Delta Rate (mzFootprint Indicator) means the rate of delta change. This rate is measured in the chosen time interval (milliseconds) or tick interval. When delta is being changed the price is also being changed. Indicator shows this price interval. Note, only one maximal (by modulo) value of Delta Rate is shown for the bar in the Statistics Grid and on the chart.

Example: high sell/negative Delta Rate. This means that there was an intensive selling (a lot of  sell market orders have been matched with buy limit orders).

High Delta Rate shows:

  • Range of stops triggering
  • Reversals
  • Breakout