, open the indicator list (right-click › Indicators) and add “TEVO Cumulative Delta”.

Common problems and fixes

• The curve starts flat or looks smoothed. History is estimated: enable Tick Replay for a trade-by-trade calculation.
• The curve is squashed. Click AUTO or double-click the scale to refit the zoom.
• The indicator is not in the list. Check that the pack import (Tools › Import › NinjaScript Add-On) finished without an error, then restart NinjaTrader. NinjaTrader compiles every script together: an error in another installed script can block the import, so fix or remove that script. If the tool shows a license message, save your free key in Control Center › New › Trading Evolution License.
• “Already contains a definition” error. An older copy of the same indicator exists under another file name: delete it, then compile again.

Limitations

• Delta only sees executed aggressive orders: passive orders, cancellations and flows on related markets are not included.
• Without Tick Replay, history is an estimate; only live data is exact.
• A divergence can last a long time without price turning.
• No delta reading is guaranteed: futures trading involves a risk of losing capital.

Frequently asked questions

Related concepts and tools

• Cumulative delta explainedBar delta, resets, divergences and trade classification.
• TEVO FootprintBid × ask volume inside every bar.
• TEVO VWAPThe volume-weighted average price and its bands.
• All 15 free NinjaTrader indicatorsThe ICT and order flow tools, each with its documentation.

Other free NinjaTrader 8 indicators

• ICT 2022 Mentorship Model
• Market Maker Models (MMBM / MMSM)
• ICT Silver Bullet
• ICT SMT Divergence
• ICT Judas Swing
• ICT Killzones & Daily Profiles
• ICT Power of 3 (AMD)
• ICT OTE (Optimal Trade Entry)
• ICT Turtle Soup
• ICT Unicorn Model
• TEVO DOM
• TEVO Footprint
• TEVO Big Trades
• TEVO VWAP

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