Rolling VWAP Levels

24 июн.

Rolling VWAP Levels Indicator

Overview
Dynamic horizontal lines showing rolling Volume Weighted Average Price (VWAP) levels for multiple timeframes (7D, 30D, 90D, 365D) that update in real-time as new bars form.

Who This Is For

• Day traders using VWAP as support/resistance
  
• Swing traders analyzing multi-timeframe price structure
  
• Scalpers looking for mean reversion entries
  
• Options traders needing volatility bands for strike selection
  
• Institutional traders tracking volume-weighted fair value
  
• Risk managers requiring dynamic stop levels
  

How To Trade With It

Mean Reversion Strategies:

• Buy when price is below VWAP and showing bullish divergence
  
• Sell when price is above VWAP and showing bearish signals
  
• Use multiple timeframes - enter on shorter, confirm on longer
  
• Target opposite VWAP level for profit taking
  

Breakout Trading:

• Watch for price breaking above/below key VWAP levels with volume
  
• Use 7D VWAP for intraday breakouts
  
• Use 30D/90D VWAP for swing trade breakouts
  
• Confirm breakout with move beyond first standard deviation band
  

Support/Resistance Trading:

• VWAP levels act as dynamic support in uptrends
  
• VWAP levels act as dynamic resistance in downtrends
  
• Multiple timeframe VWAP confluence creates stronger levels
  
• Use standard deviation bands as additional S/R zones
  

Risk Management:

• Place stops beyond next VWAP level
  
• Use standard deviation bands for position sizing
  
• Exit partial positions at VWAP levels
  
• Monitor distance table for overextended moves
  

Key Features

• Real-time Updates: Lines move and extend as new bars form
  
• Individual Styling: Custom colors, widths, styles for each timeframe
  
• Standard Deviation Bands: Optional volatility bands with custom multipliers
  
• Smart Labels: Positioned above, below, or diagonally relative to lines
  
• Distance Table: Shows percentage distance from each VWAP level
  
• Alert System: Get notified when price crosses VWAP levels
  
• Memory Efficient: Automatically cleans up old drawing objects
  

Settings Explained

• Display Group: Show/hide labels, font size, line transparency, positioning
  
• Individual VWAP Groups: Color, line width (1-5), line style for each timeframe
  
• Standard Deviation Bands: Enable bands with custom multipliers (0.5, 1.0, 1.5, 2.0, etc.)
  
• Labels Group: Position (8 options including diagonal), custom text, price display
  
• Additional Info: Distance table, alert conditions
  

Technical Implementation

Uses rolling arrays to maintain sliding windows of price*volume data. The core calculation function processes both VWAP and standard deviation efficiently. Lines are created dynamically and updated every bar. Memory management prevents object accumulation through automatic cleanup.

Best Practices

1. Start with 7D and 30D VWAP for most strategies
   
2. Add 90D/365D for longer-term context
   
3. Use standard deviation bands when volatility matters
   
4. Position labels to avoid chart clutter
   
5. Enable distance table during high volatility periods
   
6. Set alerts for key VWAP level breaks
   

Market Applications

• Forex: Major pairs during London/NY sessions
  
• Stocks: Large cap names with good volume
  
• Crypto: Bitcoin, Ethereum, major altcoins
  
• Futures: ES, NQ, CL, GC with continuous volume
  
• Options: Use SD bands for strike selection and volatility assessment
  

25 июн.

Информация о релизе

- Ease of Life Fix on the Lower Timeframes

25 июн.

Информация о релизе

- Added Session Vwap Levels

19 июл.

Информация о релизе

- lol

20 июл.

Информация о релизе

- DPOC VWAP Bug Fix
- Development Mode Added
- Band Fills Added

20 июл.

Информация о релизе

- 30D Update

21 июл.

Информация о релизе

- Timeframe Display Fix

21 июл.

Информация о релизе

- Table fix on 1 m

21 июл.

Информация о релизе

- Quarterly OPEX
- Omni Alert

21 июл.

Информация о релизе

- Fixed Alerts Issues

25 июл.

Информация о релизе

- If You are on Essential Plan , simply disable use aggregated volume

28 июл.

Информация о релизе

- Fixed Request Security Issue for Users with Low Tier TV Sub

29 июл.

Информация о релизе

- Returned Displaying Multiple Vwaps on Same Timeframe

29 июл.

Информация о релизе

- ATR Filter

7 авг.

Информация о релизе

- DPOC Implementation on Higher Timeframes

16 авг.

Информация о релизе

- Clean

24 авг.

Информация о релизе

- Confirmation Mode Added

29 авг.

Информация о релизе

- OK

29 авг.

Информация о релизе

- TWAP

30 авг.

Информация о релизе

- Cleaner TWAP

7 дней назад

Информация о релизе

- MOMO