INDICATOR
Every trade, classified against the resting quote.

True Aggression

True Aggression reads individual trades off a tick series and classifies each one against the bid and ask standing at the moment it printed. Trades at or above the ask are buy-initiated, at or below the bid sell-initiated. Buy and sell aggression accumulate per bar and plot as two lines with their signed difference underneath.

Specification
Requires
A hidden 1-tick secondary series, added automatically. Your data provider must supply tick data for the instrument.
Calculation
On each tick, in its own panel.
Smoothing
EMA or SMA, period of your choosing (default 14).
Built for initiative

Delta tells you the net. This tells you the fight.

A quiet bar and a bar where both sides went hard and finished level produce the same net delta and mean completely different things. Plotting buy and sell pressure separately keeps that distinction, and the histogram still gives you the net when the net is what you want. Aggression flips — where initiative changes hands between bars — are highlighted, and you set the thresholds that count as a real move rather than noise.

An NQ 09-26 750-tick chart with the True Aggression panel below it. Over a highlighted 150-point slide in price, the magenta sell line in the lower panel climbs from around 400 to the top of the panel near 465 while the cyan buy line falls to around 385. The two lines cross as the slide begins and separate for its whole length.
NQ 09-26 · 750 tickThe lower panel is the argument. Through the highlighted slide the magenta sell line runs to the top of its range near 465 while the cyan buy line sinks to 385 — and the two cross as the move starts, not after it. A net delta line over the same bars gives you one number going down and no way to tell whether sellers were pressing or buyers had simply stopped.
01

Per-trade bid/ask classification, not a bar-level approximation.

02

Separate buy and sell pressure lines plus a signed net histogram.

03

Configurable thresholds and highlighted aggression flips.

Included in Professional and above
Positioning

Where it fits.

The centre of the Professional tier. Everything else in the True Aggression family is a different view of this same read.

VIEW PROFESSIONAL — $69/MOCOMPARE TIERS

Requires NinjaTrader 8. OF-TA-001