Rolling VWAP with Standard Deviation Bands and AlertsA Rolling Volume Weighted Average Price (RVWAP) indicator featuring dynamic standard deviation bands and customizable alerts.
This indicator automatically adapts its calculation period to the chart timeframe while providing precise entry and exit signals through statistical deviation levels.
Automatic time period adjustment based on chart timeframe
Manual time period override option (days, hours, minutes)
Volume-weighted price calculations with variance safeguards
Five Standard Deviation Levels
Individual toggles for 1σ, 1.5σ, 2σ, 2.5σ, and 3σ bands
Color-coded visualization with gradient transparency
Red bands above RVWAP (resistance levels)
Green bands below RVWAP (support levels)
Orange RVWAP centerline
Smart Alert System
Separate BUY and SELL alert conditions
Individual band selection for alerts
Visual Triangle Alerts
Optional triangle markers on band crossings
Size and transparency graded by significance level
Tiny triangles for 1σ/1.5σ (frequent signals)
Normal triangles for 3σ (extreme moves)
Momentum and mean reversion trading
Support and resistance identification
Volatility-based position sizing
Multi-timeframe analysis
M-VWAP
[Shoshi] Liquidity SuiteChatGPT řekl:
Přemýšlení po dobu 24s
Liquidity Suite
A powerful, modular toolkit for liquidity-based trading — now with level merging, per-TF/global label offsets, and a master Liquidity toggle.
• Highs/Lows from Custom, 4H, D, W, M, Y
• Previous/Current candle anchoring (wick-anchored)
• Per-TF horizontal offsets + a global right-edge offset for tidy columns
• Optional “Merging levels” with % tolerance (e.g., 0.03%) — clusters nearby levels into one label (Y / pM / …) using the highest-TF color
• Custom line style/width/color and label mode (name/price/both), auto visibility by chart TF
• Buyside/Sellside inducements and FVG/Voids (visible count cap)
• NEW: Global “Show Liquidity” switch — instantly hides and clears all liquidity graphics regardless of other settings
• Asia, London, NY, Custom sessions
• Top/Mid/Bottom + open markers/labels
• Horizontal zones and optional vertical markers (Start/Start+End), extendable lines/background
• Killzones/Day/Week/Month opens
• Optional vertical shading; configurable line + label
• Daily/Weekly/Monthly VWAP with styles Line/Step/Area/Circles/Cross
• Right-edge labels (name/price/both), theme-aware colors
• Dark/White theme
• Separate configs per session/VWAP, per-TF level offsets, and merge tolerance
• Optimized for performance with object limits (lines/labels/boxes)
• Clean, uncluttered visuals for focused execution
Dynamic EMA x VWAP AlertsDynamic EMA × VWAP Alerts generates buy and sell signals only when an EMA crossover happens in a meaningful VWAP (or standard deviation band) context. By combining classic EMA logic with flexible VWAP anchors (Daily, Weekly, Rolling) and optional advanced filters (ATR, Relative Volume, Deviation, Distance, Time Windows) to trim noise further, the script creates location-aware, filterable alerts rather than “everywhere” crosses. The value for trading and originality here lies in the integration of one or multiple anchors, band gating, combinator logic, and advanced regime filters. It’s designed for use across multiple instruments and timeframes, where EMA/VWAP context is relevant. It can run quietly in the background while you focus on price action and your own S/R levels.
What it does (quick take)
Detects EMA crossovers (double or optional triple) and evaluates them in VWAP context.
Plots Buy/Sell markers only when all chosen conditions are met.
Clean UX: keep all or parts of the engine visible or hide everything and let alerts run based on the silent engine behind your own S/R levels in an uncluttered, practical chart, as illustrated below.
Engine illustration: All selected engines visible
Practical use case: Same snapshot sequence as above but all selected engines invisible
Swing examples (beyond intraday)
Signals-only (clean value view):
Signals + your own S/R lines:
EMA selection (choose your playbook)
Defaults: Fast 9, Medium 21 (common intraday combo).
Modes: Double Cross — Fast vs Medium.
Triple Cross (optional) — adds a Slow EMA trend filter (enable Slow > 0).
Ranges: you can set each EMA 0–200 (0 = hidden/off)
Visuals are optional; you can display or hide each EMA line
EMA cross footprints (optional): Helps you assess trend continuation or change.
Use your own strategy: switch to 9/50, 20/50, 50/200, or whatever EMA set you trust for your instrument/timeframe.
VWAP Selection (the context engine)
Daily VWAP – resets each chart day (00:00–23:59). Typical fit: scalpers and fast intraday decision points.
Weekly VWAP – resets at the start of the calendar week. Typical fit: intraday with higher-timeframe context (aligns day trades with weekly bias).
Rolling VWAP – an adjustable VWMA-based rolling anchor (not session-reset), used as a flexible context reference Typical fit: multi-day swings when you want a flexible anchor that adapts across sessions.
Standard deviation bands (σ ±1/±2/±3) available for each anchor and help you express the “how far from fair value” idea.
Why VWAP matters: it’s a running, volume-weighted anchor where strong moves relative to VWAP and its bands help frame mean-reversion vs. trend-continuation risk. Evaluating crosses relative to VWAP/±σ reduces “everywhere” noise and helps frame potential setups.
How alerts are decided
An alert triggers only when:
Your selected EMA crossover occurs, and
Your chosen VWAP gate(s) and any filters pass. (Computed on bar close to avoid mid-bar noise)
Signals and alerts do not repaint; alerts evaluate and fire once per bar close.
Alert gates (Single / AND / OR)
Select one VWAP source or combine two (e.g., Daily + Weekly) with Single, AND, or OR logic.
Choose gate levels from VWAP or standard deviation bands (±σ). Typical long logic: price at/under VWAP or −σ. Typical short logic: price at/over VWAP or +σ.
Practical recipes:
Trend-follow: Daily AND Weekly at/above VWAP → confirms strength on two anchors.
Mean-reversion probe: Daily OR Rolling at −1σ → allows earlier fades with flexibility.
Advanced filtering: Suitable for advanced/Quant traders
During the research and development of this indicator, the EMA/VWAP cross logic was tested on historical S&P500 Futures data to explore patterns on multiple timeframes. These selected filtering indicators below showed correlation between certain market conditions and chosen indicator thresholds, helping reduce noise and lower-quality alerts. Results were research-oriented and are not predictive of future performance.
Therefore, I have built these indicator filters that run silently in the background. They let you trim noise by requiring alerts to appear only in market regimes you define. Each one constrains alert conditions; using them together helps tailor alerts to your strategy—but overly strict settings may filter out most or all alerts.
Relative Volume (RVOL): compares current volume to a baseline; ensures alerts arrive with participation instead of thin tape.
Deviation Threshold (%): controls how close the cross must be to the VWAP/σ level; tight = anchored signals, loose = more activity.
ATR Gate (+ Relative regime): keeps alerts inside a volatility regime; avoids both dead tape and chaotic spikes.
Distance Guard: requires price to be at least X ticks/% away from VWAP; useful to avoid premature signals near fair value.
Note: It’s not recommended to activate all of them at once or change the values aggressively. Unless you’ve done deeper backtesting or machine learning calibration, you can easily filter out everything. Use small thresholds at first, then adjust to your instrument once you see how each filter changes alert frequency and quality. Advanced/quant users can fine-tune freely.
Case example:
Unfiltered: Timeframe 15 min, EMA Selection 9/21, VWAP gates Rolling (250 bars) OR Weekly
Filtered: Same setup as above + activated filters:
RVOL: 100 bars, Min. RVOL 0.4
Deviation threshold (%): 0.3
ATR Length: 14
Min ATR (%): 0.05
Relative regime: Base length 2000, Min Ratio 0.85, Max Ratio 2
Under the hood
This indicator leans on TradingView built-ins (e.g., EMA, VWMA, ATR, alertcondition) to maximize speed, stability, and compatibility while we implement the custom logic (VWAP anchors, band gating, combinator gates, advanced filters, time windows). Built-ins were easy to work with and reduced edge-case bugs and kept the visuals responsive, while the design gives fine-tuning and clean visuals—so both discretionary traders and quant-minded users can shape the alerts to their strategy and workflow.
Disclaimer
The tools, scripts, and indicators presented here are provided for educational and informational purposes only. They are not financial advice and should not be interpreted as investment recommendations, trading signals, or a solicitation to buy or sell any financial instrument.
All forms of trading and investing involve risk. The past performance of any security, strategy, or market condition does not guarantee future outcomes. Users are solely responsible for their own trading and investment decisions, including evaluating their financial situation, objectives, and risk tolerance.
By using this indicator, you acknowledge that you do so at your own risk. The author accepts no liability for any direct or indirect loss or damage—including, without limitation, loss of profits—that may arise from the use of, or reliance upon, this tool.
Volume Pressure Arrows[Blk0ut]Volume Pressure Arrows are an innovative (I think) market pressure tool designed to cut through noise and provide traders with a realistic, but quick insight into buying vs selling pressure and which has real control. Rather than relying on any single classic indicator, this script blends five complementary measures of price–volume dynamics—Cumulative Volume Delta (CVD), VWAP distance, OBV slope, ATR expansion, and the DMI ratio—into a unified “pressure score.”
Each component is normalized, weighted, and combined into a single metric that can be read at a glance through intuitive up and down arrows plotted directly on the chart. By transforming multiple complex data streams into a single aggregated signal, Volume Pressure Arrows help traders answer some of the hardest questions we can face: is the current move backed by conviction? is there true momentum? Is price action about to reverse?
Why It’s Different
Traditional oscillators often create conflicting signals, forcing traders to guess which one to trust. This indicator integrates five perspectives on volume and momentum pressure into a single framework, balancing raw flow (CVD), relative positioning (VWAP), trend conviction (OBV slope), volatility expansion (ATR), and directional bias (DMI). The result is a weighted, probability-minded score capped between -100 and +100 for consistency and clarity.
Important note : Inspiration for the use of directly plotted arrows came from dgtrd "https://www.tradingview.com/u/dgtrd/" and their brilliant work on LazyBear's Squeeze Indicator "https://www.tradingview.com/script/Dsr7B2xE-Squeeze-Momentum-Indicator-LazyBear-vX-by-DGT/"
How to Read It
Bullish Arrows appear below the candles when the pressure score pushes above the neutral threshold, signaling meaningful buyer dominance.
Bearish Arrows appear above the candles when pressure drops below the negative threshold, indicating strong selling pressure.
Neutral Arrows (smaller, faded) mark conditions where pressure exists but is not decisive—useful for spotting early rotations or fading momentum.
Color Gradients dynamically adjust with score intensity, making stronger signals visually brighter and weaker ones softer.
How to Use It Effectively
This tool is best applied as a confirmation and timing layer. It is not meant to replace your core strategy, but to validate whether momentum pressure supports your trade thesis.
Combine with trendlines, chart patterns, or breakouts to gauge conviction.
Use bullish or bearish arrows as filters, only take trades when price action aligns with strong directional pressure.
Watch neutral arrows near key levels; they often foreshadow balance breaking into directional moves.
Adjust the weightings to emphasize the components that matter most to your style (e.g., more weight on CVD for scalpers, or ATR expansion for volatility traders).
As with any indicator, this is not a magic ball and does not guarantee success. But it does allow you to increase the probability odds to your favor if you align it with your edge. Happy trading!
7 & 30-Day Rolling VWAPPlots on the chart a line for:
- The 7-Day rolling VWAP
- Another line for the 30-Day Rolling VWAP
Structural Liquidity Signals [BullByte]Structural Liquidity Signals (SFP, FVG, BOS, AVWAP)
Short description
Detects liquidity sweeps (SFPs) at pivots and PD/W levels, highlights the latest FVG, tracks AVWAP stretch, arms percentile extremes, and triggers after confirmed micro BOS.
Full description
What this tool does
Structural Liquidity Signals shows where price likely tapped liquidity (stop clusters), then waits for structure to actually change before it prints a trigger. It spots:
Liquidity sweeps (SFPs) at recent pivots and at prior day/week highs/lows.
The latest Fair Value Gap (FVG) that often “pulls” price or serves as a reaction zone.
How far price is stretched from two VWAP anchors (one from the latest impulse, one from today’s session), scaled by ATR so it adapts to volatility.
A “percentile” extreme of an internal score. At extremes the script “arms” a setup; it only triggers after a small break of structure (BOS) on a closed bar.
Originality and design rationale, why it’s not “just a mashup”
This is not a mashup for its own sake. It’s a purpose-built flow that links where liquidity is likely to rest with how structure actually changes:
- Liquidity location: We focus on areas where stops commonly cluster—recent pivots and prior day/week highs/lows—then detect sweeps (SFPs) when price wicks beyond and closes back inside.
- Displacement context: We track the last Fair Value Gap (FVG) to account for recent inefficiency that often acts as a magnet or reaction zone.
- Stretch measurement: We anchor VWAP to the latest N-bar impulse and to the Daily session, then normalize stretch by ATR to assess dislocation consistently across assets/timeframes.
- Composite exhaustion: We combine stretch, wick skew, and volume surprise, then bend the result with a tanh transform so extremes are bounded and comparable.
- Dynamic extremes and discipline: Rather than triggering on every sweep, we “arm” at statistical extremes via percent-rank and only fire after a confirmed micro Break of Structure (BOS). This separates “interesting” from “actionable.”
Key concepts
SFP (liquidity sweep): A candle briefly trades beyond a level (where stops sit) and closes back inside. We detect these at:
Pivots (recent swing highs/lows confirmed by “left/right” bars).
Prior Day/Week High/Low (PDH/PDL/PWH/PWL).
FVG (Fair Value Gap): A small 3‑bar gap (bar2 high vs bar1 low, or vice versa). The latest gap often acts like a magnet or reaction zone. We track the most recent Up/Down gap and whether price is inside it.
AVWAP stretch: Distance from an Anchored VWAP divided by ATR (volatility). We use:
Impulse AVWAP: resets on each new N‑bar high/low.
Daily AVWAP: resets each new session.
PR (Percentile Rank): Where the current internal score sits versus its own recent history (0..100). We arm shorts at high PR, longs at low PR.
Micro BOS: A small break of the recent high (for longs) or low (for shorts). This is the “go/no‑go” confirmation.
How the parts work together
Find likely liquidity grabs (SFPs) at pivots and PD/W levels.
Add context from the latest FVG and AVWAP stretch (how far price is from “fair”).
Build a bounded score (so different markets/timeframes are comparable) and compute its percentile (PR).
Arm at extremes (high PR → short candidate; low PR → long candidate).
Only print a trigger after a micro BOS, on a closed bar, with spacing/cooldown rules.
What you see on the chart (legend)
Lines:
Teal line = Impulse AVWAP (resets on new N‑bar extreme).
Aqua line = Daily AVWAP (resets each session).
PDH/PDL/PWH/PWL = prior day/week levels (toggle on/off).
Zones:
Greenish box = latest Up FVG; Reddish box = latest Down FVG.
The shading/border changes after price trades back through it.
SFP labels:
SFP‑P = SFP at Pivot (dotted line marks that pivot’s price).
SFP‑L = SFP at Level (at PDH/PDL/PWH/PWL).
Throttle: To reduce clutter, SFPs are rate‑limited per direction.
Triggers:
Triangle up = long trigger after BOS; triangle down = short trigger after BOS.
Optional badge shows direction and PR at the moment of trigger.
Optional Trigger Zone is an ATR‑sized box around the trigger bar’s close (for visualization only).
Background:
Light green/red shading = a long/short setup is “armed” (not a trigger).
Dashboard (Mini/Pro) — what each item means
PR: Percentile of the internal score (0..100). Near 0 = bullish extreme, near 100 = bearish extreme.
Gauge: Text bar that mirrors PR.
State: Idle, Armed Long (with a countdown), or Armed Short.
Cooldown: Bars remaining before a new setup can arm after a trigger.
Bars Since / Last Px: How long since last trigger and its price.
FVG: Whether price is in the latest Up/Down FVG.
Imp/Day VWAP Dist, PD Dist(ATR): Distance from those references in ATR units.
ATR% (Gate), Trend(HTF): Status of optional regime filters (volatility/trend).
How to use it (step‑by‑step)
Keep the Safety toggles ON (default): triggers/visuals on bar‑close, optional confirmed HTF for trend slope.
Choose timeframe:
Intraday (5m–1h) or Swing (1h–4h). On very fast/thin charts, enable Performance mode and raise spacing/cooldown.
Watch the dashboard:
When PR reaches an extreme and an SFP context is present, the background shades (armed).
Wait for the trigger triangle:
It prints only after a micro BOS on a closed bar and after spacing/cooldown checks.
Use the Trigger Zone box as a visual reference only:
This script never tells you to buy/sell. Apply your own plan for entry, stop, and sizing.
Example:
Bullish: Sweep under PDL (SFP‑L) and reclaim; PR in lower tail arms long; BOS up confirms → long trigger on bar close (ATR-sized trigger zone shown).
Bearish: Sweep above PDH/pivot (SFP‑L/P) and reject; PR in upper tail arms short; BOS down confirms → short trigger on bar close (ATR-sized trigger zone shown).
Settings guide (with “when to adjust”)
Safety & Stability (defaults ON)
Confirm triggers at bar close, Draw visuals at bar close: Keep ON for clean, stable prints.
Use confirmed HTF values: Applies to HTF trend slope only; keeps it from changing until the HTF bar closes.
Performance mode: Turn ON if your chart is busy or laggy.
Core & Context
ATR Length: Bigger = smoother distances; smaller = more reactive.
Impulse AVWAP Anchor: Larger = fewer resets; smaller = resets more often.
Show Daily AVWAP: ON if you want session context.
Use last FVG in logic: ON to include FVG context in arming/score.
Show PDH/PDL/PWH/PWL: ON to see prior day/week levels that often attract sweeps.
Liquidity & Microstructure
Pivot Left/Right: Higher values = stronger/rarer pivots.
Min Wick Ratio (0..1): Higher = only more pronounced SFP wicks qualify.
BOS length: Larger = stricter BOS; smaller = quicker confirmations.
Signal persistence: Keeps SFP context alive for a few bars to avoid flicker.
Signal Gating
Percent‑Rank Lookback: Larger = more stable extremes; smaller = more reactive extremes.
Arm thresholds (qHi/qLo): Move closer to 0.5 to see more arms; move toward 0/1 to see fewer arms.
TTL, Cooldown, Min bars and Min ATR distance: Space out triggers so you’re not reacting to minor noise.
Regime Filters (optional)
ATR percentile gate: Only allow triggers when volatility is at/above a set percentile.
HTF trend gate: Only allow longs when the HTF slope is up (and shorts when it’s down), above a minimum slope.
Visuals & UX
Only show “important” SFPs: Filters pivot SFPs by Volume Z and |Impulse stretch|.
Trigger badges/history and Max badge count: Control label clutter.
Compact labels: Toggle SFP‑P/L vs full names.
Dashboard mode and position; Dark theme.
Reading PR (the built‑in “oscillator”)
PR ~ 0–10: Potential bullish extreme (long side can arm).
PR ~ 90–100: Potential bearish extreme (short side can arm).
Important: “Armed” ≠ “Enter.” A trigger still needs a micro BOS on a closed bar and spacing/cooldown to pass.
Repainting, confirmations, and HTF notes
By default, prints wait for the bar to close; this reduces repaint‑like effects.
Pivot SFPs only appear after the pivot confirms (after the chosen “right” bars).
PD/W levels come from the prior completed candles and do not change intraday.
If you enable confirmed HTF values, the HTF slope will not change until its higher‑timeframe bar completes (safer but slightly delayed).
Performance tips
If labels/zones clutter or the chart lags:
Turn ON Performance mode.
Hide FVG or the Trigger Zone.
Reduce badge history or turn badge history off.
If price scaling looks compressed:
Keep optional “score”/“PR” plots OFF (they overlay price and can affect scaling).
Alerts (neutral)
Structural Liquidity: LONG TRIGGER
Structural Liquidity: SHORT TRIGGER
These fire when a trigger condition is met on a confirmed bar (with defaults).
Limitations and risk
Not every sweep/extreme reverses; false triggers occur, especially on thin markets and low timeframes.
This indicator does not provide entries, exits, or position sizing—use your own plan and risk control.
Educational/informational only; no financial advice.
License and credits
© BullByte - MPL 2.0. Open‑source for learning and research.
Built from repeated observations of how liquidity runs, imbalance (FVG), and distance from “fair” (AVWAPs) combine, and how a small BOS often marks the moment structure actually shifts.
Rolling VWAPRolling VWAP with aggregated option. Very precise. uaqdhuauadhuahuduhauhdhuauhduhauhduhahuduhauhdhuad
Aggregated VWAP by Vibieaggregated vwap with lines and bands option. Autoslect option added. Very precise.
Alcotrade Market Engine AK1— ProWhat it is
ALCOTRADE Pro AK Market Engine1 is a volume-driven market-structure and VWAP toolkit designed for crypto (and gold) futures. It blends Daily/Weekly/Monthly VWAP + bands, significant Market Structure (BOS/ChoCH), and a refined Order Block (Super+) model to surface high-quality, rule-based signals. All alerts are bar-close confirmed (no lookahead) and are ready for webhook automation.
Core Logic (Summary)
VWAP Framework (D/W/M):
Daily, Weekly, and Monthly VWAP midlines + symmetric bands (σ). Bands use a fixed stdev window to detect stretch, mean-reversion, and trend-continuation behavior near institutional benchmarks.
Significant Market Structure:
Swing points are built from a configurable swing length. Breaks are only accepted when they are significant:
• Break size ≥ minBreakPct of price
• Swing magnitude ≥ minSwingATR × ATR
• Swing age ≥ minSwingAge bars
This filters noise and enforces “only meaningful BOS/ChoCH” logic.
Order Block (Super+):
After a confirmed BOS, the engine selects the last opposite-color body candle within the lookback and draws its body as an extendable box (stops on first touch). This captures the refined origin of displacement for cleaner mitigation tests.
Volume & Flow Hooks:
Signals can optionally factor in “event” confirmations (e.g., Big Trades / delta/CVD impulses) to gate only the strongest setups.
Risk & Automation:
Designed to plug into risk-reward templates (Master RR) and webhook flows. Alerts include structured payloads for downstream bots.
AK Signals (Bar-Close Confirmed)
All AK signals appear only when core conditions are met and confirmed at bar close (no repaint).
1) AK1 — Baseline Align
A baseline directional cue triggered when price aligns with the active higher-timeframe VWAP context and market structure bias is in agreement.
Trend filter: higher-TF VWAP slope & position
Structure filter: most recent BOS direction
Use case: directional bias + continuation entries on pullbacks
2) AK2 — Momentum Align
A momentum-weighted continuation signal near VWAP bands after a valid impulse.
Requires: AK1 bias + recent displacement (range expansion)
Optional: volume/flow confirmation (e.g., big trade burst)
Use case: trend continuation with stronger momentum quality
3) AK3 — VWAP Mean-Revert
A controlled reversion-to-mean setup when price stretches to outer bands and prints an exhaustion cue while structure is not breaking against the higher-TF bias.
Requires: band touch/overshoot + fade trigger
Guardrails: no fresh opposite BOS; ATR context respected
Use case: tactical fades back toward VWAP midline
4) AKBreak — Significant Break
Triggers on confirmed significant BOS/ChoCH only (per thresholds above).
Long: break above prior significant swing high
Short: break below prior significant swing low
Use case: breakout entries or validation of new bias; also unlocks OB (Super+) mapping
5) AK Reject — VWAP / OB Rejection
A rejection-type entry when price tests and rejects a key level (VWAP midline/band or an OB(Super+) box) in agreement with structure bias.
Confirmation: rejection pattern at level + no opposite BOS
Optional: volume impulse or delta shift on rejection bar
Use case: precise entries at institutional levels with tight invalidation
Inputs (Defaults & Notes)
VWAP & Bands:
enableVWAP = true • sigma ≈ 1.45 • bandLen ≈ 50
Market Structure (15m defaults):
enableStructure = true • swLen = 2 • minBreakPct ≈ 0.10
minSwingATR ≈ 0.60 • minSwingAge ≈ 4
Order Block (Super+):
Enabled by default; boxes extend right and stop on first touch.
Safety:
Bar-close confirmations only; request.security(..., barmerge.gaps_off, barmerge.lookahead_off) to avoid repaint. Sessions OFF for crypto; gold may use London/NY filters.
(Exact defaults may be adjusted per symbol/timeframe. BTC/ETH presets typically use Weekly VWAP anchors for intraday; XAU may prefer Daily/Weekly.)
Alerts & Webhooks
Each signal has a dedicated alert condition. Suggested best practice:
Create alerts on bar close.
Send JSON payloads via webhook to your decision engine (Master RR).
Enforce per-signal cool-downs and trade-once-per-swing rules downstream.
How to Use
Start with AKBreak to establish bias after a real structural change.
Use AK1 / AK2 to follow the trend in alignment with VWAP context.
Use AK Reject at VWAP/OB levels for precision entries with tight SL.
Deploy AK3 selectively on stretched moves when structure allows mean reversion.
Manage risk with Master RR; avoid stacking correlated signals in chop.
Notes & Disclaimer
This is a rule-based decision aid, not financial advice.
No lookahead; signals confirm at bar close and won’t repaint post-close.
Always forward-test and tune parameters per symbol/timeframe and volatility.
Access: Public Invite-Only.
Support: For onboarding and webhook templates, contact the author.
Alcotrade Market Engine AK2Alcotrade Market Engine AK2
This indicator is a complete trading engine that merges institutional VWAP levels, market structure, liquidity zones, and custom AK signals. It is designed to help traders align directional bias with high-probability entry confirmations.
Core Components
VWAP Daily / Weekly / Monthly with Bands
Shows institutional fair value zones. Previous VWAP midlines are extended into the next session for stronger reference levels.
Market Structure (BOS & ChoCH)
Detects significant structural breaks and character shifts using strict filters (break %, ATR swing size, minimum age).
Order Block (Super+)
After a BOS, the last opposite candle body is automatically drawn and extended as a liquidity zone, stopping at first touch.
AK Trading Signals
AK1 – VWAP Break
Fires when price breaks any VWAP level (Daily, Weekly, or Monthly).
AK2 – VWAP Daily + Weekly Confluence
Signals when price interacts with both the Daily and Weekly VWAP together, highlighting stronger rejection or breakout zones.
AK3 – VWAP Monthly + Weekly + Daily Alignment
The strongest confluence: requires all three VWAP levels (M/W/D) to align, confirmed by structural events and supported by AKBreak / AKReject logic.
Extra Signal Logic
AKBreak / AKReject on Bands
Triggers when price breaks or rejects VWAP deviation bands, confirming momentum or reversal scenarios.
Why It’s Unique
Unlike generic mashups, this script delivers a structured system:
VWAP defines institutional value,
Market Structure sets the trend bias,
Order Blocks highlight liquidity,
AK1/AK2/AK3 capture multi-timeframe VWAP interactions,
Band Break/Reject adds confirmation.
This multi-layered design ensures fewer false signals and more reliable entries.
How to Use
Track VWAP Daily/Weekly/Monthly for institutional bias.
Confirm structural direction with BOS/ChoCH.
Watch Order Block Super+ zones for liquidity reactions.
Follow AK1/AK2/AK3 depending on VWAP confluence strength.
Use AKBreak / AKReject on bands for extra confirmation.
Combine with personal risk management for consistent trading.
Goat VWAPMulti TF Vwap used by Goat in most of his trades.
Used for TP/SL; support/resistance.
Goat used it most on high TF like daily.
VWAP Fade RTHSame as
Except this version only updates during CME Regular Trading Hours
9:30 AM NY/EST -4 PM NY/EST
VWAP FadeVWAP fade indicator simple parameters for how it works and the logic behind VWAP fade
You can try other products but recommended for Copper/Silver futures due to how they tend to do the VWAP fade
Identify VWAP retest:
Price moves back into VWAP after trending away.
Fail condition:
Candle touches VWAP but fails to close across it (stays on trend side).
Signal:
Short if price came from below and fails to close above VWAP.
Long if price came from above and fails to close below VWAP.
Confirm with volume spike (optional filter).
AVWAP (ATR-Weighted VWAP) IndicatorAVWAP (Average True Range Weighted Average Price), you typically combine two core indicators:
1. VWAP (Volume Weighted Average Price)
This is the base indicator that calculates the average price weighted by volume over a session or specified period.
VWAP serves as the core reference price level around which volatility adjustments are made for AVWAP.
2. ATR (Average True Range)
ATR measures market volatility, representing the average price range over a set period.
ATR is used to create volatility bands or buffers around the VWAP, adjusting levels to reflect prevailing market volatility.
How These Indicators Work Together for AVWAP:
Use VWAP to establish your average price line weighted by volume.
Calculate ATR to understand the average price movement range.
Apply ATR as multipliers to VWAP to create upper and lower volatility-adjusted bands (e.g., VWAP ± 1 × ATR), which form the AVWAP bands.
These bands help identify volatility-aware support/resistance and stop-loss placement zones.
So to make things easier I have built a custom AVWAP indicator to be used
How to use my custom indicator:
The central blue line is the VWAP.
The red and green bands above and below VWAP are AVWAP bands set at VWAP ± 1.5 × ATR by default.
Adjust the ATR length and multiplier inputs to suit the timeframe and volatility preferences.
Use the bands as dynamic support/resistance and for setting stop loss zones based on volatility.
Monthly VWAPDescription
This indicator identifies potential mean reversion opportunities by tracking price deviations from monthly VWAP with dynamic volatility-adjusted thresholds.
Core Logic:
The indicator monitors when price moves significantly away from monthly VWAP and looks for potential reversal opportunities. It uses ATR-based dynamic thresholds that adapt to current market volatility, combined with volume confirmation to filter out weak signals.
Key Features:
Adaptive Thresholds: ATR-based bands that adjust to market volatility
Volume Confirmation: Requires average volume spike to validate signals
Monthly Reset: VWAP anchors reset each month for fresh reference levels
Visual Clarity: Color-coded deviation line with background highlights for active signals
Info Panel: Shows days from anchor and current price context vs fair value
Signal Generation:
Buy Signal: Price below monthly VWAP by threshold amount with elevated volume
Sell Signal: Price above monthly VWAP by threshold amount with elevated volume
Neutral: Price within threshold range or insufficient volume
Best Used For:
Mean reversion strategies in ranging markets
Identifying potential oversold/overbought conditions
Understanding price position relative to monthly fair value
Option Selling Indicator
* ✅ Bullish Trend → Background turns Green (favorable for Put Selling)
* ❌ Bearish Trend → Background turns Red (favorable for Call Selling)
* ⚪ Sideways / Weak Trend → Background turns White (avoid trades or use range strategies)
📊 How to Use:
1. Apply the indicator on Index Futures or Stocks where Options are actively traded.
2. Use the **background color** as a visual guide:
* Green → Consider **Put Selling** opportunities.
* Red → Consider **Call Selling** opportunities.
* Grey → Market is sideways → **Avoid trades** or use strangle/straddle strategies.
3. Confirm signals with **VWAP levels** for better entries.
Weekly VwapsThe Weekly Vwaps indicator lets you plot weekly Volume-Weighted Average Price (VWAP) lines for up to six months of your choosing, with years ranging from 2020 to 2050. It’s a focused tool pulled straight from the weekly VWAP section of the Advanced VWAP Calendar indicator, keeping all the same controls and look but expanded to handle more months. You can use it alongside the original indicator if you need extra weekly VWAPs (up to 30 lines total) or run it on its own for a clean, dedicated setup.
How It Works: Six Month Groups: Pick any six months (e.g., Jan 2020, Sep 2025, or Jul 2040) and enable up to five weekly VWAPs per month (W1–W5), starting from Monday midnight.
Default Setup: Loads with September 2025 VWAPs turned on, with other months (August–April 2025) off but ready to enable. All default to 2025.
Customization: Toggle all weeks in a month or pick specific ones. Adjust label sizes (tiny to huge) and line widths (1–5). Colors are teal, fuchsia, red, green, and yellow/orange for weeks 1–5, with clear labels like “W1 Sep 2025 123.45”.
Label Control: A “Show All Labels” switch lets you hide labels to keep your chart tidy.
Intraday Only: Works on intraday timeframes (e.g., 5-minute, 1-hour) for accurate VWAPs.
Why Use It: Add to Advanced VWAP Calendar: If the original’s two-month limit isn’t enough, this adds six more months of weekly VWAPs for deeper analysis.
Standalone Option: Perfect if you only want weekly VWAPs without other features, with flexibility to pick any months and years.
User-Friendly: Ready to go with September 2025 enabled, easy to tweak for past or future data.
Get Started: Add it to your TradingView chart, and September 2025 VWAPs will show up instantly. Adjust months, years, or toggles in the settings to focus on what you need. Test it on intraday charts and use the label toggle to manage clutter. Great for traders wanting precise, customizable weekly VWAPs!
FuTech : Preferential Price📌 First Ever Indicator : FuTech : Preferential Price
💡 What if you could instantly know the Preferential Price — as if the company announced a preferential issue in today’s meeting surprisingly?
Normally, you’d be stuck with tedious valuation spreadsheets and SEBI formula checks 🧮📑…
✨ But not anymore — this tool does the hard work for you!
With just one click, it auto-calculates the Preferential Issue Floor Price under SEBI ICDR Regulations, 2018 - Regulation 164 (as amended), directly from your chart symbol.
✅ How it works ?
📅 Relevant Date = 30 days prior to either:
• Today’s date (default mode)
• Or your chosen EGM date (user input)
📊 For the Relevant Date, the indicator automatically computes:
• VWAP (90 trading days preceding Relevant Date)
• VWAP (10 trading days preceding Relevant Date)
🔎 As per SEBI Reg.164, the higher of these two VWAPs is selected as the Minimum Issue Price (Preferential Price).
💰 Price is neatly formatted in Indian style (e.g. ₹1,00,000).
✅ Key Features:
⚡ Auto-calculates from chart symbol — no manual entry.
🎛️ Option to input EGM date for accurate floor price compliance.
🎨 Fully customizable: text color, size, background, position.
🪄 Clean display → shows only the final Preferential Price (Reg.164).
📌 Usage:
This indicator is built for analysts, fund managers, and corporate professionals dealing with Preferential Allotment pricing compliance.
It ensures quick visibility of the floor price under SEBI ICDR rules, directly on your chart.
⚠️ Disclaimer:
📌 The calculated Preferential Price is an approximation based on SEBI ICDR Reg.164 methodology.
📊 Actual price determined by the company / merchant banker may vary slightly (±5) due to rounding, data source differences, or timing adjustments.
📅 Ensure to verify with official exchange data and SEBI filings before relying on these numbers.
📝 This tool is meant for analytical and educational purposes only, not a substitute for regulatory or professional advice.
Multi Rolling VWAP Indicator - RVWAPThe Rolling VWAP (RVWAP) Indicator calculates a volume-weighted average price over a user-defined lookback period, providing a smoother alternative to traditional VWAP without session resets. Ideal for intraday and swing traders, it helps identify dynamic support/resistance levels and market trends across any timeframe.
Features:
Customizable Lookback: Adjust the rolling window (default: 14 bars) to suit your trading style.
Dynamic Coloring: RVWAP line changes color based on price position—green (above), red (below), or yellow (equal).
Standard Deviation Bands: Optional upper/lower bands (toggleable) highlight volatility and potential reversal zones.
Visual Clarity: Semi-transparent band fill for easy trend analysis.
Usage:
Add the indicator to your chart, tweak the lookback period and band settings, and use it to spot trend direction, support/resistance, or mean-reversion opportunities. Perfect for stocks, forex, crypto, and more.
EMA/VWAP SuiteEMA/VWAP Suite
Overview
The EMA/VWAP Suite is a versatile and customizable Pine Script indicator designed for traders who want to combine Exponential Moving Averages (EMAs) and Volume Weighted Average Prices (VWAPs) in a single, powerful tool. It overlays up to eight EMAs and six VWAPs (three anchored, three rolling) on the chart, each with percentage difference labels to show how far the current price is from these key levels. This indicator is perfect for technical analysis, supporting strategies like trend following, mean reversion, and VWAP-based trading.
By default, the indicator displays eight EMAs and a session-anchored VWAP (AVWAP 1, in fuchsia) with their respective percentage difference labels, keeping the chart clean yet informative. Other VWAPs and their bands are disabled by default but can be enabled and customized as needed. The suite is designed to minimize clutter while providing maximum flexibility for traders.
Features
- Eight Customizable EMAs: Plot up to eight EMAs with user-defined lengths (default: 3, 9, 19, 38, 50, 65, 100, 200), each with a unique color for easy identification.
- EMA Percentage Difference Labels: Show the percentage difference between the current price and each EMA, displayed only for visible EMAs when enabled.
- Three Anchored VWAPs: Plot VWAPs anchored to the start of a session, week, or month, with customizable source, offset, and band multipliers. AVWAP 1 (session-anchored, fuchsia) is enabled by default.
- Three Rolling VWAPs: Plot VWAPs calculated over fixed periods (default: 20, 50, 100), with customizable source, offset, and band multipliers.
- VWAP Bands: Optional upper and lower bands for each VWAP, based on standard deviation with user-defined multipliers.
- VWAP Percentage Difference Labels: Display the percentage difference between the current price and each VWAP, shown only for visible VWAPs. Enabled by default to show the AVWAP 1 label.
- Customizable Colors: Each VWAP has a user-defined color via input settings, with labels matching the VWAP line colors (e.g., AVWAP 1 defaults to fuchsia).
Flexible Display Options: Toggle individual EMAs, VWAPs, bands, and labels on or off to reduce chart clutter.
Settings
The indicator is organized into intuitive setting groups:
EMA Settings
Show EMA 1–8 : Toggle each EMA on or off (default: all enabled).
EMA 1–8 Length : Set the period for each EMA (default: 3, 9, 19, 38, 50, 65, 100, 200).
Show EMA % Difference Labels : Enable/disable percentage difference labels for all EMAs (default: enabled).
EMA Label Font Size (8–20) : Adjust the font size for EMA labels (default: 10, mapped to “tiny”).
Anchored VWAP 1–3 Settings
Show AVWAP 1–3 : Toggle each anchored VWAP on or off (default: AVWAP 1 enabled, others disabled).
AVWAP 1–3 Color : Set the color for each VWAP line and its label (default: fuchsia for AVWAP 1, purple for AVWAP 2, teal for AVWAP 3).
AVWAP 1–3 Anchor : Choose the anchor period (“Session,” “Week,” “Month”; default: Session for AVWAP 1, Week for AVWAP 2, Month for AVWAP 3).
AVWAP 1–3 Source : Select the price source (default: hlc3).
AVWAP 1–3 Offset : Set the horizontal offset for the VWAP line (default: 0).
Show AVWAP 1–3 Bands : Toggle upper/lower bands (default: disabled).
AVWAP 1–3 Band Multiplier : Adjust the standard deviation multiplier for bands (default: 1.0).
Rolling VWAP 1–3 Settings
Show RVWAP 1–3 : Toggle each rolling VWAP on or off (default: disabled).
RVWAP 1–3 Color : Set the color for each VWAP line and its label (default: navy for RVWAP 1, maroon for RVWAP 2, fuchsia for RVWAP 3).
RVWAP 1–3 Period Length : Set the period for the rolling VWAP (default: 20, 50, 100).
RVWAP 1–3 Source : Select the price source (default: hlc3).
RVWAP 1–3 Offset : Set the horizontal offset (default: 0).
Show RVWAP 1–3 Bands : Toggle upper/lower bands (default: disabled).
RVWAP 1–3 Band Multiplier : Adjust the standard deviation multiplier for bands (default: 1.0).
VWAP Label Settings
Show VWAP % Difference Labels : Enable/disable percentage difference labels for all VWAPs (default: enabled, showing AVWAP 1 label).
VWAP Label Font Size (8–20) : Adjust the font size for VWAP labels (default: 10, mapped to “tiny”).
How It Works
EMAs : Calculated using ta.ema(close, length) for each user-defined period. Percentage differences are computed as ((close - ema) / close) * 100 and displayed as labels for visible EMAs when show_ema_labels is enabled.
Anchored VWAPs : Calculated using ta.vwap(source, anchor, 1), where the anchor is determined by the selected timeframe (Session, Week, or Month). Bands are computed using the standard deviation from ta.vwap.
Rolling VWAPs : Calculated using ta.vwap(source, length), with bands based on ta.stdev(source, length).
Labels : Updated on each new bar (ta.barssince(ta.change(time) != 0) == 0) to show percentage differences. Labels are only displayed for visible EMAs/VWAPs to avoid clutter.
Color Matching: VWAP labels use the same color as their corresponding VWAP lines, set via input settings (e.g., avwap1_color for AVWAP 1).
Example Use Cases
- Trend Following: Use longer EMAs (e.g., 100, 200) to identify trends and shorter EMAs (e.g., 3, 9) for entry/exit signals.
- Mean Reversion: Monitor percentage difference labels to spot overbought/oversold conditions relative to EMAs or VWAPs.
- VWAP Trading: Use the default session-anchored AVWAP 1 for intraday trading, adding weekly/monthly VWAPs or rolling VWAPs for broader context.
- Intraday Analysis: Leverage the session-anchored AVWAP 1 (enabled by default) for day trading, with bands as support/resistance zones.
Cumulative VWAPThis indicator plots the cumulative VWAP from the first bar loaded on the chart. Unlike the traditional daily VWAP that resets at the start of each trading session, this version continuously aggregates price and volume over the full visible chart history.
