PROTECTED SOURCE SCRIPT
Updated BTCUSDT Volume Weighted Average Price & Kairi
This indicator calculates VWAP (Volume Weighted Average Price) for major crypto exchanges with BTCUSDT pairs and shows what percentage each exchange deviates from VWAP.
I made a "BTCUSD" version of this in the past, but many people also want to see “BTCUSDT”, so I made this indicator.
When the parameter "Display" is "Basis", this deviation is expressed in%. Therefore, VWAP is always drawn as "0.00%".
VWAP is calculated using the BTCUSDT prices and volumes of the following exchanges.
These exchanges are the ones Binance refers to when indexing.
- Bitfinex
- Binance
- Huobi
- OKEx
- Bittrex
- HitBTC
VWAP of this indicator calculates the volume for each candlestick , so it will be closer to the actual value.
When there is a big movement in the short term, it is easy to be swayed.
If you set the parameter "Display" to "Basis_SMA", it will calculate the simple moving average of the deviation rate, so it will be hard to be swayed.
Set the desired "Length".
If you want to know the actual value of VWAP , set the parameter "Display" to "Price" and the actual BTCUSDT prices will be displayed.
Warning: This indicator also shows BTCUSDTPERP, but these pairs are not included in the VWAP calculation. be careful.
I made a "BTCUSD" version of this in the past, but many people also want to see “BTCUSDT”, so I made this indicator.
When the parameter "Display" is "Basis", this deviation is expressed in%. Therefore, VWAP is always drawn as "0.00%".
VWAP is calculated using the BTCUSDT prices and volumes of the following exchanges.
These exchanges are the ones Binance refers to when indexing.
- Bitfinex
- Binance
- Huobi
- OKEx
- Bittrex
- HitBTC
VWAP of this indicator calculates the volume for each candlestick , so it will be closer to the actual value.
When there is a big movement in the short term, it is easy to be swayed.
If you set the parameter "Display" to "Basis_SMA", it will calculate the simple moving average of the deviation rate, so it will be hard to be swayed.
Set the desired "Length".
If you want to know the actual value of VWAP , set the parameter "Display" to "Price" and the actual BTCUSDT prices will be displayed.
Warning: This indicator also shows BTCUSDTPERP, but these pairs are not included in the VWAP calculation. be careful.
Release Notes
Fixed a bug that caused the average price to overlap.Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Disclaimer
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.
Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Disclaimer
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.