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.
Cerca negli script per "vwap"
Litzo VWAPA basic VWAP that shows both session and weekly VWAP in one.
Defaults: source HLC3
Session VWAP: Price above : Line=Green. Price Below: Line=Red
Weekly VWAP: Price above: Line=Blue, Price Below: Line=Orange
VWAP & Band Cross Strategy v6VWAP & Band Cross Strategy v6: Script Summary
This Pine Script implements a highly flexible, multi-layered trading strategy centered around the Volume Weighted Average Price (VWAP) and its associated Standard Deviation Bands.
The strategy is designed to test various entry/exit models based on how the price interacts with the central VWAP line and the upper/lower volatility bands, with extensive risk management and confirmation filters.
1. Core Mechanics (VWAP & Bands)
VWAP Calculation: Calculates the VWAP based on a user-defined source (default is the close price).
Standard Deviation Bands: Creates upper and lower bands by calculating the standard deviation of the price (over 20 periods by default) and multiplying it by a user-defined Multiplier (default is 2.0). These bands dynamically expand and contract with volatility.
Plotting: The script clearly plots the VWAP (purple), the Upper Band (green), and the Lower Band (red), with a colored fill between the bands.
2. Entry Triggers
The core entry logic is based on a single, user-selected cross event between the price and the VWAP/Bands. The user can choose from six predefined entry types:
Entry Type Category
Entry Trigger (Long)
Entry Trigger (Short)
Mean Reversion
Price crosses over the Lower Band.
Price crosses under the Upper Band.
Trend Following
Price crosses over the Upper Band (Breakout).
Price crosses under the Lower Band (Breakout).
VWAP Cross
Price crosses over the VWAP.
Price crosses under the VWAP.
3. Filters and Confirmation
Trades are only executed if they pass a series of optional filters, making the strategy highly customizable:
Technical Confirmation (Optional): Users can enable and configure up to three additional indicators that must align with the trade direction:
RSI: Price must be Oversold (for Long) or Overbought (for Short).
SMMA: Price must be above the SMMA (for Long) or below (for Short).
MACD: MACD line must cross the Signal line and the Histogram must be positive/negative.
Time and Day Filters: Trades are restricted to a defined Entry Start/End Hour/Minute window, and only execute on user-selected Trading Days of the week.
Trade Direction: Can be toggled to execute Long Only, Short Only, or Both.
4. Advanced Risk Management (Daily Limits)
The strategy incorporates robust daily limits that reset at a configured Daily Reset Hour/Minute:
Daily Profit/Loss Limits: If the running total of Realized PnL (closed trades) + Unrealized PnL (open position) exceeds a user-defined Daily Take Profit (in Ticks) or falls below the Daily Stop Loss (in Ticks), the strategy locks out new trades and immediately closes any open position.
Max Daily Trades: Prevents the strategy from entering more than a specified number of trades per day.
5. Exit Logic
The strategy exit is also highly configurable via the Exit Type setting:
Fixed Ticks / ATR / Capped ATR: If one of these is selected, the script calculates a static Stop Loss and Take Profit level upon entry, using either fixed tick values or dynamic values based on the Average True Range (ATR), which are then executed using Pine Script's strategy.exit function.
Cross Exits (VWAP/Bands): If selected, the position is closed when the price crosses the VWAP or a specific band in the opposite direction.
End-of-Day Close: An unconditional exit that closes all open positions at a user-defined Close All Hour/Minute, regardless of profit/loss or limit status, preventing positions from being held overnight.
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.
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!
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.
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. :) :) :)
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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 :) :) :)
VWAP – Pivot Pairs (SECONDS‑BASED RESET)VWAP – Pivot Pairs (SECONDS-BASED RESET) is a Pine Script v6 indicator for TradingView that combines pivot-based breakout detection with resettable VWAP (Volume Weighted Average Price) calculations over user-defined rolling time periods in seconds.It identifies high and low swing pivots via breakout logic, then calculates two VWAP lines per anchor:One using high/low as the price source,
One using close as the price source.
These form "pivot pairs" that reset automatically at the start of each custom-duration period (e.g., every 300 seconds), starting from a user-defined UTC time of day (default: 09:30 UTC).Visuals include:Colored VWAP lines (high pair: red, low pair: green),
Semi-transparent fill zones between each pair,
Optional toggles to show/hide high or low pairs.
Use CasesUse Case
Description
Intraday Scalping (1–15 min charts)
Use 60–300 second resets to capture micro-trends within larger sessions. VWAP pairs act as dynamic support/resistance after breakouts.
High-Frequency / Algo Validation
Backtest strategies on tick/second charts where traditional session resets fail. Align resets with exchange micro-sessions or volatility windows.
Opening Range Breakout (ORB) Enhancement
Set period_seconds = 1800 (30 min) and start time = 09:30 UTC → VWAP builds only on first 30 mins post-open, then floats. Pairs show deviation from ORB mean.
Range-Bound Market Analysis
In choppy markets, VWAP pairs converge near fair value. Divergence signals potential breakout. Fill color intensity shows conviction.
Multi-Timeframe Confluence
Overlay on 1-second chart with 300s reset → matches 5-minute structure. Use close-based VWAP for entries, high/low-based for stops.
Key Features SummaryFeature
Function
period_seconds
Rolling window length in seconds (e.g., 300 = 5 min)
period_start_time
UTC time-of-day anchor (default: 09:30)
new_period logic
Triggers full reset of pivots + VWAP on exact second boundary
breakingHigher / breakingLower
Detects confirmed breakouts (not just close above high)
Dual VWAP per anchor
ta.vwap(high) and ta.vwap(close) for range-aware mean
Fill zones
Visual value area between high/close VWAPs
Toggle visibility
Independently show/hide high or low pivot pairs
How It Works – Step-by-StepTime Engine Converts user inputs → milliseconds
Calculates current period start time using integer division from epoch
Detects exact bar when new period begins (new_period = true)
On New Period Resets both high/low anchors to current bar’s h and l
Forces VWAP recalculation from this bar forward
Breakout Detection Only triggers on strong candles (rising/falling, non-doji)
Requires open/close beyond prior pivot → avoids wicks-only breaks
VWAP Accumulation ta.vwap(source, reset_condition) restarts when anchor resets
Two sources per side → shows where volume clustered (at highs vs closes)
Plotting Four lines + two fills
Clean, customizable, overlay-friendly
Pro TipsUse on Heikin Ashi for smoother breakout signals.
Combine with volume profile to validate VWAP clusters.
For crypto, set period_start_time = 0 (00:00 UTC) for clean 4-hour resets.
Add alerts on new_period or breakingHigher for automation.
In short: This is a precision VWAP tool for time-boxed, pivot-driven mean reversion and breakout trading, ideal for scalpers, day traders, and algo developers needing sub-session granularity.
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.
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.
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.
Multi+Custom VWAPMulti-VWAP (Session, Weekly, Monthly, Custom)
Description:
This script plots multiple VWAP (Volume Weighted Average Price) levels on the chart, giving traders a broader perspective of price action across different time horizons.
Features:
Session VWAP → Resets at the start of each trading session.
Weekly VWAP → Resets every Monday.
Monthly VWAP → Resets at the start of each new month.
Custom VWAP → User can specify a custom start date and time, and the script will calculate VWAP from that moment until the current bar.
Use Cases:
Compare intraday (session) VWAP with higher-timeframe VWAPs (weekly & monthly) to spot confluence levels.
Track how price interacts with institutional benchmarks.
Use custom VWAP to anchor from specific events (earnings, news releases, breakouts, etc.).
Notes:
Works on any timeframe and instrument that has volume data.
Designed to be clean and minimal with adjustable colors and line styles.
Useful for day traders, swing traders, and long-term investors who monitor VWAP across multiple time horizons.
(JS) Interchanging ATR & VWAP BandsOkay so this is pretty simple, but I think it's a great tool for day trading especially. I just took the default VWAP and Keltner channel scripts and combined them together.
The top option allows you to choose which one you'd prefer to use, "Use ATR instead of VWAP" .
The next options, "ATR Source", "KC Length", and "ATR Length" are the parameters for the ATR Bands.
"Number of Bands" allows you to choose how many bands you'd like to be on display (you can choose 1-8).
"Use Expoential MA" and "Band Style" are more default parameters from Keltner Channels used to set up the ATR Bands.
The "ATR Bands" are just stacked Keltner Channels separated by 1 ATR each, whereas the "VWAP Bands" are separated by standard deviation just like the default script from Trading View.
In these example chart, you can see the weekly VWAP with 8 deviation bands and 5 ATR bands with Keltner Channels.
(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!
Adaptive CE-VWAP Breakout Framework [KedArc Quant]Description
A structured framework that unites three complementary systems into one charting engine:
Chandelier Exit (CE) – ATR-based trailing logic that defines trend direction, stop placement, and risk/reward overlays.
Swing-Anchored VWAP (SWAV) – a dynamically anchored VWAP that re-starts from each confirmed swing and adapts its smoothness to volatility.
Pivot S/R with Volume Breaks – confirmed horizontal levels with alerts when broken on expanding volume.
This script builds a single workflow for bias → trigger → managementwithout mixing unrelated indicators. Each module is internally linked rather than layered cosmetically, making it a true analytical framework—not.
Acknowledgment
Special thanks to Dynamic Swing Anchored VWAP by Zeiierman, whose swing-anchoring concept inspired a part of the SWAV module’s implementation and adaptation logic.
Support and Resistance Levels with Breaks by LuxAlgo for S/R breakout logic.
How this helps traders
Trend clarity – CE color-codes direction and provides evolving stops.
Context value – SWAV traces adaptive mean paths so traders see where price is heavy or light.
Action filter – Pivot+volume logic highlights true structural breaks, filtering false moves.
Discipline tool – Optional R:R boxes visualize risk and target zones to enforce planning.
Entry / Exit guidelines (for study purposes only)
Bias Use CE direction: green = long bias red = short bias
Entry
1. Breakout method– Trade in CE direction when a pivot level breaks on valid volume.
2. VWAP confirmation– Prefer breaks occurring around the nearest SWAV path (fair-value cross or re-test).
Exit
Stop = CE line / recent swing HL / ATR × (multiplier)
Target = R-multiple × risk (default 2 R)
Optional live update keeps SL/TP aligned with current CE state.
Core formula concepts
ATR Stop: Stop = High/Low – ATR × multiplier
VWAP calc: Σ(price × vol) / Σ(vol) anchored at swing pivot, adapted by APT (Adaptive Price Tracking) ratio ∝ ATR volatility.
Volume oscillator: 100 × (EMA₅ – EMA₁₀)/EMA₁₀; valid break when threshold %.
Input configuration (high-level)
Master Controls
Show CE / SWAV modules Theme & Fill opacity
CE Section
ATR period & multiplier Use Close for extremums
Show buy/sell labels Await bar confirmation
Risk-Reward overlay: R-multiple, Stop basis (CE/Swing/ATR×), Live update toggle
SWAV Section
Swing period Adaptive Price Tracking length Volatility bias (ATR-based adaptation) Line width
Pivot & Volume Breaks
Left/Right bar windows Volume threshold % Show Break labels and alerts
Best timeframes
Intraday: 5 m – 30 m for breakout confirmation
Swing: 1 h – 4 h for trend context
Settings scale with instrument volatility—adjust ATR period and volume threshold to match liquidity.
Glossary
ATR: Average True Range (volatility metric)
CE: Chandelier Exit (trailing stop/trend filter)
SWAV: Swing-Anchored VWAP (anchored mean price path)
Pivot H/L: Confirmed local extrema using left/right bar windows
R-multiple: Profit target as a multiple of initial risk
FAQ
Q: Does it repaint? A: No—pivots wait for confirmation and VWAP updates forward-only.
Q: Can modules be disabled? A: Yes—each section has its own toggle.
Q: Can it trade automatically? A: This is an indicator/study, not an auto-strategy.
Q: Is this financial advice? A: No—educational use only.
Disclaimer
This script is for educational and analytical purposes only.
It is not financial advice. Trading involves risk of loss. Past performance does not guarantee future results. Always apply sound risk management.
DayFlow VWAP Relay Forex Majors StrategySummary in one paragraph
DayFlow VWAP Relay is a day-trading strategy for major FX pairs on intraday timeframes, demonstrated on EURUSD 15 minutes. It waits for alignment between a daily anchored VWAP regime check, residual percentiles, and lower-timeframe micro flow before suggesting trades. The originality is the fusion of daily VWAP residual percentiles with a live micro-flow score from 1 minute data to switch between fade and breakout behavior inside the same session. Add it to a clean chart and use the markers and alerts.
Scope and intent
• Markets: Major FX pairs such as EURUSD, GBPUSD, USDJPY, AUDUSD, USDCHF, USDCAD
• Timeframes: One minute to one hour
• Default demo in this publication: EURUSD on 15 minutes
• Purpose: Reduce false starts by acting only when context, location and micro flow agree
• Limits: This is a strategy. Orders are simulated on standard candles only
Originality and usefulness
• Core novelty: Residual percentiles to daily anchored VWAP decide “balanced versus expanding day”. A separate 1 minute micro-flow score confirms direction, so the same model fades extremes in balance and rides range breaks in expansion
• Failure modes addressed: Chop fakeouts and unconfirmed breakouts are filtered by the expansion gate and micro-flow threshold
• Testability: Every input is exposed. Bands, background regime color, and markers show why a suggestion appears
• Portable yardstick: Stops and targets are ATR multiples converted to ticks, which transfer across symbols
• Open source status: No reused third-party code that requires attribution
Method overview in plain language
The day is anchored with a VWAP that updates from the daily session start. Price minus VWAP is the residual. Percentiles of that residual measured over a rolling window define location extremes for the current day. A regime score compares residual volatility to price volatility. When expansion is low, the day is treated as balanced and the model fades residual extremes if 1 minute micro flow points back to VWAP. When expansion is high, the model trades breakouts outside the VWAP bands if slope and micro flow agree with the move.
Base measures
• Range basis: True Range smoothed by ATR for stops and targets, length 14
• Return basis: Not required for signals; residuals are absolute price distance to VWAP
Components
• Daily Anchor VWAP Bands. VWAP with standard-deviation bands. Slope sign is used for trend confirmation on breakouts
• Residual Percentiles. Rolling percentiles of close minus VWAP over Signal length. Identify location extremes inside the day
• Expansion Ratio. Standard deviation of residuals divided by standard deviation of price over Signal length. Classifies balanced versus expanding day
• Micro Flow. Net up minus down closes from 1 minute data across a short span, normalized to −1..+1. Confirms direction and avoids fades against pressure
• Session Window optional. Restricts trading to your configured hours to avoid thin periods
• Cooldown optional. Bars to wait after a position closes to prevent immediate re-entry
Fusion rule
Gating rather than weighting. First choose regime by Expansion Ratio versus the Expansion gate. Inside each regime all listed conditions must be true: location test plus micro-flow threshold plus session window plus cooldown. Breakouts also require VWAP slope alignment.
Signal rule
• Long suggestion on balanced day: residual at or below the lower percentile and micro flow positive above the gate while inside session and cooldown is satisfied
• Short suggestion on balanced day: residual at or above the upper percentile and micro flow negative below the gate while inside session and cooldown is satisfied
• Long suggestion on expanding day: close above the upper VWAP band, VWAP slope positive, micro flow positive, session and cooldown satisfied
• Short suggestion on expanding day: close below the lower VWAP band, VWAP slope negative, micro flow negative, session and cooldown satisfied
• Positions flip on opposite suggestions or exit by brackets
What you will see on the chart
• Markers on suggestion bars: L for long, S for short
• Exit occurs on reverse signal or when a bracket order is filled
• Reference lines: daily anchored VWAP with upper and lower bands
• Optional background: teal for balanced day, orange for expanding day
Inputs with guidance
Setup
• Signal length. Residual and regime window. Typical 40 to 100. Higher smooths, lower reacts faster
Micro Flow
• Micro TF. Lower timeframe used for micro flow, default 1 minute
• Micro span bars. Count of lower-TF bars. Typical 5 to 20
• Micro flow gate 0..1. Minimum absolute flow. Raising it demands stronger confirmation and reduces trade count
VWAP Bands
• VWAP stdev multiplier. Band width. Typical 0.8 to 1.6. Wider bands reduce breakout frequency and increase fade distance
• Expansion gate 0..3. Threshold to switch from fades to breakouts. Raising it favors fades, lowering it favors breakouts
Sessions
• Use session filter. Enable to trade only inside your window
• Trade window UTC. Default 07:00 to 17:00
Risk
• ATR length. Stop and target basis. Typical 10 to 21
• Stop ATR x. Initial stop distance in ATR multiples
• Target ATR x. Profit target distance in ATR multiples
• Cooldown bars after close. Wait bars before a new entry
• Side. Both, long only, or short only
View
• Show VWAP and bands
• Color bars by residual regime
Properties visible in this publication
• Initial capital 10000
• Base currency Default
• request.security uses lookahead off everywhere
• Strategy: Percent of equity with value 3. Pyramiding 0. Commission cash per order 0.0001 USD. Slippage 3 ticks. Process orders on close ON. Bar magnifier ON. Recalculate after order is filled OFF. Calc on every tick OFF. Using standard OHLC fills ON.
Realism and responsible publication
No performance claims. Past results never guarantee future outcomes. Fills and slippage vary by venue. Shapes can move while a bar forms and settle on close. Strategies must run on standard candles for signals and orders.
Honest limitations and failure modes
High impact news, session opens, and thin liquidity can invalidate assumptions. Very quiet days can reduce contrast between residuals and price volatility. Session windows use the chart exchange time. If both stop and target are touched within a single bar, TradingView’s standard OHLC price-movement model decides the outcome.
Expect different behavior on illiquid pairs or during holidays. The model is sensitive to session definitions and feed time. Past results never guarantee future outcomes.
Legal
Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs.
Smart Money LITE — Daily Sweep → HQ Signals (VWAP • FVG • CHoCH) 🔗 PRO VERSION (VWAP + FVG + CHoCH — full confirmations, all timeframes):
chartedgepro.gumroad.com/l/rmnbhw
Daily liquidity sweep → confluence signals with VWAP, FVG & CHoCH. Works on all timeframes & markets (Indices, Forex, Crypto).
WHAT IT DOES
Smart Money LITE+ highlights high-quality LONG/SHORT signals only after daily liquidity is swept (previous day high/low) with confluence from VWAP, FVG and structure (BOS/CHoCH).
Works on all timeframes and across markets: indices, forex, crypto.
KEY FEATURES (Lite)
• Daily sweep logic (PDH/PDL) + previous day zones
• VWAP + deviation bands (optional) and proximity filter
• 3-bar FVG boxes (visual) with adjustable extension
• ATR/volatility filter, optional HTF trend filter
• Anti-spam cooldown, clean LONG/SHORT labels
• Alerts: HQ LONG / HQ SHORT
HOW TO USE
1. Wait for price to sweep PDH/PDL → indicator opens “signal window”.
2. Look for confluence: VWAP touch/proximity + CHoCH or BOS in direction.
3. Enter with proper risk management (stop beyond swing/zone, partials).
SETTINGS TIPS
• Enable “Require VWAP Confluence?” for strictest setups.
• Use “HTF Trend Filter?” to align with higher-timeframe EMA trend.
• Adjust “After sweep (bars)” to define signal validity window.
• FVGs are visual in Lite — advanced filtering and confirmation are in Pro.
WHO IT'S FOR
Scalpers, intraday, and swing traders looking for objective, visual signals based on liquidity sweeps and VWAP/FVG confluence.
PRO VERSION (full confirmations)
Adds advanced FVG/iFVG logic, more confluence filters, dynamic risk tools and extended alert packages — optimized for all timeframes.
👉 chartedgepro.gumroad.com/l/rmnbhw
NOTES
• For educational purposes only. No financial advice.
• “Lite” is open-source; redistribution of code follows TradingView rules.
2-Day Volume Weighted Average Price (VWAP)This indicator extends TradingView’s built-in VWAP by calculating a volume-weighted average price over a continuous two-day window (yesterday + today), anchoring VWAP at the start of yesterday’s session and carrying it through to today’s close, but only plotting the segment that falls within the current trading session—yesterday’s data feeds into the calculation to ensure today’s VWAP reflects the prior session’s volume and price action, while the line drawn on your chart always begins at today’s session open.
Standard Deviation Bands: Optional ±1σ, ±2σ, and ±3σ envelopes, exactly as in the default VWAP, but based on the rolling two-day data.
Z-Score Triggered VWAP# Z-Score Triggered VWAP Indicator
This custom indicator combines Volume-Weighted Average Price (VWAP) with Z-Score analysis to create a dynamic, volume-sensitive trading tool. It's designed to identify significant volume events and adjust the VWAP calculation accordingly, providing traders with a more responsive and adaptive price average.
## Key Features:
1. **Z-Score Triggered VWAP**: The indicator calculates a new VWAP when the volume Z-Score crosses above a user-defined threshold, allowing it to adapt to significant volume events.
2. **Customizable Timeframes**: Users can set different timeframes for Z-Score calculation and VWAP plotting, enabling multi-timeframe analysis.
3. **Dynamic Bands**: The indicator plots two sets of bands around the VWAP, calculated using standard deviation multipliers, which can be customized by the user.
4. **Visual Cues**: New VWAP start points are marked with yellow circles, helping traders identify where calculations reset.
5. **Real-time Information**: The current Z-Score and VWAP start information are displayed on the chart, providing immediate context.
6. **Flexible Appearance**: Users can customize colors and choose whether to display bands, enhancing chart readability.
7. **Multiple Alert Conditions**: The indicator includes alert conditions for price crossovers of the VWAP and all band levels.
## How It Works:
1. The indicator calculates the volume Z-Score on a user-specified timeframe, comparing current volume to historical volume over a lookback period.
2. When the volume Z-Score exceeds the threshold, a new VWAP calculation is triggered, resetting the cumulative values used in the VWAP formula.
3. The VWAP is continuously calculated and plotted on the chart, along with upper and lower bands based on price deviation from the VWAP.
4. Traders can use the VWAP line and bands to identify potential support/resistance levels and overbought/oversold conditions.
5. The Z-Score trigger helps ensure that the VWAP remains relevant by adapting to significant changes in trading volume.
## Trading Applications:
- **Dynamic Support/Resistance**: Use the VWAP and bands as potential support and resistance levels that adapt to changing market conditions.
- **Trend Identification**: The slope of the VWAP can help identify the overall trend direction.
- **Mean Reversion**: Look for potential reversals when price reaches the outer bands.
- **Volume Analysis**: The Z-Score trigger points highlight periods of unusual volume, which may precede significant price moves.
- **Risk Management**: Use the bands as potential stop-loss or take-profit levels.
This indicator is suitable for traders who want a more dynamic alternative to traditional VWAP indicators, especially those trading in markets with variable volume patterns. It combines volume analysis with price action, providing a comprehensive view of market behaviour
Origin VWAP: OVWAPDraw a VWAP support/resistance line anchored to the origin of the data series (like a daily VWAP, but from the beginning of time, never resetting).
Ideally the origin would be the first bar after the IPO. Tradingview (or your connected broker) doesn't always have a complete dataset, and in that case the OVWAP will be 'wrong', but converging to the correct value over time.
You can try to simulate this with the built-in VWAP indicator but it has several bugs and limitations. Firstly, the longest time period is century, but it is not 100 years, ie. a rolling century but the beginning of the century: 21 years ago. Secondly, even if your dataset is less than 21 years, if you use a lower time frame then the built-in VWAP's origin becomes the left-most loaded bar (about 5,000 bars ago) - it will draw the wrong value. The new Anchored VWAP drawing tool can't be used on lower time frames as it won't draw the line at all unless it sees the point where you anchored it.
You may want to cut 'n paste this code to use in some larger strategy. Unfortunately that's probably not possible. This script uses the 'resolution=' option of 'study()' set to '1W', so the whole script runs at the 1 week resolution. You would think it would be possible to instead use the 'security()' function to request data at the '1W' resolution, but it just resamples the current data set and so is limited to the rightmost 5,000 bars.
Look in the options to enable standard deviation lines.
Monthly VWAPDescription
This indicator identifies potential mean reversion opportunities by tracking price deviations from monthly VWAP with dynamic volatility-adjusted thresholds.
Core Logic:
The indicator monitors when price moves significantly away from monthly VWAP and looks for potential reversal opportunities. It uses ATR-based dynamic thresholds that adapt to current market volatility, combined with volume confirmation to filter out weak signals.
Key Features:
Adaptive Thresholds: ATR-based bands that adjust to market volatility
Volume Confirmation: Requires average volume spike to validate signals
Monthly Reset: VWAP anchors reset each month for fresh reference levels
Visual Clarity: Color-coded deviation line with background highlights for active signals
Info Panel: Shows days from anchor and current price context vs fair value
Signal Generation:
Buy Signal: Price below monthly VWAP by threshold amount with elevated volume
Sell Signal: Price above monthly VWAP by threshold amount with elevated volume
Neutral: Price within threshold range or insufficient volume
Best Used For:
Mean reversion strategies in ranging markets
Identifying potential oversold/overbought conditions
Understanding price position relative to monthly fair value
Anchored VWAP Pro (Final Visibility Enhanced)This is a fully customizable Anchored VWAP (Volume Weighted Average Price) indicator designed for traders who prioritize precision, clarity, and macro trend analysis.
Unlike traditional VWAPs tied to daily or session data, this version allows you to manually anchor the VWAP to any candle in history—ideal for macro swing trading, cycle lows, breakouts, and reaccumulation phases.
Features:
• Manual Anchor Date: Set the exact year, month, and day for your VWAP to begin
• Custom Price Source: Choose between HLC3, close, or any OHLC-based input
• VWAP Bands: Two standard deviation bands for identifying overextension or fair value zones
• Full Visual Control:
• Toggle each band on/off individually
• Adjust color, line width, and line style (solid, dotted, dashed)
• Built for Clarity: Designed to stand out on both light and dark charts
This script is ideal for:
• Identifying macro confluence zones
• Defining risk during trend pullbacks
• Confirming breakout legitimacy
• Layering with other tools like Market Cipher, VRVP, and Fib levels
Inspired by the work of LonesomeTheBlue, Algokid, and other pros—this is a cleaner, more flexible and updated alternative for precision trading.
Script created and published by @ImmortalEmerson
For advanced swing traders, crypto analysts, and macro trend specialists.
Rolling VWAP [QuantraSystems]Rolling VWAP
Introduction
The Rolling VWAP (R͜͡oll-VWAP) indicator modernizes the traditional VWAP by recalculating continuously on a rolling window, making it adept at pinpointing market trends and breakout points.
Its dual functionality includes both the dynamic rolling VWAP and a customizable anchored VWAP, enhanced by color-coded visual cues, thereby offering traders valuable flexibility and insight for their market analysis.
Legend
In the Image you can see the BTCUSD 1D Chart with the R͜͡oll-VWAP overlay.
You can see the individually activatable Standard Deviation (SD) Bands and the main VWAP Line.
It also features a Trend Signal which is deactivated by default and can be enabled if required.
Furthermore you can find the coloring of the VWAP line to represent the Trend.
In this case the trend itself is defined as:
Close being greater than the VWAP line -> Uptrend
Close below the VWAP line -> Downtrend
Notes
The R͜͡oll-VWAP can be used in a variety of ways.
Volatility adjusted expected range
This aims to identify in which range the asset is likely to move - according to the historical values the SD Bands are calculated and thus their according probabilities displayed.
Trend analysis
Trending above or below the VWAP shows up or down trends accordingly.
S/R Levels
Based on the probability distribution the 2. SD often works as a Resistance level and either mid line or 1. SD lines can act as S/R levels
Unsustainable levels
Based on the probability distributions a SD level of beyond 2.5, especially 3 and higher is hit very seldom and highly unsustainable.
This can either mean a mean reversion state or a momentum slowdown is necessary to get back to a sustainable level.
Please note that we always advise to find more confluence by additional indicators.
Traders are encouraged to test and determine the most suitable settings for their specific trading strategies and timeframes.
Methodology
The R͜͡oll-VWAP is based on the inbuilt TV VWAP.
It expands upon the limitations of having an anchored timeframe and thus a limited data set that is being reset constantly.
Instead we have integrated a rolling nature that continuously calculates the VWAP over a customizable lookback.
To also keep the base utility it is possible to use the anchored timeframes as well.
Furthermore the visualization has been improved and we added the coloring of the main VWAP line according to the Trend as stated above.
The applicable Trend signals are also part of that.
The parameter settings and also the visualizations allow for ample customizations by the trader.
For questions or recommendations, please feel free to seek contact in the comments.
