OPEN-SOURCE SCRIPT
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Anchored VWAP with Buy/Sell Signals

1 400
Anchored VWAP Calculation:

The script calculates the AVWAP starting from a user-defined anchor point (anchor_date).

The AVWAP is calculated using the formula:

AVWAP
=

(
Volume
×
Average Price
)

Volume
AVWAP=
∑Volume
∑(Volume×Average Price)


where the average price is
(
h
i
g
h
+
l
o
w
+
c
l
o
s
e
)
/
3
(high+low+close)/3.

Buy Signal:

A buy signal is generated when the price closes above the AVWAP (ta.crossover(close, avwap)).

Sell Signal:

A sell signal is generated when the price closes below the AVWAP (ta.crossunder(close, avwap)).

Plotting:

The AVWAP is plotted on the chart.

Buy and sell signals are displayed as labels on the chart.

Background Highlighting:

The background is highlighted in green for buy signals and red for sell signals (optional).
Информация о релизе
Buy Signal:

A buy signal is generated when the price closes above the AVWAP (ta.crossover(close, avwap)).

Sell Signal:

A sell signal is generated when the price closes below the AVWAP (ta.crossunder(close, avwap)).

Plotting:

The AVWAP is plotted on the chart.

Buy and sell signals are displayed as labels on the chart.

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