Triple Configurable VWAPTriple Configurable VWAP Indicator
This advanced VWAP (Volume Weighted Average Price) indicator displays three independently configurable VWAP lines on your chart, providing multiple timeframe perspectives for better trading decisions.
Key Features:
• Three Customizable VWAP Periods: Configure each VWAP independently with periods ranging from 1 to 365 days
Default: 10-day (Green), 30-day (Red), 365-day (Blue)
• Dynamic Visual Elements:
Color-coded lines for easy identification
Smart labels at the current price level with matching colors
Contrasting text colors for optimal readability
• Interactive Information Table:
Toggle on/off display
Repositionable to any corner or side of the chart
Shows each VWAP period with corresponding color indicators
Larger, easy-to-read font size
• Professional Calculation Method:
Uses daily timeframe data for accurate VWAP calculations
Anchored VWAP starting from your specified lookback periods
Proper volume weighting for institutional-grade accuracy
Use Cases:
Short-term Trading: 10-day VWAP for recent price action analysis
Medium-term Analysis: 30-day VWAP for monthly trend assessment
Long-term Perspective: 365-day VWAP for yearly institutional levels
Perfect for traders who need multiple VWAP timeframes simultaneously to identify key support/resistance levels, trend direction, and institutional price points across different time horizons.
Поиск скриптов по запросу "VWAP"
[Smith] VWAP Deviation + VWAP Deviation +
Short Description:
Advanced VWAP indicator with deviation bands, smart signal filtering, and session-based performance tracking. Features log-space scaling, RSI confirmation, volume filters, and market regime detection.
Full Description:
The VWAP Deviation + is a comprehensive trading indicator that combines Volume Weighted Average Price (VWAP) analysis with advanced signal filtering to identify high-probability trade opportunities. This indicator goes beyond basic VWAP by incorporating multiple confirmation layers and intelligent market analysis.
🎯 Key Features
Core VWAP Analysis:
- Custom volume-weighted mean calculation with deviation bands (2σ and 3σ)
- Optional log-space scaling for proportional price movements
- Real-time VWAP line with customizable visibility
Smart Signal Detection:
- RSI confirmation for all trade signals
- Volume filter requiring above-average trading activity
- Market regime detection (trending vs ranging markets)
- Optional RSI divergence analysis
Advanced Filtering:
- Multi-condition signal validation
- Session-based performance tracking (Asian, London, NY)
- Real-time win rate calculation
- Strong vs regular signal classification
Visual Features:
- Clean, professional interface with customizable colors
- Optional signal shapes and annotations
- Performance statistics table
- Filled deviation bands for easy visualization
📊 How It Works
The indicator identifies trade opportunities when:
1. Price touches VWAP deviation bands (2σ or 3σ)
2. RSI confirms oversold/overbought conditions
3. Volume exceeds the specified threshold
4. Market regime conditions are favorable
Signal Types:
- LONG : Price at lower bands + RSI oversold + volume confirmation
- SHORT : Price at upper bands + RSI overbought + volume confirmation
- STRONG : Same conditions but at 3σ bands for higher conviction trades
⚙️ Customization Options
Core Settings:
- VWAP length and source selection
- Adjustable deviation multipliers
- Log-space scaling toggle
Signal Filters:
- RSI length and threshold levels
- Volume filter with customizable multiplier
- Market type filtering options
Advanced Features:
- Session statistics tracking
- RSI divergence detection
- Market regime analysis
Visual Controls:
- Show/hide individual components
- Custom color schemes
- Signal display toggles
🔔 Alert System
Built-in alerts for:
- Long and short trade opportunities
- Strong signal confirmations
- RSI divergence signals
💡 Best Practices
- Use higher timeframes (15m+) for more reliable signals
- Combine with additional confirmation indicators
- Pay attention to session statistics for timing optimization
- Monitor market regime indicators for context
This indicator is suitable for day traders, swing traders, and anyone looking to improve their VWAP-based trading strategies with advanced filtering and market analysis.
RVMM IndicatorRVMM Indicator
RVMM Indicator combines four indicators: RSI, VWAP, MFI, and Momentum to provide comprehensive technical analysis. This indicator helps traders identify potential market conditions based on the interaction of these indicators.
Components of the RVMM Indicator
1. RSI (Relative Strength Index)
RSI is a momentum indicator that measures the speed and change of price movements. RSI oscillates between 0 and 100 and is used to identify overbought and oversold conditions in the market.
Buy Level: Set at 30. When RSI falls below 30, the market is considered oversold, which may suggest a potential upward trend reversal.
Sell Level: Set at 70. When RSI rises above 70, the market is considered overbought, which may suggest a potential downward trend reversal.
2. VWAP (Volume Weighted Average Price)
VWAP is an indicator that combines price and volume to calculate the average price weighted by volume. VWAP is used to identify support and resistance areas and assess the strength of price movements.
Interpretation: If the price is above the VWAP line, the market is likely in an uptrend. If the price is below the VWAP line, the market is in a downtrend.
3. MFI (Money Flow Index)
MFI is a momentum indicator that considers both price and volume. MFI oscillates between 0 and 100 and is used to identify overbought and oversold conditions in the market.
Oversold Level: Set at 20. When MFI falls below 20, the market is considered oversold.
Overbought Level: Set at 80. When MFI rises above 80, the market is considered overbought.
4. Momentum
Momentum is an indicator that measures the speed of price changes. This indicator is used to identify the strength of a trend.
Interpretation: High momentum values indicate a strong uptrend, while low momentum values indicate a strong downtrend.
How to Use the RVMM Indicator
Interpreting Market Conditions:
RSI : Check RSI values below 30 to identify oversold conditions, and above 70 to identify overbought conditions.
VWAP : Observe whether the price is above or below the VWAP line to determine if the market is in an uptrend or downtrend.
MFI : Check if MFI is below 20 to identify oversold conditions, and above 80 to identify overbought conditions.
Momentum : Analyze momentum values to gauge the strength of the current trend.
Confirming Market Conditions:
Use VWAP, MFI, and Momentum to confirm market conditions identified by RSI.
If the price is above the VWAP line, and MFI and Momentum indicate the strength of the uptrend, the market may be in a bullish phase.
If the price is below the VWAP line, and MFI and Momentum indicate the strength of the downtrend, the market may be in a bearish phase.
Risk Management:
Set stop-loss and take-profit levels based on technical analysis and your trading preferences.
Monitor the market and adjust stop-loss and take-profit levels as market conditions change.
Example of Application
Here is an example of how to use the RVMM Indicator in practice:
Bullish Phase: When the price is above the VWAP line, RSI is below 30, and MFI and Momentum indicate the strength of the uptrend, the market is likely in a bullish phase.
Bearish Phase: When the price is below the VWAP line, RSI is above 70, and MFI and Momentum indicate the strength of the downtrend, the market is likely in a bearish phase.
RSI from Rolling VWAP [CHE]Introducing the RSI from Rolling VWAP Indicator
Elevate your trading strategy with the RSI from Rolling VWAP —a cutting-edge indicator designed to provide unparalleled insights and enhance your decision-making on TradingView. This advanced tool seamlessly integrates the Relative Strength Index (RSI) with a Rolling Volume-Weighted Average Price (VWAP) to deliver precise and actionable trading signals.
Why Choose RSI from Rolling VWAP ?
- Clear Trend Detection: Our enhanced algorithms ensure accurate identification of bullish and bearish trends, allowing you to capitalize on market movements with confidence.
- Customizable Time Settings: Tailor the time window in days, hours, and minutes to align perfectly with your unique trading strategy and market conditions.
- Flexible Moving Averages: Select from a variety of moving average types—including SMA, EMA, WMA, and more—to smooth the RSI, providing clearer trend analysis and reducing market noise.
- Threshold Alerts: Define upper and lower RSI thresholds to effortlessly spot overbought or oversold conditions, enabling timely and informed trading decisions.
- Visual Enhancements: Enjoy a visually intuitive interface with color-coded RSI lines, moving averages, and background fills that make interpreting market data straightforward and efficient.
- Automatic Signal Labels: Receive immediate bullish and bearish labels directly on your chart, signaling potential trading opportunities without the need for constant monitoring.
Key Features
- Inspired by Proven Tools: Building upon the robust foundation of TradingView's Rolling VWAP, our indicator offers enhanced functionality and greater precision.
- Volume-Weighted Insights: By incorporating volume into the VWAP calculation, gain a deeper understanding of price movements and market strength.
- User-Friendly Configuration: Easily adjust settings to match your trading preferences, whether you're a novice trader or an experienced professional.
- Hypothesis-Driven Analysis: Utilize hypothetical results to backtest strategies, understanding that past performance does not guarantee future outcomes.
How It Works
1. Data Integration: Utilizes the `hlc3` (average of high, low, and close) as the default data source, with customization options available to suit your trading needs.
2. Dynamic Time Window: Automatically calculates the optimal time window based on an auto timeframe or allows for fixed time periods, ensuring flexibility and adaptability.
3. Rolling VWAP Calculation: Accurately computes the Rolling VWAP by balancing price and volume over the specified time window, providing a reliable benchmark for price action.
4. RSI Analysis: Measures momentum through RSI based on Rolling VWAP changes, smoothed with your chosen moving average for enhanced trend clarity.
5. Actionable Signals: Detects and labels bullish and bearish conditions when RSI crosses predefined thresholds, offering clear indicators for potential market entries and exits.
Seamless Integration with Your TradingView Experience
Adding the RSI from Rolling VWAP to your TradingView charts is straightforward:
1. Add to Chart: Simply copy the Pine Script code into TradingView's Pine Editor and apply it to your desired chart.
2. Customize Settings: Adjust the Source Settings, Time Settings, RSI Settings, MA Settings, and Color Settings to align with your trading strategy.
3. Monitor Signals: Watch for RSI crossings above or below your set thresholds, accompanied by clear labels indicating bullish or bearish trends.
4. Optimize Your Trades: Leverage the visual and analytical strengths of the indicator to make informed buy or sell decisions, maximizing your trading potential.
Disclaimer:
The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context.
Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved.
By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk.
Get Started Today
Transform your trading approach with the RSI from Rolling VWAP indicator. Experience the synergy of momentum and volume-based analysis, and unlock the potential for more accurate and profitable trades.
Download now and take the first step towards a more informed and strategic trading journey!
For further inquiries or support, feel free to contact
Best regards
Chervolino
Inspired by the acclaimed Rolling VWAP by TradingView
Multiple SMA, EMA, and VWAP CrossoversMultiple SMA, EMA, and VWAP Crossovers with Alerts
Overview : The "Multiple SMA, EMA, and VWAP Crossovers" script is designed for traders who want to monitor various simple moving averages (SMAs), exponential moving averages (EMAs), and the volume-weighted average price (VWAP) to identify potential buy and sell opportunities. This script allows you to visualize key moving averages on your chart and create custom alerts for specific crossover events.
Detail s: This script plots the following moving averages:
Simple Moving Averages (SMA): 5, 10, 20, 50, 100, 200, and 325 periods
Exponential Moving Average (EMA): 9 periods
Volume-Weighted Average Price (VWAP)
It includes options to display these moving averages and set alerts for their crossovers.
Available Crossovers:
20/50 SMA, 20/100 SMA, 20/200 SMA, 20/325 SMA
50/100 SMA, 50/200 SMA, 50/325 SMA
100/200 SMA, 100/325 SMA
200/325 SMA
VWAP/20 SMA, VWAP/50 SMA, VWAP/100 SMA, VWAP/200 SMA, VWAP/325 SMA
Optional Lines to Add to the Chart:
9 EMA, 5 SMA, 10 SMA, 20 SMA, 50 SMA, 100 SMA, 200 SMA, 325 SMA, VWAP
How to Use:
Enable Indicators: Use the input options to select which SMAs, EMA, and VWAP you want to display on your chart.
Set Alerts: Choose the specific crossover events you want to monitor. For example, you can set an alert for the 20/50 SMA crossover or the VWAP/100 SMA crossover.
Monitor the Chart: The script will plot the selected moving averages on your chart. When a selected crossover event occurs, an alert will be triggered, notifying you of the potential trade opportunity.
Usage Tips:
Trending Market: Use the buy and sell alerts in trending markets where the moving averages can help confirm the direction of the trend.
Key Support and Resistance Levels: Combine crossover alerts with key support and resistance levels for more reliable trading signals.
Volume Confirmation: Ensure there is sufficient volume to support the crossover signals, indicating stronger momentum behind the move.
When NOT to Use Buy and Sell Alerts:
Low Volume: Avoid using buy and sell alerts during periods of low trading volume, as the signals may be less reliable.
Market Noise: Be cautious in highly volatile markets where frequent crossovers might generate false signals.
Sideways Market: In a sideways or range-bound market, crossover signals can result in multiple whipsaws, leading to potential losses.
Why Use This Script? This script provides a comprehensive tool for traders to monitor multiple moving averages and VWAP crossovers efficiently. It allows you to customize alerts based on your trading strategy and helps you make informed decisions by visualizing key technical indicators on your chart.
Legal Disclaimer: The information provided by this script is for educational and informational purposes only and should not be considered financial advice. The developer of this script is not responsible for any financial losses incurred from using this script.
ORB - Alerts, VWAP and MACD Checks, Extended Fib Levels
ORB Range Alerter with Shading, VWAP Check, MACD Check, and Extended Fibonacci Levels for TP – Fully Customizable
This indicator is designed to give you a comprehensive analysis of the Opening Range Breakout (ORB) combined with advanced conditions based on VWAP and MACD indicators, along with Extended Fibonacci Levels for both long and short TP positions.
Key Features:
Opening Range Breakout (ORB):
Defines the opening range at the market open (9:30 AM by default) based on your chart timeframe and shades it for visibility.
The high and low of the first candle after the open are plotted on the chart, creating a breakout range that traders can use to identify potential long or short positions.
VWAP Condition (Optional):
This indicator includes the option to enforce the VWAP (Volume-Weighted Average Price) as a condition for entering trades.
- Longs will only trigger if the price is above VWAP (when enabled).
- Shorts will only trigger if the price is below VWAP (when enabled).
Customizable : You can enable or disable the VWAP condition through a simple checkbox in the indicator’s settings.
MACD Condition (Optional):
Includes an optional MACD (Moving Average Convergence Divergence) condition.
- Longs will only trigger if the MACD line is above 0 and the signal line, providing confirmation of bullish momentum.
- Shorts will only trigger if the MACD line is below 0 and the signal line, indicating bearish momentum.
Customizable : You can enable or disable the MACD condition through a checkbox in the indicator’s settings, allowing you to trade with or without the MACD confirmation.
Fibonacci Extensions for Profit Targets:
Automatically calculates Fibonacci extension levels based on the ORB range for TP levels.
These levels provide key areas for potential profit-taking or reversal points.
Fibonacci extensions are plotted only after a confirmed breakout, either long or short.
The extensions include 127.2%, 161.8%, 200%, 261.8%, 423.6%, and 685.4%, offering a comprehensive set of targets for different trading strategies.
Shading of ORB Range:
The ORB high and low are visually emphasized on the chart with a shaded area for easy identification.
The shading is semi-transparent to help keep your chart clean and easy to read.
Customizable Timeframe:
The ORB range is defined based on the time of day (default is 9:30 AM to 4:00 PM), but you can adjust the timeframe to suit different trading sessions or markets.
Alerts for Breakouts:
Built-in alerts notify you when price crosses above or below the ORB high or low, along with the optional VWAP and MACD conditions.
Alerts can be used to create automated notifications or even execute automated trades based on your chosen settings.
How to Use:
Long Trade Example: When the price crosses above the ORB high, VWAP is above the price, and MACD shows bullish momentum (if these conditions are enabled), a potential long entry is triggered. You can use the Fibonacci extensions for profit targets.
Short Trade Example: When the price crosses below the ORB low, VWAP is below the price, and MACD confirms bearish momentum (if these conditions are enabled), a short entry is triggered. Fibonacci levels for the short position can guide your exit strategy.
Flexibility: You can enable or disable both VWAP and MACD conditions based on your trading style. This flexibility allows the indicator to adapt to different market conditions and strategies.
Customization Options:
Enable/Disable VWAP Condition: Decide if you want to include VWAP as a trade filter.
Enable/Disable MACD Condition: Choose whether to require MACD as confirmation for trade entries.
Adjust ORB Timeframe: Customize the time range for defining the ORB based on the market you're trading.
Fibonacci Extensions: Visualize key profit targets using Fibonacci extensions, which are automatically calculated and displayed after a breakout.
Rolling VWAPThe Rolling VWAP indicator is a powerful technical analysis tool designed to help traders identify significant price levels and potential reversal points. This indicator combines a rolling volume-weighted average price (VWAP) with multiple standard deviation bands to provide a dynamic view of price volatility and market trends.
Key Features:
Rolling VWAP Calculation: The indicator calculates the VWAP using the high, low, and close prices (HLC3) over a user-defined rolling period. This VWAP is then plotted on the chart, providing a reliable benchmark for average price levels over a specified timeframe.
Adjustable Timeframes: Users can select from multiple timeframes (1 hour, 4 hours, 1 day, 3 days, 1 week) to calculate the RVWAP, allowing flexibility to analyze market trends over different periods.
Multiple Standard Deviation Bands: The indicator includes up to five adjustable standard deviation bands, each with customizable multipliers. These bands are plotted around the RVWAP to indicate potential support and resistance levels, helping traders identify areas of high and low volatility.
Customizable Display Settings: Users can toggle the visibility of each band and adjust their colors and transparency, making it easy to tailor the indicator to their specific analysis needs.
How to Use:
Selecting the VWAP Timeframe: Choose the desired timeframe for VWAP calculation from the options provided (1 hour, 4 hours, 1 day, 3 days, 1 week). This allows you to analyze price action over different periods and identify significant trends.
Adjusting Band Multipliers: Customize the multipliers for each standard deviation band to suit your trading strategy. By default, the indicator includes bands with multipliers of 2.0, 2.5, 3.0, 3.5, and 4.0. Adjust these values based on your preferred levels of price deviation.
Interpreting the Bands: The standard deviation bands provide key insights into market volatility. Inner Bands (e.g., 2.0 StdDev) indicate areas of normal price fluctuation. Price movement within these bands is generally considered stable. Outer Bands (e.g., 3.5 or 4.0 StdDev) highlight extreme price deviations. Price reaching these bands may signal overbought or oversold conditions, potentially leading to reversals.
Combining with Other Indicators: Enhance your analysis by using this indicator in conjunction with other technical tools such as moving averages, RSI, or MACD. This helps confirm signals and improve trading decisions.
Best Practices:
Trend Identification: Use the Rolling VWAP to identify the prevailing market trend. A rising VWAP indicates an uptrend, while a falling VWAP suggests a downtrend.
Support and Resistance Levels: The standard deviation bands act as dynamic support and resistance levels. Monitor price action around these bands for potential entry and exit points.
Volatility Analysis: Wider bands indicate higher market volatility, while narrower bands suggest lower volatility. Adjust your trading strategy accordingly based on the observed volatility levels.
24/7 Trading Instruments: This indicator is particularly useful for instruments that trade 24/7 and do not have defined sessions, such as cryptocurrencies. Unlike a session-anchored VWAP, the rolling VWAP provides a continuous measure of average price levels, making it ideal for analyzing markets that operate around the clock.
By integrating the Rolling VWAP indicator into your trading routine, you can gain a deeper understanding of price dynamics and make more informed trading decisions. Whether you are a day trader, swing trader, or long-term investor, this indicator provides valuable insights to help you navigate the markets with confidence.
BabyShark VWAP Strategy What the code does:
This Pine Script implements a trading strategy based on two indicators: Volume Weighted Average Price (VWAP) and On Balance Volume (OBV) Relative Strength Index (RSI). The strategy aims to identify potential buy and sell signals based on deviations from VWAP and OBV RSI crossing certain threshold levels.
How it does it:
**VWAP Calculation**: The script calculates the VWAP using either standard deviation or average deviation over a specified length. It then plots the VWAP and its upper and lower deviation bands.
**OBV RSI Calculation**: It computes the OBV and then calculates the RSI using the cumulative changes in OBV. The RSI is plotted and compared against predefined levels.
**Table Visibility and Occurrence Counting**: It allows the user to display a table showing the number of occurrences where the price is above Upper Dev 2, below Lower Dev 2, crosses above a higher RSI level, or crosses below a lower RSI level.
**Entries**: Long and short entry conditions are defined based on the position of the price relative to the VWAP deviation bands and the color of the OBV RSI. Entries are made when specific conditions are met, and there hasn't been a recent entry.
**Exit Conditions**: The script includes stop-loss and take-profit mechanisms. It exits positions based on price crossing the VWAP or a certain percentage, and it prevents further trading after a certain number of consecutive losses.
What traders can use it for:
**Trend Identification**: Traders can use the VWAP and its deviation bands to identify potential trend reversals or continuations.
**Volume Confirmation**: The inclusion of OBV RSI provides confirmation of price movements based on volume changes.
**Entry and Exit Signals**: The script generates buy and sell signals based on the specified conditions, allowing traders to enter and exit positions with defined stop-loss and take-profit levels.
**Statistical Analysis**: The visibility of occurrence counts in the table allows traders to perform statistical analysis on the frequency of price movements relative to the VWAP and OBV RSI levels.
Multi-Time AVWAP_BEARConcept
Collaboration Highlight:
This was a collaboration with @Chart_School and @KioseffTrading Thank you to both, along with Ricardo Santos for his awesome library we used.
Overview
See how you view different time frame charts with one indicator and little to no adjustment.
Innovation:
The concept of using Anchored VWAP (AVWAP) with time events is a powerful technique in trading and technical analysis. Anchored VWAP differs from the traditional Volume Weighted Average Price (VWAP) by allowing traders to select a specific starting point or "anchor," from which the VWAP calculation begins. This approach is particularly useful for assessing price movements in relation to significant market events or specific periods of interest.
Utility and Flexibility:
Explaining the flexibility in turning on and off different time slices without much adjustment showcases a user-friendly design.
Key Uses and Benefits
Comparative Performance:
Anchoring the VWAP at the start of different time frames (e.g., weekly, monthly, quarterly) enables traders to compare the current price performance against previous periods. This comparison can highlight trends or shifts in trading momentum relative to past activity.
Support and Resistance Levels:
AVWAP lines can act as dynamic support and resistance levels. When anchored to significant time events, these levels gain additional relevance as they reflect the market's valuation of an asset since a notable point in time. Traders often watch for price interactions with these levels to make informed trading decisions.
Risk Management:
Anchored VWAP can serve as a benchmark for setting stop-loss orders or profit targets. By considering the price's relation to the AVWAP of a specific period or after a key event, traders can define exit points that are aligned with market-generated information.
Trend Confirmation: The direction and stability of the price relative to an anchored VWAP can indicate the strength of a trend. If the price consistently remains above an AVWAP anchored at a bullish event (or below for a bearish event), it may confirm the trend's continuation.
Further Reading
Educational Resource:
Becuase we are using Volume with a relation to price AVWAP is very powerful to show data that cannot be eye balled on its own. Brian Shannon's book "Maximum Trading Gains With Anchored VWAP - The Perfect Combination of Price, Time & Volume", is an excellent guide to best practices on how to use AVWAP to your advatage while trading. His book goes into depth about the best way to use this indicator to its fullest potencial.
Tips for Using This Indicator
Weekly / Monthly / Quarterly Settings:
All the settings for the lower timeframe charts are similar. Here is an example of seeing a Weekly AVWAP for 6 weeks, showing:
1. The start of the 6-week AVWAP is using a High Low Close source for the first candle of the 6 weeks.
2. The lines are colored "Red" for the AVWAPs.
3. The line thickness is "1".
Yearly Settings
Simlair to the other settings with the Yearly we give you a couple more options along with 3 years to toggle on and off. The idea was to allow the user to see which AVWAP most effected by price and quickly toggle them on and off to unclutter their chart.
Watch for how and if the labels over lap and choose the one you feel is most in play. In Shannon's Book he talks about "Hand off's" and "Pinches". These concepts are easy to spot with being able to see all the Major Time Events, then simply toggle off the one you dont need.
A great benefit to how we coded this script you can buzz through a watch list without having to re-adjust the Anchor points. This will save you time if following a basket of symbols and show coorlations in the overall market.
Secret Feature
When looking at these becuase the user doesn't need to hand plot the anchor points and we are fouced on major time slices, I encourge you to use the Trading View "Bar Replay" Feature. You think that you are missing a high or low AVWAP but what is happening is the indicator is re-plotting a level that is super hard to see, then you will see the hand-offs like Shannon discusses in his book. This blew me away while we were discussing it post development.
Conclusion
There are so many uses of how to use VWAP and therories on its best practice. We are only using "TIME EVENTS". For more ways to use AVWAP, I would encourge you to also handplot them with Trading View's new "Anchored VWAP", as seen in the standard toolbar.
Using your ideas along with this indicator i think its a powerful combination.
Also Check Out: allanster's - Anchored VWAP Pinch & Handoff, Intervals, and Signals
He has a great AVWAP script that incorporates many AVWAP ideas.
ASFX SignalsDescription:
The ASFX Signals Indicator, created by OmegaTools, is an open-source Pine Script™ code designed to provide traders with valuable signals for potential entry and exit points in the market. This script incorporates a combination of Exponential Moving Average (EMA) signals and Volume Weighted Average Price (VWAP) confluence, enhancing the precision of trading decisions.
Key Features:
Threshold Configuration: Users can customize the threshold parameter (thres) to fine-tune signal sensitivity, adapting the indicator to different market conditions.
EMA Length Customization: The script allows traders to adjust the length of the Exponential Moving Average (EMA) with the "EMA Length" input, providing flexibility in capturing various trends.
Show/Hide Options: Users have the flexibility to choose whether to display the EMA line, VWAP confluence, and VWAP upper and lower bands, tailoring the visual representation based on individual preferences.
VWAP Confluence: The indicator integrates VWAP confluence, offering additional confirmation for trading signals. Traders can choose the VWAP resolution and set the deviation parameter for enhanced accuracy.
Signal Filtering: The script intelligently filters signals based on the percentage of the candle that crosses the EMA. Long signals are filtered out if the closing price is above the VWAP or the specified threshold, and short signals are filtered out if the closing price is below the VWAP or the threshold.
Visual Signals: The indicator provides clear visual signals for long and short entries, making it easy for traders to identify potential opportunities. The signals are accompanied by arrows and labels for quick interpretation.
How to Use:
Adjust the threshold, EMA length, and VWAP parameters based on your trading preferences.
Choose whether to display the EMA line, VWAP confluence, and upper/lower bands.
Interpret long and short signals for potential entry and exit points, considering the percentage of the candle that crosses the EMA.
Consider additional confirmation provided by VWAP confluence.
Concepts and Methodology:
The ASFX Signals Indicator combines EMA signals and VWAP confluence to generate actionable trading signals. The script intelligently considers the percentage of the candle that crosses the EMA, providing a nuanced approach to signal confirmation. The EMA offers trend insights, while VWAP confluence enhances signal reliability.
Volatility Weighted Moving Average + Session Average linesHi Traders !
Just finished my Y2 university finals exams, and thought I would cook up a quick and hopefully useful script.
VWAP + Session Average Lines :
Volatility Weighted Average Price in the standard case is a trading indicator that measures the average trading price for the user defined period, usually a standard session (D timeframe), & is used by traders as a trend confirmation tool.
This VWAP script allows for altering of the session to higher dimensions (D, W, M) or those of lower dimension (H4, or even H1 timeframes), furthermore this script allows the lookback of data to be switched from the standard session to a user defined amount of bars (e.g. the VWAP of 200 bars as opposed to the VWAP of a standard session which contains 95 bars in M15 timeframe for 24/7 traded assets e.g. BTCUSD), lastly this script plots Session VWAP Average Lines (if true in settings) so tradaes can gauge the area of highest liquidity within a session, this can be interpreted as the fair price within a session. If Average lines are increasing and decreasing consistently like a monotonic function this singles traders interest is at higher / lower prices respectively (Bullish / Bearish bias respectively ?), However if Average lines are centered around the same zones without any major fluctuations this signals a ranging market.
VWAP calculation :
VWAP is derived from the ratio of the assets value to total volume of transactions where value is the product of typical price (Average of high, low and close bars / candles) and corresponding bar volume, value can be thought of as the dollar value traded per bar.
How is VWAP used by Institutions / Market movers :
For some context and general information, VWAP is typically used by Market movers (e.g. Hedge funds, Mutual funds ,..., ...) in their trade execution, as trading at the VWAP equals the area of highest market volume, trading in line with the volume of the market reduces transaction costs by minimizing market impact (extra liquidity lowers spreads and lag time between order fills), this overall improves market efficiency.
In my opinion the script is best used with its standard settings on the M15 timeframe, note as of now the script is not functional on certain timeframes, however this script is not intended to be used in these timeframes, i will try fix this code bug as soon as possible.
Custom Weighted Moving Average with SMA, EMA, and VWAPThe Custom Weighted Moving Average with SMA, EMA, and VWAP (CWMA-SMA-EMA-VWAP) is a versatile and comprehensive trading indicator that combines the strength of Simple Moving Averages (SMAs), Exponential Moving Averages (EMAs), and the Volume Weighted Average Price (VWAP) to create a custom weighted moving average. This indicator is designed to provide a more holistic view of the market and enhance trading decisions by considering multiple moving average types and their respective timeframes. The indicator also highlights intersections between the custom weighted moving average and the individual SMA, EMA, and VWAP lines by changing their color to yellow, which can be used as potential entry or exit signals.
How to Use:
The CWMA-SMA-EMA-VWAP indicator can be used in various ways to make informed trading decisions. Here are some possible strategies:
Trend Identification: The custom weighted moving average (CWMA) can act as a dynamic support and resistance level, smoothing out the price movements and revealing the underlying trend. When the price is above the CWMA, it may indicate an uptrend, and when it's below, a downtrend. Traders can use this information to align their trades with the prevailing market trend.
Crossovers: The intersections between the CWMA and individual SMA, EMA, and VWAP lines are highlighted in yellow, which can serve as potential entry or exit signals. For instance, when the price or one of the moving averages crosses above the CWMA, it may signal a bullish trend, and traders could consider entering a long position. Conversely, when the price or one of the moving averages crosses below the CWMA, it may signal a bearish trend, and traders could consider entering a short position.
Confirmation of Signals: The CWMA-SMA-EMA-VWAP indicator can be used in conjunction with other technical analysis tools to confirm or strengthen trading signals. For example, traders may use oscillators like the RSI or MACD to confirm overbought or oversold conditions and identify potential reversals in tandem with the CWMA-SMA-EMA-VWAP crossovers.
Stop Loss and Take Profit Levels: The CWMA, SMAs, EMAs, and VWAP lines can serve as dynamic support and resistance levels, helping traders set stop loss and take profit targets. For example, a trader might set a stop loss below the CWMA during an uptrend or above the CWMA during a downtrend. Similarly, they might set take profit targets near significant SMA or EMA levels, anticipating that the price may reverse or consolidate at these points.
It's important to note that the CWMA-SMA-EMA-VWAP indicator, like any other technical analysis tool, should not be used in isolation. Combining it with other technical analysis methods, proper risk management, and a well-defined trading plan will increase the chances of success in the market. Additionally, traders should backtest and validate any strategy using historical data before applying it to real-world trading.
Cvwap-Pvwap 2.0A simple vwap based Intraday trend indicator.
Volume-Weighted Average Price (VWAP) - the average price weighted by volume, starts when trading opens and ends when it closes. This can help institutions buy or sell in large orders, without disturbing the market.
After buying or selling, institutions compare instrument price to closing VWAP values at end of the day.
For big financial institutions;
A buy order executed below the VWAP value, considered a good fill because the security was bought at a below average price.
A sell order executed above the VWAP would be deemed a good fill because it was sold at an above average price.
Simple price based moving average is not helpful for them; = as it doesn't incorporates volume traded. Hence - VWAP :)
So how it helps us in decoding the IntraDay-trend? - Through a 2 day vwap co-relation.
So, Closing value of previous day vwap = Pvwap
Today's running vwap = Cvwap
Defining the IntraDay Trend:
Moderately Bullish = candle closing price above Pvwap but below Cvwap
Super Bullish = Closing price is above both (Cvwap and Pvwap)
Moderately Bearish = Closing price is above Cvwap but below Pvwap
Super Bearish = Closing Price is below both (Cvwap and Pvwap)
A big gap between the Cvwap and the candle closing price defines the strong participation from institutions in that direction. (Strong Trend)
Moving with the smart money, in the overall trend is a wise decision for any intraday trader and this helps at its best.
DEMA200 + EMA9/20/50 + VWAP (Paul Laurent Trading)This script is an all-in-one overlay indicator for TradingView that combines a **DEMA 200**, **EMA 9/20/50**, and TradingView’s **anchored VWAP** (the same VWAP logic as the default VWAP indicator). It’s designed to keep your chart clean while showing key trend and mean-reversion references in one place.
**How to use it**
* Add it to your chart like any indicator: open **Indicators**, search the script name, and click **Add to chart**.
* Use **EMA 9/20/50** for short-term trend and pullback structure (9 = fastest, 50 = slowest).
* Use **DEMA 200** as your long-term trend filter and major dynamic support/resistance.
* Use **VWAP (middle blue line)** as the intraday “fair value” reference. Price above VWAP generally shows stronger demand; below VWAP suggests weaker demand.
* Open the script **Settings** to customize:
* **Colors** and **Strength (line width)** for each line
* VWAP **Anchor Period** (Session, Week, Month, etc.)
* Optional VWAP **Bands** (off by default, can be enabled anytime)
DEMA200 + EMA9/20/50 + VWAP (Paul Laurent Trading)This script is an all-in-one overlay indicator for TradingView that combines a **DEMA 200**, **EMA 9/20/50**, and TradingView’s **anchored VWAP** (the same VWAP logic as the default VWAP indicator). It’s designed to keep your chart clean while showing key trend and mean-reversion references in one place.
**How to use it**
* Add it to your chart like any indicator: open **Indicators**, search the script name, and click **Add to chart**.
* Use **EMA 9/20/50** for short-term trend and pullback structure (9 = fastest, 50 = slowest).
* Use **DEMA 200** as your long-term trend filter and major dynamic support/resistance.
* Use **VWAP (middle blue line)** as the intraday “fair value” reference. Price above VWAP generally shows stronger demand; below VWAP suggests weaker demand.
* Open the script **Settings** to customize:
* **Colors** and **Strength (line width)** for each line
* VWAP **Anchor Period** (Session, Week, Month, etc.)
* Optional VWAP **Bands** (off by default, can be enabled anytime)
Whale Hunter V121. Overview
Whale Hunter V12 is a specialized Pine Script indicator designed for high-precision scalping (1m, 5m timeframes) on Futures and Crypto markets. Unlike standard indicators that lag, V12 focuses on Volume Spread Analysis (VSA) and Order Flow to detect institutional "Whale" activity.
Its "Precision Engine" filters out low-volatility churn and fake signals by enforcing strict volatility gates (ATR) and volume thresholds.
2. The Logic: How Scoring Works (0-12 Points)
Every candle is analyzed and given a "Confluence Score" from 0 to 12. A signal is only generated if the score meets your minimum threshold (Default: 8).
Component
Max Points
Logic
A. Volume Spike
4 pts
Measures relative volume vs. 20-period average.
• 2.0x Vol = 2 pts
• 3.0x Vol = 3 pts
• 5.0x Vol = 4 pts (Whale)
B. Trend (VWAP)
3 pts
Checks alignment with Volume Weighted Average Price.
• Buy above VWAP = +3 pts
• Sell below VWAP = +3 pts
C. Absorption Wick
3 pts
Measures the rejection wick vs. candle body.
• Wick > 1.5x Body = 1 pt
• Wick > 50% Range = 2 pts
• Wick > 65% Range = 3 pts (Hammer/Shooting Star)
D. CVD Divergence
2 pts
Checks if momentum contradicts price.
• Price Lows lower + Volume Flow Higher = +2 pts (Bullish Divergence)
E. Penalties
-3 pts
The Fakeout Killer:
• Buying on a Red Candle = -3 pts
• Selling on a Green Candle = -3 pts
3. Settings & Configuration
You can customize the strictness of the engine in the indicator settings menu.
A. Signal Precision
Minimum Score to Show (Default: 8)
8-12: "Sniper Mode." Shows only high-probability setups trading with the trend (VWAP aligned).
6-7: "Scout Mode." Shows counter-trend reversals and riskier scalps.
< 5: Not recommended (Too much noise).
Ignore Small Candles (ATR %) (Default: 0.5)
The "Churn Filter". It ignores any candle smaller than 50% of the average size.
Increase to 0.8 if you are getting too many signals during flat/choppy markets.
B. Volume Logic
Strict Volume (Default: ON)
When checked, the script blocks any signal with less than 2.0x average volume, regardless of the score. This ensures you only trade when Whales are actually present.
4. How to Read the Signals
🟢 Bullish Signal (Buy)
Symbol: Green Triangle below the bar.
Condition: Score ≥ 8. The Whale absorbed selling pressure (Wick) on high volume, likely creating a "Bear Trap."
Ideal Setup: Price is Above the Blue Line (VWAP) + Green Arrow.
Stop Loss: Just below the low of the signal candle (the wick).
🔴 Bearish Signal (Sell)
Symbol: Red Triangle above the bar.
Condition: Score ≥ 8. The Whale absorbed buying pressure (Wick) on high volume, likely creating a "Bull Trap."
Ideal Setup: Price is Below the Blue Line (VWAP) + Red Arrow.
Stop Loss: Just above the high of the signal candle.
🔵 Blue Line (VWAP)
This is your "Trend Anchor."
Do not Short if price is significantly above the Blue Line.
Do not Long if price is significantly below the Blue Line.
5. Troubleshooting / FAQ
Q: Why did a signal disappear?
A: The script repaints only during the live candle. Once a candle closes, the signal is permanent. If a signal vanishes before close, it means the volume or price action changed last second (e.g., the candle turned Red, triggering the -3 penalty).
Q: Why are there no signals on my chart?
A: You are likely in a low-volume period (Lunch hour / Late night). The Strict Volume filter is doing its job by keeping you out of dead markets. Alternatively, lower the Minimum Score to 6.
Q: Can I use this on 1-minute timeframes?
A: Yes, but increase the ATR Filter to 0.6 or 0.7 to filter out the micro-noise common on 1m charts.
Session VWAP Cumulative BiasThe Session VWAP Cumulative Bias indicator is designed to differentiate between "choppy" price action and true "institutional" trend days. Unlike standard VWAP indicators that only show where price is now, this tool tracks the cumulative sentiment of the entire session.
Core Functions:
Cumulative Z-Score Logic: It calculates the distance between price and VWAP (in Standard Deviations) and sums it up over the course of the day. This reveals the "weight" of the market bias—the longer price stays pinned away from the VWAP, the more extreme the histogram becomes.
Scale Protection: It includes a "Capping" mechanism that prevents morning gaps or low-volume outliers from distorting the scale, ensuring the histogram remains readable from open to close.
Momentum vs. Regime Toggles: Users can switch between VWAP Slope (measuring the speed of the average's movement) and Cumulative Bias (measuring total session dominance).
Visual price Overlay: It automatically colors the price candles and plots a session-anchored VWAP line on the main chart, providing a clear visual of when price is "fair" versus "overextended."
How to read it:
Trend Confirmation: A steadily growing "mountain" in the histogram confirms an institutional trend day where dips are being bought (or rips sold).
Mean Reversion: When price hits a new high but the Cumulative Histogram begins to round off or diverge, it signals that the "elastic band" is stretched and price is likely to return to the orange VWAP line.
Regime Shifts: A cross of the zero-line on the histogram indicates a total shift in session control from buyers to sellers (or vice versa).
Smart VWAP SignalsSmart VWAP Signals
Smart VWAP Signals is an advanced indicator based on the VWAP Intraday V2 strategy, optimized using Grid Search to maximize performance.
⸻
🎯 Key Features
Trading Modes
• BOTH: Combines mean reversion (Separator) and trend-following (KISS) signals
• SEPARATOR: Mean reversion signals only, when price deviates significantly from VWAP
• KISS: Trend-following signals only, aligned with VWAP direction
⸻
🚦 Intelligent Traffic Light System
• 🟢 GREEN: High Profit Factor – trade with confidence
• 🟡 YELLOW: Medium Profit Factor – trade with caution
• 🔴 RED: Low Profit Factor – avoid new entries
⸻
🛡️ Risk Management
• ATR-based Stop Loss with configurable maximum limit
• Flexible Take Profit options:
• VWAP target
• Fixed Risk/Reward ratio
• ATR multiple
• Automatic stop-day after consecutive losses
⸻
🔍 Configurable Filters
• Signal cooldown between trades
• Volatility filter (minimum ATR threshold)
• Trend filter (EMA 200)
• Volume filter
• Multi-timeframe confirmation
⸻
📊 Visualization & Analytics
• Real-time statistics panel
• VWAP with deviation bands
• Trade history with WIN / LOSS percentages
• Entry-to-exit lines
• Fully customizable colors
⸻
⚙️ Optimized Default Parameters
Optimized via Grid Search, achieving:
• ROI: 322%
• Profit Factor: 1.97
• Win Rate: 68.4%
Ultimate Institutional Order Flow Pro [Pointalgo]Ultimate Institutional Order Flow (UIOF Pro)
Ultimate Institutional Order Flow (UIOF Pro) is a multi-component market analysis indicator designed to study order flow behavior, liquidity interaction, volatility structure, and session-based participation.
It integrates several commonly used market structure and order-flow concepts into a single visual framework.
This script focuses on context and alignment, not on isolated signals.
Core Objective
The indicator aims to identify areas where price, volume, liquidity, and structure appear aligned in the same direction.
It does this by combining:
VWAP behavior
Volume participation
Cumulative delta analysis
Liquidity pool interaction
Order blocks and fair value gaps
Market structure shifts
Session and higher-timeframe confirmation
VWAP & Volatility Framework
Calculates VWAP using session, weekly, or monthly anchors.
Optional VWAP standard-deviation bands visualize price dispersion.
VWAP slope and price position are used to classify directional bias.
VWAP is treated as a dynamic equilibrium reference rather than a signal.
Cumulative Volume Delta (CVD)
Estimates buy and sell pressure based on intrabar price movement.
Tracks cumulative delta and a smoothed delta average.
Uses delta change normalization to highlight abnormal activity.
Detects potential delta divergences when price and participation differ.
CVD is used to assess whether participation supports or contradicts price movement.
Liquidity Zones & Sweeps
Identifies recent swing highs and lows as potential liquidity pools.
Tracks buy-side and sell-side liquidity areas.
Flags conditions where price sweeps liquidity beyond recent extremes.
Liquidity interaction is treated as context, not prediction.
Order Blocks
1. Detects potential bullish and bearish order blocks using:
Candle structure
Volatility thresholds
Volume confirmation
2.Highlights areas where strong participation followed opposing price movement.
Order blocks are visual reference zones and do not imply guaranteed reactions.
Fair Value Gaps (FVG)
Identifies imbalance zones where price moves without overlapping structure.
Filters gaps using ATR-based size conditions.
Visual shading is used to highlight imbalance areas.
These zones may represent inefficient price movement requiring further interaction.
Volume Profile & Point of Control (POC)
Builds a simplified volume profile over a configurable lookback window.
Determines the price level with the highest traded volume (POC).
POC is used as a reference for acceptance or rejection behavior.
Market Structure
Evaluates recent highs and lows to identify structure breaks.
Classifies directional structure as bullish, bearish, or neutral.
Structure is used as a directional filter rather than a trigger.
Multi-Timeframe Confirmation
Optional higher-timeframe confirmation aligns lower-timeframe behavior with broader context.
Prevents analysis from relying on isolated timeframe conditions.
Session Filtering
1. Allows analysis to be limited to specific trading sessions.
2. Helps reduce signals during low-participation periods.
3. Session logic affects signal eligibility, not calculations.
Signal Logic
Signals are generated only when multiple independent conditions align, including:
Liquidity interaction
Order block presence
VWAP bias
Delta confirmation
Structure alignment
Volume participation
Optional higher-timeframe confirmation
Active trading session
Strong continuation conditions are also highlighted when price, volume, and participation remain aligned.
Signals represent confluence states, not trade instructions.
Dashboard Summary
A real-time dashboard summarizes:
VWAP bias and slope
CVD strength and direction
Delta behavior
Market structure state
Higher-timeframe context
Volume conditions
Liquidity pool counts
Session activity
This provides a high-level snapshot of market conditions without manual calculation.
Alerts are available for:
Institutional alignment conditions
Strong continuation pressure
Liquidity sweeps
Delta divergences
Alerts are informational and reflect internal indicator states only.
Usage Notes
Designed for analytical interpretation and market study.
Best used alongside price action and risk management methods.
Performance depends on instrument liquidity and volume quality.
All visual elements can be individually enabled or disabled.
Disclaimer
This script is provided for educational and analytical purposes only.
It does not provide financial, investment, or trading advice.
All outputs should be independently verified before making trading decisions.
Ichimoku + VWAP + OBV + ATR Full System (NQ Daytrade)Extended Indicator Description
Ichimoku + VWAP + OBV + ATR Full System is a rule-based intraday trading indicator designed specifically for NQ day trading, focusing on trend alignment, participation confirmation, and volatility-aware execution.
This indicator does not rely on a single signal or crossover. Instead, it integrates multiple market dimensions into one structured framework to help traders identify high-probability trend continuation scenarios while avoiding low-quality, range-bound conditions.
System Philosophy
The core idea of this system is simple:
trade only when trend, price location, volume, and volatility are aligned.
Each component plays a specific role and is not meant to be used in isolation. The indicator works best when all conditions reinforce the same directional bias.
Component Breakdown
Ichimoku Cloud
Used to define the primary market structure and directional bias. The system favors trades only when price action aligns clearly above or below the cloud, helping filter out indecisive or transitional phases.
VWAP
Acts as a session-based equilibrium reference. Price position and distance relative to VWAP are used to confirm whether the market is trending with intent rather than reverting to the mean.
OBV (On-Balance Volume)
Provides participation and flow confirmation. OBV helps validate whether price movement is supported by volume, reducing the likelihood of false breakouts or weak trend signals.
ATR (Average True Range)
Used as a volatility filter and risk-awareness tool. ATR conditions help the system avoid low-volatility environments and support more realistic expectations for intraday movement.
Trade Logic Overview
The system is designed around trend-following pullbacks, not prediction or counter-trend trading.
When trend structure is established and confirmed by VWAP positioning and OBV behavior, pullback zones within the trend become areas of interest. ATR conditions ensure that trades are taken only when sufficient movement potential exists.
Rather than generating frequent signals, the system prioritizes selectivity and clarity, making it suitable for disciplined day traders who value context over quantity.
Intended Use
This indicator is built for:
NQ intraday and day trading
Trend continuation and pullback strategies
Traders who prefer structured, confirmation-based systems
Lower to mid intraday timeframes such as 3-minute, 5-minute, and 15-minute charts
Important Notes
This is not an automated trading system and does not provide guaranteed results. The indicator is designed as a decision-support tool to assist with market context, directional bias, and trade timing. Risk management, execution, and position sizing remain the responsibility of the user.
롱/숏 삼각형 시그널
동그라미 청산 시그널
VWAP 밴드 기반 방향성
OBV 보조지표
이름 (Name)
BTC Scalping Signal – VWAP + OBV
짧은 설명 (Short Description)
VWAP 밴드와 OBV를 기반으로 방향성, 진입·청산 시그널을 제공하는 스캘핑 지표입니다.
긴 설명 (Long Description)
이 지표는 BTC 단기 스캘핑을 위해 설계된 것으로, 특히 15분봉 환경에 최적화되어 있습니다.
VWAP 밴드의 위치와 추세 판별 로직을 기반으로 롱·숏 진입 신호를 제공합니다.
OBV 모멘텀을 보조 필터로 사용하여 돌파 및 되돌림 가능성을 판단합니다.
시장 변동성이 축소되거나 평균회귀 신호가 감지될 때 청산 시그널을 표시합니다.
삼각형(진입), 원형(청산) 등 직관적 시각 요소를 통해 빠른 의사결정을 지원합니다.
Crypto Anchored VWAP (Swing High/Low)Crypto Anchored VWAP (Swing High/Low)
This indicator provides an automatic Anchored VWAP system designed specifically for highly volatile assets such as cryptocurrencies (ETH, BTC, SOL, etc.).
Unlike traditional AVWAP tools that require manual date input, this script automatically anchors VWAP to the most recent swing high and swing low, making it ideal for real-time trend tracking and intraday/4H structure analysis.
How It Works
The script detects local swing lows and swing highs based on user-defined swing length.
When a new swing point appears, an Anchored VWAP is initialized from that specific candle.
As price evolves, the AVWAP dynamically becomes:
A trend boundary
A fair-value line
A mean-reversion attractor
Traders can use these levels to identify:
Trend continuation
Breakout confirmation
Mean reversion pullbacks
Overextended expansions
Included Features
✔ Auto-Anchored VWAP from swing low
✔ Auto-Anchored VWAP from swing high
✔ Standard deviation bands (1σ) for volatility context
✔ Designed for Crypto 4H / 1H / 15m
✔ Works on any asset & any timeframe
How To Use
1. Trend Direction
Price above Swing-Low VWAP → Bullish bias
Price below Swing-High VWAP → Bearish bias
2. Trade Setups
Break → Retest → Hold above AVWAP = Trend continuation long
Reject from AVWAP / σ band = Mean-reversion short setup
AVWAP zone → High probability liquidity reaction
3. Volatility Bands
Price touching +1σ = extension
Price returning to 0σ = mean reversion
Price breaking −1σ = trend weakening
Inputs
Swing Length: determines sensitivity of swing high/low detection
(Default: 5)
Best Use Cases
ETH 4H trend following
BTC structure shifts
Altcoin volatility filtering
Identifying institutional "cost basis" zones
Confirming breakouts / fakeouts
Notes
This is not a trading system by itself but a structural tool meant to help traders understand trend and value location. Always combine AVWAP with market structure, volume, and risk management.
Disclaimer
This script is for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any asset. Use at your own discretion.
FAIRPRICE_VWAP_RDFAIRPRICE_VWAP_RD
This script plots an **anchored VWAP (Volume Weighted Average Price)** that resets
based on the user-selected anchor period. It acts as a dynamic “fair value” line
that reflects where the market has actually transacted during the chosen period.
FEATURES
- Multiple anchor options: Session, Week, Month, Quarter, Year, Decade, Century,
Earnings, Dividends, or Splits.
- Intelligent handling of the “Session” anchor so it works correctly on both 1m
(resets each new day) and 1D (continuous, non-resetting VWAP).
- Manual VWAP calculation using cumulative(price * volume) and cumulative(volume),
ensuring the line is stable and works on all timeframes.
- Optional hiding of VWAP on daily or higher charts.
- Offset input for horizontal shifting if desired.
- VWAP provides a true “fair price” reference for trend, mean-reversion,
and institutional-level analysis.
PURPOSE
This indicator solves the common problem of VWAP behaving incorrectly on higher
timeframes, on synthetic data, or with unusual anchors. By implementing VWAP
manually and allowing flexible reset conditions, it functions reliably as
an institutional-style fair value benchmark across any timeframe.
DeltaATR + VWAP DIF + MA'sI attempted to create an indicator using a different approach to analyzing potential trend reversals, and although it is still a work in progress, it is already fully functional. The indicator combines the price relative to VWAP with ATR normalization, providing a way to measure deviations in terms of market volatility.
How the indicator works:
Delta Calculation:
The core of the indicator calculates the difference between the current price and the VWAP (Volume Weighted Average Price), then normalizes this difference by the ATR (Average True Range). This provides a volatility-adjusted measure of how far the price has moved relative to its typical range.
Histogram Visualization:
The deltaATR is displayed as a histogram, where positive values indicate the price is above VWAP and negative values indicate it is below. The histogram is color-coded for easy interpretation: typically red for above VWAP and green for below, with configurable transparency.
Dual Moving Averages:
Two moving averages (fast and slow) are applied to the deltaATR. This creates a crossover system:
When the fast average crosses above the slow average, it may indicate an upcoming bullish reversal.
When the fast average crosses below the slow average, it may indicate a potential bearish reversal.
Zero Line Reference:
A reference line at zero corresponds to VWAP, helping traders see whether price is generally above or below the average volume-weighted level.
Alert Lines (Optional Panel):
A second panel provides four configurable alert lines, allowing users to set key thresholds to monitor extreme deltaATR values. These lines are thin, dashed, and fully customizable in terms of color and thickness.
Panel for Values and Signals:
The indicator includes a side panel showing:
Current deltaATR
Fast and slow averages
Current trend signal (Bullish, Bearish, or Neutral)
How it can be used:
Identify potential trend reversals by monitoring the crossover between the fast and slow averages of deltaATR.
Use the histogram to observe when the price is deviating significantly from VWAP in terms of ATR.
Set alert lines for specific thresholds to highlight overextended conditions or significant volatility moves.
Combine with other technical indicators for confirmation before entering or exiting trades.
This indicator is particularly useful for traders looking to anticipate reversals in volatile markets, as it adapts the delta measure to the current market conditions using ATR normalization, making it more responsive and robust than raw price deviations alone.
