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D-VWAP

QQQ NDX NQ Price Converter+ [Pt]This is a + version of my original QQQ NDX NQ Price Converter indicator Description The QQQ NDX NQ Price Converter is a powerful and easy-to-use tool that allows traders to view corresponding price levels for linked instruments in real-time. This includes QQQ, NDX, NQ, and NAS100USD. Although these instruments often move in sync, differences in price movements, volume, and trading hours can create unique key levels and support/resistance areas for each. By mapping these levels on the same chart, traders can more easily spot trading opportunities and improve their chances of success. Customizable features - multiplier from the closest whole number price level - line color - line style - label position / size - # of levels to display - toggle current price display table || ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|| This script includes the following premium unique features. QQQ / NDX Gaps detector A gap is an area on a chart where the price between two bars changes significantly without any trades happening between them. Such gaps often occur when a strong shift in sentiment happens during the hours when markets are usually closed. This indicator highlights these gaps on the chart and extends them further until they have been covered (i.e., when a newer bar has crossed that gap). Overnight gaps from QQQ or NDX can be mapped directly onto NQ chart VWAPs VWAPs of these linked instruments can be mapped onto the chart. For example, NQ VWAP mapped onto QQQ chart, or vise versa. This allows for clear visualization of the price action near these VWAP levels. Custom Cross Instruments Price Targets Want to trade QQQ options while watching NQ chart or vise versa? You can set upto 8 price targets and see the corresponding converted price level. No need to switch between charts to try to figure out which price level corresponds to which.
Pine Script™ indicator
by PtGambler
26
SPY SPX ES Price Converter+ [Pt]This is a + version of my original SPY SPX ES Price Converter indicator Description The SPY SPX ES Price Converter is a powerful and easy-to-use tool that allows traders to view corresponding price levels for linked instruments in real-time. This includes SPY, SPX, ES, and SPX500USD. Although these instruments often move in sync, differences in price movements, volume, and trading hours can create unique key levels and support/resistance areas for each. By mapping these levels on the same chart, traders can more easily spot trading opportunities and improve their chances of success. Customizable features - multiplier from the closest whole number price level - line color - line style - label position / size - # of levels to display - toggle current price display table || ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|| This script includes the following premium unique features. SPY / SPX Gaps detector A gap is an area on a chart where the price between two bars changes significantly without any trades happening between them. Such gaps often occur when a strong shift in sentiment happens during the hours when markets are usually closed. This indicator highlights these gaps on the chart and extends them further until they have been covered (i.e., when a newer bar has crossed that gap). Overnight gaps from SPY or SPX can be mapped directly onto ES chart VWAPs VWAPs of these linked instruments can be mapped onto the chart. For example, ES VWAP mapped onto SPY chart, or vise versa. This allows for clear visualization of the price action near these VWAP levels. Custom Cross Instruments Price Targets Want to trade SPY options while watching ES chart or vise versa? You can setup to 8 price targets and see the corresponding converted price level. No need to switch between charts to try to figure out which price level corresponds to which.
Pine Script™ indicator
by PtGambler
51
Moonhub IndexMoonhub Index combines several popular technical indicators to create an aggregated index that aims to give a clearer overall picture of the market. The index takes into account the current market condition (trending, ranging, or volatile) to adjust its calculations accordingly. The indicators used in this composite index are: Hull Moving Average (HMA) Fisher Transform (FT) Williams Alligator Moving Average Convergence Divergence (MACD) Average True Range (ATR) On-Balance Volume (OBV) Money Flow Index (MFI) Accumulation/Distribution (AD) Pivot Points True Strength Index (TSI) Volume-Weighted Average Price (VWAP) The script calculates the values of each indicator and then normalizes and weighs them according to predefined weights. The composite index is formed by summing the weighted values of each indicator. The final Moon Index is plotted on the chart, along with several other related lines like the exponential moving averages (EMA) and simple moving averages (SMA) of the index. This custom index can be used by traders to get a more comprehensive view of the market and make better-informed trading decisions based on the combined insights of multiple indicators.
Pine Script™ indicator
by Moonhub
2
Percent of U.S. Stocks Above VWAPThis indicator plots a line reflecting the percentage of all U.S. stocks above or below their VWAP for the given candle. Horizontal lines have been placed at 40% (oversold), 50% (mid-line), and 60% (overbought). I recommend using this indicator as a market breadth indicator when trading individual stocks. In my experience, this indicator is best utilized while trading the major indices (SPX, SPY, QQQ, IWM) or their futures (ES, NQ, RTY) in the following manner: - When the line crosses 50%, a green or red triangle is plotted indicating the majority of market momentum has turned bullish or bearish based on price positioning vs. VWAP. Look for longs when the line is rising (green) or above 50%, or shorts when the line is falling (red) or below 50%. - When the line is below 40%, indicator shows red shading; I would not be long anything during this period. When the line exits this level, I begin looking for long entries. This line is adjustable in the indicator settings if you prefer to use a tighter or looser oversold level. - When the line is above 60%, indicator shows green shading; I would not be short anything during this period. When the line exits this level, I begin looking for short entries. This line is adjustable in the indicator settings if you prefer to use a tighter or looser overbought level. This indicator uses the TradingView ticker “PCTABOVEVWAP.US”, thus it only updates during NY market hours. If trading futures, I recommend applying VWAP to your chart and using that as the level to trade against in a similar manner, along with your personal price action analysis and other indicators you find useful.
Pine Script™ indicator
by BigGuavaTrading
18
[Hoss] VWAP ADThe 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.
Pine Script™ indicator
by khosscrypto
19
Auto anchored VWAP Highest/Lowest Last 'n' bars The VWAP (Volume Weighted Average Price) indicator is used to calculate the average price weighted by volume. This indicator is designed to automatically draw VWAPs from the highest and lowest points of the last 'n' bars. It utilizes arrays to calculate the values of VWAP and plot it on the chart on the last historical bar. This version was coded to get a similar version to the official "VWAP Auto anchored" with the highest/lowest selected settings. To use VWAP, traders can look for price movements relative to the VWAP line to identify potential support or resistance levels. It can also be used in conjunction with other technical indicators to develop trading strategies.
Pine Script™ indicator
by TJalam
10
Vwap Stop lossThe VWAP Stop Loss indicator is a technical analysis tool that helps traders determine where to set their stop loss levels based on the Volume-Weighted Average Price ( VWAP ). This indicator calculates the VWAP based on a specified length and multiplies it by a factor, which helps determine the distance for the stop loss levels. When using this indicator, the red line represents the short stop loss level and the teal line represents the long stop loss level. The lines will adjust automatically with the changing price action to ensure they always remain at the appropriate distance from the VWAP . This indicator can be used on any time frame and for any market, making it a versatile tool for traders. It can help you manage your risk by providing an objective method for setting stop loss levels, which can help increase the chances of successful trades. Additionally, this indicator can also be used in combination with other technical indicators to help make more informed trading decisions.
Pine Script™ indicator
by TZack88
2
VWAP filtered MACD Bars with positive MACD histogram value and closing above VWAP are colored, long positions should be taken in areas made of those bars. Similarly, bars with negative MACD histogram value and closing below VWAP are also colored, short positions should be taken there. This indicator by default should be a part of your trend following trading system. In the setting you can change colors Above grow: positive and rising MACD histogram value Above fall: positive and falling MACD histogram value Below fall: negative and falling MACD histogram value Below grow: negative and rising MACD histogram value
Pine Script™ indicator
by phk28
LevelUp^ 5-Day Moving AverageIn collaboration with Brian Shannon, author of two best-selling books on technical analysis, we've put together an indicator that manages the moving average period based on the chart timeframe. When using AVWAP as described by Brian, we look for stocks where the trend of the 50-SMA is higher. In that scenario, we look to shorter timeframes (intraday charts) to see if the price action is setting up for a low risk trade. We do this by making sure the shorter timeframe(s) align with the longer. As we look at various timeframes, we need to make sure the moving average is consistent across the timeframes, which is done via the 5-day moving average as outlined below. The 5-Day Moving Average (5-DMA) Brian explains it best, from his article 5 Day Moving Average posted on his blog: "If you want to see a five DAY moving average on a chart with 10 minute candles, you have to consider how many 10 minute periods of trading there are in the trading day. The US equities markets are open from 9:30- 4:00 each day, which is 6.5 hours per trading day. In each hour of trading, there are 6-10 minute periods, so during the regular session for equities, the market is open for 390 minutes or 39-10 minute periods per day. If we are to get a five day moving average, we would take the 39-10 minute periods the market is open each day and then multiply that by five days. 39 x 5 = 195. So a 5 DAY moving average is represented by a 195 PERIOD moving average when looking at a 10 minute timeframe." Here are the supported timeframes and their 5-DMA equivalents: 1-minute 1950 2-minutes 975 3-minutes 650 5-minutes 390 6-minutes 325 10-minutes 195 13-minutes 150 15-minutes 130 26-minutes 75 30-minutes 65 39-minutes 50 65-minutes 30 78-minutes 25 130-minutes 15 195-minutes 10 More Information About Anchored VWAP (AVWAP) Brian goes into great detail about multiple timeframe analysis and AVWAP in both of his books: ▪ Maximum Trading Gains With Anchored VWAP ▪ Technical Analysis Using Multiple Timeframes Acknowledgements Many thanks to Brian Shannon for sharing his expertise on Anchored VWAP and providing feedback and suggestions during the development of the indicator.
Pine Script™ indicator
by JohnMuchow
51
VWAP Boulevard [vnhilton](OVERVIEW) The idea of this indicator comes from traders identifying supply to mainly look for shorts. Scenarios would be gap ups or pump & dumps where huge volume is transacted, & bag-holders are present. Some traders would draw resistance lines, I myself used to draw supply zones using the volume profile on that day, & others used the day VWAP on those days. VWAP Boulevard (I believe the name comes from the trader named team3dstocks) draws day VWAP lines from the highest volume days for a given period (excluding the current day). (FEATURES) - Draws horizontal & vertical lines from up to 250 highest volume days out of up to 3568 days, with the ability to hide either of these lines, their thicknesses, styles - Extend/cut horizontal lines, or extend them all the way to the right - Show the day VWAP, volume & age for these days in labels, with the ability to show what information you want to see only - Separate customizable color forms for the lines & labels - ordinary (1 color); volume (2 color gradient from lowest to highest volume of the highest volume days); age (2 color gradient from youngest to oldest volume of the highest volume days) - Edit offset & size of labels, & hide them - Hide vertical lines From left to right: Age color; ordinary color; volume color 250 highest volume days in the past year. Very messy so it's very likely you won't be using this but the ability to draw lines from 250 highest volume days is there if needed (DRAWDOWNS) - This indicator will only on the daily timeframe (error message will show up if unaware of this, & can be toggled off). Unfortunately, this would mean you would have to draw the lines manually yourself if you wish to use them on intraday timeframes. - You may also encounter the 'Pine cannot determine the referencing length of a series. Try using max_bars_back' error. This occurs when the lookback period is very high & the indicator attempts to recalculate I believe. If this happens then reload the indicator. The logic I used to obtain the highest volume days were to put all of the volume days in a given period in 1 array, then to sort them from highest to lowest, & also store their sorted indices in an separate array as well, so that drawings for each volume day could be done from the 2 arrays. //Volume for last N periods var int pastVol = array.new_int(lookbackPeriodFixed) for i = 0 to lookbackPeriodFixed - 1 array.set(pastVol, i, int(volume )) sortedIndices = array.sort_indices(pastVol, order.descending) //All Indices of sorted volume from highest to lowest sortedIndices2 = array.slice(sortedIndices, 0, highestVolDays) //Indices of sorted volume from highest to lowest array.sort(pastVol, order.descending) //All Volume sorted from highest to lowest pastVol2 = array.slice(pastVol, 0, highestVolDays) //Volume sorted from highest to lowest //Drawings for i = 0 to highestVolDays - 1 index := array.get(sortedIndices, i) vol := array.get(pastVol, i) Since these array sizes were determined from the lookback period, it would mean that the request.security() function used to obtain daily values on intraday timeframes wouldn't work for a lookback period >20 (20 * 2 values I believe, which are the day VWAP & the day volume) as TradingView has put a maximum amount of calls of 40 in 1 script. Therefore, for intraday plots to work I would have to change the logic for getting the day VWAP & day volume for the highest days, as the request.security() function doesn't work on for loops, & this would also mean that the user would only be able to draw lines from up to 20 highest volume days instead of 250. I couldn't go forward with this as I wasn't able to find the logic to pick the highest volume days & their day VWAPs & times (indexes) without using a for loop. If anyone has any solutions (including for the 'Pine cannot determine the referencing length of a series. Try using max_bars_back' error) then please let me know. I've also left commented-out code for dealing with intraday drawings for future use.
Pine Script™ indicator
by vnhilton
12
Power Indicator - EMAs + VWAP + Volume BarThe Power Indicator is intended to return some exponential moving average, vwap, volume bar, and others. With this compilation, you will be able to use them as one indicator in Trading View. The components are: - EMA9 - Exponential Moving Average of 9 days - EMA21 - Exponential Moving Average of 21 days - EMA50 - Exponential Moving Average of 50 days - EMA200 - Exponential Moving Average of 200 days - Volume Bar - This indicator provides the volume of the candle and its strength by showing different colors. It's a way to check expressive volume in one bar. - Vwap line - Indicator If you have any questions, let me know!
Pine Script™ indicator
by Trading_Bites
4
Custom_AVWAP_Harpal's-AnchorsAutomated VWAP Indicator written in PineScript for TradingView charts. Automatically Anchored at key swing H/L levels extracted from price and volume time-series. Indicator takes one Argument, "LookBack (# of Periods)", and then for a given security finds three key anchors, the highest and lowest values in the 'hlc3' column (average of high low and close on the daily timeframe) in the last 'LookBack' # of days. The script displays up to three color coded time-series corresponding to a trailing Volume Weighted Average Price beginning at the anchor dates corresponding to the anchor points listed above.
Pine Script™ indicator
by ak2k2
5
VWAP PredatorUsing VWAP as a start point, the VWAP Predator uses proprietary Fibonacci bands to help determine signal criteria. Most traders use VWAP in a simple way to determine whether an instrument is in a bearish or bullish state, but that doesn't help choosing the correct time to go long or short. The xBat VWAP Predator uses behavioural analysis with volume, price action with open and close proximities to the Fibonacci bands/zones (Fib Zones). The following describes how the xBrat VWAP Predator is different to any standard use of Volume Weighted Average Price and uses xBrat Proprietary Behavioural logic to determine high probability long and Short signals. All of this heavy lifting and logic is done behind the scenes, keeping traders charts clean. Long Trading Signals - Candle Coloured in Blue - There are many states with the logic to produce these signals, which are briefly described below: 1. The only standard criteria here - The price action must be above the VWAP Line 2. The Price must open below the boundary of one Fib Zone and close into the next Fib Zone 3. That Same Candle has to be an Accumulation Candle (more volume than the preceding candle and More Buyers) - This is determined with our proprietary logic coding 4. The Same signal candle also has to be higher than average volume. Again, our proprietary xBrat Logic just doesn't look back over a set number of bars, it looks at times of day and day of week, plus more to determine a true valuation of higher, lower or equal to average volume. 5. Only when these states are met, plus two more ema proximity logic, Does the xBrat VWAP predator give a Long Signal. 6. Trade Management is either set targets or indeed a simple ema cross which we provide as a ribbon on the chart to help traders. These ema's are different to entry logic. When the Ribbon turns from green to red, the trader should consider exiting the trade Short Trading Signals - Candle Coloured in Pink - There are many states with the logic to produce these signals, which are briefly described below: 1. The only standard criteria here - The price action must be below the VWAP Line 2. The Price must open above the boundary of one Fib Zone and close into the next Fib Zone 3. That Same Candle has to be a Distribution Candle (more volume than the preceding candle and More Sellers) - This is determined with our proprietary logic coding 4. The Same signal candle also has to be higher than average volume. Again, our proprietary xBrat Logic just doesn't look back over a set number of bars, it looks at times of day and day of week, plus more to determine a true valuation of higher, lower or equal to average volume. 5. Only when these states are met, plus two more ema proximity logic, Does the xBrat VWAP predator give a Short Signal. 6. Trade Management is either set targets or indeed a simple ema cross which we provide as a ribbon on the chart to help traders. These ema's are different to entry logic. When the Ribbon turns from red to green, the trader should consider exiting the trade. VWAP Predator is a day trading and scalping signals trading indicator.
Pine Script™ indicator
by PBratbyOfficial
ZenBot Signals - Trend StrengthI developed this indicator as a "regime detection" for my algo trading bot. It uses the ADX +/- values with a few twists. - If ADX DI+ is over 30 and DI- is below 20 and falling (inverse for shorts) - Price action rising/falling thru various VWAP standard deviations indicates a strong trend break - Some other custom juju (open source so have fun). I use this primarily to monitor the SPY index as a backdrop for my long and short trades. If the colored line below price bars is red or green, a strong trend is present and there is a decent trade environment.
Pine Script™ indicator
by glst0rm
1
Outlier Detecting Cumulative Moving Average (ODCMA)This is a simple moving average with a rolling length that resets whenever there is an outlier in the data. I have also included volume weighting. The length represents the lookback period for the outlier detection and the "Outlier Detection" is the deviation level to trigger the detection. You can select from: price detection, volume detection, price or volume detection, price and volume detection. I hope you can find this script useful. Its like a session weighted moving average but instead it retriggers the cumulative sum whenever there is an outlier.
Pine Script™ indicator
by The_Peaceful_Lizard
2
GIRISH indicatorHello traders, This indicator is the enhancement to my previous indicator (RSI+OBV). There is combined RSI and OBV with DMI. This new indicator is combination of RSI and OBV with VWAP . I have been using this indicator for intraday trades in NIFTY & BANKNIFTY . The white line indicates the movement of VWAP wrt current price. There default range for this has been defined as -40 to 40 . Entry for long: When white line goes below -40, we need to wait for green background. Entry has to be taken when green background appears. If price goes below the entry point, averaging can be done once. Price will surely go long and give us good profit. Entry for short: When white line goes above 40 , we need to wait for red background (if darker red comes, it is better) . Entry has to be taken when red background appears. If price goes above the entry point, averaging can be done once. Price will surely go down and give us good profit on short side. PS: Please do back testing in chart before taking trades.
Pine Script™ indicator
by email_analysts
3
VWAP Market Session AnchoredVWAP Market Session Anchored differs from the traditional VWAP or VWAP Auto Anchored indicator in that the Volume Weighted Average Price calculation is automatically anchored to four major market session starts: Sydney, London, Tokyo, New York. Settings Source: the source for the VWAP calculation. Offset: changing this number will move the VWAP either Forwards or Backwards, relative to the current market. Zero is the default. Band: enabling this will show Standard Deviation bands. Band Multiplier: the value the Standard Deviation bands will be multiplied by before being plotted on the chart. Sessions : enabling the sessions will plot the respective anchored VWAP on chart. Custom: enabling this will show a custom user-defined session. Custom UTC : the custom session is defined by a starting UTC hour followed by the ending UTC hour. Usage Similar to the traditional VWAP, VWAP Market Session Anchored is a technical analysis tool used to measure the average price weighted by volume. VWAP Market Session Anchored can be used to identify the trend during a specific market session. Limitations When setting a custom session, be mindful that calculations are based off of the Coordinated Universal Time (UTC) time, you must convert your local time zone to UTC in order to have an accurate representation of your custom session. It is not recommended to use this indicator on timeframes above 1 hour as market sessions only last a few hours.
Pine Script™ indicator
by DeltaSeek
7