VWAPS MTF (Multi Timeframe) + candles color on crossingVolume weighted average price Multi Timeframe
Description:
Vwaps in 3 different types of time: Daily, weekly and monthly
This indicator has a built-in option that paints the price bars if they are above or below the daily vwap.
Features:
1 - Add or remove timeframe (unchecking colors).
2 - Edit the colors according to the price crossing up or down each vwap.
3 - Option that colored candles on Daily Vwap crossing.
D-VWAP
GMS: GW-VWAPAlright, as per usual with these, I end up adapting an existing indicator to what I want to accomplish. So this is based off the built in VWAP indicator. I added in the gummy worm to easily identify the trend, as well as the related bands to identify potential areas to either reverse position or to trim an existing one.
The middle part of the bands are the gummy worm version of VWAP. It is the VWAP using the high and another VWAP using the low. The black line is HL2 VWAP (technically 3 VWAPs).
The bands follow what I was mentioning above. So the outer most part of the bands are the high & low VWAP (with the same multiplier) and the inner bands are the HL2 VWAP.
Of course you can set whatever input source you want for these. The default is how I use it. If you want to get rid of the bar color just go to the indicator settings and un-select it at the bottom.
Source code is open so feel free to poke around.
Hope this helps,
Andre
Multi-VWAPVolume Weighted Average Price (VWAP) Definition
What is the Volume Weighted Average Price (VWAP)?
The volume weighted average price (VWAP) is a trading benchmark used by traders that gives the average price a security has traded at throughout the day,
based on both volume and price. It is important because it provides traders with insight into both the trend and value of a security.
-Investopedia By JASON FERNANDO Reviewed by SOMER ANDERSON Updated Feb 24, 2021
-Choose from 5 different Timeframes (lower or higher)
Hull Suite by InSilico Extended 2x VersionJust an extended version of InSilicos great Hull Suite
Added Functions
- Second Hull Indicator with all options
- HTF color fix for the bands and barcolors
Vwap Comp [Auto+Osc] [Intromoto]This script compares the spot or USDT vwaps to the perpetuals, or USDTPERP, specifically for Binance.
This script will only work properly on binance perpetual charts. It auto detects which chart you're on and shows the appropriate comparison.
I made this due to the volume discrepancies between the derivative and spot markets.When the oscillator is below zero, the perpetual vwap is below the spot vwap, if it's above, the perpetual vwap is above the spot vwap.
Colors become more extreme the further away the vwaps are. Bright green increase the odds of a bullish reversal, red or pink columns indicate a potential for bearish reversal.
For example. If I'm on the BINANCE:ETHUSDTPERP chart, the script will compare the BINANCE:ETHUSDT to the BINANCE:ETHUSDTPERP vwaps with the input metrics.
Users can change the thresholds that determine the colors of the plots on the oscillator. Users can also input the time frame observed. The default is set to 'D' or daily Vwaps. If you change the time frame you'll likely have to tweak the thresholds to give reasonable color indication.
DM for access.
Thanks.
D/W/M VWAPsPlot Daily, Weekly and Monthly VWAPs
Preferences:
- Enable/Disable Daily, Weekly or Monthly VWAPs
- Color
- Hide in own Time Frame (i.e. Daily VWAP is hidden on 1D TF and above)
RSI Div at Daily VWAP StDevMean Reversion indicator based on RSI Divergences at Overbought/Oversold conditions with Price above/below a Standard Deviation from Daily VWAP. Useful for intra-day trading.
Signal criteria:
1. RSI is at Overbought/Oversold
2. RSI Divergence present (not hidden)
3. RSI has not reached Neutral level (i.e. 50)
4. Price has crossed above/below a Standard Deviation from Daily VWAP
Config Options:
- RSI length (default:14)
- Divergence Lookback Period (default:14)
- RSI Oversold/Overbought tresholds (default: 70/30)
- RSI Reset Level (default: 55/45)
- Use VWAP Std Dev (default: yes)
- Standard Deviation from Daily VWAP (default: 1.51)
Use with discretion.
EmperorBTC's VWAP IndicatorThis indicator was created after EmperorBTC's conditions. Conditions displayed below:
Good timeframes for it: 30', 15', 5'
To convert from strategy to study switch the commented lines in the beginning and at the end of the script
What this indicator does is:
1) Check if Pivot Point was crossed
2) Stoch-RSI and VWAP were crossed up in current or previous candle
3) Candle (or previous candle) is green
Then, it will plot a Long opportunity.
FUTURE IDEAS:
- Volume Expansion
- Candle Stick patterns
(JS) Interchanging ATR & VWAP BandsOkay so this is pretty simple, but I think it's a great tool for day trading especially. I just took the default VWAP and Keltner channel scripts and combined them together.
The top option allows you to choose which one you'd prefer to use, "Use ATR instead of VWAP" .
The next options, "ATR Source", "KC Length", and "ATR Length" are the parameters for the ATR Bands.
"Number of Bands" allows you to choose how many bands you'd like to be on display (you can choose 1-8).
"Use Expoential MA" and "Band Style" are more default parameters from Keltner Channels used to set up the ATR Bands.
The "ATR Bands" are just stacked Keltner Channels separated by 1 ATR each, whereas the "VWAP Bands" are separated by standard deviation just like the default script from Trading View.
In these example chart, you can see the weekly VWAP with 8 deviation bands and 5 ATR bands with Keltner Channels.
Spot Vwap Diff [Auto+Osc] [Intromoto]This script shows the percent difference from price, or in percent terms how far away price is from it. This is the oscillator version.
Roughly, the further price goes away from the vwap , the more likely it is to revert.
This script only runs properly on Binance perpetual charts, and auto updates to the SPOT, underlying asset, difference between price and the vwap . The vwap has a resolution option to change the timeframe of the Vwap .
IMPORTANT: If you are not on a Binance perpetual chart, this script will reference the VWAP difference to price on Binance:BTCUSDT.
If you're using this on a recently listed coin, there's a chance I haven't updated the script. Check accordingly.
Settings include bracketing for color reference. High time frame VWAP resolution will cause the colors to go extreme, since price can move further away on high time frames.
I'm hoping to update this script to account for normal uses on high time frame settings.
DM for access.
Thanks
Spot Vwap Diff [Auto+Overlay] [Intromoto]This script shows the percent difference from price, or in percent terms how far away price is from it.
Roughly, the further price goes away from the vwap, the more likely it is to revert.
This script only runs properly on Binance perpetual charts, and auto updates to the SPOT, underlying asset, difference between price and the vwap. The vwap has a resolution option to change the timeframe of the Vwap.
IMPORTANT: If you are not on a Binance perpetual chart, this script will reference the VWAP difference to price on Binance:BTCUSDT.
If you're using this on a recently listed coin, there's a chance I haven't updated the script. Check accordingly.
Settings include bracketing for color reference. High time frame VWAP resolution will cause the colors to go extreme, since price can move further away on high time frames.
I'm hoping to update this script to account for normal uses on high time frame settings.
Plotshapes and respective lines plotted have style and size settings.
DM for access.
Thanks
TopTenAlgo 2. HFT Algo for CryptoEN: High Frequency Trade Algo TVQ is an advanced algorithmic system developed using Volume Weighted / Exponential Moving Averages, vWap and Ichimoku . Said indicators are re-blended with the Volume Weighted Average ( vWap ) algorithm used by Merryl Lynch or Yapıkredi algorithms. It does not act like the classic Ichimoku or Moving Averages. TVQ was used instead of RSI . High Frequency Trade Algo's incorporate a 3-sided trading strategy that detects Risk Areas and allows you to stay Flat if necessary (red and white circles above the bars) or generates appropriate signals in the buy and sell regions, that measures the risk. In the triangle or flat / horizontal corrections you need to stay flat, it warns you beforehand that you are in the risky area, while the trend will occur, it warns you with a buy or sell signal.
This algorithm is prepared with @Top10Algo ... Optimization Risky and Wait Zone
TR: High Frequency Trade Algo TVQ, Hacim Ağırlıklı/Exponential Hareketli Ortalamalar, vWap ve Ichimoku kullanarak geliştirilen gelişmiş bir algoritmik sistemdir. Bahsi geçen göstergeler Merryl Lynch yada Yapıkredi algoritmalarının kullandığı Volume Weighted Average ( vWap ) algoritması ile yeniden harmanlanmıştır. Klasik Ichimoku yada Hareketli Ortalamalar gibi hareket etmez. RSI yerine TVQ kullanılmıştır. High Frequency Trade Algo’ lar Riskli Bölgeleri tespit edip gerekirse Flat kalmanızı sağlayan(barların üstündeki kırmızı ve beyaz daireler) yada alım ve satım bölgelerinde uygun sinyaller üreten yani riski ölçen 3 taraflı bir trading stratejisini içinde barındırır. Flat kalmanız gereken üçgen yada yassı/yatay düzeltmelerde sizi riskli bölgede olduğunuz konusunda önceden uyarırken, trend oluşacağı zamanda al yada sat sinyali ile önceden uyarır.
Bu algoritma @Top10Algo ile beraber hazırlanmıştır...Riskli ve Bekleme yapılan Flat bölgelerle ile ilgili iyileştirmeler yapıldı...
Liquidation Levels [LG]Liquidation levels based on custom dynamic volume weighted average price.
Can adjust targeted leverage liquidation levels as well as type of contract (inverse/linear) and required maintenance margin.
NK's Hilega-Milega (Swanidhi) RSI/WMA/EMA + VWAPThe indicator is inspired by inputs from Mr. Nitish Kumar.
It also takes into account VWAP but only if the current time frame is intraday, i.e less than 1D.
I hope this indicator will help a lot of retail investor save their hard earned money in the stock market and benefit from Mr. NK's strategy.
When blue - Go long.
When red - Go short.
Best,
Swan
Smart Money Flow v.2.0 BY Stock_InshotsThis Indicator is made by combination of indicators as follows
1) Super Trend - Period 15,2.5
Signal Filtered on the closing basis of SMA High 20 for strength
2) Simple Moving Average - period 50
In which Purple indicates Uptrend
Orange Indicates down trend
3) Bill William's Fractal - This indicator indicates important candle for formation of swing of High or low with Triangle shape at the bottom & top on the chart .
After Signal one can wait for fractal candle formation also for Big risk reward Ration
Buy Setup : After signal Try to place long order near Sma50
Sell Setup : After signal Try to place Short order near Sma50
If missed wait for next Signal , Don't Run behind Price
Keep Trailing Your Stop loss with ATR Values
Note : Nothing is 100% , You may customize this indicator according to your values .
Best to use with other momentum / strength indicator before taking positions
Like RSI / Support & Resistance Levels
For Targets use BB% levels / Pivot Points / Fibonacci levels / Nearest Demand & Supply Zone
Thanks to the Trading view as i used open Source Codes in combination of this indicator. it helped a lot .
Feedback will be welcomed .
Refer Image
USDT Average VolumeThis is showing the Volume multiplied by the VWAP to give a better visual of how much USD (or whatever currency you use) is traded per candle.
I use this on a 5min chart to see if trading on that coin could be useful with higher amounts.
VWAP Momentum OscillatorShows momentum of the difference between source price and a periodic vwap, instead of a traditional vwap, which resets at the session start/end.
I find it very handy when scalping on lower timeframes. Should not be used alone.
VWAP Alerts V3VWAP Alerts signal over bought/over sold conditions, relative to volume weighted average price, while deviation bands plot an extremely accurate point of mean reversion.
VWAP Alerts V3 includes multiple timeframe selection, along with multiplier input for deviation band setting
Alerts can be set for each individual band, for extreme oversold/overbought conditions, use "Vwap Low Deviation 4" and "Vwap High Deviation 4".
Alerts can also be set for VWAP bounces, by simply setting "VWAP Alert"
VWAP Oscillator CandlesThe VWAP oscillator plots VWAP as the zero line with price, relative to VWAP. This can be use the same way you would traditionally use VWAP, with a much clearer picture of deviation from VWAP. Also, after creating the script, I noticed divergence was extremely noticeable here!
VWAP OscillatorI like a clean chart and trade primarily with price action alone, but the power of VWAP is undeniable, which is why VWAP is the basis of most of my scripts.
The VWAP oscillator plots VWAP as the zero line with exponential average price, relative to VWAP. This can be use the same way you would traditionally use VWAP, but after creating the script, I noticed divergence was also extremely noticeable here!
Chart Champions - Part 1 - nPOC - Levels - VWAPsThank you for sparing you time to read my indicator.
This indicator has been created as a suite of 3. This was to ensure that those with only the Free Trading View account could benefit (with their restriction to 3 indicators). Please ensure you install each indicator and read each indicator write up to fully understand what has tried to achieved.
Chart Champions – Part 1 –Lvls nPOC VWAPS
This indicator is broken down into:
• Levels
• VWAPS
• Naked Point of Control
Levels
It displays the levels to the right of the price Axis to enable the user to have a cleaner chart.
The below levels will automatically appear:
dOpen – pdHigh – pdLow – pdEQ – pwEQ
Optional Levels include:
mOpen – pmOpen – pdOpen – dbyOpen – wOpen – pwOpen
VWAPs
Optional VWAPs
Daily (including pdVWAP close) – Weekly – Monthly
Naked Points of Control (nPOC)
To view the nPOC move the chart back in time to pick up the nPOCs.
Chart Champions – Part 2 – CCV IBs POC
This indicator is broken down into:
• Chart Champions Value
• Initial Balance
• Points of Control
Chart Champions Value (CCV)
CCV is based on the 80% rule of the dOpen opening outside of the pdVAH/pdVAL. Please do you own research to fully understand how this trading strategy works (readily avaliable online).
Initial Balance (IB)
IB is based on the first 60 minutes of the market opening. It captures the highest and lowest points within that 60 minutes. Please do you own research to fully understand how this trading strategy works (readily avaliable online).
Points of Control (POCs)
POC are the price levels where the most volume was traded.
Developing POC (dPOC) will constantly move with volume/price action through out the day.
Optional POCs
Previous Day POC (pdPOC) – Day Before Yesterday POC (dbyPOC)
Chart Champions – Part 3 – Sessions - Manual Input
This indicator is broken down into:
• Manual Inputs (daily, weekly, monthly)
• IGOR SessionsTtimes
• Pre + Market Openings
Manual Input
Daily x3
Weekly x 3
Monthly x 3
This allows the trader to put in specific levels.
IGOR Session Times
This is a user specific requirement to highlight cetain times during the day, displayed at the bottom of the chart in the colour strip.
Pre + Market Openings
This allows the user to see when pre market trading has started and with the live maket has started, displayed at the top of the chart in colours.
A huge thank you goes out to:
Stackoverflow users AnyDozer and Bjorn.
TV user ahancock for allow me use of this code.
Disclaimer the lower the timeframe the more information it processes.
Gunzo Market SRGunzo Market SR is a set of 3 tools combined for trend analysis on day trading strategy.
VWAP (Volume Weighted Average Price) :
The VWAP indicator is generally used for trend analysis. For example if the VWAP line is under the closing price for a long period of time, the trend is strong. In this script, the VWAP has been optimized for day trading as the indicator is calculated inside the daily range, and resets when a new day starts. This way the indicator reflects the daily trend and not the overall trend. You can also use the position of closing price according to the VWAP to find optimal entry points according to the indicator.
Highs / Lows :
The Highs / Lows are generally used for trend analysis too. The High / Lows are mainly used to identify prices that have been key during the past and that we can use as an indication for the following candles. In this script, the Highs / Lows are computed on the daily period and then displayed on the current period (recommended to use on a daily period or lower). This way the indicator reflects the highest point and the lowest point of the day (can be modified to have a longer range of pivot days even if I recommend to stay on 1 day for day trading).
Support / Resistance :
The Support / Resistance is generally used for trend analysis too. The Support / Resistance are found by searching local high and lows. The longer the supports and resistance are, the strongest it can be considered. In this script, the Highs / Lows are computed by default on a lower time frame (usually 3-4 times lower). For example on a 15 minute graph, the Highs / Lows will be computed on the 5 minute graph (can be modified if the displayed result is not optimized for your asset).
How to use this set of tools :
I personally recommend to use this tool at the start of your day of trading. This way you will get a clear vision of the daily situation and try to identify key prices and the trend for the current day. I then suggest to set up an alert on the key price to be notified when you're getting close to it.
Strongholds - Objective & Accurate Reference Points / StructuresVery early in my trading career, I came across Pivot Points only to find out that there are as many calculations as one pleases. It was hard to find out which ones work. Most of them probably did only out of randomness, so I ditched the strategy and looked for something else.
I previously used my Oracle Eye and Reference Points scripts but it is time for an upgrade.
Stronghold is a script I have used for quite some time now. I ditched daily and weekly closing prices as not that important. Instead, Strongholds are equipped with:
►Daily High & Low • Azure color
►Weekly High & Low • Dark blue
►Weekly old High & Low • Semi-transparent dark circles
►Monthly High & Low • Wizardly purple
There is an option to print:
►4h High & Low • Semi-transparent red
►VWAP • Lovely purple
►Weekly VWAP • Black
All of the levels and lines are set for 1m, 5m, 10m, 15m, 30m, 1h, 4h, 1D timeframes. If you use any alien timeframe, you may need to enter the code.
You can opt-in and out for certain timeframes. For example, daily levels are visible from 15m or 30, so the indicator won't draw them unless you want to. However, they will not be seen on higher timeframes as there is no reason to show them and oversaturate the chart with lines.
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Remember that if you use this script with auto-scale, you need to tick Scale Price Chart Only . Otherwise, your chart will fly to the moon!
Good luck & have fun!