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D-VWAP

Auto AVWAP (Anchored-VWAP)Anchored Volume Weighted Average Price (AVWAP) Pioneered by Brian Shannon, an Anchored VWAP is the measure of the average price per share since a specific moment or event. It is found as a tool in TradingView in the same toolkit as Trend Lines. This indicator uses a Stochastic RSI measurement to define when low and high points (support and resistance levels) have occurred and applies an 'anchor' to these points. It progressively updates these anchor points as they change. The "Next" potential AVWAP values are also displayed. When a support level is raised or a resistance level is lowered the main AVWAP value is replaced by the "Next" value. Default Configuration: This indicator (unconventionally) uses the high and low values instead of the HLC3 values used by a typical VWAP calculation. This allows for what appears more like support and resistance than simply an average price. Simply uncheck this configuration value to see the difference. Breakout alerts are triggered by the open value. Uncheck this setting to use the close.
Pine Script™ indicator
by Electrified
17
Multiple Anchored VWAP [Morty]The Anchored VWAP (aVWAP) indicator ties VWAP calculations to a specific price bar chosen by the trader. Anchored VWAP allows you to specify the price bar where calculations begin, making it easy to see whether the bulls or bears have been in charge since a very specific point in time. The starting price bar that is chosen generally marks a shift in market psychology, such as a significant high or low, earnings, news, or other announcements. The Anchored VWAP line is charted using price and volume data from that significant event onward. This indicator plots up to 4 aVWAP lines in the chart. Features: - plot up to 4 aVWAP lines - custom start date of aVWAP - custom line color - optional label of starting price bar - optional custom resolution ---------------------------------------------------- 锚定VWAP（aVWAP）指标将VWAP的计算与交易者选择的特定价格柱联系起来。锚定VWAP允许你指定计算开始的价格柱，使你很容易看到自一个非常具体的时间点以来，是牛市还是熊市在起作用。所选择的起始价格条通常标志着市场心理的转变，如一个重要的高点或低点、收益、新闻或其他公告。锚定VWAP线是使用从该重大事件开始的价格和成交量数据绘制的。 该指标在图表中最多绘制了4条aVWAP线。 特色: - 绘制多达4条aVWAP线 - 自定义aVWAP的开始日期 - 自定义线的颜色 - 可选的起始价格条的标签 - 可选的自定义分辨率
Pine Script™ indicator
by M0rty
14
TheVWAP BoulevardVWAP Boulevard identifies up to three of the highest-volume bars in a chart's history, showing either (or both of): • Static VWAP lines from the identified high volume bar • Continuous VWAPs anchored to the high volume bar, persisting in calculation and display through to the present Boulevard can be applied to any timeframe — though the recommended primary use is daily charts, thus identifying up to three of the highest-volume days within a user-defined search range. If you have any questions about the indicator's settings, please feel free to message us here on TradingView. Special thanks to RumpyPumpyDumpy and James Ferreira for their contributions to this script.
Pine Script™ indicator
by TheVWAP
9
VWAP oscillator [upslidedown]This VWAP oscillator showcases the percent difference between VWAP and current price within an oscillator centered on 0. My thesis for this indicator is that trend following within the threshold zone (defaulted to 1%) would be "choppy" but outside is a significant trend. Another way to think about VWAP is potential for taking profits, as price will always be magnetized back to the center. I find this sort of visualization very helpful when creating strategies that revolve around a filter such as VWAP and wasn't able to find anything that was close and/or provided this sort of visualization publicly. Enjoy and let me know if you find this useful or can dream up an improvement.
Pine Script™ indicator
by upslidedown
4
Volume Forecast === Volume Forecast === The idea of "Vwap BLVD"(Closing vwap value of most recent highest volume Day of which todays price is coming in contact with above or below) is to show when you are running into "overhead supply", and or "Demand zones" on the daily chart , or intraday. You can use the Volume Forecast to check throughout the day to see if we are on pace on the current day to "beat" the Blvd's launch dates recorded volume . You can go long on positive volume forecasts toward blvd, or on the break and hold over, or you can go short against Blvd on a negative/lower forecast at the rejection of Vwap Blvd or key technical highs You can use this label tool after the open, checking periodically to see what VF% on the day were at thus far, and does today's Forecast have a positive expectancy in relation to previous high volume days in question? Or does it have a negative expectancy based on a lower forecast number than the highest volume day and possibly slow % gains over the first hour, (checking every 15min and notating increase or decrease) thus possibly failing to over come previous over head volume resistance from the highest volume day. Scenarios would be- Long- We have a previous highest volume day metric of 10Mil on the daily chart. Today we have a Small gap, high PM Volume, and First 30min Were already at 50% of a 100Mil forecast. In this scenario, i would have more confidence getting long once we have reached key support areas or broken and held prior highs or vwap of the highest volume day knowing that we are forecasting MUCH higher on the day then highest volume day previously. Short- Would be just the opposite. We have a Gapper in the morning of which has a previous high volume day of 100mil, and were interacting with that days range. low volume premarket, and out of the bell we spike but fail, and VF% is very slow to rise, and our total forecast on the day is only showing 5mil on the day total after the first 30min. I would feel confident going short against Vwap BLVD or a prior HOD from the highest volume days price range, knowing we wont have enough volume to clear the overhead volume supply. Ive also included a small table that covers AVG vol on the time frame of your current chart. RVOL and ATR as well to help ID outlier type moves. ALL METRICS INCLUDING VOLUME FORECAST CALCULATE FOR THE TIME FRAME YOUR CHART IS CURRENTLY ON. Best results and most accurate readings for Forecast have been on the 1min and daily chart. Using both time frames for cross comparison intraday to gauge the volume flow after open every 15 min for the first hour or so of market. Volume forecast DOES NOT work outside of normal market hours on trading view. It will reflect negative numbers in off hours depending on the volume done on the day in that stock and in some replay modes. This is a SIMPLE study, I wanted to KEEP it that way. So it was EASY to read, and less to be confused about. ARE WE DEALING WITH A EARLY BIG, HIGH % IN FIRST HOUR FORECAST FOR TODAY VS PRIOR HIGH VOL DAYS??? Or ARE WE DEALING WITH A LOW, SLOW BUILDING FORECAST IN THE FIRST HOUR FOR TODAY VS PRIOR HIGH VOL DAYS KEY LEVELS? The easier and simple it is to read this, the faster and cleaner you can execute. Hope you enjoy. JMF SPECIAL THANKS TO ©Rumpypumpydumpy AN AMAZING CODER IVE BEEN WORKING WITH FOR HELP WITH THE FINAL LOGIC AND CLEANING THE CODE AND VISUAL ASPECTS UP. Make sure to stop by his page here on trading view and check out some of his amazing studies. If you have any questions feel free to Dm here.
Pine Script™ indicator
by JMF_Tattoo
5
VWAP StdDev Bands - Multi-type VWAP: Period, Date, EarningsThis VWAP indicator differs from the rest in that it is customizable for 3 distinct VWAP types, among other features that may be useful. VWAP types: Period Based VWAP Date Anchored VWAP Earnings Based VWAP Additional features common to all VWAP types: Standard Deviation Bands Coloring based on Price vs Deviation Bands Coloring of VWAP based on VWAP Slope Each of the VWAP types are described below: Period VWAP Simple period VWAP which allows preset, as well as custom periods. Resets at the start of each period. Also allows setting a custom session time for reset at specific time of day. Date VWAP Date anchored VWAP which does not reset. VWAP will start from the selected date. Pictured: AAPL Date VWAP from 2018-08-27 Earnings VWAP VWAP which resets on every earnings report. The symbol must be stock with available earnings data. Multiple types can be used in conjunction with one another only by adding multiple of the indicator to your chart. Feel free to leave any comments, questions, or bug reports. All are welcome. Enjoy!
Pine Script™ indicator
by andkii
5
TurboVWAPoscilOscillator based on VWAP and its standard deviations. It will display VWAP as a zero line and then an indicator line showing where price is in relation to VWAP expressed as Standard Deviation units. This indicator is based on my awesome indicator TurboVWAP, so it shares most of its features: - you can select whether you want a rolling or an anchored VWAP as basis. - the VWAP will auto-set itself depending on the chart timeframe, so that it will be calculated based on the period you really want, not number of bars or similar. - you can set the indicator to auto-set session start and end times for the session-anchored VWAP depending on the futures contract selected, so you don't need to mess with times.
Pine Script™ indicator
by czoa
3
MTF Key Levels - Support and ResistanceThis indicator shows how to Multi Time Frame (MTF) interpret levels: Watch how price acts around these levels and how they can act as support/resistance and can be used as great confluence levels for your technical analysis. This indicator displays: VWAP Levels Daily / Weekly / Monthly / Yearly Within the chart above I have marked out how displaying these VWAP levels can provide support and resistance levels to be aware of. Daily – Weekly - Monthly – Yearly Levels O = Open / H = High / L = Low pO = Previous Open / pH = Previous High / pL = Previous Low / pEQ = Previous Equlibrium Having previous Low/High levels makes you aware of Swing Failure Patterns (SFP). Also the daily/weekly/monthly opening and previous opening can assist with the trend. Daily Open: Gives you an idea who is in control for the day. This level very often acts as strong support or resistance. Weekly Open: Indicates where the price is within the higher timeframe. Monthly Open & Yearly Levels: Overview of direction for the whole month without looking at a monthly chart and Yearly chart Line Options Within the line options you can choose to have a clean chart and display a “short line”. These line length can be adjusted by the user. Line just to the right. Line across the screen. Disclaimer: The Monthly and Yealy VWAP will only show on higher timeframes this is due to restriction of how many candles can be shown on the chart. The candles displayed need to go back to either the start of the month of year to be able to calculate their VWAPs.
Pine Script™ indicator
by Frien_dd-DisDev
36
TurboVWAPs 3XAwesome indicator that will plot on your chart up to 3 different VWAPs and optionally up to 3 standard deviations for each one. Each VWAP can be configured to be a Rolling or Anchored VWAP and to automatically adapt its period depending on the current chart timeframe. For example, you can configure each VWAP to be a rolling 30min VWAP for timeframes below 30M, a session-anchored VWAP between 30M and 1D timeframes, a rolling monthly VWAP for a 1D timeframe and a quarterly VWAP for a weekly timeframe. You can disable any of the three VWAPs or any of its standard deviations bands. For session-anchored VWAPs the script will automatically set session times depending on the current futures contract (only for US and EUR futures) if desired. You can disable this feature and manually input session start and end times.
Pine Script™ indicator
by czoa
6
Timeweighted Colored VWAP with SlopeHey, traders! This script calculates the VWAP's change rate against ATR in a number of k-lines. It controls the VWAP line's color based on the average change rate, and it changes its color in a time-weighted way. 1. Calculating vwapValue's rate of change 2. Controlling Line's color based on the average change rate against ATR 3. Calculating average change rate in the past k-lines K线的数量：计算多少根K线的VWAP值的变化率的平均值，相当于用K线的数量来时间加权 变化率阈值：线条颜色变化的阈值，VWAP值的变化率比这个大或者小时改变颜色，否则延续原来的颜色 Good luck with your trading!
Pine Script™ indicator
by Digital_Currency_Learning_Camp
Multi Range VWAP PivotsMulti Range VWAP Pivots turned out to be one of my most accurate pivot indicators to date! Multi Range VWAP Pivots works by recognizing the high and low of the timeframe selected (D, W, M, 6M, and 12M) and plotting range high to VWAP averages and range low to VWAP averages. After further examination of each completed range, I came to the conclusion that due to the nature of averages, high and low respectively would need to be completed within the current range, for the averages to actually display pivots correctly. This means that if all averages appear to be "pivoting" correctly after or during a break lower of higher, then we can only assume the most recent break higher or lower could be exhaustion and price will be reverted to the mean (VWAP). OR, this could be the most accurate hindsight indicator on the planet. *DISCLAIMER*: This indicator repaints. DO NOT backtest or set alerts with this indicator.
Pine Script™ indicator
by dysrupt
6
Musashi_HarmonicPricerMusashi HarmonicPricer was designed to my a tool for my personal trading strategy, and help me plot what I call ''Harmonic Structure', which is just a sophisticated way of using Fibonacci ratios based on the Elliott Wave Principle, Harmonic Patterns, and market structure. - A distinctive element will be the integrated Fibonacci cluster tool, which plots automatically retracements and extensions of .272 (red) and .618 (purple) ratios, using the last two significant swings. For powerful usage, adjust the timeframes until they group into clusters or adjust the setup. You can also adjust the settings and select to plot only retracement, only extensions, both (default), the deviation (default = 7), and the historical approach. - To be used wisely properly, you require multi-timeframe analysis, reason why you will find Monthly and Yearly VWAPs, as they won't change while you're switching timeframes, and fib-based EMAs to provide trend and dynamic support. - Finally, the indicator will plot in price Hidden and Regular divergences for any oscillator you have on screen. Have a good day.
Pine Script™ indicator
by Musashi-Alchemist
VolumatrixVolumatrix is an enhanced volume weighted price indicator with advanced features Created by CryptoJew & CryptoTiger on 04-06-2021 👋 Definition Volumatrix turns current and historical price data into enhanced volume weighted price plots that allow you to visually grasp the momentum of any given market. It’s easy to use and provides an accurate reading about an ongoing trend. This indicator is optimized to catch trend movements as soon as possible and to maximize certainty. 🙌 Overview The Volumatrix indicator is based on an enhanced VWAP calculation, which serves as a present and upcoming price movement indication. The further away the VWAP Wave is from the Zero Line, the more powerful the momentum is in that direction. Conversely, the closer the VWAP Wave is to the Zero Line, the less momentum it has. ⭐️ Features Volumatrix consists of the following features: VWAP Waves: Visualizes the market's momentum in an easy-to-understand way by drawing colored waves. VWAP Average: Acts as a calibration line for current wave movements. Bearish & Bullish Dots: Indicates and confirms immediate trend changes by printing dual-colored dots. E MA Backgrounds: Shows the general direction of the market, based on the exponential moving average (EMA). In-depth alerts: Help traders discover potential trades with less time. ☝️ Basics The Volume Weighted Average Price plays an essential role, as the Volumatrix indicator uses an enhanced VWAP calculation. The volume weighted average price (VWAP) is a great technical trading indicator used by traders as it accounts for both price and volume. VWAP signals the ratio of the cumulative share price to the cumulative volume traded over a given time. It is essential because it provides traders with advanced insight into the trend and value of an asset. Unlike moving averages, VWAP assigns more weight to price points with high volume. This allows one to understand price points of interest, gauge relative strength, and identify prime entries/exits. VWAP works with any interval: seconds, minutes, hours, days, weeks, months, years, etc... However, keep in mind that VWAP can also experience some lag, much like a moving average. Lag is inherent in the indicator because it's a calculation of an average using past data. 🧮 Calculation Volume Weighted Average Price (VWAP) is constructed with two parameters, namely, price and volume, in 5 steps: 1. Calculate the Typical Price for the period. ((High + Low + Close)/3) 2. Multiply the Typical Price by the period Volume (Typical Price x Volume) 3. Create a Cumulative Total of Typical Price Cumulative(Typical Price x Volume) 4. Create a Cumulative Total of Volume Cumulative(Volume) 5. Divide the Cumulative Totals VWAP = Cumulative(Typical Price x Volume) / Cumulative(Volume) 🔍 Trend Identification - What to look for VWAP is an excellent way to identify the trend of a market. When using Volumatrix, you are looking for multiple confirmations that take place simultaneously. The more confirmations that occur at the same time; the more certain the indicator will be. You can identify the direction of a market by looking out for a few critical confirming signals. 📈 Bullish Trend Confirmations: VWAP Wave overcrossing Zero Line : When the VWAP Wave is crossing over the Zero Line, it indicates an immediate bullish trend. This is one of the most certain moves that one can detect in Volumatrix. This means that the price is about to change direction. This is the case for any timeframe: seconds, minutes, hours, days, week, month, year, etc. VWAP Wave color turning bullish: When a bullish trend is about to happen, the VWAP Wave will change its color to yellow and finally to green. That way, one can preemptively detect an upcoming bullish move. In general, the VWAP Wave can change to 3 different colors. Green means bullish. Bullish Dots: From time to time, bullish green dots will appear. When combined with other indications, the Bullish Dots can be handy in confirming an upcoming or present uptrend. That said, one should never solely rely on dots when deciding whether the trend is bullish or not. Instead, if a trader sees a green dot, it should be taken as a hint to look for further bullish indications. EMA Background: One can identify the general trend of a market by looking at the background color of the indicator. When the background is green, one can assume that a bullish trend is present. The background color changes based on the exponential moving average (EMA). By default, the 200 EMA is set. Change this value based on your timeframe preferences. VWAP Average: When the white VWAP Average line crosses above the Zero Line, it acts as an additional trend confirmation when combined with the VWAP waves. As the VWAP average does not weigh in the short-term movements too heavily, it is less affected by immediate volatility. Therefore, traders usually use the VWAP Average as a calibration tool to interpret the VWAP Waves more precisely. 📉 Bearish Trend Confirmations: VWAP Wave under crossing Zero Line: When the VWAP Wave is crossing under the Zero Line, it indicates an immediate bearish trend. This is one of the most certain moves that one can detect in Volumatrix. This means that the price is about to change direction. This is the case for any timeframe: seconds, minutes, hours, days, week, month, year, etc. VWAP Wave turning bearish: When a bearish trend is about to happen, the VWAP Wave will change its color to yellow and then finally to red. That way, one can preemptively detect an upcoming bearish move. In general, the VWAP Wave can change to 3 different colors. Red means bearish. Bearish Dots: From time to time, bearish red dots will appear. When combined with other indications, the bearish dots can be handy in confirming an upcoming or present downtrend. That said, one should never solely rely on dots when deciding whether the trend is bearish or not. Instead, if a trader sees a red dot, it should be taken as a hint to look for further bearish indications. EMA Background: One can identify the general trend of a market by looking at the background color of the indicator. When the background is red, one can assume that a bearish trend is present. The background color changes based on the exponential moving average (EMA). By default, the 200 EMA is set. Change this value based on your timeframe preferences. VWAP Average: When the white VWAP Average line crosses below the Zero Line, it acts as an additional trend confirmation if combined with the VWAP waves. As the VWAP average does not weigh in the short-term movements too heavily, it is less affected by immediate volatility. Therefore, traders usually use the VWAP Average as a calibration tool to interpret the VWAP Waves more precisely. 💤 Sideways Trend Confirmations: VWAP Average: When the VWAP Average is parallel and hovering around the Zero Line, either above or below it, that will indicate a sideways trend. 🚦 Usage - How and where to use it The Volumatrix indicator is a universal indicator that works with any market capable of calculating a VWAP. It’s currently being used in the following markets: cryptocurrency market, stock market, gold market and oil (just to name a few). ❗️ Requirements: This indicator does not require any additional indicators as traders usually do in price action trading. Basically, one just needs to follow the crossings, dots, and colors to get maximum certainty. As a bonus, we recommend traders take advantage of TradingView’s multi-chart to catch more simultaneous confirmations. 🗣 Example Strategy: The 4 Timeframe Strategy One can use the Volumatrix indicator along with the 4 timeframe strategy. For example, open the 4 hour, 1 hour, 30 minute, and 5minute intervals simultaneously from left to right in a multi-chart layout. Then lookout for the following conditions to meet: OPEN LONG TRADE IF: On the 1-hour interval + 30-minute interval, Bullish Dots appear simultaneously AND: On the 4-hour interval, the VWAP Wave is above the Zero Line AND: On the 5-minute interval VWAP Wave is about to cross over the Zero Line or has already minimally crossed up. OPEN SHORT TRADE IF: On the 1-hour interval + 30-minute interval, Bearish Dots appear simultaneously AND: On the 4-hour interval VWAP Wave is below the Zero Line AND: On the 5-minute interval VWAP Wave is about to cross under the Zero Line or has already minimally crossed down. 💡 Tips Use TradingView’s 4-multi-chart layout to catch potential trades faster. Use the indicator on a computer for optimal performance. Set your computer screen to higher resolutions to get a better overview. 🔔 Alerts With Volumatrix, you can use in-depth alerts like: Bullish Dot When a green dot at the bottom of the indicator appears Bearish Dot When a red dot at the bottom of the indicator appears VWAP Wave Crossing Over Zero Line When the VWAP Wave crosses over the Zero Line VWAP Wave Crossing Under Zero Line When the VWAP Wave crosses under the Zero Line VWAP Wave Crossing Over Zero Line + Bullish Dot When the VWAP Wave crosses over the Zero Line and a Bullish Dot appears VWAP Wave Crossing Under Zero Line + Bearish Dot When the VWAP Wave crosses over the Zero Line and a Bearish Dot appears VWAP Average Crossing Over Zero Line When the VWAP Average crosses over the Zero Line VWAP Average Crossing Under Zero Line When the VWAP Average crosses under the Zero Line 🔧 Settings 🔢 Inputs These settings will change the behavior and outcome of the indicator. EMA Determines the number of previous candles that should be taken into calculation for the EMA background. The value of the EMA can be changed to one's preferred value in accordance with the chosen interval. The default value is 200. 🎨 Style These settings will change the appearance of the indicator VWAP Waves Determines the color, opacity, thickness, and shape for the VWAP Waves. The default shape is area. The default colors are red, yellow & green. VWAP Average Determines the color, opacity, thickness, and shape for the VWAP Average. The default shape is line. The default color is white. Zero Line Determines the color, opacity, thickness, and shape for the Zero Line. The default shape is a line. The default color is white. EMA Background Determines the color & opacity for the Dynamic Background. The default colors are black, red & green. Bullish Dot Determines the color, shape, opacity & location for the bullish dot. The default shape is a circle. The default color is green. Bearish Dot Determines the color, shape, opacity & location for the bearish dot. The default shape is a circle. The default color is red. ✅ Summary Volumatrix is a unique indicator because, unlike many other VWAP tools, it's suited for simple as well as advanced analysis. It’s a solid tool for immediately identifying the underlying trend of an asset. Of course, this is true for any indicator based on the VWAP, which calculates an average using past data. Still, Volumatrix is superior in this realm as it enhances the VWAP in its calculation and its visualization, while it comes with many advanced features. ❓ Questions If you have any questions, just ask them here or in the Volumatrix community. 📚 Terminology Bearish Dots: Red dots appearing at the bottom of the Volumatrix indicator. Bullish Dots: Green dots appearing at the bottom of the Volumatrix indicator. EMA: Exponential Moving Average - Tracks the price of an asset over time while giving more importance to recent price data. Volume: A measure of how much of a given asset has traded in a period. VWAP: Volume Weighted Average Price - The ratio of the value traded to total volume traded over time. VWAP Average: Represents the average of the VWAP waves in the Volumatrix indicator. VWAP Wave: The colorful waves representing the enhanced VWAP in the Volumatrix indicator. Zero Line: It’s the indicator’s baseline and determines the beginning and end of a certain trend. 🙏 Acknowledgments First, we would like to thank TradingView & PineCoders for this fantastic platform and technology. We are also very grateful to our loyal trading community for constantly supporting our efforts. We are looking forward to continuously improving this indicator for you.
Pine Script™ indicator
by UnknownUnicorn25211807
18
BankNifty - VWAP + StdDev Bands- By Default the script draws Daily VWAP for Bank Nifty based on Futures Volume or underlying Index Stocks based on user input - Optionally one may Anchor it to Week/Month etc or anchor it from a particular Time. - It also draws 3 Standard Deviation Bands from the VWAP based on User Input. - Optionally draws Previous VWAP Close for and Bullish or Bearish Move. - It works with NIFTY 50 as well but only using Futures Volume(Pine limitation to number of security calls) . Please change the Symbol and Futures Volume symbol to "NSE:NIFTY" and "NSE:NIFTY1!" NSE:BANKNIFTY NSE:NIFTY
Pine Script™ indicator
by gokoffline