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Cerca negli script per "vwap"

VWAP BANDS [qrsq]Description This indicator is used to find support and resistance utilizing both buying and selling volume. It can be used on lower and higher time frames to understand where price is likely to reject or bounce. How it works Instead of calculating the VWAP using the total volume, this script estimates the buying/selling volume and respectively calculates their individual VWAP's. The standard deviations of these are then calculated to create the set of two bands. The top bands being the VWAP from buying volume and bottom bands are from selling volume, with the option to use a double band on either pair. How to use it I like to use the bands for LTF scalping as well as HTF swings, I also like to use it alongside my SMA VWAP BANDS. 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.
Indicatore Pine Script®
di qrsq
2
Stock_Cloud-EMA,VWAP,ST Indicator_V1Stock_Cloud V1 - EMA, VWAP, SuperTrend Strategy Indicator This indicator combines three powerful technical indicators (EMA, VWAP, and SuperTrend) to create a comprehensive trading system that helps identify high-probability trading setups when all components align. Strategy Components & Logic: • EMA (Exponential Moving Average): Acts as a dynamic support/resistance and trend direction indicator • VWAP (Volume Weighted Average Price): Provides important institutional price levels and volume-based trend strength • SuperTrend: Offers trend direction and potential reversal points Why These Components Work Together: 1. EMA filters out market noise while maintaining responsiveness to price changes 2. VWAP adds volume-based price validation, especially useful for intraday trading 3. SuperTrend confirms trend direction and potential reversal points 4. When all three indicators align, it creates a high-probability setup Signal Generation: • Bullish Signal: Generated when price crosses above all three indicators (EMA, VWAP, and SuperTrend turns bullish) • Bearish Signal: Generated when price crosses below all three indicators (EMA, VWAP, and SuperTrend turns bearish) • Background color changes help visualize the current market condition Settings: - EMA Length: 20 (default, adjustable) - SuperTrend Period: 10 (default, adjustable) - SuperTrend Multiplier: 3.0 (default, adjustable) How to Use: 1. Look for potential entries when all three indicators align 2. Small triangles mark key entry points when alignment occurs 3. Use background color as additional confirmation 4. Monitor price action relative to all three indicators for exit signals Best Timeframes: Works well on all timeframes, but particularly effective on 5-minute to daily charts for stocks and indices. Note: This indicator combines traditional technical analysis tools in a unique way to provide clear, actionable signals. Always use proper risk management and consider other factors like market conditions and support/resistance levels. Created by Stock_Cloud Version 2.0
Indicatore Pine Script®
di Stock_Cloud
1
VWAP Divergence | Flux ChartsThe VWAP Divergence indicator aims to find divergences between price action and the VWAP indicator. It uses filters to filter out many of the false divergences and alert high quality, accurate signals. Red dots above the candle represent bearish divergences, while green dots below the candle represent bullish divergences. The main filter for divergences focuses on ATR and the price movement in the past candles up to the lookback period. Divergences are determined when a price movement over the lookback period is sharp enough to be greater/less than the ATR multiplier multiplied by the ATR. Settings Under "Divergence Settings", both the lookback period and ATR multiplier can be adjusted. Due to the nature of the calculations, the ATR multiplier and the lookback period should be set lower on higher time frames. As price movements become more averaged, for example on the 15 minute chart, sharp price movements happen less frequently and are often contained in fewer candles as they happen on lower time frames. Less volatile stocks such as KO, CL, or BAC should also use lower ATR multipliers and lower lookback periods. Under "Visual Settings", you can change the color of the VWAP line, show alternating VWAP colors, adjust divergence signal size, and show the VWAP line.
Indicatore Pine Script®
di fluxchart
8
Auto anchored VWAP Highest/Lowest Last 'n' bars The VWAP (Volume Weighted Average Price) indicator is used to calculate the average price weighted by volume. This indicator is designed to automatically draw VWAPs from the highest and lowest points of the last 'n' bars. It utilizes arrays to calculate the values of VWAP and plot it on the chart on the last historical bar. This version was coded to get a similar version to the official "VWAP Auto anchored" with the highest/lowest selected settings. To use VWAP, traders can look for price movements relative to the VWAP line to identify potential support or resistance levels. It can also be used in conjunction with other technical indicators to develop trading strategies.
Indicatore Pine Script®
di TJalam
11
VWAP Boulevard [vnhilton](OVERVIEW) The idea of this indicator comes from traders identifying supply to mainly look for shorts. Scenarios would be gap ups or pump & dumps where huge volume is transacted, & bag-holders are present. Some traders would draw resistance lines, I myself used to draw supply zones using the volume profile on that day, & others used the day VWAP on those days. VWAP Boulevard (I believe the name comes from the trader named team3dstocks) draws day VWAP lines from the highest volume days for a given period (excluding the current day). (FEATURES) - Draws horizontal & vertical lines from up to 250 highest volume days out of up to 3568 days, with the ability to hide either of these lines, their thicknesses, styles - Extend/cut horizontal lines, or extend them all the way to the right - Show the day VWAP, volume & age for these days in labels, with the ability to show what information you want to see only - Separate customizable color forms for the lines & labels - ordinary (1 color); volume (2 color gradient from lowest to highest volume of the highest volume days); age (2 color gradient from youngest to oldest volume of the highest volume days) - Edit offset & size of labels, & hide them - Hide vertical lines From left to right: Age color; ordinary color; volume color 250 highest volume days in the past year. Very messy so it's very likely you won't be using this but the ability to draw lines from 250 highest volume days is there if needed (DRAWDOWNS) - This indicator will only on the daily timeframe (error message will show up if unaware of this, & can be toggled off). Unfortunately, this would mean you would have to draw the lines manually yourself if you wish to use them on intraday timeframes. - You may also encounter the 'Pine cannot determine the referencing length of a series. Try using max_bars_back' error. This occurs when the lookback period is very high & the indicator attempts to recalculate I believe. If this happens then reload the indicator. The logic I used to obtain the highest volume days were to put all of the volume days in a given period in 1 array, then to sort them from highest to lowest, & also store their sorted indices in an separate array as well, so that drawings for each volume day could be done from the 2 arrays. //Volume for last N periods var int pastVol = array.new_int(lookbackPeriodFixed) for i = 0 to lookbackPeriodFixed - 1 array.set(pastVol, i, int(volume )) sortedIndices = array.sort_indices(pastVol, order.descending) //All Indices of sorted volume from highest to lowest sortedIndices2 = array.slice(sortedIndices, 0, highestVolDays) //Indices of sorted volume from highest to lowest array.sort(pastVol, order.descending) //All Volume sorted from highest to lowest pastVol2 = array.slice(pastVol, 0, highestVolDays) //Volume sorted from highest to lowest //Drawings for i = 0 to highestVolDays - 1 index := array.get(sortedIndices, i) vol := array.get(pastVol, i) Since these array sizes were determined from the lookback period, it would mean that the request.security() function used to obtain daily values on intraday timeframes wouldn't work for a lookback period >20 (20 * 2 values I believe, which are the day VWAP & the day volume) as TradingView has put a maximum amount of calls of 40 in 1 script. Therefore, for intraday plots to work I would have to change the logic for getting the day VWAP & day volume for the highest days, as the request.security() function doesn't work on for loops, & this would also mean that the user would only be able to draw lines from up to 20 highest volume days instead of 250. I couldn't go forward with this as I wasn't able to find the logic to pick the highest volume days & their day VWAPs & times (indexes) without using a for loop. If anyone has any solutions (including for the 'Pine cannot determine the referencing length of a series. Try using max_bars_back' error) then please let me know. I've also left commented-out code for dealing with intraday drawings for future use.
Indicatore Pine Script®
di vnhilton
12
VWAP (Any Anchor)Hello Traders, Introduction: The Volume Weighted Average Price (VWAP) is a powerful trading indicator used to gauge the average price at which an asset has traded, weighted by volume, over a specific period. One of the key factors that can significantly impact the effectiveness of VWAP is the concept of "anchoring." In this TradingView indicator script description, we'll explore the concept of anchoring and how it's integrated into a customizable VWAP indicator. Understanding Anchoring: Anchoring in VWAP refers to selecting a specific point in time from which the VWAP calculation begins. This "anchor point" serves as the starting reference for VWAP, and it can substantially impact the indicator's behavior and interpretation. Anchoring allows traders to adapt VWAP to different trading strategies and scenarios. Here are some common anchor points used in the script and their significance: 1. Time-Based Anchors: Traders often anchor VWAP to specific times of the trading day, such as the market open (e.g., 9:30 am EST) or close (e.g., 4:00 pm EST). You could add in the script any time-based anchor you think is relevant for your trading. 2. Event-Based Anchors: Anchoring can also be based on specific market events. For example, some traders anchor VWAP to events like "3 Consecutive Green Candles" or "Supertrend" direction changes. Feel free to adapt the script here and add the relevant events-based anchor for your trading. 3. Multi-Timeframe Anchoring: Traders can anchor VWAP on different timeframes, allowing them to analyze price and volume interactions across various horizons. This flexibility is especially valuable for swing traders adapting to longer-term trends. Anchor Selection Traders can choose from various anchor points, including time-based, event-based, and even an "External Connector" for flexibility in adapting VWAP to specific scenarios.
The External connector is the output from another script used in this VWAP script.
Your script may have a condition being “true” whenever a signal is printed - you can use this signal as the anchor for the VWAP. Conclusion: Understanding anchoring in VWAP is essential for traders using this indicator effectively. Choosing and customizing anchor points empowers traders to adapt VWAP to their specific trading styles and strategies. Whether focused on intraday precision or analyzing longer-term trends, a customizable VWAP indicator with flexible anchoring options can be valuable to your trading toolkit. Tailor your VWAP to your unique needs and gain deeper insights into market trends and price action. Made with love Dave
Indicatore Pine Script®
di Daveatt
5
VWAP + 2 Moving Averages + RSI + Buy and SellIndicator: VWAP + 2 Moving Averages + RSI + Buy and Sell Buy and Sell Arrows (Great for use alone or in conjunction with other scripts on the chart) This indicator displays BUY (BUY) and SELL (SELL) arrows on the chart based on a combination of moving averages, VWAP and RSI. Arrows are a visual way to identify trading opportunities and can be useful for traders who want to follow a strategy based on these conditions. The indicator uses two moving averages (20 and 50 periods) to identify upward crosses (buy) and downward crosses (sell). In addition, it takes into account VWAP (Volume Weighted Average Price) and RSI (Relative Strength Index) as additional filters to confirm buy and sell signals. This script is great for use both independently and in conjunction with other indicators and strategies. You can combine it with other indicators and customize it to your preferences to create a more comprehensive trading strategy. Please remember that this indicator is provided for educational purposes only and does not constitute financial advice. It is always recommended to carry out a thorough analysis before making any trading decisions. Give this indicator a try and enjoy clear visualization of buy and sell arrows on your chart. Happy trading!
Indicatore Pine Script®
di tutormetatrader
6
Rolling Multiday VWAPCouldn't find a VWAP script that worked the way I needed so I created this one. Basically, it provides a multiday rolling VWAP. I made the rolling period configurable, but I primarily use it to add a 2 day VWAP to my chart alongside the standard VWAP indicator. This unique thing that this indicator does is dynamically anchor to the configured period, but starting from today backwards. Basically, this indicator ensures VWAP never anchors to the current day, but instead always shows a 2 day VWAP on today's charts. The problem I had with other indicators is that every other day my 2 day VWAP indicator would anchor to the current day and essentially become a redundant standard VWAP indicator. Hope to update in the future to dynamically update based the chart day you have in focus, but will need some time to figure out if that's even possible.
Indicatore Pine Script®
di CapitalMastery
17
Aggregated Rolling VWAP +Edit of TradingView's original Rolling VWAP Edit log: Added Volume Aggregation Capabilities to the Script - Price Action is impacted by volume executed in all exchanges. Even though a single exchange RVWAP can be useful, using aggregated data makes it more accurate and saves time in symbol switching. - Aggregation is preset to be done for Bitcoin Spot Pairs. However this can be changed to Aggregate Volume from any other symbol at the bottom of the setup menu. Added Symmetrical Deviations to the Script - Symmetrical deviations create range of "tolerance" around the RVWAP at a fixed % distance. This helps in situations when price does not respect the exact RVWAP level and goes slightly above/under. - Adding multiple Symmetrical Deviations at different percentage values can give relevant levels for scalping, entries and range trading. Switched default option to manual TF instead of automatic TF Added TF Presets for quick switching between different settings. (Feature intended for mobile charting) Added ON/OFF Switch to all individual deviations to make it easier, faster and cleaner to display different data. (Feature intended for mobile charting)
Indicatore Pine Script®
di In_Finito_
7
VWAPmP (ATR as % Version)This indicator displays a histogram for the distance of closing price from a VWAP value. The VWAP length is rolling and its value is user defined. Additionally, there are 3 bands which are based on the %-value of the underlying ATR. The ATR's length can be chosen by the user, and the distance multipliers may also be chosen. Lastly, there are two simple moving averages which have user-defined lengths and are based on the histograms value.
Indicatore Pine Script®
di king_mob
6
Rumpy's Donchian Anchored VWAPUses donchian points to anchor VWAPs (start a new VWAP interval). The defaults are set up for a 1H chart, with lookback periods of 1 day, 2 days, 1 week, 2 weeks and 4 weeks for the anchor points. Green : upper donchian AVWAPs, Red : lower donchian AVWAPS, thin/1day to thickest/4 week. Option to test whether a new point should be formed from a high or low exceeding the historical high/low over a lookback length or using a closes that exceed the historical high/low. -------------------------------------- If you find it useful please consider a tip/donation : BTC - 3BMEXEDyWJ58eXUEALYPadbn1wwWKmf6sA
Indicatore Pine Script®
di rumpypumpydumpy
2
BTC World Price: Multi-Exchange VWAPBTC World Price: Multi-Exchange VWAP __________________________ WHAT IT DOES What you see above are not Bitmex candles, but this indicator's. Bitcoin is listed on multiple exchanges. Many people have called for a single global index that would quote BTC price and volume across all exchanges: this script is such a virtual aggregate (formerly: Multi-Listed , Volume-Weighted Average Price ). It will, independently for each tick, for any time-frame: - Quote the price (O, H, L, C) and volume from Bitfinex (USD), Binance (USDT), bitFlyer (Yen), Bithumb (S. Korean Won), Coinbase (USD), Kraken (EUR) and even Bitmex (USD Contracts). - Weight each price with the corresponding volume of the exchange. - Quote the FOREX conversion rate in USD for each currency (USDJPY etc.) - Finally return global average price (candles) in USD. - Additionally provide (H+L)/2 etc. values. No more "on Coinbase this" or "on Bitstamp that", you've now got a global overview! See CoinMarketCap: Markets for reference. I've included alternative exchanges in the comments at the top of the script. __________________________ HOW TO USE IT Basically just add it to your chart and use the indicator's candles instead of the chart's main ticker. By default, BTC World Price will display candles only, but you can also display OHLC & averages (in whichever style you want). You may indeed want to hide the main symbol (top-left corner, click the 'eye' button next to its name), or switch it to something else than candles/bars (e.g. line). Make sure "Scale Price Chart Only" is disabled if you want to use the auto-zoom feature. (if other indicators are messing your zoom, you can try to select "Line with Breaks" or "Area with Breaks" to allow these to overflow from the main window) By clicking the triangle next to the indicator's name, you can select "Visual Order" (e.g "Bring to Front"). You can select regular Candles or Heikin-Ashi in Options. In the Format > Inputs tab, you can select which exchanges to quote. By default, all of them are enabled. The script also exposes the following typical values to the backend, which you can use as Price Source for other indicators: (e.g. MA, RSI, in their "Format > Input" tab) Open Price (grey) High Price (green) Low Price (red) Close Price (white) (H + L)/2 (light blue) (H + L + C)/3 (blue) (O + H + L + C)/4 (purple) They are all hidden by default (by means of maximum transparency). In the Format > Style tab, you can change their color, transparency and style (line, area, etc), as well as uncheck Candles and Wicks to hide these. If you are using "Indicator Last Value" and want to clear the clutter from all these values, simply uncheck them in Style. They will still be available as Price Source for other indicators. You can also choose to scale it to the left, right (default) or "screen" (no scaling). Once you're satisfied with your Style, you may click "Default"> "Save as default" in the botton-left. Everytime you load the indicator, it will look the same. ("Reset Settings" will reset to the script's defaults) __________________________ Please leave feedback below in comments or pm me directly for bugs and suggestions.
Indicatore Pine Script®
di PhiChris
3
Percent Difference Between VWAP and Price MTFShows the difference between vwap and price in percent. You can can choose between multiple timeframe vwap. Default is normal daily. The levels on the indicator can be changed to whatever you want to. In the chart above we can see eurusd reverting up at 3% below monthly vwap, after the brexit dip, It then turns down again at 1% from monthly and lastly it turns up again at 2% from monthly. Script is a small modification of this:
Indicatore Pine Script®
di TheYangGuizi
2
Difference % between PRICE and VWAP V2Shows difference between price and daily/weekly/monthly/hourly/whatever VWAP. In v2: option to color bars average percentual difference of custom period histogram changes color depending on which levels it's at Levels/period/color etc can be customized. Use these inputs in the timeframe box: M - month W - week D - day 2D (or 3W or 2M or whatever) = 2 Days (or three week or 2 months and so on) 60= 1 H 240= 4 H 5 = 5 min and so on. btw, vaguely remembering reading somewhere that the big players like to make their entry at 4% difference.
Indicatore Pine Script®
di TheYangGuizi
6
VWAP Periodic Close [LuxAlgo]The VWAP Periodic Close script offers an advanced tool for analyzing the Volume Weighted Average Price (VWAP) across various timeframes. This tool enables traders to visualize VWAP close levels for daily, weekly, monthly, quarterly, and yearly periods, offering a comprehensive view of price behavior across different time frames. It helps in identifying key levels where the VWAP closes at the end of each specified period. 🔶 USAGE This script is designed to enhance your trading strategy by plotting VWAP close levels on your chart for different time periods. This helps traders easily identify historical VWAP levels and analyze price action relative to these levels, particularly useful for identifying key support and resistance levels providing insights into potential future price behavior. Supports VWAP closes for multiple timeframes, including historical periods (e.g., 3 months back, 3 quarters back, 3 years back). The labels provide context and detailed information about the VWAP close at a specific point in time and enhance the clarity and usefulness of the VWAP data presented on the chart. Users can toggle the display of VWAP lines for different periods and customize the colors for each timeframe (e.g., distinct colors for monthly, quarterly, and yearly closes). 🔶 SETTINGS The script offers a range of customizable settings to tailor the analysis to your trading needs. 🔹 Volume Weighted Average Price (VWAP) VWAP Close Level: Toggle the display of VWAP levels at the end of each period (daily, weekly, monthly, quarterly, yearly). VWAP Origin: Toggle the display of the VWAP line for each period. VWAP Source: Choose the data source for VWAP calculations (default is HLC3). Historical Closes: Define the number of historical VWAP levels to plot. Line/Label Offset: Adjust the offset for positioning lines and labels on the chart. 🔹 Themes Theme Selection: Choose between "Day," "Night," or "Custom" themes to adjust the color scheme of VWAP lines and labels.
Indicatore Pine Script®
di LuxAlgo
6