OPEN-SOURCE SCRIPT
Обновлено

Multi-Exchange VWAP Aggregator (Crypto)

404
Description:

This advanced VWAP indicator aggregates volume data from up to 9 cryptocurrency exchanges simultaneously, providing a more accurate volume-weighted average price than single-exchange VWAP calculations.

Key Features:

  1. Multi-Exchange Aggregation - Combines volume from Binance, Coinbase, Bybit, Bitfinex, Bitstamp, Deribit, OKEx, Phemex, and FTX
  2. Flexible Currency Pairs - Supports both spot (USD, USDT, EUR, USDC, BUSD, DAI) and perpetual futures contracts
  3. Standard Deviation Bands - Includes customizable 1σ, 2σ, and 3σ bands for identifying overbought/oversold levels
  4. Multiple Reset Periods - Daily, Weekly, Monthly, or Session-based VWAP calculations
  5. Volume Calculation Options - Choose between SUM, AVG, MEDIAN, or VARIANCE for volume aggregation


Why Use This?

Traditional VWAP indicators only use volume from a single exchange, which can be misleading in fragmented crypto markets. This indicator provides a comprehensive market-wide VWAP by aggregating volume across major exchanges, giving you a more reliable benchmark for entries, exits, and institutional price levels.
Perfect for traders who want to see where the real volume-weighted price sits across the entire crypto market, not just one exchange.
Информация о релизе
Fix supported exchanges as per comment and add ability to extend right the prev VWAPs by daily/weekly/monthly+

Отказ от ответственности

Все виды контента, которые вы можете увидеть на TradingView, не являются финансовыми, инвестиционными, торговыми или любыми другими рекомендациями. Мы не предоставляем советы по покупке и продаже активов. Подробнее — в Условиях использования TradingView.