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Prezzo medio ponderato con i volumi (VWAP)

JDA EMA + VWAP + ZLEMAThis script combines multiple technical indicators—EMAs, VWAP, ZLEMA, ZLEMA Bands, and a custom trend strength gauge—to help traders better understand trend direction, strength, and key crossover points. The indicator is designed to be drawn on the chart (i.e., overlay=true). This multi-indicator script helps traders: Track trend direction and strength via EMAs and a unique candle-based trend formula. Monitor momentum shifts using ZLEMA and volatility bands. Get alerted to key crossover events visually and through alerts. Gain confidence with the trend gauge and labels that summarize the current market tone.
Indicatore Pine Script®
di djkelabu
Multi-Timeframe Anchored VWAP Valuation# Multi-Timeframe Anchored VWAP Valuation ## Overview This indicator provides a unique perspective on potential price valuation by comparing the current price to the Volume Weighted Average Price (VWAP) anchored to the start of multiple timeframes: Weekly, Monthly, Quarterly, and Yearly. It synthesizes these comparisons into a single oscillator value, helping traders gauge if the current price is potentially extended relative to significant volume-weighted levels. ## Core Concept & Calculation 1. **Anchored VWAP:** The script calculates the VWAP separately for the current Week, Month, Quarter (3 Months), and Year (12 Months), starting the calculation from the first bar of each period. 2. **Price Deviation:** It measures how far the current `close` price is from each of these anchored VWAPs. This distance is measured in terms of standard deviations calculated *within* that specific anchor period (e.g., how many weekly standard deviations the price is away from the weekly VWAP). 3. **Deviation Score (Multiplier):** Based on this standard deviation distance, a score is assigned. The further the price is from the VWAP (in terms of standard deviations), the higher the absolute score. The indicator uses linear interpolation to determine scores between the standard deviation levels (defaulted at 1, 2, and 3 standard deviations corresponding to scores of +/-2, +/-3, +/-4, with a score of 1 at the VWAP). 4. **Timeframe Weighting:** Longer timeframes are considered more significant. The deviation scores are multiplied by fixed scalars: Weekly (x1), Monthly (x2), Quarterly (x3), Yearly (x4). 5. **Final Valuation Metric:** The weighted scores from all four timeframes are summed up to produce the final oscillator value plotted in the indicator pane. ## How to Interpret and Use * **Histogram (Indicator Pane):** * The main output is the histogram representing the `Final Valuation Metric`. * **Positive Values:** Suggest the price is generally trading above its volume-weighted averages across the timeframes, potentially indicating strength or relative "overvaluation." * **Negative Values:** Suggest the price is generally trading below its volume-weighted averages, potentially indicating weakness or relative "undervaluation." * **Values Near Zero:** Indicate the price is relatively close to its volume-weighted averages. * **Histogram Color:** * The color of the histogram bars provides context based on the metric's *own recent history*. * **Green (Positive Color):** The metric is currently *above* its recent average plus a standard deviation band (dynamic upper threshold). This highlights potentially significant "overvalued" readings relative to its normal range. * **Red (Negative Color):** The metric is currently *below* its recent average minus a standard deviation band (dynamic lower threshold). This highlights potentially significant "undervalued" readings relative to its normal range. * **Gray (Neutral Color):** The metric is within its typical recent range (between the dynamic upper and lower thresholds). * **Orange Line:** Plots the moving average of the `Final Valuation Metric` itself (based on the "Threshold Lookback Period"), serving as the centerline for the dynamic thresholds. * **On-Chart Table:** * Provides a detailed breakdown for transparency. * Shows the calculated VWAP, the raw deviation multiplier score, and the final weighted (adjusted) metric for each individual timeframe (W, M, Q, Y). * Displays the current price, the final combined metric value, and a textual interpretation ("Overvalued", "Undervalued", "Neutral") based on the dynamic thresholds. ## Potential Use Cases * Identifying potential exhaustion points when the indicator reaches statistically high (green) or low (red) levels relative to its recent history. * Assessing whether price trends are supported by underlying volume-weighted average prices across multiple timeframes. * Can be used alongside other technical analysis tools for confirmation. ## Settings * **Calculation Settings:** * `STDEV Level 1`: Adjusts the 1st standard deviation level (default 1.0). * `STDEV Level 2`: Adjusts the 2nd standard deviation level (default 2.0). * `STDEV Level 3`: Adjusts the 3rd standard deviation level (default 3.0). * **Interpretation Settings:** * `Threshold Lookback Period`: Defines the number of bars used to calculate the average and standard deviation of the final metric for dynamic thresholds (default 200). * `Threshold StDev Multiplier`: Controls how many standard deviations above/below the metric's average are used to set the "Overvalued"/"Undervalued" thresholds (default 1.0). * **Table Settings:** Customize the position and colors of the data table displayed on the chart. ## Important Considerations * This indicator measures price deviation relative to *anchored* VWAPs and its *own historical range*. It is not a standalone trading system. * The interpretation of "Overvalued" and "Undervalued" is relative to the indicator's logic and calculations; it does not guarantee future price movement. * Like all indicators, past performance is not indicative of future results. Use this tool as part of a comprehensive analysis and risk management strategy. * The anchored VWAP and Standard Deviation values reset at the beginning of each respective period (Week, Month, Quarter, Year).
Indicatore Pine Script®
di Sickist
Heatmap Suite [PhenLabs]📊 Heatmap Suite Version: PineScript™ v6 📌 Description The Heatmap Suite is an advanced technical analysis tool that combines multiple density calculation methods with dynamic visualization to identify significant price levels and trading activity zones. It features a sophisticated analysis system that processes price and volume data through various kernel methods, providing traders with insights into market structure, support/resistance zones, and potential price reaction areas. 🚀 Points of Innovation: Multi-method density calculation incorporating three distinct approaches Adaptive visualization system with dynamic color gradients Real-time dashboard with key market metrics Significant level detection with automatic threshold adjustment 🚨 Important🚨 🔸Comprehensive tooltips included in the PhenLabs dashboard for in depth guidance 🔧 Core Components Density Analysis: Multiple calculation methods for price distribution assessment Heat Mapping: Dynamic visualization of price congestion zones Level Detection: Automatic identification of significant price levels Dashboard System: Real-time market metrics and analysis 🔥 Key Features The indicator provides comprehensive analysis through: Kernel Density: Traditional balanced view of price distribution Exponential Kernel: Time-weighted analysis emphasizing recent price action Volume-Weighted: Focus on high-volume price areas Significant Levels: Automatic detection of important price zones Heat Distribution: Color-coded visualization of price congestion 🎨 Visualization Heat Zones: Shows intensity of price activity Significant Lines: Key level indicators Color Gradients: Indicates density strength Dashboard Display: Real-time metrics Dynamic Opacity: Reflects density intensity 📖 Usage Guidelines The indicator offers several customization options: Basic Settings: Calculation Method: Choose between three density calculation approaches Lookback Period: Analysis timeframe adjustment Zone Count: Price range division granularity Heat Sensitivity: Contrast adjustment for visualization 🎛️ Visual Settings: Dashboard Size: Text size customization Position: Dashboard placement options Color Scheme: Heat map gradient visualization Level Display: Significant price zone indicators ✅ Best Use Cases: Identify strong support/resistance zones through high-density areas Spot potential price reversal zones at significant levels Analyze price congestion patterns Monitor real-time changes in market structure ⚠️ Limitations Requires sufficient historical data Computational intensity increases with longer lookback periods Heat sensitivity needs adjustment based on market conditions Dashboard placement may need adjustment based on price action 💡 What Makes This Unique Multi-method Analysis: Three distinct calculation approaches Adaptive Visualization: Dynamic color gradient system Real-time Metrics: Comprehensive dashboard display Automatic Level Detection: Significant price zone identification Memory-efficient Design: Optimized calculation methods 🔬 How It Works The indicator processes market data through four main components: 1. Density Calculation: Processes price and volume data Applies selected kernel method Generates density distribution 2. Heat Mapping: Converts density values to color gradients Updates visualization in real-time Displays price congestion zones 3. Level Detection: Identifies significant price levels Applies threshold filtering Marks important zones 4. Dashboard Updates: Calculates real-time metrics Updates display components Provides market context 💡Note: The indicator performs best with adequate historical data and proper sensitivity settings. Its sophisticated density analysis provides valuable insights into market structure beyond traditional support/resistance indicators.
Indicatore Pine Script®
di PhenLabs
EMA+SMA+VWAP Trading Strategy This strategy is for COINBASE:ETHUSD 15min. Tweak the INPUTS as per requirement. Note: The strategy will give different results for different sources(Binance, Bitstamp) and symbols. For more accurate P&L in "Strategy Tester" modify the settings as below: Under "Properties" tab --Change "Order Size" value (default is 1) and type from "% of equity" to "Contract". --Add "Commission". For me commission was "0.07 %". Strategy Explanation Trend Following: The strategy uses EMA crossovers (17 vs. 31) to detect momentum shifts, with VWAP and SMA (69) acting as filters to confirm the broader trend. Reversal Mechanism: It allows switching directly from long to short (or vice versa) by closing the existing position before entering the new one. Exit Strategy: Faster EMAs (8 and 9) are used for exits, making the strategy sensitive to short-term reversals while avoiding premature exits during strong trends. Risk Management: The use of multiple filters (VWAP, SMA) reduces false signals, though it may delay entries in fast-moving markets. How It Works: Bullish Scenario: If the 17-period EMA crosses above the 31-period EMA, and the price is above both VWAP and the 69-period SMA, a long position is opened. It exits when the 8-period EMA crosses below the 9-period EMA. Bearish Scenario: If the 17-period EMA crosses below the 31-period EMA, and the price is below both VWAP and the 69-period SMA, a short position is opened. It exits when the 8-period EMA crosses above the 9-period EMA. Reversal: If a short position is active and a long signal triggers, the short is closed before entering the long (and vice versa). Potential Strengths Combines momentum (EMA crossovers) with trend confirmation (VWAP, SMA). Reversal logic allows flexibility in choppy markets. Visual indicators make it easy to monitor signals. Potential Weaknesses Multiple conditions may reduce trade frequency, missing some opportunities. Sensitivity to EMA periods; defaults (17, 31, 8, 9, 69) may not suit all assets or timeframes. No explicit stop-loss or take-profit logic, relying solely on EMA exits.
Strategia Pine Script®
di satishtv
Custom VWAPThe Custom VWAP indicator provides traders with a streamlined approach to tracking Volume Weighted Average Price (VWAP) across multiple timeframes. Unlike standard VWAP indicators that limit users to a single timeframe, this tool allows multiple VWAPs to be enabled simultaneously, including Session, Weekly, Monthly, Yearly, and an RTH (Regular Trading Hours) VWAP. Features: Multi-Timeframe Support: Enable or disable individual VWAPs without adding multiple indicators. RTH VWAP Option: Includes a dedicated RTH VWAP, which is not available in the standard TradingView VWAP tool. Customizable Labels & Styling: Adjust colors, line widths, and label placements to match your charting preferences, keeping the chart organized. Horizontal VWAP Lines: Optional horizontal lines provide clear price level visualization. Automatic Reset: VWAPs update at the start of each session, week, month, or year, ensuring accurate calculations without manual adjustments. This indicator is useful for traders who rely on VWAP levels for decision-making while keeping their charts clean and efficient.
Indicatore Pine Script®
di Vermont_Trader18
1
VWAP StrategyVWAP and volatility filters for structured intraday trades. How the Strategy Works 1. VWAP Anchored to Session VWAP is calculated from the start of each trading day. Standard deviations are used to create bands above/below the VWAP. 2. Entry Triggers: Al Brooks H1/H2 and L1/L2 H1/H2 (Long Entry): Opens below 2nd lower deviation, closes above it. L1/L2 (Short Entry): Opens above 2nd upper deviation, closes below it. 3. Volatility Filter (ATR) Skips trades when deviation bands are too tight (< 3 ATRs). 4. Stop Loss Based on the signal bar’s high/low ± stop buffer. Longs: signalBarLow - stopBuffer Shorts: signalBarHigh + stopBuffer 5. Take Profit / Exit Target Exit logic is customizable per side: VWAP, Deviation Band, or None 6. Safety Exit Exits early if X consecutive bars go against the trade. Longs: X red bars Shorts: X green bars Explanation of Strategy Inputs - Stop Buffer: Distance from signal bar for stop-loss. - Long/Short Exit Rule: VWAP, Deviation Band, or None - Long/Short Target Deviation: Standard deviation for target exit. - Enable Safety Exit: Toggle emergency exit. - Opposing Bars: Number of opposing candles before safety exit. - Allow Long/Short Trades: Enable or disable entry side. - Show VWAP/Entry Bands: Toggle visual aids. - Highlight Low Vol Zones: Orange shading for low volatility skips. Tuning Tips - Stop buffer: Use 1–5 points. - Target deviation: Start with VWAP. In strong trends use 2nd deviation and turn off the counter-trend entry. - Safety exit: 3 bars recommended. - Disable short/long side to focus on one type of reversal. Backtest Setup Suggestions - initial_capital = 2000 - default_qty_value = 1 (fixed contracts or percent-of-equity)
Strategia Pine Script®
di Agedvagabond
Multi-TF Volume & Price Analysis[BullByte]This indicator offers a comprehensive view of market dynamics by combining volume and price analysis across multiple timeframes. It calculates key metrics—such as bullish/bearish volume percentages, relative volume (RVol), cumulative volume delta (CVD), and price change percentages—for each timeframe that you choose (for example, 1, 3, 5, and 15 minutes). Here are the main features in simple terms: - Multi-Timeframe Analysis: The tool analyzes volume and price action from four different timeframes simultaneously. This means you get insights from short-term and slightly longer-term trends in one view. - Volume Breakdown: It splits the volume into bullish and bearish parts by comparing closing and opening prices. This helps you see how much of the trading volume is driving the market upward versus downward. - Relative Volume & Spike Detection: It calculates relative volume (current volume compared to a moving average) and flags any significant volume spikes based on a customizable multiplier. This feature helps identify unusual trading activity. - Volume Smoothing Option: For a cleaner signal, you can enable a smoothing option (using an exponential moving average) to reduce noise in the volume data. - Advanced Summary: The indicator combines volume data, price changes, and volume spikes to produce an overall market summary for each timeframe—labeling conditions as “Bullish Strong,” “Bullish Moderate,” “Bearish Strong,” “Bearish Moderate,” or “Neutral.” - Cumulative Overview: In addition to individual timeframe analysis, it aggregates the data to offer a cumulative view. This includes a collective bullish/bearish percentage, overall CVD, and even a simplified volume level (Low, Normal, or High). - Customizable Dashboard: All these metrics are neatly displayed in a dashboard on the chart. You can customize its position and text size. The dashboard uses dynamic, color-coded cells to instantly convey the market sentiment—making it easy to spot trends at a glance. - VWAP Integration: Finally, the dashboard includes VWAP information, providing an additional layer of context to the price action. Overall, this indicator is designed to provide a quick yet thorough snapshot of market conditions, enabling traders to make more informed decisions with a clear visual representation of volume and price activity across different timeframes.
Indicatore Pine Script®
di BullByte
6
Multiple VWMATradingView Indicator: Multiple VWMA This TradingView indicator allows you to display up to five separate Volume Weighted Moving Averages (VWMAs) directly on your price chart. What it does: Plots 5 VWMAs: It calculates and draws five distinct VWMA lines (or other styles) on the chart. Volume Weighting: Unlike simple moving averages, a VWMA gives more weight to prices where trading volume was higher, potentially offering a clearer picture of the trend strength confirmed by volume. Highly Customizable: Each of the five VWMAs can be configured independently through the indicator's settings panel. For each one, you can set: Length: The lookback period (number of bars) used for the calculation. Source: The price data to use (e.g., close, open, high, low, hl2, etc.). Timeframe: You can calculate each VWMA based on a different timeframe than the one currently displayed on your chart (e.g., view daily VWMAs on an hourly chart). Leave blank to use the chart's timeframe. Offset: Shift the VWMA line forwards or backwards on the chart by a specific number of bars. Style: Choose how each VWMA is displayed (Line, Histogram, or Cross). Overlay: The VWMAs are plotted directly over the price bars for easy comparison. Purpose: This indicator is useful for traders who want to analyze trends using multiple volume-weighted perspectives simultaneously. By comparing VWMAs of different lengths or based on different timeframes, you can gain insights into short-term vs. long-term trends, potential support/resistance levels, and the significance of price movements based on accompanying volume.
Indicatore Pine Script®
di ryfli32
ATR from VWAP📌 ATRs from VWAP – Intraday Volatility Tracker This script measures how far price is from VWAP in ATR units, helping traders assess short-term overextension and reversion potential. 🔹 Key Features: ✅ ATR Distance from VWAP – Calculates how many ATRs the price is from the VWAP. ✅ Dynamic Table Display – Shows ATR distance in real-time for quick decision-making. ✅ Intraday Focus – Designed for scalpers and day traders using minutes or hourly timeframes. 📊 How to Use: Look for price moving away from VWAP to identify extended moves. Use as a reversion signal when price deviates too far from VWAP.
Indicatore Pine Script®
di Yanni_Nicolaides
Multi-Period Rolling VWAPMulti-Period Rolling VWAP (MP-RVWAP) This indicator plots multiple Rolling Volume-Weighted Average Price (RVWAP) lines over different time periods (7, 14, 30, 60, 90, 180, and 360 days) on a single chart. Each RVWAP is calculated using a user-defined timeframe and source (default: HLC3), ensuring consistency across chart resolutions. Key Features: Customizable Periods: Toggle visibility for each period (7d, 14d, 30d, 60d, 90d, 180d, 360d) and adjust their colors. Labels: Each RVWAP line is labeled at the end (e.g., "7d", "360d") for easy identification. Standard Deviation Bands: Optional bands can be added above and below each RVWAP, with customizable multipliers (set to 0 to hide). Flexible Timeframe: Define a single timeframe (default: 1D) for all RVWAP calculations, independent of the chart’s timeframe. Minimum Bars: Set a minimum number of bars (default: 10) to ensure reliable calculations. Usage: Ideal for traders analyzing price trends across multiple time horizons. Enable/disable specific RVWAPs, tweak colors, and add bands to suit your strategy.
Indicatore Pine Script®
di skullcap_ftm
Volume-Weighted MA Crossover [AlphaAlgos]Volume-Weighted MA Crossover Overview: The Volume-Weighted MA Crossover is a sophisticated trend-following indicator designed to capture reliable trend reversals and trend continuation signals using volume and price action. By combining the power of Volume-Weighted Moving Averages (VWMA) and the simplicity of Simple Moving Averages (SMA) , this indicator provides a more robust and reliable trend filter. It ensures that trend signals are supported by strong market volume, offering a deeper insight into market strength and potential price movements. How It Works: The Volume-Weighted MA Crossover indicator calculates a Volume-Weighted Moving Average (VWMA) of the chosen price source (typically close ), which takes into account both the price and volume of each bar. This ensures that price movements with higher volume are weighted more heavily, providing a better reflection of actual market sentiment. In conjunction with the VWMA, a traditional Simple Moving Average (SMA) is used to filter out noise and smooth price data, providing a more stable trend direction. The crossover between the VWMA and SMA serves as the primary trading signal: Long Signal (Bullish Crossover) : The VWMA crosses above the SMA, indicating that a strong bullish trend is likely underway, supported by increased volume and price action. Short Signal (Bearish Crossover) : The VWMA crosses below the SMA, signaling that a bearish trend is emerging, backed by decreasing volume and price reversal. The Volume-Weighted MA Crossover can be used as a standalone indicator or in conjunction with other tools to enhance your trading strategy, offering both trend-following and volume confirmation. Key Features: Volume Sensitivity : The VWMA adjusts the moving average based on volume, providing a more accurate representation of price action during high-volume periods. This makes the indicator more sensitive to market dynamics, ensuring that price movements during significant volume spikes are prioritized. Trend Confirmation : The crossover of the VWMA and SMA offers clear and actionable signals, helping traders identify trend reversals early and with more confidence. Clean Signal Presentation : With color-coded signal markers , this indicator makes it easy to spot actionable entry points. Customizable Settings : Tailor the VWMA and SMA periods, volume multiplier, and source price according to your preferred market conditions and timeframes, allowing the indicator to fit your trading style. How to Use It: Trend Direction : Look for crossovers between the VWMA and SMA to identify potential trend changes: Volume Confirmation : The volume-weighted aspect of this indicator ensures that trends are confirmed by volume. A bullish trend with a VWMA crossing above the SMA suggests that the upward movement is supported by strong market sentiment (high volume). Conversely, a bearish trend with a VWMA crossing below the SMA indicates a reversal is supported by volume reduction. Trend Continuation & Reversal : This indicator works particularly well during strong trending markets. However, it can also identify potential reversals, particularly during periods of high volume and rapid price changes. Best Timeframe to Use: This indicator is adaptable to multiple timeframes and can be used across various market types. However, it tends to work most effectively on medium to long-term charts (such as 1-hour, 4-hour, and daily charts) where trends have the potential to develop more clearly and with more volume participation. Ideal for: Trend-following traders looking for reliable signals that are confirmed by both price action and volume. Swing traders who want to enter trades at the beginning of a new trend or after a confirmed trend reversal. Day traders seeking clear and easy-to-read signals on intra-day charts, helping to pinpoint optimal entry and exit points during volatile market conditions. Conclusion: The Volume-Weighted MA Crossover is an essential tool for any trader looking to improve their trend-following strategy. By incorporating both volume and price action into a VWMA and SMA crossover , it offers a more refined approach to identifying and confirming trends. Whether you're a trend follower , swing trader , or day trader , this indicator provides clear, actionable signals backed by volume confirmation, giving you the confidence to execute your trades with precision.
Indicatore Pine Script®
di AlphaNatt
VWAPv6The VWAP ( Volume Weighted Average Price ) Deviation script is a powerful tool designed for traders to analyze the relationship between price and volume . By calculating deviations around the VWAP , the script allows users to identify key support and resistance levels that can help in making better-informed trading decisions. The script calculates VWAP based on the chosen data source (default is closing price) and then computes deviations above and below the VWAP using either the Average Deviation or the Standard Deviation method. The user can select the desired method through the script's input options. These deviations are then plotted as bands on the chart, providing a visual representation of the areas where the price may potentially revert or experience a breakout. A unique and valuable feature of this script is the addition of a monitor that counts the number of times the price crosses above the Upper Deviation level 2 and below the Lower Deviation level 2 within a user-defined lookback period. This monitor is displayed as a table in the bottom right corner of the chart and can be enabled or disabled through an input option. The cross count monitor serves as a valuable aid to traders by providing insights into the historical frequency of price crossing the deviation levels. This information can be used to identify potential trading opportunities based on historical price behavior around these levels.
Indicatore Pine Script®
di seto76
VWAP Balance Zones - SessionsVWAP Balance Zones Sessions Version is an alternate take on the Original VWAP Balance Zones indicator. The Sessions version allows users to select a specific session to view the VWAP Balance Zones at while still utilizing the full ETH Data. The Session version provides a better focused display while still maintaining the core functions of the original script with mindful optimizations. Author's Note: "VBZ Sessions was made with logistics in mind, for the users who only trade within certain times of the day. While it displays the same core concepts, it is not as "Raw" of a display as the Original. For this reason, some users may prefer the Original VWAP Balance Zones, which is why I have opted to release this alternate version instead of updating the original." > What are VWAP Balance Zones? "VWAP Balance Zones" is an original concept aimed at identifying the equilibrium area between market participants within the current trend by averaging the Daily Extremes and the Daily VWAP. Refer to the illustration below for a better understanding of exactly how VWAP Balance Zones are formed: These zones are displayed for the Daily, Weekly, and Monthly VWAPs, with the most interactive timeframe being the Daily. > Features 1. The Session Version uses ETH data at all times, and does not solely rely on the chart's data to create the VWAPs or Zones. This allows the user to focus on a specific trading session, while not losing out on the full VBZ Calculation, with the notable benefit of a cleaner display. The Original VBZ starts drawing at the beginning of the chart's "Day", and would produce different results when using an RTH chart vs an ETH chart. Along with creating a bird's nest of unusable data at the beginning of the day. 2. Session Start and End lines are displayed for easier identification of the designated trading session. 3. The extreme "Close" Lines are no longer displayed to reduce noise and redundancy. 4. Additionally, the interior VWAP lines are no longer displayed. Ultimately, this was to reduce noise and focus the script on the 50% zones. 5. Weekly and Monthly Zones are now displayed due to the reduced noise! 6. As with the original, the weekly display will yield to the daily, and the monthly display will yield to the weekly. In the screenshot below, you can observe this behavior. Enjoy!
Indicatore Pine Script®
di SamRecio
Multiple AVWAP [OmegaTools]The Multiple AVWAP indicator is a sophisticated trading tool designed for professional traders who require precision in volume-weighted price tracking. This indicator allows for the deployment of multiple Anchored Volume Weighted Average Price (AVWAP) calculations simultaneously, offering deep insights into price movements, dynamic support and resistance levels, and trend structures across multiple timeframes. This indicator caters to both institutional and retail traders by integrating flexible anchoring methods, multi-timeframe adaptability, and enhanced visualization features. It also includes deviation bands for statistical analysis, making it a comprehensive volume-based trading solution. Key Features & Functionalities 1. Multiple AVWAP Configurations Users can configure up to four distinct AVWAP calculations to track different market conditions. Supports various anchoring methods: Fixed: A traditional AVWAP that starts from a defined historical point. Perpetual: A rolling VWAP that continuously adjusts over time. Extension: An extension-based AVWAP that projects from past calculations. High Volume: Anchors AVWAP to the highest volume bar within a specified period. None: Option to disable AVWAP calculation if not required. 2. Advanced Deviation Bands Implements standard deviation bands (1st and 2nd deviation) to provide a statistical measure of price dispersion from the AVWAP. Serves as a dynamic method for identifying overbought and oversold conditions relative to VWAP pricing. Deviation bands are customizable in terms of visibility, color, and transparency. 3. Multi-Timeframe Support Users can assign different timeframes to each AVWAP calculation for macro and micro analysis. Helps in identifying long-term institutional trading levels alongside short-term intraday trends. 4. Z-Score Normalization Mode Option to standardize oscillator values based on AVWAP deviations. Converts price movements into a statistical Z-score, allowing traders to measure price strength in a normalized range. Helps in detecting extreme price dislocations and mean-reversion opportunities. 5. Customizable Visual & Aesthetic Settings Fully customizable line colors, transparency, and thickness to enhance clarity. Users can modify AVWAP and deviation band colors to distinguish between different levels. Configurable display options to match personal trading preferences. 6. Oscillator Mode for Trend & Momentum Analysis The indicator converts price deviations into an oscillator format, displaying AVWAP strength and weakness dynamically. This provides traders with a momentum-based perspective on volume-weighted price movements. User Guide & Implementation 1. Configuring AVWAPs for Optimal Use Choose the mode for each AVWAP instance: Fixed (set historical point) Perpetual (rolling, continuously updated AVWAP) Extension (projection from past AVWAP levels) High Volume (anchored to highest volume bar) None (disables the AVWAP line) Adjust the length settings to fine-tune calculation sensitivity. 2. Utilizing Deviation Bands for Market Context Activate deviation bands to see statistical boundaries of price action. Monitor +1 / -1 and +2 / -2 standard deviation levels for extended price movements. Consider price action outside of deviation bands as potential mean-reversion signals. 3. Multi-Timeframe Analysis for Institutional-Level Insights Assign different timeframes to each AVWAP to compare: Daily VWAP (institutional trading levels) Weekly VWAP (swing trading trends) Intraday VWAPs (short-term momentum shifts) Helps identify where institutional liquidity is positioned relative to price. 4. Activating the Oscillator for Momentum & Bias Confirmation The oscillator converts AVWAP deviations into a normalized value. Use overbought/oversold levels to determine strength and potential reversals. Combine with other indicators (RSI, MACD) for confluence-based trading decisions. Trading Applications & Strategies 5. Trend Confirmation & Institutional VWAP Tracking If price consistently holds above the primary AVWAP, it signals a bullish trend. If price remains below AVWAP, it indicates selling pressure and a bearish trend. Monitor retests of AVWAP levels for potential trend continuation or reversal. 6. Dynamic Support & Resistance Levels AVWAP lines act as dynamic floating support and resistance zones. Price bouncing off AVWAP suggests continuation, whereas breakdowns indicate a shift in momentum. Look for confluence with high-volume zones for stronger trade signals. 7. Mean Reversion & Statistical Edge Trading Prices that deviate beyond +2 or -2 standard deviations often revert toward AVWAP. Mean reversion traders can fade extended moves and target AVWAP re-tests. Helps in identifying exhaustion points in trending markets. 8. Institutional Liquidity & Volume Footprints Institutions often execute large trades near VWAP zones, causing price reactions. Tracking multi-timeframe AVWAP levels allows traders to anticipate key liquidity areas. Use higher timeframe AVWAPs as macro support/resistance for swing trading setups. 9. Enhancing Momentum Trading with AVWAP Oscillator The oscillator provides a momentum-based measure of AVWAP deviations. Helps in confirming entry and exit timing for trend-following trades. Useful for pairing with stochastic oscillators, MACD, or RSI to validate trade decisions. Best Practices & Trading Tips Use in Conjunction with Volume Analysis: Combine with volume profiles, OBV, or CVD for increased accuracy. Adjust Timeframes Based on Trading Style: Scalpers can focus on short-term AVWAP, while swing traders benefit from weekly/daily AVWAP tracking. Backtest Different AVWAP Configurations: Experiment with different anchoring methods and lookback periods to optimize trade performance. Monitor Institutional Order Flow: Identify key VWAP zones where institutional traders may be active. Use with Other Technical Indicators: Enhance trading confidence by integrating with moving averages, Bollinger Bands, or Fibonacci retracements. Final Thoughts & Disclaimer The Multiple AVWAP indicator provides a comprehensive approach to volume-weighted price tracking, making it ideal for professional traders. While this tool enhances market clarity and trade decision-making, it should be used as part of a well-rounded trading strategy with risk management principles in place. This indicator is provided for informational and educational purposes only. Trading involves risk, and past performance is not indicative of future results. Always conduct your own analysis and due diligence before executing trades. OmegaTools - Enhancing Market Clarity with Precision Indicators
Indicatore Pine Script®
di OmegaTools
AVWAP CurvesThis indicator calculates and displays Anchored Volume-Weighted Average Price (AVWAP) for the 15-minute, 1-hour, and 4-hour timeframes. It helps identify volume-weighted support/resistance levels and trends based on volume and price data. Multiple Timeframes: Displays AVWAP curves for 15m, 1h, and 4h. Users can toggle visibility for each timeframe. Price Anchor Selection: Choose between Low, High, or HL2 as the price anchor for the AVWAP calculation. Custom Date & Time Anchor: Set a specific start time for the AVWAP calculation. Alerts: Alerts are triggered when the price crosses above or below any AVWAP curve.
Indicatore Pine Script®
di abuzka
AVWAP Band✨ AVWAP Band by Mars ✨ The AVWAP Band indicator eliminates the guesswork of selecting multipliers for your VWAP analysis. Instead of using arbitrary deviations, this indicator provides three distinct VWAP lines calculated from different price points - giving you a complete VWAP band with just one tool. What Makes This Different From Standard VWAP Traditional VWAP indicators use multipliers (1.0, 2.0, 3.0) which require constant adjustment across different markets and timeframes. The AVWAP Band simplifies this by using natural price points: Low-based VWAP (green) - acts as support High-based VWAP (red) - acts as resistance HL2-based VWAP (gray) - acts as the centerline Key Features Reduces cognitive load - no more guessing which multiplier to use User-selected anchor point (click to set date) Customizable colors and line styles Built-in alerts for all crossover/crossunder events Visual anchor point marker How To Use It After adding the indicator to your chart, you have to click on your anchor point Watch for price reactions at each VWAP line Look for crossovers between price and the different VWAPs Use the HL2 VWAP as a centerline to determine overall bias Trading Applications Support/Resistance levels for intraday trading Mean-reversion signals when price touches band extremes Trend confirmation when price holds above/below centerline Range identification between upper and lower bands Volatility assessment based on band width Customization Options Toggle each VWAP line individually Adjust line colors to match your chart theme Control line width and transparency Enable/disable anchor point label This indicator simplifies VWAP analysis by giving you natural price-based bands without the need to adjust multipliers across different markets. The high, low, and HL2 sources create a complete VWAP picture with just one tool. VIDEO Feedback and suggestions welcome!
Indicatore Pine Script®
di marsrides
ZenAlgo - LevelsThis script combines multiple anchored Volume-Weighted Average Price (VWAP) calculations into a single tool, providing a continuous record of past VWAP levels and highlighting when price has tested them. Typically, VWAP indicators show only the current VWAP for a single anchor period, requiring you to either keep re-anchoring manually or juggle multiple instances of different VWAP tools for each timeframe. By contrast, this script automatically tracks both the ongoing VWAP and previously completed VWAP values, along with real-time detection of “tests” (when price crosses a particular VWAP level). It’s especially valuable for traders who want to see how price has interacted with VWAP over several sessions, weeks, or months—without switching between separate indicators or manually setting anchors. Below is a comprehensive explanation of each component, why multiple VWAP lines working together can be more informative than a single line, and how to adjust the script for various markets and trading styles: Primary VWAP vs. Historical VWAP Lines - Standard VWAP indicators typically focus on the current line only. This script also calculates a primary VWAP, but it “locks in” each completed VWAP value when a new time anchor is detected (e.g., new weekly bar, new monthly bar, new session). As a result, you retain an ongoing history of VWAP lines for every completed anchored period. This is more powerful than manually setting up multiple VWAP tools—one for each desired timeframe—because everything is handled in a single script. You avoid chart clutter and the risk of forgetting to reset your manual VWAP at the correct bar. Why Combine Multiple Anchored VWAP Lines in One Script? - Viewing several anchored VWAP lines together offers synergy . You see not only the current VWAP but also previous ones from different sessions or months, all within the same chart pane. This synergy becomes apparent if multiple historical VWAP lines cluster near the same price level, indicating a potentially significant zone of volume-based support or resistance. Handling this manually would involve repeatedly setting separate VWAP indicators, each reset at specific points, which is time-consuming and prone to error. In this script, the process is automated: as soon as the anchor changes, a completed VWAP line is stored so you can observe how price eventually reacts to it, repeatedly or not at all. Automated “Test” Detection - Once a historical VWAP line is set, the script tracks when price crosses it in subsequent bars. If the high and low of a bar span that line, the script marks it in red (both the line and its label). It also keeps a counter of how many times each line has been tested. This method goes beyond a simple visual approach by quantifying the retests. Because all these lines are created and managed in one place, you don’t have to manually label the lines or check them one by one. Advantages Over Manually Setting Multiple VWAPs You save screen space: Instead of layering several VWAP indicators, each with unique settings, this single script plots them all on one overlay. Automation: When a new anchor period begins, the script “closes out” the old VWAP and starts a new one. You never need to remember to reset it manually. Retest Visualization: The script not only draws each line but also changes color and updates the label automatically if a line gets tested. Doing this by hand would be labor-intensive. Unified Parameters: All settings (e.g., array size, max distance, test count limit) apply uniformly. You can manage them from one place, instead of configuring multiple separate tools. Extended Insight with Multiple VWAP Lines Since VWAP reflects the volume-weighted average price for each chosen period, historical lines can show zones where the market had a fair-value consensus in previous intervals. When the script preserves these lines, you see potential support/resistance areas more distinctly. If, for instance, price continually pivots around an old VWAP line, that may reveal a strong volume-based level. With several older VWAP lines on the chart, you gain an immediate sense of where these volume-derived averages have appeared and how price reacted over time. This wider perspective often proves more revealing than a single “current” VWAP line that does not reflect previous anchor sessions. Handling of Illiquid Markets and Volume Limitations VWAP is inherently tied to volume data, so its reliability decreases if volume reporting is missing or if the asset trades with very low liquidity. In such cases, a single large trade might momentarily skew the VWAP, resulting in “false” test signals when the high/low range intersects an abnormal price swing. If you suspect the data is incomplete or the market is unusually thin, it’s wise to confirm the validity of these VWAP lines before using them for any decision-making. Additionally, unusual market conditions—like after-hours trading or sudden high-volatility events—may cause VWAP to shift quickly, setting up multiple lines in a short time. Key User-Configurable Settings Hide VWAP on Day timeframe and above : Lets you disable the primary VWAP plot on daily or higher timeframes for a cleaner view. Anchor Period : Select from Session, Week, Month, Quarter, Year, Decade or Century. Controls how frequently the script resets and preserves the VWAP line. Offset : Moves the current VWAP line by a specified number of bars if you need a shifted perspective. Max Array Size : Caps how many past VWAP lines the script will remember. Prevents clutter if you’re charting very long histories. Max Distance : Defines how far back (in bar index units) a line is kept. If a line’s start bar is older than this threshold, it’s removed, keeping the chart uncluttered. Max Red Labels : Limits the number of tested (red) VWAP lines that appear. If price tests a large number of old lines, only the newest red labels remain once you hit the set limit. Workflow Overview As soon as a new anchor period begins (e.g., a new weekly candle if “Week” is chosen), the script ends the current VWAP and stores that final value in its internal arrays. It creates a dotted line and label representing the completed VWAP, and keeps track of whether it has been tested or not. Subsequent bars may then cross that line. If a bar’s high/low includes the line’s value, it’s flagged as tested, labeled red, and a test counter increases. As new anchored periods come, old lines remain visible—unless they fall outside your maxDistance or you exceed the maximum stored line count. Real-World Benefits Combining multiple VWAP lines—ranging, for example, from session-based lines for intraday perspectives to monthly or quarterly lines for broader context—provides a layered view of the volume-based fair price. This can help you quickly spot zones where price repeatedly intersects old VWAPs, potentially highlighting where bulls or bears took action historically. Because this script automates the management of all these lines and flags their retests, it removes a great deal of repetitive manual work that would typically accompany multiple, separate VWAP indicators set to different anchors. Limitations & Practical Use As with any volume-related tool, the script depends on reliable volume data. Assets trading on smaller venues or during illiquid periods may produce spurious signals. The script does not signal buy or sell decisions; rather, it helps visually map out where volume-weighted averages from previous periods might still be relevant to market behavior. Always combine the insight from these historical VWAP lines with your existing analytical approach or other technical and fundamental tools you use. Conclusion This script unifies past and present VWAP lines into one overlay, automatically detecting new anchor resets, storing the final VWAP values, and indicating whenever old lines are retested by price. It offers synergy through the simultaneous display of multiple historical VWAP lines, making it quicker and easier to detect potential support/resistance zones and better reflect changing market volumes over time. You no longer need to manually create, configure, or reset multiple VWAP indicators. Instead, the script handles all aspects of line creation, retest detection, and clutter management, giving you a robust framework to observe how historical VWAP data aligns with current price action. By understanding the significance of multiple anchored VWAP lines, you can assess market structure from multiple angles in a single view. As always, ensure you confirm the reliability of the volume data for your particular asset and use these lines in conjunction with other analyses to form a well-rounded perspective on current market behavior.
Indicatore Pine Script®
di ZenAlgo_Official
1
VWAP Horizon Suite Optimized - CoffeeKillerVWAP Horizon Suite Optimized - User Guide Overview The VWAP Horizon Suite Optimized is a comprehensive technical analysis tool for TradingView designed to enhance your trading strategy with Volume Weighted Average Price (VWAP) analysis, standard deviation bands, and customizable Exponential Moving Averages (EMAs). This indicator provides a robust framework for identifying potential support and resistance levels, price momentum, and market trends. Key Features - **Daily VWAP with Session Reset**: Automatically resets at 17:00 (5:00 PM) each day - **Customizable Standard Deviation/Percentage Bands**: Up to 3 bands above and below VWAP - **High/Low Point Detection**: Visual markers for significant price levels - **Multiple Customizable EMAs**: 8 different EMAs that can be individually toggled and styled - **Visual Customization**: Adjustable colors, fills, and styles for all elements VWAP Settings - **Source**: Determines the price data used to calculate VWAP (default: HLC3 - High, Low, Close average) Bands Settings - **Bands Calculation Mode**: Choose between "Standard Deviation" or "Percentage" methods - **Show Band #1, #2, #3**: Toggle visibility for each band - **Band Multiplier #1, #2, #3**: Adjust the distance from VWAP (in standard deviations or percentage) - **Show Fills**: Enable colored fills between bands for better visualization Visualization Settings - **Show High/Low Markers**: Display diamond markers for local high and low points relative to VWAP, these reset based on the price crossing the VWAP Line. EMA Settings The indicator provides 8 customizable EMAs (8, 13, 21, 26, 48, 50, 100, and 200) with individual controls: - **Show EMA X**: Toggle visibility for each EMA - **EMA X Period**: Adjust the period length for calculation - **EMA X Color**: Customize the color of each EMA - **EMA Line Width**: Set the width for all EMA lines How to Use Basic VWAP Analysis The core VWAP line (blue) represents the average price weighted by volume since the start of the session (17:00 daily reset). This serves as a dynamic support/resistance level and reference point for intraday trading. 1. **Price above VWAP**: Generally bullish short-term sentiment 2. **Price below VWAP**: Generally bearish short-term sentiment 3. **Crosses of VWAP**: Potential shift in short-term momentum Standard Deviation Bands The bands surrounding VWAP help identify potential support, resistance, and volatility levels: - **Band #1 (±1σ)**: Price often reverts to VWAP when reaching these levels - **Band #2 (±2σ)**: Stronger support/resistance areas, possible reversal zones - **Band #3 (±3σ)**: Extreme price levels, often indicating overbought/oversold conditions High/Low Point Detection Purple and yellow diamond markers identify significant swing highs and lows relative to VWAP, helping you recognize potential reversal points or continuation patterns. (These repaint in a effort to find the max high/low point from the VWAP Line) EMA Strategy The customizable EMAs can be used to: - Find potential support/resistance levels - Create crossover systems - Analyze market structure Common EMA combinations include: - 8 & 21 for short-term trends - 50 & 200 for long-term trends and the "Golden Cross/Death Cross" - 13 & 48 for the "New Golden Cross" - a modern alternative gaining popularity among traders - 8, 13, 21 for complex short-term momentum analysis Advanced Usage Tips For Day Traders 1. **Opening Range Analysis**: Watch how price reacts to VWAP in the first hour of trading 2. **VWAP Reversions**: Look for trades when price touches outer bands and reverses toward VWAP 3. **Band Breakouts**: Strong moves beyond Band #2 may indicate momentum for continuation For Swing Traders 1. **Use alongside daily/weekly support-resistance levels** 2. **Combine with EMA crossovers for trend confirmation** 3. **Identify potential reversal zones where price reaches Band #3** Combined Strategies - **EMA + VWAP Confluence**: Strong signals occur when EMA lines and VWAP/bands align at the same price level - **High/Low + Band Touch**: When a high/low marker appears near a band, it may indicate a stronger support/resistance level Conclusion The VWAP Horizon Suite Optimized provides a comprehensive set of tools for price analysis based on volume-weighted data and exponential averages. By understanding and properly configuring the various components, you can create a powerful visual framework for identifying potential trading opportunities across multiple timeframes. Remember that no indicator provides perfect signals, and the VWAP Horizon Suite works best when used as part of a complete trading strategy that includes risk management, multiple confirmation tools, and proper analysis of market conditions. DISCLAIMER **DISCLAIMER: This indicator and its signals are intended solely for educational and informational purposes. They do not constitute financial advice. Trading involves significant risk of loss. Always conduct your own analysis and consult with financial professionals before making trading decisions.**
Indicatore Pine Script®
di CoffeeKiller
6
MM Labelled AVWAPTradingView provides a tool to show anchored VWAP plots on your screen, but there is no way to label the plots to add additional context to the level. Instead, users are forced to use the plot style (color, line style, line thickness, etc) to indicate what the plots are for and then they have to remember that meaning when looking at different charts. It also means that for key market-wide moments, users will need to add the plot for every symbol. Now, for the first time on TradingView, you can create anchored VWAP plots with labels on them so you can understand the meaning behind the key moments you care about and don't need to remember what they mean by using styles like color or thickness. You can use this indicator to track key moments like the 2022 market bottom, or the Aug 9, 2024 "Carry Trade Unwind" bottom. The labelled AVWAP plots are visible on every chart by default. If you have an AVWAP moment that is only relevant to a small number of symbols, you can configure the indicator to only appear on those symbols.
Indicatore Pine Script®
di jmosullivan
4