Definition ∞ Trading Volume Delta is a metric that measures the difference between buying volume and selling volume over a specific trading period. It provides a clearer picture of whether buyers or sellers are more dominant in driving price action. A positive delta indicates stronger buying pressure, while a negative delta suggests more substantial selling pressure. This tool helps assess the underlying market order flow.
Context ∞ In crypto news, Trading Volume Delta is often used by analysts to identify divergences between price movement and true market aggression, potentially signaling reversals. For example, a rising price with a decreasing delta could indicate weakening buying interest, suggesting a false rally. This metric offers a more nuanced understanding of market dynamics than total volume alone.
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