SPY Expected Move by VIXThis indicator shows 1 and 2 standard deviation price move from the VWAP based on VIX. Implied Volatility (IV) is being used extensively in the Option world to project the Expected Move for the underlying instrument. VIX is used as a proxy for SPY's IV for 30 days.
This indicator is meaningful only for SPY but can be used in any other instrument which has a strong correlation to SPY.
Поиск скриптов по запросу "vwap"
(JS) Multi-Time Frame Pivot Point Detector 2.0So here's an updated version of my automatic Pivot Point detector.
If you don't like having a bunch of Pivots on your chart at once, or having to cycle through various resolutions to see different ones, this is for you!
What does this indicator do? It automatically detects the nearest daily, weekly, and monthly pivot points both above and below the current price and automatically plots them for you. It's really just as simple as that.
You select how far back you want it to plot with the "Pivot Point Look Back Period" option.
I also have transparency options for each type of pivot so its easy to find the opacity you prefer and save it as a default setting.
With "Turn Off Each Pivot Point On All Time Frames" turned on, as an example, if you were to uncheck "S1/R1" then it turns S1/R1 plots off across all 3 pivot resolutions. By default however, I have it set where you can pick and choose each one individually.
I also added the default "VWAP Periodic" script from TradingView in there with it (not in prior version). This works identical to the built in indicator (because it is identical).
Trading algorithms like to target pivot points and liquidity, so I figured they would pair together nicely for active trading.
Single Custom Period VWAPThis script creates a vwap of a period of your choosing. You can select the timeframe in the indicator settings.
Momentum 4 Ways Smoothed [Salty]This is an enhance version of Momentum 4 Ways that shows 4 ways to calculate momentum and display each one along with their combined average value.
This study was created to compare 4 different momentum values against their combined average using different display styles to allow the user to experiment with different views of momentum.
- Added the ability to smooth the Average Momentum value. Default Smoothing value is 5.
- Added the ability to use different average calculations. Default is WMA.
- Added the ability to select the number of momentum values to average (1-4). Default is 4.
- Added the ability to use VWAP instead of price as the input.
The Smoothed Average Momentum line is color coded so that it is green when it is moving in the bullish direction and red when it is moving in the bearish direction.
Tabajara com Nutella [xdecow]Tabajara setup from André Machado
-ma 8
-ma 20
-ma 50
-ma 200 (blue)
-vwap (aqua)
-bollinger bands
-barcolor based on tabajara rules
VWMA VWAP RibbonsPrimarily this script visually represents the differential between the volume weighted moving averages and the SMA. This is shown in the VWMA-SMA ribbons: green 20, yellow 50, red 200.
The VWAP ribbon is purple and is calculated separately from VWMA ribbons mentioned above.
300,400,500 SMA are shown in grey.
Brighter means more recent.
Multi Timeframe Rolling Bitmex Liquidation LevelsTrack Bitmex liquidations levels in real-time with a rolling VWMA or VWAP basis.
Allows the input of a different time frame if you wish.
Tabajara + 3 MA + Vwap + Volume Confirmation + Background Color Hi Traders!!!
My name is Alan and i'm here to share my script based on Tabajara Rule from Brasilian Professor/Trader Andre Machado.
This script shows:
1 Long SMA
1 Tabajara Color SMA
1 Color Long EMA
1 Color Short EMA
1 Vwap
1 Background Colored based in 21 EMA
So what Tabajara is?
Tabajara is a Trend Following Trade System.
If the MA is going up, you look for buy oportunitys.
If the MA is going down you only look for sell oportunitys.
And the coloring Candlesticks are based on Tabajara MA, if an buy candle closes above Tabajara MA which is going up, it candlestick is painted green acoording Tabajara MA, if Tabajara is going down and the candle closes as a sell candle, this candle is painted red.
To this indicator was added a volume ma to confirm Tabajara Candle Rule, if the volume is over the 21 ma the condition is ok.
Well my english isn't good as all you can see.
But my intentions are.
I use the trade system to operate futures market and USD/BRL and works very well at 1 minute time frame.
I hope you enjoy and make money.
If you have any question you are free to ask me and share your experience.
Remember to follow all Technical Analysis instructions. This script only helps to see the trend and volume. We only recieve 2 information from Stock Exchange, price and volume, they need to be used together, volume confirms trend, and all basic rules to be a sucessfull trader.
Thank you all.
Simple TrenderOriginates from:
I was reading some Impulse Trading literature by A. Elder.. In it, someone named Kerry Lovvorn proposed "An End of Day Trend Following System" for someone lazy.
Originally it is just price closing above an 8 ema (low) for long. Exit when price closes below an 8 ema (low). The opposite for a short position.
Conditions: Buy when price closed below ema (low) for two bars or more, then closes above. Opposite for a short position. I do not follow this condition. Though it may help with whipsaw.
My condition is when price closes above the 26 ema (low) (works the best for me) I place orders above the initial crossing bars high. Opposite for lows.
I look for stocks that are low in price to go long on. I want the run from 2's to 15's
I look for stocks that are mid-teens/20's in price to go short on. I want the run from 20's to 2's
I look for stock with news and earnings that are already running (up or down) to play the pullback.
These conditions can easily be scanned for on thinkorswim
From first glance, the system looks like CMsling shotsystem. Although, I plagiarized some parts of the codes, because I am inept when it comes to that shit, it differs as it is not a moving average crossover system.
It is a price crossing over concept. A moving average VWAP is used for best entries on pullbacks.
Purpose:
--To catch the majority of a trend/wave/run.
--To identify pullback areas to go long or short while in midst of trend. To catch pullbacks off news and earning runners.
--To catch the initial start of trend with clear rules to enter
--Clear rules to exit
Issues
--possibilities of getting ninja sliced the fuck up. Can be mitigated by entering stocks with decent average volume. And also only going long above 200 ema and short below it. ADX won't work, at the initial start of the trend it will show not trending. Can look at blow off volume at the bottom followed by increase in buying for long and vice versa for short.
--Can give some huge gains away through gap ups or gap downs from news or earnings during trend. However, can get huge gain on gaps from news or earning. Nature of the game.
--Need some brass balls and a supply of pepto to stomach through some of the pullbacks. Gut wrenching seeing big gains dwindle. But they all even out at the end, you hope. (see NBEV and IGC, and CRON and others. shit don't go in straight lines, homie)
Pros
--It's simple and easy. Overall, you profit
--works with any security
Cons
--It can be stressful.
--does not work well on lower time frames. Do not recommend going below 15 minutes
--Possibility of working on 5 minutes with a time frame breakout strategy (15,30 min).
Couple it with LazyBear "Weis Wave Volume" indicator. Works well for pullback entries.
Enjoy. Ride some waves.
Multi Indicators v1 - 20 50 200 EMA/SMA, Bollinger Bands, VWAPMulti Indicators v1
20 50 200 EMA/SMA, Bollinger Bands, VWAP
These can be turned on and off
I'll be adding to this multi indicator in future updates
Dieyson daytrade EMA 9+20+200+VWAP and bar & line colorDieyson daytrade EMA 9 + EMA20 + EMA 200 + VWAP
Multiple Time Frame Volume-Weighted Average Price (VWAP)Volume-Weighted Average Price (VWAP) with the ability to choose the time frame.
POC bands 2.0 and other assorted goodiesI updated my old indicator that plotted a Kalman filter avg. of the bars inside a higher timeframe bar, to attempt to find the most frequent price in that bar's timespan.
It ended up being somewhat close, but not exact, but the result is that you get a pseudo-vwap without a need for volume data, that isn't cumulative and can indicate trend direction, or if the market's ranging.
This is very powerful information!
I highlight a trade setup we get here, derived from observing the indicator's slope and knowing how to read price action, assisted by rgmov and cci readings.
To get the code for the other indicator's you will have to click on share, and then on 'Make it mine' so you get the whole layout.
Good luck and hope you find these of use.
Cheers,
Ivan.
MACZVWAP modifiedThis is lazy bear script . I just modify little so we can produce better signals
buy is cross above -80 ..
sell is cross down bellow 80