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VWAP Multi-Timeframe VWAP Multi-Timeframe - Complete Professional Indicator 🚀 WHAT IS IT? The VWAP Multi-Timeframe is an advanced indicator that combines 5 different VWAP periods in a single tool, providing a complete view of market fair value levels across multiple time scales. ⭐ KEY FEATURES 📊 5 Configurable VWAPs: 🟡 Daily VWAP - Ideal for day trading and intraday operations 🟠 Weekly VWAP - Perfect for swing trading 🔵 Monthly VWAP - Excellent for medium-term analysis 🔴 Quarterly VWAP - Essential for quarterly strategies 🟢 Yearly VWAP - Fundamental for long-term investments 🎯 Multiple Price Sources: Choose the source that best fits your strategy: Close - Closing price (most common) OHLC4 - Complete average (smoother) HLC3 - Typical price (default) HL2 - Period midpoint Open/High/Low - Specific prices 💡 HOW TO USE For Day Traders: Use Daily VWAP as main fair value reference Prices above = buying pressure / Prices below = selling pressure For Swing Traders: Combine Weekly and Monthly VWAP to identify trends Look for confluences between different timeframes For Investors: Quarterly and Yearly VWAP show long-term value levels Excellent for identifying entry points in investments 🔧 TECHNICAL FEATURES ✅ Pine Script v6 - Latest and optimized version ✅ Clean Interface - User-friendly design
Pine Script® indicator
by marcaoemail_1
Adaptive VWAP Stdev BandsIntroduction Heyo, here are some adaptive VWAP Standard Deviation Bands with nice colors. I used Ehlers dominant cycle theories and ZLSMA smoothing to create this indicator. You can choose between different algorithms to determine the dominant cycle and this will be used as reset period. Everytime bar_index can be divided through the dominant cycle length and the result is zero VWAP resets if have chosen an adaptive mode in the settings. The other reset event you can use is just a simple time-based event, e.g. reset every day. Usage I think people buy/sell when it reaches extreme zones. Enjoy! --- Credits to: @SandroTurriate - VWAP Stdev Bands @blackcat1402 - Dominant Cycle Analysis @DasanC - Dominant Cycle Analysis @veryfid - ZLSMA (Sry, too lazy for linking) I took parts of their code. Ty guys for your work! Just awesome.
Pine Script® indicator
by simwai
6
Multi-Exchange VWAP Aggregator (Crypto)Description: This advanced VWAP indicator aggregates volume data from up to 9 cryptocurrency exchanges simultaneously, providing a more accurate volume-weighted average price than single-exchange VWAP calculations. Key Features: Multi-Exchange Aggregation - Combines volume from Binance, Coinbase, Bybit, Bitfinex, Bitstamp, Deribit, OKEx, Phemex, and FTX Flexible Currency Pairs - Supports both spot (USD, USDT, EUR, USDC, BUSD, DAI) and perpetual futures contracts Standard Deviation Bands - Includes customizable 1σ, 2σ, and 3σ bands for identifying overbought/oversold levels Multiple Reset Periods - Daily, Weekly, Monthly, or Session-based VWAP calculations Volume Calculation Options - Choose between SUM, AVG, MEDIAN, or VARIANCE for volume aggregation Why Use This? Traditional VWAP indicators only use volume from a single exchange, which can be misleading in fragmented crypto markets. This indicator provides a comprehensive market-wide VWAP by aggregating volume across major exchanges, giving you a more reliable benchmark for entries, exits, and institutional price levels. Perfect for traders who want to see where the real volume-weighted price sits across the entire crypto market, not just one exchange.
Pine Script® indicator
by plyst
4
Quarterly Rolling VWAP# Quarterly Rolling VWAP Indicator This custom indicator calculates and displays a Volume-Weighted Average Price (VWAP) that resets at the beginning of each quarter, providing traders with a medium-term perspective on price action relative to trading volume. ## Key Features: 1. **Quarterly Reset**: The VWAP calculation automatically resets at the beginning of each quarter, allowing for a rolling analysis that adapts to changing market conditions. 2. **Standard Deviation Bands**: The indicator includes two sets of bands based on standard deviations from the VWAP, helping to identify potential support and resistance levels. 3. **Customizable Appearance**: Users can adjust the colors of the VWAP line and bands, as well as control the visibility and transparency of the bands. 4. **Flexible Band Multipliers**: The distance of the bands from the VWAP can be adjusted using customizable multipliers. ## Indicator Logic: 1. **Quarterly Detection**: - The script uses a function `isNewQuarter()` to determine the start of a new quarter. - It calculates the timestamp for the start of the current quarter and checks for changes in this value. 2. **VWAP Calculation**: - The `calcVWAP()` function computes the Volume-Weighted Average Price. - It maintains running sums of price * volume and volume, which reset at the start of each quarter. - The VWAP is calculated as the ratio of these sums. 3. **Standard Deviation Calculation**: - The `calcStdDev()` function computes the standard deviation of price from the VWAP. - It uses a similar approach to VWAP, maintaining running sums that reset quarterly. 4. **Band Calculation**: - Two sets of bands are calculated using the VWAP, standard deviation, and user-defined multipliers. - Upper and lower bands are plotted at 1x and 2x the standard deviation by default, but these are customizable. 5. **Plotting**: - The main VWAP line is plotted with user-defined color and width. - Bands are plotted conditionally based on user preference. - The area between bands is filled with a semi-transparent color for better visualization. ## Trading Applications: - **Medium-Term Trend Analysis**: The quarterly VWAP provides a broader perspective on price trends compared to daily or weekly VWAPs. - **Support and Resistance**: The VWAP line and bands can act as dynamic support and resistance levels. - **Mean Reversion Strategies**: Traders can look for potential reversals when price reaches the outer bands. - **Volatility Assessment**: The width of the bands gives an indication of recent price volatility relative to volume. - **Quarter-over-Quarter Comparison**: By resetting each quarter, the indicator allows for easy comparison of price action across different quarters. This Quarterly Rolling VWAP indicator is particularly useful for traders focusing on medium-term strategies or those who want to incorporate a broader market context into their analysis. It combines the power of volume-weighted pricing with a quarterly perspective, offering a unique tool for technical analysis
Pine Script® indicator
by MausIncognito
QTY@RISK VWAP based calculationVWAP Volatility-Based Risk Management Calculator for Intraday Trading Overview This script is an innovative tool designed to help traders manage risk effectively by calculating position sizes and stop-loss levels using the Volume Weighted Average Price (VWAP) and its standard deviation (StdDev). Unlike traditional methods that rely on time-based calculations, this approach is time-independent within the intraday timeframe, making it particularly useful for traders seeking precision and efficiency. Key Concepts VWAP (Volume Weighted Average Price): VWAP is a trading benchmark that represents the average price a security has traded at throughout the day, based on both volume and price. It provides insight into the average price level over a specific period, helping traders understand the market trend. StdDev (Standard Deviation): In the context of VWAP, the standard deviation measures the volatility around the VWAP. It provides a quantifiable range that traders can use to set stop-loss levels, ensuring they are neither too tight nor too loose. How the Script Works 1. VWAP Calculation: The script calculates the VWAP continuously as the market trades, integrating both price and volume data. 2. Volatility Measurement: It then computes the standard deviation of the VWAP, giving a measure of market volatility. 3. Stop-Loss Calculation: Using user-defined StdDev factors, the script calculates two stop-loss levels. These levels adjust dynamically based on market conditions, ensuring they remain relevant throughout the trading session. 4. Position Sizing: By incorporating your risk tolerance, the script determines the appropriate position size. This ensures that your maximum loss per trade does not exceed your predefined risk value. How to Use the Calculator 1. Select Two VWAP StdDev Factors: Choose two standard deviation factors for calculating stop-loss levels. For example, you might choose 0.5 and 0.75 to set conservative and aggressive stop-losses respectively. 2. Set Your Trading Account Size: Enter your total trading capital. For example, $50,000. 3. Maximum Lot Size: Define the maximum number of shares you are willing to trade in a single position. For instance, 200 shares. 4. Risk Value per Trade: Input the maximum amount of money you are willing to risk on a single trade. For instance, $50. 5. Plotting Options: If you wish to visualize the stop-loss levels, enable the plot option and choose the price base for the plot, such as the closing price or the average of the high and low prices (hl2). Example of Use 1. Initial Setup: After the market opens, wait for at least 15 minutes to ensure the VWAP has stabilized with sufficient volume data. 2. Parameter Configuration: Input your desired parameters into the calculator. For instance: - VWAP StdDev Factors: 0.5 and 0.75 - Trading Account Size: $50,000 - Maximum Lot Size: 200 shares - Risk Value per Trade: $50 - Plot Option: On, using "hl2" or "close" as the price base 3. Execution: Based on the inputs, the script calculates the position size and stop-loss levels. If the calculated stop-loss falls within the selected VWAP StdDev range, it will provide you with precise stop-loss prices. 4. Trading: Use the calculated position size and stop-loss levels to execute your trades confidently, knowing that your risk is managed effectively. Advantages for Traders - Time Independence: By relying on VWAP and its StdDev, the calculations are not dependent on specific time intervals, making them more adaptable to real-time trading conditions. - Focus on Strategy: Novice traders can focus more on their trading strategies rather than getting bogged down with complex calculations. - Dynamic Adjustments: The script adjusts stop-loss levels dynamically based on evolving market conditions, providing more accurate and relevant risk management. - Flexibility: Traders can tailor the calculator to their risk preferences and trading style by adjusting the StdDev factors and risk parameters. By incorporating these concepts and using this risk management calculator, traders can enhance their trading efficiency, improve their risk management, and ultimately make more informed trading decisions.
Pine Script® indicator
by Canonius
Aggregated VWAP by AncheAbout this indicator Aggregated VWAP shows you a combined VWAP of different assets which you can choose inside the options panel. This allows you to select the same asset from multiple exchanges and the indicator plots a VWAP based on all the prices of the selected tickers. The above image shows you the VWAP of the current asset (red, thick line) and an Aggregated VWAP of BTCUSD from this exchange + 5 others (black line). This clearly shows a discrepancy between both values. How to use Open the options of the indicator, at the bottom you will find 5 input fields to select 5 tickers. This allows you to select your asset from different exchanges so that their value gets computed inside the value for the Aggregated VWAP. Inside the "style" settings you can change colors, lines, etc.
Pine Script® indicator
by anche1991
8
SMA VWAP BANDS [qrsq]Description This indicator is used to find support and resistance utilizing both SMA and VWAP. It can be used on lower and higher time frames to understand where price is likely to reject or bounce. How it works Rather than using the usual calculation for the VWAP, instead this script smooths the volume first with the SMA and then respectively calculates the smoothed multiplication of high, low and close price with the volume individually. These values are then divided by the smoothed volume to find individual VWAP's for each of the sources. The standard deviations of these are calculated, resulting in an upper, lower and middle band. It is essentially VWAP bands with some smoothed calculations in the middle. How to use it I like to use the bands for LTF scalping as well as HTF swings. For scalping: I tend to use either the 5m or 15m TF I then set the indicator's TF to 1m I will take a scalp based on the bands confluence with other PA methods, if price is being either supported or rejected. For swings: I tend to use a variety of TFs, including: 30m, 1H, 4H, D I then set the indicator's TF to "Chart" I will take a swing based on the bands confluence with other PA methods, if price is being either supported or rejected. I also tend to use them on perpetual contracts as the volume seems to be more consistent and hence results in more accurate support and resistance.
Pine Script® indicator
by qrsq
6
wnG - VWAP MOD Modified version of VWAP : Classic VWAP with 6 levels based on the Average True Range to identify the distance and distribution of the prices around the VWAP. There are 2 calcul methodologies for the bands - Last 24 Hours Average True Range - Progressive Average True Range starting from 00:00 As prices tend to move around the VWAP level, favor LONG positions in the GREEN ZONE (and SHORT in the RED ZONE). How to use it : Avoid taking long position when price is in the RED ZONE Avoid taking short position when price is in the GREEN ZONE ==> Adjust the settings depending on your timeframe and asset
Pine Script® indicator
by wingoutoulouse
2
Chart Champions - Part 1 - nPOC - Levels - VWAPsThank you for sparing you time to read my indicator. This indicator has been created as a suite of 3. This was to ensure that those with only the Free Trading View account could benefit (with their restriction to 3 indicators). Please ensure you install each indicator and read each indicator write up to fully understand what has tried to achieved. Chart Champions – Part 1 –Lvls nPOC VWAPS This indicator is broken down into: • Levels • VWAPS • Naked Point of Control Levels It displays the levels to the right of the price Axis to enable the user to have a cleaner chart. The below levels will automatically appear: dOpen – pdHigh – pdLow – pdEQ – pwEQ Optional Levels include: mOpen – pmOpen – pdOpen – dbyOpen – wOpen – pwOpen VWAPs Optional VWAPs Daily (including pdVWAP close) – Weekly – Monthly Naked Points of Control (nPOC) To view the nPOC move the chart back in time to pick up the nPOCs. Chart Champions – Part 2 – CCV IBs POC This indicator is broken down into: • Chart Champions Value • Initial Balance • Points of Control Chart Champions Value (CCV) CCV is based on the 80% rule of the dOpen opening outside of the pdVAH/pdVAL. Please do you own research to fully understand how this trading strategy works (readily avaliable online). Initial Balance (IB) IB is based on the first 60 minutes of the market opening. It captures the highest and lowest points within that 60 minutes. Please do you own research to fully understand how this trading strategy works (readily avaliable online). Points of Control (POCs) POC are the price levels where the most volume was traded. Developing POC (dPOC) will constantly move with volume/price action through out the day. Optional POCs Previous Day POC (pdPOC) – Day Before Yesterday POC (dbyPOC) Chart Champions – Part 3 – Sessions - Manual Input This indicator is broken down into: • Manual Inputs (daily, weekly, monthly) • IGOR SessionsTtimes • Pre + Market Openings Manual Input Daily x3 Weekly x 3 Monthly x 3 This allows the trader to put in specific levels. IGOR Session Times This is a user specific requirement to highlight cetain times during the day, displayed at the bottom of the chart in the colour strip. Pre + Market Openings This allows the user to see when pre market trading has started and with the live maket has started, displayed at the top of the chart in colours. A huge thank you goes out to: Stackoverflow users AnyDozer and Bjorn. TV user ahancock for allow me use of this code. Disclaimer the lower the timeframe the more information it processes.
Pine Script® indicator
by Frien_dd-DisDev
61
|AG| VWAP ANALYSIS|AG| VWAP ANALYSIS The volume-weighted average price (VWAP) is a trading benchmark used by traders that gives the average price security has traded throughout the day, based on both volume and price. It is important because it provides traders with insight into both the trend and value of the security. VWAP is calculated by adding up the $ traded for every transaction (price multiplied by the number of shares traded) and then dividing by the total shares traded. A detailed formula and calculations could be found here: -> fanf2.user.srcf.net Actually, TradingView has an option for Anchored Vwap is a really good implementation for specific analysis. The following script takes into account the #Time_Period_Change and plots the VWAP calculation. The #Time_Period Available for this script are:   -> Day   -> Week   -> Monthly   -> Quarter   -> Year 1. The option that we have is the SOURCE:   -> HLC3 (High, Low, Close)/3 is the right way to calculate VWAP.   -> But I included other traditional options:    -> open, high, low, close, hl2, hlc3, ohlc4 2. The option of Turn ON/OFF VWAP   -> Timeframe selection:     -> All, 1. Day, 2. Week, 3. Month, 4. Quarter, 5. Year, 6. >=Weekly, 7. >=Montlhy     -> With this, we could select the time for plotting the VWAP. And some cool features such as >= that we are going to plot different Timeframes VWAP calculations.   -> Vwap Label:     -> We could select if show labels or not 3. The option of Turn ON/OFF Previous VWAP Level   -> VWAP of one selected Time Period is going to end with a final price this level most of the time is retested and gives us a good opportunity for entry into one trade. Or could be used as Stop Loss.    -> Timeframe selection:      -> 1. Day, 2. Week, 3. Month, 4. Quarter, 5. Year, 6. >=Weekly, 7. >=Montlhy, 8. >=Daily   -> Factor     -> The factor options lead as increment the extension of the previous time period.     -> Example: D is the normal time period and with factor, we change from 1D to 2D in order to extend previous levels of VWAP.     ->The Factor option is only available in 1. Day and 2. Week. With a Min Value of 1 and a Maximum Value of 50.   -> Labels:     -> We could select if show labels or not 4. The option of Turn ON/OFF Standard Deviation Bands   -> Label:     -> We could select if show labels or not   -> Timeframe selection:     -> 1. Day, 2. Week, 3. Month, 4. Quarter, 5. Year 5. The option of Turn ON/OFF Previous Standard Deviation   -> Timeframe selection:     -> None, 1. Day, 2. Week, 3. Month, 4. Quarter, 5. Year, 6. >=Weekly, 7. >=Montlhy, 8. Quarter & Year   -> STDEV LEVEL     -> Since there are different options for Standard Deviation I included 4 options       -> 1       -> 2       -> 3      -> User Selection         -> In this option we could select any NUMBER for STVDEV 0.25 of step.  -> Label:    -> We could select if show labels or not 6. The Lockback Setting   -> This Script also includes an option to only plot a certain amount of days back.   The main reason in order to have a more clear chart.    -> We could select between:     -> PLOT ALL     -> CUSTOM   -> If we select Custom Then we could select the Number of Days Back that is going to be plotted. 7. Color Theme Here we select the color (Visual Desing)   -> Color Theme     -> Text Color     -> Here I use the recent input.color option added for TradingView making the color selection really simple 8. Time Period Highlighter   -> In this option, we could select one time period in order to plot one tiny background and identify the change in the time period.    -> Timeframe selection:      -> 1. Day, 2. Week, 3. Month, 4. Quarter, 5. Year 9. Label Offset   -> Finally, this option leads us to change the position of the labels into the X-axis by default 20. This script has many options the combinations and the possibilities of making different analyses are bast. Here some examples of what we could make: DEFAULT SETTING: PREVIOUS VWAP FOR TIME PERIOD >= WEEK (work good as S&D levels) PREVIOUS VWAP Week WITH A FACTOR OF 4 STANDARD DEVIATION BANDS - DAY STANDARD DEVIATION BANDS - WEEK STANDARD DEVIATION BANDS - MONTH STANDARD DEVIATION BANDS - QUARTER STANDARD DEVIATION BANDS - YEAR PREVIOUS STANDARD DEVIATION - DAY SDTV 3 PREVIOUS STANDARD DEVIATION - WEEK SDTV 3 USING STANDARD DEVIATION BANDS - WEEK WITH LOCKBACK -> PLOT ALL WITH CUSTOM 30 DAYS I think the options possibilities of analysis using #VWAP are truly awesome. I like the relationship that one previous VWAP has with Standard Pivot Points. Good Luck, Anderson,
Pine Script® indicator
by Anderson-FX
9
Multi VWAP from Gaps [MW]Multi VWAP from Gaps Introduction The Multi VWAP from Gaps tool extends the concept of using the Anchored Volume Weighted Average Price, popularized by its founder, Brian Shannon, founder of AlphaTrends. It creates automatic AVWAPS for anchor points originating at the biggest gaps of the week, month, quarter and year. Currently, most standard VWAP tools allow users to place custom anchored VWAPs, but the routine of doing this for every equity being watched can become cumbersome. This tool makes that process multi-times easier. Considering that large gaps can represent a shift in market structure, this tool provides unique and immediate insight into how past daily price gaps can and have affected price action. Settings LABEL SETTINGS Show Biggest Gap of Week | Month | Quarter : Toggle labels that identify the location of the biggest gaps for the selected time period. Show Big Labels : Toggle labels from showing the date and gap size to just showing a single letter (W/M/Q/Y) designating the time period that the gap is from. Hide All Labels : Turn labels off and on. MAX VWAP LINES Max Weekly | Monthly | Quarterly | Yearly Lines : How many VWAP lines, starting from today, should be shown for the specified time period. Max: 5 SHOW VWAP LINES Show Weekly | Monthly | Quarterly | Yearly Lines : This feature allows you to remove lines for the specified time period. Calculations This indicator does not provide buy or sell signals. It is simply the VWAP calculated starting from an “anchor point”, or start time. It is calculated by the summation of Price x Volume / Volume for the period starting at the anchor point. How to Interpret According to Brian Shannon, VWAP is an objective measure of what the average trader has paid for a particular equity over a given period, and is the value that large institutional investors frequently use as a trade signal. Therefore, by definition, when the price is above an AVWAP, buyers are in control for that period of time. Likewise, if the price is below the AVWAP, sellers are in control for that period of time. VWAPs that coincide with important events, such as FOMC meetings, CPI reports, earnings reports, have added significance. In many cases, these events can cause gaps to happen in day-to-day price movement, and can affect market structure going forward. Practically speaking, price action can tend to change direction when a significant VWAP is hit, voiding buy and sell signals. Like moving averages, this indicator can show, in real-time, how a buy or sell signal should be interpreted. A significant AVWAP line is a point of interest, and can serve as strong support or resistance, because large institutions may be using those values for entries or exits. For a great analysis of how to use AVWAP, visit the AlphaTrends channel on Youtube here or you can buy Brian Shannon’s “Anchored VWAP” book on Amazon. Other Usage Notes and Limitations It's important for traders to be aware of the limitations of any indicator and to use them as part of a broader, well-rounded trading strategy that includes risk management, fundamental analysis, and other tools that can help with reducing false signals, determining trend direction, and providing additional confirmation for a trade decision. Diversifying strategies and not relying solely on one type of indicator or analysis can help mitigate some of these risks. Additionally, in order to build the VWAP calculations, past data is needed that may not be available on shorter timeframes. The workaround is that for some longer-term VWAP lines on shorter timeframes, you may see less than the total of lines that you selected in settings. This is particularly the case with quarterly VWAP lines on the 5 minute timeframe for some equities. Acknowledgements This script uses the MarketHolidays library by @Protervus. Also, for debugging, the JavaScript-style Debug Console by @algotraderdev was invaluable. Special thanks to @antsmuzic for helping review and debug the script. And, of course, without Brian Shannon's books, videos, and interviews, this indicator would would not have happened.
Pine Script® indicator
by mwrightinc
2
Kviatek - Multi Hour VWAPThis is an experimental script, that plots 24 VWAPs, each starting at a new hour and lasting for 24hours. After using session anchored VWAPs i kept wondering if the price reacts to VWAPs that begin at periods lower than sessions. Color of each VWAP changes upon crossovers of the following VWAP, giving us an understanding of trends and whether we're trading with the trend or against it. By the nature of the script I recommend using it on low timeframes, 5 and 15-minute ones ideally.
Pine Script® indicator
by hundredtoamillion
5
Fallback VWAP (No Volume? No Problem!) – Yogi365Fallback VWAP (No Volume? No Problem!) – Yogi365 This script plots Daily, Weekly, and Monthly VWAPs with ±1 Standard Deviation bands. When volume data is missing or zero (common in indices or illiquid assets), it automatically falls back to a TWAP-style calculation, ensuring that your VWAP levels always remain visible and accurate. Features: Daily, Weekly, and Monthly VWAPs with ±1 Std Dev bands. Auto-detection of missing volume and seamless fallback. Clean, color-coded trend table showing price vs VWAP/bands. Uses hlc3 for VWAP source. Labels indicate when fallback is used. Best Used On: Any asset or index where volume is unavailable. Intraday and swing trading. Works on all timeframes but optimized for overlay use. How it Works: If volume == 0, the script uses a constant fallback volume (1), turning the VWAP into a TWAP (Time-Weighted Average Price) — still useful for intraday or index-based analysis. This ensures consistent plotting on instruments like indices (e.g., NIFTY, SENSEX,DJI etc.) which might not provide volume on TradingView.
Pine Script® indicator
by YOGI365
1
Timeweighted Colored VWAP with SlopeHey, traders! This script calculates the VWAP's change rate against ATR in a number of k-lines. It controls the VWAP line's color based on the average change rate, and it changes its color in a time-weighted way. 1. Calculating vwapValue's rate of change 2. Controlling Line's color based on the average change rate against ATR 3. Calculating average change rate in the past k-lines K线的数量：计算多少根K线的VWAP值的变化率的平均值，相当于用K线的数量来时间加权 变化率阈值：线条颜色变化的阈值，VWAP值的变化率比这个大或者小时改变颜色，否则延续原来的颜色 Good luck with your trading!
Pine Script® indicator
by Crypto_YZ_
Advanced VWAP [CryptoSea]The Advanced VWAP is a comprehensive volume-weighted average price (VWAP) tool designed to provide traders with a deeper understanding of market trends through multi-layered VWAP analysis. This indicator is ideal for those who want to track price movements in relation to VWAP bands and detect key market levels with greater precision. Key Features Multi-Timeframe VWAP Bands: Includes multiple VWAP bands with different lookback periods (5, 10, 25, and 50), allowing traders to observe short-term and long-term price behavior. Smoothed Band Options: Offers optional smoothing of VWAP bands to reduce noise and highlight significant trends more clearly. Dynamic Median Line Display: Plots the median line of the VWAP bands, providing a reference for price movements and potential reversal zones. VWAP Trend Strength Calculation: Measures the strength of the trend based on the price's position relative to the VWAP bands, normalized between -1 and 1 for easier interpretation. In the example below we can see the VWAP Forecastd Cloud, which consists of multiple layers of VWAP bands with varying lookback periods, creating a dynamic forecast visualization. The cloud structure represents potential future price ranges by projecting VWAP-based bands outward, with darker areas indicating higher density and overlap of the bands, suggesting stronger support or resistance zones. This approach helps traders anticipate price movement and identify areas of potential consolidation or breakout as the price interacts with different layers of the forecast cloud. How it Works VWAP Calculation: Utilizes multiple VWAP calculations based on various lookback periods to capture a broad range of price behaviors. The indicator adapts to different market conditions by switching between short-term and long-term VWAP references. Smoothing Algorithms: Provides the ability to smooth the VWAP bands using different moving average types (SMA, EMA, SMMA, WMA, VWMA) to suit various trading strategies and reduce market noise. Trend Strength Analysis: Computes the trend strength based on the price's distance from the VWAP bands, with a value range of -1 to 1. This feature helps traders identify the intensity of uptrends and downtrends. Alert Conditions: Includes alert options for crossing above or below the smoothed median line, as well as touching the smoothed upper or lower bands, providing timely notifications for potential trading opportunities. This image below illustrates the use of smoothed VWAP bands, which provide a cleaner representation of the price's relationship to the VWAP by reducing market noise. The smoothed bands create a flowing cloud-like structure, making it easier to observe significant trends and potential reversal points. The circles highlight areas where the price interacts with the smoothed bands, indicating potential key levels for trend continuation or reversal. This setup helps traders focus on meaningful movements and filter out minor fluctuations, improving the identification of strategic entry and exit points based on smoother trend signals. Application Strategic Entry and Exit Points: Helps traders identify optimal entry and exit points based on the interaction with VWAP bands and trend strength readings. Trend Confirmation: Assists in confirming trend strength by analyzing price movements relative to the VWAP bands and detecting significant breaks or touches. Customized Analysis: Supports a wide range of trading styles by offering adjustable smoothing, band settings, and alert conditions to meet specific trading needs. The Advanced VWAP by is a valuable addition to any trader's toolkit, offering versatile features to navigate different market scenarios with confidence. Whether used for day trading or longer-term analysis, this tool enhances decision-making by providing a robust view of price behavior relative to VWAP levels.
Pine Script® indicator
by CryptoSeaTV
1
Anchored EMA/VWAP### Anchored EMA/VWAP Indicator **Description:** The **Anchored EMA/VWAP Indicator** is a powerful and versatile tool designed for traders seeking to analyze price trends and momentum from a user-defined anchor point in time. Built for TradingView using Pine Script v6, this indicator calculates and displays multiple **Exponential Moving Averages (EMAs)**, **Volume-Weighted Exponential Moving Averages (VWEMAs)**, and a **Volume-Weighted Average Price (VWAP)**, all anchored to a specific date and time chosen by the user. By anchoring these calculations, traders can focus on price action relative to significant market events, such as news releases, earnings reports, or key support/resistance levels. The indicator supports multi-timeframe (MTF) analysis, allowing users to compute EMAs, VWEMAs, and VWAP on a higher or custom timeframe (e.g., 5-minute, 1-hour, daily) while overlaying the results on the current chart. It also includes customizable cross signals for EMA and VWEMA pairs, marked with distinct shapes (circles, diamonds, squares) to highlight potential trend changes or reversals. These features make the indicator ideal for trend-following, momentum trading, and identifying key price levels across various markets, including stocks, forex, cryptocurrencies, and commodities. **Key Features:** - **Anchored Calculations**: EMAs, VWEMAs, and VWAP start calculations from a user-specified anchor time, enabling analysis relative to significant market moments. - **Multi-Timeframe Support**: Compute indicators on any timeframe (e.g., 60-minute, daily) and display them on the chart’s timeframe for flexible analysis. - **Customizable EMAs and VWEMAs**: Four EMAs and four VWEMAs with adjustable lengths (default: 9, 21, 50, 100) and colors, with options to show or hide each. - **Volume-Weighted Metrics**: VWAP and VWEMAs incorporate volume data, providing a more robust representation of market activity compared to standard EMAs. - **Cross Signals**: Visual markers (circles, diamonds, squares) for crossovers between EMA and VWEMA pairs, with customizable visibility to highlight bullish (up) or bearish (down) signals. - **User-Friendly Interface**: Organized input groups for General, EMA, VWEMA, VWAP, Arrow Settings, and Cross Visibility, with intuitive inline inputs for length and color customization. - **Visual Clarity**: Overlaid on the price chart with distinct colors and line styles (dotted for EMAs, dashed for VWEMAs, solid for VWAP) to ensure easy interpretation. **How to Use:** 1. **Set the Anchor Time**: Click a specific bar or enter a date/time (default: June 1, 2025) to start calculations from a significant market event. 2. **Select Timeframe**: Choose a timeframe (e.g., "5" for 5-minute, "D" for daily) to compute the indicators, allowing alignment with your trading strategy. 3. **Customize EMAs and VWEMAs**: Adjust lengths and colors for up to four EMAs and VWEMAs, and toggle their visibility to focus on relevant lines. 4. **Enable VWAP**: Display the anchored VWAP to identify volume-weighted price levels, useful as dynamic support/resistance. 5. **Monitor Cross Signals**: Enable cross visibility for specific EMA or VWEMA pairs to spot potential trend changes. Bullish crosses (e.g., shorter EMA crossing above longer EMA) are marked with green shapes below the bar, while bearish crosses are marked with red shapes above the bar. 6. **Interpret Signals**: Use EMA/VWEMA crossovers for trend confirmation, VWAP as a mean-reversion level, and volume-weighted VWEMAs for momentum analysis in high-volume markets. **Use Cases:** - **Trend Trading**: Identify trend direction using EMA and VWEMA crossovers, with shorter lengths (e.g., 9, 21) for faster signals and longer lengths (e.g., 50, 100) for trend confirmation. - **Mean Reversion**: Use the anchored VWAP as a dynamic support/resistance level to trade pullbacks or breakouts. - **Event-Based Analysis**: Anchor the indicator to significant events (e.g., earnings, economic data releases) to analyze price behavior post-event. - **Multi-Timeframe Strategies**: Combine higher timeframe EMAs/VWAPs with lower timeframe price action for high-probability setups. **Settings:** - **Anchor Time**: Set the starting point for calculations (default: June 1, 2025). - **Timeframe**: Choose the timeframe for calculations (default: 5-minute). - **EMA/VWEMA Lengths**: Default lengths of 9, 21, 50, and 100 for both EMAs and VWEMAs, adjustable per user preference. - **Colors**: Customizable colors with slight transparency for visual clarity. - **Cross Visibility**: Toggle specific EMA and VWEMA cross signals (e.g., EMA1/EMA2, VWEMA1/VWEMA3) to reduce chart clutter. - **Arrow Colors**: Green for bullish crosses, red for bearish crosses. **Notes:** - The indicator is overlaid on the price chart, ensuring seamless integration with price action analysis. - VWEMAs and VWAP are volume-sensitive, making them particularly effective in markets with significant volume fluctuations. - Ensure the anchor time is set to a valid historical or future bar to avoid calculation errors. - Cross signals are conditional on non-NA values to prevent false positives during initialization. **Author**: NEPOLIX **Version**: 6 (Pine Script v6) **Published**: For TradingView Community This indicator is a must-have for traders looking to combine anchored, volume-weighted, and multi-timeframe analysis into a single, customizable tool. Whether you're a day trader, swing trader, or long-term investor, the Anchored EMA/VWAP Indicator provides actionable insights for informed trading decisions.
Pine Script® indicator
by nepolix
5
VWAP Confluência 3x VWAP Confluence 3x — Daily · Weekly · Anchored Purpose A pragmatic VWAP suite for execution and risk management. It plots three institutional reference lines: Daily VWAP, Weekly VWAP, and an Anchored VWAP (AVWAP) starting from a user-defined event (news, earnings, session open, swing high/low). Why it matters VWAP is the market’s “fair price” weighted by where volume actually traded. Confluence across timeframes and events turns noisy charts into actionable bias and clean levels. What it does Daily VWAP — resets each trading day; intraday “fair value.” Weekly VWAP — resets each week; swing context and larger player defense. Anchored VWAP — starts at a precise timestamp you set (e.g., news release). Price source toggle — Typical Price ( 𝐻 + 𝐿 + 𝐶 ) / 3 (H+L+C)/3 or Close. Visibility switches — enable/disable each line independently. Anchor marker — labels the first bar of the AVWAP. Inputs Show Daily VWAP (on/off) Show Weekly VWAP (on/off) Show Anchored VWAP (on/off) Price Source: Typical (H+L+C)/3 or Close Anchor Time: timestamp of your event (uses the chart/exchange timezone) How to anchor to a news event Find the exact release time as shown in your chart’s timezone. Open the indicator settings → set Anchor Time to that minute. The AVWAP begins at that bar and accumulates forward. Playbook (examples, not signals) Strong long bias: price above Daily and Weekly VWAP; AVWAP reclaimed after news. Strong short bias: price below Daily and Weekly; AVWAP reject after news. Mean-revert zones: price stretches far from the active VWAPs and snaps back; size around VWAP with tight risk. Targets: opposite VWAP, prior day/week highs/lows, or liquidity pools near AVWAP. Best used with Session highs/lows, liquidity sweeps, volume profile, and time-of-day filters. Notes & limitations Works best on markets with reliable volume (equities, futures, liquid crypto). FX spot uses synthetic volume—interpret accordingly. Anchor Time respects the chart’s timezone. Convert news times before setting. This is an indicator, not a backtestable strategy. No trade advice. Disclaimer For educational purposes only. Trading involves risk. Do your own research and manage risk responsibly.
Pine Script® indicator
by BFAS76
VWAP + MACD Estrategia MilloVWAP + MACD Strategy This indicator combines the VWAP (Volume Weighted Average Price) with MACD (Moving Average Convergence Divergence) to create buy and sell signals. It helps traders identify potential market entry and exit points based on price action and momentum. Conditions for Buy: The price must be above the VWAP. The MACD line crosses above the signal line (bullish crossover). The MACD line is below the zero line. Conditions for Sell: The price must be below the VWAP. The MACD line crosses below the signal line (bearish crossover). The MACD line is above the zero line. Features: The VWAP line is plotted to represent the average price, weighted by volume, over a specified period. Buy signals appear when all conditions are met for an upward price movement. Sell signals appear when all conditions are met for a downward price movement. MACD and Signal Line: The MACD helps to confirm momentum, while the signal line indicates possible trend reversals. Customizable: You can modify the VWAP and MACD parameters to suit different trading strategies. This strategy is designed for intraday traders and scalpers, aiming to catch quick movements while being aware of market momentum. Feel free to share this description along with the code! Let me know if you need any adjustments or further explanations.
Pine Script® indicator
by hernangarcia_78
(JS) VWAP BandsThis is a pretty simple script here - I took the VWAP and combined it with Bollinger Bands. The bands can vary a lot based on chart resolution, so I wanted to make sure the resolution could be modified so you can use the resolution you're most comfortable with, or find the most success with. Length: Length of bars used to calculate the bands. Standard Deviation Band 1-3: There's three bands all together, this option allows you to modify the number of standard deviations per band. VWAP Period: This modifies when you want the VWAP to begin (Session, Week, Month, Year). Offset: This moves the VWAP and the bands the amount of bars you select, default is of course set to zero. Source: This selects the source of calculation, HLC/3 is the default VWAP calculation. This is a pretty self explanatory script, I thought being able to see the standard deviations of the VWAP could prove to be useful - hope you all like it!
Pine Script® indicator
by J-Streak
2 VWAP with selective timeframe and Display liked Ichimoku CloudSET:CKP This is my first indicator of VWAP that I fork from the original script by public script "VWAP Periodic". You can see that original script by type "VWAP Periodic" from "New" in "Pine Indicator". The reason that I want to share my script is only one thing. That I need to discuss, Is this indicator can identify the trend and can use it to adapt to the "Buy-On-Dip" strategy? Double VWAP can show you 2 lines of VWAP form different periods as my default is "Week" and "Month" timeframe. Not at all, it fulfils with the background of the simple colour which can be defined Trend just liked "Ichimoku Cound" (Yes indeed, green is uptrend and red is downtrend). I hope this indicator will help :) Wishing you good health and get wealth too. :) :) :) --------------------------------------------------------------------------------------------- สวัสดีครับมิตรสหายทุกท่าน อินดิเคเตอร์ที่ผมจะมานำเสนอมิตรสหายนี้ เป็นอินดี้ที่จะแสดงเส้น VWAP ได้ทั้งหมด 2 เส้น โดยท่านสามารถระบุ Timeframe ของ VWAP ที่ท่านต้องการได้เลยครับ ก่อนอื่นผมของออกตัวก่อนครับ ว่าอินดิเคเตอร์นี้ผมโฟร์คมาจาก Original Public Script จากใน Pinescript แห่ง Trading View นี่ละครับ จากอินดิเคเตอร์ที่มีชื่อว่า "VWAP Periodic" ซึ่งท่านสามารถ กดดู Original Script ได้จากการกดที่ 1) ไพน์อินดิเคเตอร์ 2) กดเลือกคำว่า "ใหม่" 3) หาอินดิเคเตอร์ที่ชื่อว่า "VWAP Periodic" ้เท่านี้ท่านก็จะได้สคลิปต้นแบบที่ผมนำมาปรับใช้ได้ทันทีครับ แต่กระนั้นแล้ว ผมจะเปิดโชว์สคริปของผมที่นำมาโฟร์คแล้วให้ทุกท่านได้รับชมกันด้านล่างในส่วนของโค้ดนะครับ จุดประสงค์ของอินดิเคเตอร์นี้คือได้ฟังแนวคิดของ VWAP จากกัลยาณมิตรเทรดเดอร์ด้วยกันแล้วรู้สึกคลิ๊ก กับอินดิเคเตอร์นี้มากครับ จะมีอะไรดีไปกว่าการได้รู้ต้นทุนราคาของแต่ละช่วงเวลา ทั้งไทม์เฟรมที่ใหญ่อย่างระดับ "เดือน (เส้นสีเขียว)" และ ระดับ "สัปดาห์ (เส้นสีแดง)" ได้พร้อมกันและดูแท่งเทียนเพื่อ "จับจังหวะซื้อ"(ในไทม์เฟรม ระดับ วัน) ที่ราคาต่ำกว่าค่า VWAP อีกเล่าอรชุน จุดประสงค์หลักของอินดิเคเตอร์นี้ คือมีไว้เพื่อระบุเทรนด์โดยอาศัยการดูระยะห่างของเส้น VWAP ทั้ง 2 เส้นนี้ และระบุ "จุดกลับตัว" เมื่อก้อนเมฆสีเขียวและแดงเริ่มหายไป เสมือนกับอินดิเคเตอร์ "เมฆหมอกแห่งอิชิโมคุ" นอกจากนี้เมื่อราคาหุ้นปรับตัวเป็นเทรนด์ขาขึ้นแล้ว เรายังสามารถซื้อเฉลี่ยขาขึ้น หรือใช้กลยุทธ์ Buy-on-Dip ได้อีกด้วยครับ โดยเฉลี่ยซื้อเมื่อราคาตกย่อมาอยู่ที่เส้นสีเขียว แบบนี้เป็นต้นครับ ผมหวังว่าอินดิเคเตอร์นี้จะเป็นประโยชน์ให้แก่มิตรสหาย และกัลยาณมิตรเทรดเดอร์ทุกท่านนะครับ ผมขออวยพรให้ทุกท่านมีความสุข ออกจากสนามแข่งหนูนี้ ได้รับอิสระภาพทางการเงิน และ "มีสุขภาพที่แข็งแรง" Work life balance ทุกท่านครับ ขอบคุณครับ :) :) :)
Pine Script® indicator
by Earth_Thanupong
1
Rolling Midpoint of Price & VWAP with ATR BandsThe Rolling Midpoint of Price & VWAP with ATR Bands indicator is a dual-equilibrium concept that fuses price-range structure and traded-volume flow into one continuously updating hybrid model. Traditional VWAPs reset each session and reflect where trading occurred by volume, while midpoints used here reveal where price has structurally balanced between extremes. This script merges both ideas into a cohesive, dynamic system. The Rolling Price Midpoint (50 % of range) represents the structural fair-value line, calculated as the average of the highest high and lowest low over a selected window. The Rolling VWAP (Volume-Weighted Window) tracks the flow-based fair-value line by weighting each bar’s typical price by its volume. Together, these components form the Hybrid Equilibrium — the adaptive center of gravity that shifts as price and volume evolve. Surrounding this equilibrium, ATR Bands at ± 2.226 ATR and ± 5.382 ATR define volatility envelopes that expand and contract with market energy. The result is a living cloud that breathes with the market: compressing during phases of balance and widening during impulsive movements, offering traders a clear visual framework for understanding equilibrium, volatility, and directional bias in real time. ➖ ⚙️ Auto-Preset System The Auto-Preset System intelligently adjusts lookback windows for both the Price Midpoint and VWAP calculations according to the active chart timeframe. This ensures that the indicator automatically adapts to any trading style — from scalping on 1-minute charts to swing trading on daily or weekly charts — without manual tuning. 🔹 How It Works When Auto-Preset mode is enabled, the script dynamically selects the most effective lookback lengths for each timeframe. These presets are optimized to balance responsiveness and stability, maintaining consistent real-world coverage (e.g., the same approximate duration of price data) across all intervals. 📊 Preset Mapping Table | Chart Timeframe | Price Midpoint Lookback | VWAP Lookback | |:----------------:|:-----------------------:|:--------------:| | 1–3m | 13 bars | 21 bars | 5–10m | 21 bars | 34 bars | 15–30m | 34 bars | 55 bars | 1–2 hr | 55 bars | 89 bars | 4 hr-1D | 89 bars | 144 bars | 1W | 144 bars | 233 bars | 1M | 233 bars | 377 bars ⚡ Notes & Customization - Manual Override: Turn off Auto-Preset Mode to specify your own custom lookback lengths. - Consistency Across Scales: These adaptive values keep the indicator visually coherent when switching between timeframes — avoiding distortions that can occur with static lengths. - Practical Benefit: Traders can maintain a single chart layout that self-tunes seamlessly, removing the need to manually recalibrate settings when shifting from short-term to long-term analysis. In short, the Auto-Preset System is designed to make this hybrid equilibrium tool timeframe-aware — automatically scaling its logic so that the cloud behaves consistently, regardless of chart resolution. ➖ 🌐 Hybrid Equilibrium Envelope The core hybrid midpoint acts as the mean of structural (price) and volumetric (VWAP) balance. ATR-based bands project natural expansion zones: 🔸+2.226 / –2.226 ATR → inner equilibrium (controlled trend) *🔸+5.382 / –5.382 ATR → outer volatility extension (over-stretch / reversion zones) Color-coded fills show regime strength: * 🟧 Upper Outer (+5.382) – strong bullish expansion * 🟩 Upper Inner (+2.226) – trending equilibrium * 🔴 Lower Inner (–2.226) – mild bearish control * 🟣 Lower Outer (–5.382) – volatility exhaustion ➖ 🧭 Higher-Timeframe Framework Two macro anchors — Price length of 144 and VWAP length of 233 — outline higher-timeframe bias zones. These help confirm when local momentum aligns with (or fades against) long-term structure. Labels on the right show active lookback values for quick readout: `$(13) V(21)` → current rolling pair `$144 / V233` → macro anchors ➖ 🧩 Chart Examples **AMD 15m (Equilibrium Expansion)** Price steadily rides above the hybrid midpoint as teal and orange (bullish) ATR zones widen, confirming a phase of controlled bullish volatility and healthy trend expansion. BTCUSD 1m (Volatility Compression) Bitcoin coils tightly inside the teal-to-maroon equilibrium bands before breaking out. The hybrid midpoint flattens and ATR envelopes contract, signaling a state of balance before volatility expansion. ETHUSD 15m (Transition from Compression → Impulse) Ethereum transitions from purple-zone compression into a clear upper-band expansion. The hybrid midpoint breaks above the macro VWAP 233, confirming the shift from equilibrium to directional momentum. SOFI 1m (Micro Bias Reversal) SOFI’s intraday structure flips as price reclaims the hybrid midpoint. The macro VWAP 233 flattens, signaling a transition from oversold lower bands back toward equilibrium and early trend recovery. ➖ 🎯 How to Use 1. Bias Detection – Price > Hybrid Midpoint → bullish; < → bearish. 2. Volatility Gauge – Watch band spacing for compression / expansion cycles. 3. Confluence Checks – Align Hybrid Midpoint with HTF 233 VWAP for strong continuation signals. 4. Mean Reversion Zones – Outer bands highlight areas where probability of snap-back increases. ➖ 🔧 Inputs & Customization Auto Presets toggle 🔸Manual Lookback Overrides** for fine-tuning 🔸Plot Window Length** (show recent vs full history) 🔸ATR Sensitivity & Fill Opacity** controls 🔸Label Padding / Font Size** for cleaner overlay visuals ➖ 🧮 Formula Highlights ➖Rolling Midpoint = (highest(high,N) + lowest(low,N)) / 2 ➖Rolling VWAP = Σ(Typical Price×Vol) / Σ(Vol) ➖Hybrid = (PriceMid + VWAP) / 2 ➖Upper₂ = Hybrid + ATR×2.226 ➖Lower₂ = Hybrid − ATR×2.226 ➖Upper₅ = Hybrid + ATR×5.382 ➖Lower₅ = Hybrid − ATR×5.382 ➖ 🎯 Ideal For ➡️ Traders who want adaptive fair-value zones that evolve with both price and volume. ➡️ Analysts who shift between scalping, swing, and position timeframes, and need a tool that self-adjusts. ➡️ Those who rely on visual structure clarity to confirm setups across changing volatility conditions. ➡️ Anyone seeking a hybrid model that unites structural range logic (midpoint) and flow-based balance (VWAP). ➖ 🏁 Final Word This script is more than a visual overlay — it’s a complete trend and structure framework built to adapt with market rhythm. It helps traders visualize equilibrium, momentum, and volatility as one cohesive system. Whether you’re seeking clean trend alignment, dynamic support/resistance, or early warning signs of reversals, this indicator is tuned to help you react with confidence — not hindsight. ➖ Remember — no single indicator should ever stand alone. For best results, pair it with price action context, higher-timeframe structure, and complementary tools such as moving averages or trendlines. Use it to confirm setups, not define them in isolation. 💡 Turn logic into clarity, structure into trades, and uncertainty into confidence.
Pine Script® indicator
by MYNAMEISBRANDON
1