30-Day Rolling VWAP

22 apr

30-Day Rolling VWAP (30-RVWAP)

Overview:
The 30-Day Rolling VWAP is an advanced technical analysis tool designed for crypto traders that combines Volume Weighted Average Price over a 30-day rolling window with sophisticated volume analysis to generate high-probability trading signals.

Key Features:
1. Dynamic Color-Coded VWAP Line

Green glow = Strong bullish pressure
Red glow = Strong bearish pressure
Gray = Neutral/balanced market
The line changes color based on volume-weighted directional pressure

2. Volume Pressure Zones

Multi-layered glowing fill effect around VWAP
Expands/contracts based on volatility and volume
Shows potential support/resistance zones

3. Smart Alert System

Buy/Sell alerts based on VWAP color change
Cross above/below VWAP alerts
Confidence levels based on pressure strength

How to Use:
1. Color Signals

When VWAP turns green: Consider buying (bullish pressure)
When VWAP turns red: Consider selling (bearish pressure)
Gray color indicates consolidation/neutral market

2. Alert Structure

Buy/Sell alerts include confidence percentage (0-100%)
Higher confidence = stronger directional pressure
Cross alerts notify when price crosses VWAP with distance

3. Volume Pressure Zones

Wider zones = higher volatility/volume
Use zones as dynamic support/resistance levels
Watch for price reactions at zone boundaries

4. Trading Strategy

Enter long when VWAP turns green with high confidence (60%+)
Enter short when VWAP turns red with high confidence
Use VWAP as trailing stop (exit when cross alerts trigger)
Use pressure zones for profit targets

5. Alert Messages

Buy Signal: "BTCUSDT | 15m | BUY Signal | Price: 42380.00 | VWAP: 42350.00 | Distance: 0.07% | Confidence: 78% due to strong bullish pressure"

Cross Alert: "BTCUSDT | 15m | CROSS ABOVE VWAP | Price: 42360.00 | VWAP: 42350.00 | Distance: 0.02%"

Best Practices:
Use higher timeframes (4H+) for trend direction; preferably **daily timeframe**
Combine with other indicators for confirmation
Monitor volume for signal validation
Consider market context when entering trades

The indicator combines multiple volume metrics to filter out false signals and provides clear visual and alert-based trading signals.

22 apr

Note di rilascio

Here are the key changes from the original script:

* Added volume delta analysis to detect buying vs selling pressure within candles
* Implemented volume thrust measurement to identify acceleration in volume
* Created early volume signal detection combining delta and thrust indicators
* Reduced smoothingLength to minimize lag
* Changed zLength for more responsive volume comparison
* Lowered zThreshold for earlier detection
* Decreased touchWindow for more recent touch data
* Added earlyPressureBoost variable to enhance pressure calculations
* Modified volumeImpactMultiplier to include delta and thrust signals
* Created new early volume alert system for both bullish and bearish signals
* Enhanced confidence calculations to incorporate early volume data
* Optimized parameters