AMT Delta
Delta-based buy/sell signals with standard deviation thresholds
Displays chart indications when delta % exceeds specified thresholds, based on standard deviations from the average value of delta %. Additionally displays indications when intrabar delta reversal occurs, as determined based on the commitment of buyers and sellers.
The Concept
AMT Delta identifies moments of exceptional buying or selling pressure by measuring when delta deviates significantly from its recent average. Using statistical thresholds, it separates routine delta from genuinely unusual order flow events. Multiple signal tiers — from standard delta to "The Order" events — help you gauge the magnitude of directional commitment.
How to Read It
Colored bars and symbols mark different intensity levels of delta activity.
- Delta Buy/Sell colored bars mark moderate directional commitment above the baseline threshold
- Delta+/Sell+ signals mark stronger commitment that exceeds a higher threshold
- "The Order" symbols at bar extremes mark the most significant delta events — highest conviction tier
- Delta Zero bars indicate balanced order flow with no directional bias
Practical Tips
The standard deviation thresholds auto-adapt to each instrument — no manual calibration needed for different products. Start with defaults and adjust the S.D. levels if you want more or fewer signals. "The Order" signals are the highest-conviction tier and should be treated with respect. Requires 1-tick data for accurate delta calculation.
Requirements
- Can only be used on charts with a chart data type of 'Intraday Chart'
- Recommended 'Intraday Data Storage Time Unit' setting '1 Tick'
Input & Settings
| No. | Input Name | Function |
|---|---|---|
| 1 | Standard Deviation Length | Determines the number of chart bars to include in the standard deviation and moving average calculations. Min: 3, Max: 1000000. |
| 2 | Moving Average Type | Defines the moving average type used to compare against current delta % value. |
| 3 | The Order+ Threshold (S.D.) | Defines the minimum absolute Delta % value, measured as standard deviations from the average Delta % value, required for 'The Order+' buy/sell indications to be displayed. Min: 0, Max: 100. |
| 4 | The Order Threshold (S.D.) | Defines the minimum absolute Delta % value, measured as standard deviations from the average Delta % value, required for 'The Order' buy/sell indications to be displayed. Must be less than 'The Order+ Threshold (S.D.)'. |
| 5 | Delta+ Threshold (S.D.) | Defines the minimum absolute Delta % value, measured as standard deviations from the average Delta % value, required for 'Delta+' buy/sell indications to be displayed. Min: 0, Max: 100. |
| 6 | Delta Threshold (S.D.) | Defines the minimum absolute Delta % value, measured as standard deviations from the average Delta % value, required for 'Delta' buy/sell indications to be displayed. Must be less than 'Delta+ Threshold (S.D.)'. |
| 7 | Delta Zero Threshold Mode | Determines the value threshold type used when identifying Delta Zero conditions. Actual: The actual absolute value of delta is compared to the threshold value. S.D.: The delta % value is compared to standard deviation from the average delta % value. |
| 8 | Zero Threshold | Defines the maximum value for delta to be considered as zero delta. Min: 0, Max: 1000000. |
| 9 | Delta++ Upper Threshold | Defines the threshold values required for Delta Buy++ and Delta Sell++ upper conditions. Min: 0, Max: 1000000. |
| 10 | Delta++ Lower Threshold | Defines the threshold values required for Delta Buy++ and Delta Sell++ lower conditions. Min: 0, Max: 1000000. |
| 11 | The Order Symbol Offset (ticks) | Defines distance, in ticks, above/below chart bars that 'The Order' sell/buy symbols are displayed. Min: 0, Max: 100. |
| 12 | Delta++ Symbol Offset (ticks) | Defines distance, in ticks, above/below chart bars that 'Delta++' sell/buy symbols are displayed. Min: 0, Max: 100. |
Determines the number of chart bars to include in the standard deviation and moving average calculations. Min: 3, Max: 1000000.
Defines the moving average type used to compare against current delta % value.
Defines the minimum absolute Delta % value, measured as standard deviations from the average Delta % value, required for 'The Order+' buy/sell indications to be displayed. Min: 0, Max: 100.
Defines the minimum absolute Delta % value, measured as standard deviations from the average Delta % value, required for 'The Order' buy/sell indications to be displayed. Must be less than 'The Order+ Threshold (S.D.)'.
Defines the minimum absolute Delta % value, measured as standard deviations from the average Delta % value, required for 'Delta+' buy/sell indications to be displayed. Min: 0, Max: 100.
Defines the minimum absolute Delta % value, measured as standard deviations from the average Delta % value, required for 'Delta' buy/sell indications to be displayed. Must be less than 'Delta+ Threshold (S.D.)'.
Determines the value threshold type used when identifying Delta Zero conditions. Actual: The actual absolute value of delta is compared to the threshold value. S.D.: The delta % value is compared to standard deviation from the average delta % value.
Defines the maximum value for delta to be considered as zero delta. Min: 0, Max: 1000000.
Defines the threshold values required for Delta Buy++ and Delta Sell++ upper conditions. Min: 0, Max: 1000000.
Defines the threshold values required for Delta Buy++ and Delta Sell++ lower conditions. Min: 0, Max: 1000000.
Defines distance, in ticks, above/below chart bars that 'The Order' sell/buy symbols are displayed. Min: 0, Max: 100.
Defines distance, in ticks, above/below chart bars that 'Delta++' sell/buy symbols are displayed. Min: 0, Max: 100.
Subgraphs
| No. | Subgraph Name | Function & Comments |
|---|---|---|
| 1 | The Order Buy+ | Default: Point On Low. Displays indication when 'The Order+ Threshold (S.D.)' value is exceeded. |
| 2 | The Order Buy | Default: Point On Low. Displays indication when 'The Order Threshold (S.D.)' value is exceeded. |
| 3 | Delta Buy+ | Default: Color Bar. Displays indication when 'Delta+ Threshold (S.D.)' value is exceeded. |
| 4 | Delta Buy | Default: Color Bar. Displays indication when 'Delta Threshold (S.D.)' value is exceeded. |
| 5 | Delta Zero | Default: Color Bar. Display indication when Delta is less than 'Zero Threshold' value. |
| 6 | Delta Sell | Default: Color Bar. Displays indication when 'Delta Threshold (S.D.)' value is exceeded. |
| 7 | Delta Sell+ | Default: Color Bar. Displays indication when 'Delta+ Threshold (S.D.)' value is exceeded. |
| 8 | The Order Sell | Default: Point On High. Displays indication when 'The Order Threshold (S.D.)' value is exceeded. |
| 9 | The Order Sell+ | Default: Point On High. Displays indication when 'The Order+ Threshold (S.D.)' value is exceeded. |
| 10 | Delta Buy++ | Default: Point On Low. Displays indication when delta is positive and the 'Delta++ Upper Threshold' and 'Delta++ Lower Threshold' conditions are met. |
| 11 | Delta Sell++ | Default: Point On High. Displays indication when delta is negative and the 'Delta++ Upper Threshold' and 'Delta++ Lower Threshold' conditions are met. |
Default: Point On Low. Displays indication when 'The Order+ Threshold (S.D.)' value is exceeded.
Default: Point On Low. Displays indication when 'The Order Threshold (S.D.)' value is exceeded.
Default: Color Bar. Displays indication when 'Delta+ Threshold (S.D.)' value is exceeded.
Default: Color Bar. Displays indication when 'Delta Threshold (S.D.)' value is exceeded.
Default: Color Bar. Display indication when Delta is less than 'Zero Threshold' value.
Default: Color Bar. Displays indication when 'Delta Threshold (S.D.)' value is exceeded.
Default: Color Bar. Displays indication when 'Delta+ Threshold (S.D.)' value is exceeded.
Default: Point On High. Displays indication when 'The Order Threshold (S.D.)' value is exceeded.
Default: Point On High. Displays indication when 'The Order+ Threshold (S.D.)' value is exceeded.
Default: Point On Low. Displays indication when delta is positive and the 'Delta++ Upper Threshold' and 'Delta++ Lower Threshold' conditions are met.
Default: Point On High. Displays indication when delta is negative and the 'Delta++ Upper Threshold' and 'Delta++ Lower Threshold' conditions are met.
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