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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
(Fixed-Range) Anchored VWAPThis "Fixed-Range Anchored VWAP" indicator allows traders full control over where the VWAP calculation begins and ends. VWAP combines both price and volume to reflect the true average price paid, often serving as a benchmark for gauging value, sentiment, and trend strength. With this tool, traders can anchor VWAP to any candle, optionally define an end point, or keep it running forward with a single toggle. Up to three bands can be added around VWAP, either as standard deviations or percentage offsets. How to Use The indicator is particularly useful for analyzing VWAP around significant events, like earnings announcements or sharp price swings, to identify support, resistance, and mean-reversion opportunities. Add the indicator and select a candle to set the Anchor. Choose an End point or enable Cancel End for an open-ended VWAP. Pick Std Dev or Percent for band mode. Turn on up to three bands, adjust multipliers, and set fill colors. Use VWAP and its bands to evaluate extensions, trend context, and fair value zones.
Indicatore Pine Script®
di klizarazo
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
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
VWAP with Prev. Session BandsVWAP with Prev. Session Bands is an advanced indicator based on TradingView’s original VWAP. It adds configurable standard deviation or percentage-based bands, both for the current and previous session. You can anchor the VWAP to various timeframes or events (like Sessions, Weeks, Months, Earnings, etc.) and selectively show up to three bands. The unique feature of this script is the ability to display the VWAP and bands from the previous session, helping traders visualize mean reversion levels or historical volatility ranges. Built on top of the official TradingView VWAP implementation, this version provides enhanced flexibility and visual clarity for intraday and swing traders alike.
Indicatore Pine Script®
di xOldSkoolz
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
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
7
Dynamic Swing Anchored VWAP STRAT (Zeiierman/PineIndicators)Dynamic Swing Anchored VWAP STRATEGY — Zeiierman × PineIndicators (Pine Script v6) A pivot-to-pivot Anchored VWAP strategy that adapts to volatility, enters long on bullish structure, and closes on bearish structure. Built for TradingView in Pine Script v6. Full credits to zeiierman. Repainting notice: The original indicator logic is repainting. Swing labels (HH/HL/LH/LL) are finalized after enough bars have printed, so labels do not occur in real time. It is not possible to execute at historical label points. Treat results as educational and validate with Bar Replay and paper trading before considering any discretionary use. Concept The script identifies swing highs/lows over a user-defined lookback ( Swing Period ). When structure flips (most recent swing low is newer than the most recent swing high, or vice versa), a new regime begins. At each confirmed pivot, a fresh Anchored VWAP segment is started and updated bar-by-bar using an EWMA-style decay on price×volume and volume. Responsiveness is controlled by Adaptive Price Tracking (APT) . Optionally, APT auto-adjusts with an ATR ratio so that high volatility accelerates responsiveness and low volatility smooths it. Longs are opened/held in bullish regimes and closed when the regime turns bearish. No short positions are taken by design. How it works (under the hood) Swing detection: Uses ta.highestbars / ta.lowestbars over prd to update swing highs (ph) and lows (pl), plus their bar indices (phL, plL). Regime logic: If phL > plL → bullish regime; else → bearish regime. A change in this condition triggers a re-anchor of the VWAP at the newest pivot. Adaptive VWAP math: APT is converted to an exponential decay factor ( alphaFromAPT ), then applied to running sums of price×volume and volume, producing the current VWAP estimate. Rendering: Each pivot-anchored VWAP segment is drawn as a polyline and color-coded by regime. Optional structure labels (HH/HL/LH/LL) annotate the swing character. Orders: On bullish flips, strategy.entry("L") opens/maintains a long; on bearish flips, strategy.close("L") exits. Inputs & controls Swing Period (prd) — Higher values identify larger, slower swings; lower values catch more frequent pivots but add noise. Adaptive Price Tracking (APT) — Governs the VWAP’s “half-life.” Smaller APT → faster/closer to price; larger APT → smoother/stabler. Adapt APT by ATR ratio — When enabled, APT scales with volatility so the VWAP speeds up in turbulent markets and slows down in quiet markets. Volatility Bias — Tunes the strength of APT’s response to volatility (above 1 = stronger effect; below 1 = milder). Style settings — Colors for swing labels and VWAP segments, plus line width for visibility. Trade logic summary Entry: Long when the swing structure turns bullish (latest swing low is more recent than the last swing high). Exit: Close the long when structure turns bearish. Position size: qty = strategy.equity / close × 5 (dynamic sizing; scales with account equity and instrument price). Consider reducing the multiplier for a more conservative profile. Recommended workflow Apply to instruments with reliable volume (equities, futures, crypto; FX tick volume can work but varies by broker). Start on your preferred timeframe. Intraday often benefits from smaller APT (more reactive); higher timeframes may prefer larger APT (smoother). Begin with defaults ( prd=50, APT=20 ); then toggle “Adapt by ATR” and vary Volatility Bias to observe how segments tighten/loosen. Use Bar Replay to watch how pivots confirm and how the strategy re-anchors VWAP at those confirmations. Layer your own risk rules (stops/targets, max position cap, session filters) before any discretionary use. Practical tips Context filter: Consider combining with a higher-timeframe bias (e.g., daily trend) and using this strategy as an entry timing layer. First pivot preference: Some traders prefer only the first bullish pivot after a bearish regime (and vice versa) to reduce whipsaw in choppy ranges. Deviations: You can add VWAP deviation bands to pre-plan partial exits or re-entries on mean-reversion pulls. Sessions: Session-based filters (RTH vs. ETH) can materially change behavior on futures and equities. Extending the script (ideas) Add stops/targets (e.g., ATR stop below last swing low; partial profits at k×VWAP deviation). Introduce mirrored short logic for two-sided testing. Include alert conditions for regime flips or for price-VWAP interactions. Incorporate HTF confirmation (e.g., only long when daily VWAP slope ≥ 0). Throttle entries (e.g., once per regime flip) to avoid over-trading in ranges. Known limitations Repainting: Swing labels and pivot confirmations depend on future bars; historical labels can look “perfect.” Treat them as annotations, not executable signals. Execution realism: Strategy includes commission and slippage fields, yet actual fills differ by venue/liquidity. No guarantees: Past behavior does not imply future results. This publication is for research/education only and not financial advice. Defaults (backtest environment) Initial capital: 10,000 Commission value: 0.01 Slippage: 1 Overlay: true Max bars back: 5000; Max labels/polylines set for deep swing histories Quick checklist Add to chart and verify that the instrument has volume. Use defaults, then tune APT and Volatility Bias with/without ATR adaptation. Observe how each pivot re-anchors VWAP and how regime flips drive entries/exits. Paper trade across several symbols/timeframes before any discretionary decisions. Attribution & license Original indicator concept and logic: Zeiierman — please credit the author. Strategy wrapper and publication: PineIndicators . License: CC BY-NC-SA 4.0 (Attribution-NonCommercial-ShareAlike). Respect the license when forking or publishing derivatives.
Strategia Pine Script®
di PineIndicators
3
Anchored VWAP by Fin VirajSimple Anchored VWAP with Directional Colors 📊 Overview A clean and efficient Anchored VWAP (Volume Weighted Average Price) indicator with dynamic directional coloring. This indicator provides traders with a reliable reference point for price action analysis based on volume-weighted calculations from specific anchor points. ✨ Key Features 🎯 Multiple Anchor Types Session: Anchors to daily trading session start Day: Resets at the beginning of each trading day Week: Weekly anchor points for swing trading Month: Monthly anchors for longer-term analysis Manual Date: Set custom anchor date for specific events 🌈 Directional Color System 🟢 Green: Price above VWAP with upward momentum 🔴 Red: Price below VWAP with downward momentum 🔵 Blue: Neutral/transitional conditions 📏 Standard Deviation Bands Customizable multipliers (default: 1.0 and 2.0) Toggle on/off as needed Support and resistance levels based on statistical deviation Filled area between bands for better visualization 🔧 Settings & Customization Input Parameters Anchor Type: Choose from 5 different anchor methods Manual Anchor Date: Set specific date for manual anchoring Reset Anchor Point: Manual reset button Show Standard Deviation Bands: Toggle bands visibility Band Multipliers: Adjust band distance (1σ and 2σ) VWAP Line Width: Customize line thickness (1-4) Color Customization Bullish Color: Customize uptrend color Bearish Color: Customize downtrend color Neutral Color: Customize neutral state color Band Color: Customize standard deviation bands color 📈 How to Use For Day Trading Set anchor type to "Session" or "Day" Use VWAP as dynamic support/resistance Green color = bullish bias, Red color = bearish bias For Swing Trading Set anchor type to "Week" or "Month" Longer-term VWAP acts as major S/R level Standard deviation bands show potential reversal zones For Event-Based Analysis Set anchor type to "Manual Date" Choose significant event date (earnings, news, etc.) Analyze price behavior relative to that anchor point 🎨 Visual Interpretation VWAP Line Colors Bright Green: Strong bullish momentum (price above rising VWAP) Bright Red: Strong bearish momentum (price below falling VWAP) Blue: Neutral conditions or transitional phase Standard Deviation Bands Upper Bands: Potential resistance levels Lower Bands: Potential support levels Band Touches: Often indicate reversal or continuation points 💡 Trading Applications Support & Resistance VWAP acts as dynamic support in uptrends VWAP acts as dynamic resistance in downtrends Standard deviation bands provide additional S/R levels Trend Analysis Price consistently above VWAP = bullish trend Price consistently below VWAP = bearish trend Color changes help identify trend shifts Entry & Exit Points Use VWAP reclaims for potential long entries Use VWAP breaks for potential short entries Standard deviation bands for profit-taking levels ⚙️ Technical Details Pine Script Version: v6 Overlay: Yes (plots on price chart) Calculation: Volume-weighted average price from anchor point Standard Deviation: Statistical measure of price dispersion Performance: Optimized for real-time calculation 🔄 Anchor Reset Logic The indicator automatically resets based on selected anchor type: Session/Day: Resets at market open Week: Resets at week start Month: Resets at month start Manual: Resets from chosen date Manual Reset: Override button for immediate reset 📋 Best Practices Choose appropriate timeframe for your anchor type Combine with volume analysis for better confirmation Use multiple timeframes for comprehensive analysis Consider market context when interpreting signals Test on demo before live trading ⚠️ Disclaimer This indicator is for educational and informational purposes only. Always conduct your own analysis and risk management before making trading decisions.
Indicatore Pine Script®
di FinViraj6
Neural Adaptive VWAPNeural Adaptive VWAP with ML Features is an advanced trading indicator that enhances traditional Volume Weighted Average Price (VWAP) calculations through machine learning-inspired adaptive algorithms and predictive volume modeling. 🌟 Key Features: 🧠 Machine Learning-Inspired Adaptation Dynamic weight adjustment system that learns from prediction errors Multi-feature volume prediction using time-of-day patterns, price momentum, and volatility Adaptive learning mechanism that improves accuracy over time 📊 Enhanced VWAP Calculation Combines actual and predicted volume for forward-looking VWAP computation Session-based reset with proper daily anchoring Confidence bands based on rolling standard deviation for dynamic support/resistance 🎯 Advanced Signal Generation Volume-confirmed crossover signals to reduce false entries Color-coded candle visualization based on VWAP position Multi-level strength indicators (strong/weak bullish/bearish zones) ⚙️ Intelligent Feature Engineering Normalized volume analysis with statistical z-score Time-series pattern recognition for intraday volume cycles Price momentum and volatility integration Sigmoid activation functions for realistic predictions 📈 How It Works: The indicator employs a sophisticated feature engineering approach that extracts meaningful patterns from: Volume Patterns: Normalized volume analysis and historical comparisons Temporal Features: Time-of-day and minute-based cyclical patterns Market Dynamics: Price momentum, volatility, and rate of change Adaptive Learning: Error-based weight adjustment similar to neural network training Unlike static VWAP indicators, this system continuously adapts its calculation methodology based on real-time market feedback, making it more responsive to changing market conditions while maintaining the reliability of traditional VWAP analysis. 🔧 Customizable Parameters: VWAP Length (1-200 bars) Volume Pattern Lookback (5-50 periods) Learning Rate (0.001-0.1) for adaptation speed Prediction Horizon (1-10 bars ahead) Adaptation Period for weight updates 📊 Visual Elements: Blue Line: Adaptive VWAP with predictive elements Red/Green Bands: Dynamic confidence zones Colored Candles: Position-based strength visualization Signal Arrows: Volume-confirmed entry points Info Table: Real-time performance metrics and weight distribution 🎯 Best Use Cases: Intraday Trading: Enhanced execution timing with volume prediction Institutional-Style Execution: Improved VWAP-based order placement Trend Following: Adaptive trend identification with confidence zones Support/Resistance Trading: Dynamic levels that adjust to market conditions
Indicatore Pine Script®
di shui2967
1