The CVD: the net pressure of the aggressors

The heatmap and the bubbles give you the raw picture. Four tools confirm it and prevent false signals: the CVD, the VWAP, the profiles, the spread. You never trade a single layer; you look for confluence. Let us start with the most important one.

Delta and CVD

The delta = volume bought at market minus volume sold at market, over a period. The CVD (cumulative volume delta) is its running sum: it is the net pressure of the aggressors over time.

• Rising CVD: aggressive buyers dominate. Falling CVD: sellers dominate.
• Periods are configurable on DeepDom (day, minutes, seconds, orders). A filtered CVD isolates large orders from retail noise: that is the one you watch for divergences.
• On DeepCharts, the delta is computed on the true aggressive side of each trade (MBO data), which makes divergences reliable.