Aggregated Rolling VWAP +

In_Finito_ Updated   
Edit of TradingView's original Rolling VWAP

Edit log:

  • Added Volume Aggregation Capabilities to the Script
    - Price Action is impacted by volume executed in all exchanges. Even though a single exchange RVWAP can be useful, using aggregated data makes it more accurate and saves time in symbol switching.
    - Aggregation is preset to be done for Bitcoin Spot Pairs. However this can be changed to Aggregate Volume from any other symbol at the bottom of the setup menu.

  • Added Symmetrical Deviations to the Script
    - Symmetrical deviations create range of "tolerance" around the RVWAP at a fixed % distance. This helps in situations when price does not respect the exact RVWAP level and goes slightly above/under.
    - Adding multiple Symmetrical Deviations at different percentage values can give relevant levels for scalping, entries and range trading.

  • Switched default option to manual TF instead of automatic TF

  • Added TF Presets for quick switching between different settings. (Feature intended for mobile charting)

  • Added ON/OFF Switch to all individual deviations to make it easier, faster and cleaner to display different data. (Feature intended for mobile charting)
Release Notes:
  • Switched Aggregation data from FTX to OKX and Bitstamp
Release Notes:

If you want to support the work:

BTC: bc1qvag25270s20gqyun9sndjnv7tnvx8jj5ay62n5
Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.


The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.

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