VWAP Stdev Bands + StatsPlots VWAP with daily session reset and up to 5 standard deviation bands. Also included a table with reach statistics over the lookback period; you can plot it on the asset you are trading to gauge probability that price may continue or start to revert to the mean. Also plots close of VWAP for prior day.
Средневзвешенная цена объёма (VWAP)
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.
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.
VWAP Pullback StrategyWhat this does:
Only trades stocks up >10% on the day.
Buys on first cross back over VWAP.
Sets stop loss at –2% and take profit at +5%.
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.
(Fixed-Range) Anchored VWAPThis "Fixed-Range Anchored VWAP" indicator allows traders full control over where the VWAP calculation begins and ends. VWAP combines both price and volume to reflect the true average price paid, often serving as a benchmark for gauging value, sentiment, and trend strength.
With this tool, traders can anchor VWAP to any candle, optionally define an end point, or keep it running forward with a single toggle. Up to three bands can be added around VWAP, either as standard deviations or percentage offsets.
How to Use
The indicator is particularly useful for analyzing VWAP around significant events, like earnings announcements or sharp price swings, to identify support, resistance, and mean-reversion opportunities.
Add the indicator and select a candle to set the Anchor.
Choose an End point or enable Cancel End for an open-ended VWAP.
Pick Std Dev or Percent for band mode.
Turn on up to three bands, adjust multipliers, and set fill colors.
Use VWAP and its bands to evaluate extensions, trend context, and fair value zones.
VWAP Price ChannelVWAP Price Channel cuts the crust off of a traditional price channel (Donchian Channel) by anchoring VWAPs at the highs and lows. By doing this, the flat levels, characteristic of traditional Donchian Channels, are no more!
Author's Note: This indicator is formed with no inherent use, and serves solely as a thought experiment.
> Concept
I would be hesitant to call this a "predictive" indicator, however the behavior of it would suggest it could be considered at least partially predictive
Essentially, the Anchored VWAPs creates something from otherwise nothing.
While the DC upper or lower values are staying flat, the VWAPs improvise based on price and volume to project a level that may be a better representation of where future highs or lows may settle.
Visually, this looks like we have cut off the corners of the Donchian Channel.
Note: Notice how we are calculating values before the corners are realized.
> Implementation
While this is only a concept indicator, The specific application I've gone with for this, is a sort of supertrend-ish display (A Trend Flipping Trailing Stop Loss).
The script uses basic logic to create a trend direction, and then displays the Anchored VWAPs as a form of trailing stop loss.
While "In Trend", the script fills in the area between the VWAP and Price in the direction of trend.
When new highs or lows are made while in trend, the opposite VWAP will start to generate at the new highs or lows. These happen on every new high or low, so they are not indicating the trend shift, but could be interpreted as breakout levels for the current trend direction in order for continuation.
Note: All values are drawn live, but when using higher timeframes, there is a natural calculation discrepancy when using live data vs. historical.
> Technicals
In this script, I'm simply detecting new highs or lows from the DC and using those as the anchor frequency on the built-in VWAP function.
So each time a new high or low is made based on DC, the VWAP function re-anchors to the high or low of the candle.
Past that, I have implemented some logic in order to account for a common occurrence I faced during development.
Frequently, the price would outpace the anchored VWAP, so we would end up with the VWAP being further from price than the actual DC upper or lower.
Due to this, what I have ended up with was a third value which, rather than switching between raw VWAP values and DC values, it adjusts the value based on the change in the VWAP value.
This can be simply thought of as a "Start + Change" type of setup.
By doing this, I can use the change values from the actual anchored VWAP, and under normal conditions, this will also be the true VWAP value.
However, situationally, I am able to update the start value which we're applying the VWAP change to.
In other words, when these situations happen, the VWAP change is added to the new (closer to price) DC value.
The specific trend logic being used is nothing fancy at all, we are simply checking if a new high or low is created and setting the trend in that direction.
This is in line with some traditional DC Strategies.
To those who made it here,
Just remember:
The chart may be ugly, but it's the fastest analysis of the data you can get.
Nicer displays often come at the hidden cost of latency.
You have to shoot your shot to make it.
Choose 2: Fast, Clean, Useful
Enjoy!
VWMA MACD Trend Grinder Buy/Sell SignalsDescription:
This indicator combines a VWMA-based MACD with volume and trend filters to reduce false buy and sell signals.
It is designed to give more reliable entry and exit points in trending markets while avoiding low-volume noise.
Features:
1. VWMA MACD:
- MACD is calculated using Volume-Weighted Moving Averages (VWMA) instead of standard EMAs.
- Histogram shows the difference between MACD and its signal line.
2. Volume Filter:
- Signals are only triggered when current volume exceeds a multiple of its moving average.
- Reduces false signals in low-volume periods.
3. Trend Filter:
- Only triggers buy signals when price is above a long-term VWMA (uptrend).
- Only triggers sell signals when price is below the long-term VWMA (downtrend).
- Helps avoid counter-trend trades.
4. Plots:
- MACD (blue), Signal (orange), Histogram (green/red)
- Trend VWMA (purple)
- Buy and Sell arrows in the indicator pane (green/red)
5. Alerts:
- Configurable alerts for buy and sell signals filtered by volume and trend.
Inputs:
- Fast Length: VWMA period for the fast MACD line (default 12)
- Slow Length: VWMA period for the slow MACD line (default 26)
- Signal Length: EMA period for the MACD signal line (default 9)
- Volume MA Length: Length for volume moving average filter (default 20)
- Volume Threshold Multiplier: Multiplier for volume filter (default 1.2)
- Trend VWMA Length: Period for long-term trend VWMA (default 50)
- Price Source: Close, HL2, HLC3, OHLC4
Usage:
- Use as a confirmation tool along with other analysis techniques.
- Buy when the green triangle appears (MACD crossover, above trend VWMA, sufficient volume).
- Sell when the red triangle appears (MACD crossunder, below trend VWMA, sufficient volume).
- Trend VWMA helps visually confirm the market trend.
Institutional Session VWAP Bands (Zeiierman)█ Overview
Institutional Session VWAP Bands (Zeiierman) plots a clean, session-aware VWAP that restarts at the “True Close” (end of the first trading hour) for each session you enable (Sydney, Tokyo, London, New York). From that anchor, the script computes a classic volume-weighted average price plus optional standard-deviation bands to frame session fair value and dispersion.
By aligning VWAP to when institutional flows settle (the first hour), you get a reference that matches real execution behavior, yielding more credible pullbacks, retests, and mean-reversion reads inside each session.
█ How It Works
⚪ Session Detection
You choose the sessions (on/off), their UTC-aligned time windows, and colors. The script detects when each session is active on your chart timeframe.
⚪ True-Close Anchoring
At session open the indicator waits. When the first hour completes, it flips the anchor on and starts a fresh VWAP for that session, mirroring how many desks treat the first hour as the real close for the prior day’s positioning.
⚪ VWAP Core
From the true-close anchor, VWAP is calculated in the standard way: cumulative (price × volume) / cumulative volume using your chosen price source (default hlc3).
⚪ VWAP Bands (σ)
Upper/Lower bands are built using a running standard deviation of the price source since the anchor. You control the σ multiplier and line width, and you can optionally fill between the bands.
█ Why Sessions + True-Close Anchoring
⚪ Institutional Timing Matters
A new anchor at the first-hour close reflects where real flows have settled, giving you a session fair-value line that aligns with how many funds evaluate prices intraday.
⚪ Cleaner Session Reads
Because VWAP and σ-bands restart each session, your retests, squeezes, and mean-reversion signals are based on today’s order-flow context, not yesterday’s inertia.
Result: a session-true fair-value with dispersion bands that stay close to the action, improving the quality of pullback entries and risk framing.
█ How to Use
⚪ Session Fair-Value Guide
Treat VWAP as the magnet for intraday value. Impulsive moves away from VWAP that fold back often present retest opportunities.
⚪ σ-Band Reversion & Breaks
Reversion: Tests beyond the upper/lower band that snap back inside can flag exhaustion.
Trend: Price riding the VWAP band in a strong trend
⚪ Session Handoffs
When one session hands to the next, watch how price behaves around the new session’s VWAP Bands after its anchor triggers. Continuation through the new VWAP vs. rejection often sets the tone.
█ Settings
UTC: Choose the timezone used to evaluate session windows (e.g., UTC+2).
Sessions (Sydney, Tokyo, London, New York): Toggle visibility and define each HHMM-HHMM window.
VWAP Price: Source for weighting.
Band Multiplier (σ): Standard deviation multiplier.
█ Related publications
True Close – Institutional Trading Sessions (Zeiierman)
-----------------
Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
VWMA MACD Amanita Buy/Sell Signals VWMA MACD Amanita Buy/Sell Signals – Volume-Weighted Momentum Indicator
A twist on the classic MACD: this indicator uses Volume Weighted Moving Averages (VWMA) instead of EMAs, giving more weight to price moves backed by higher volume.
Features:
VWMA-based MACD line & signal line
Histogram highlights bullish/bearish momentum
Color-coded for easy visualization
Quick Guide:
MACD above Signal → bullish
MACD below Signal → bearish
Rising histogram → strengthening trend
Falling histogram → weakening trend
Perfect for traders who want momentum confirmed by volume.
Frozen 4H VWAP – Precision AnchoredFrozen 4H VWAP – Precision Anchored Like Ice
The Frozen 4H VWAP – Precision Anchored delivers a clean, stable, and reliable view of the 4-hour Volume Weighted Average Price, designed for traders who want higher timeframe insights without intrabar noise or repainting.
🔹 Key Features:
Non-Repainting: VWAP value is “frozen” at the close of each 4H candle — no mid-bar updates or flickering.
4H Timeframe Anchoring: Seamlessly pulls 4-hour VWAP values into any timeframe you’re trading on.
Clear Trend Reference: Updates only when a new 4H candle begins, acting as a trustworthy anchor for support/resistance.
Custom Source Option: Choose from different price sources (default: HLC3) to fit your strategy.
Whether you're scalping, day trading, or swing trading, this indicator gives you a powerful edge by grounding your decisions in higher timeframe VWAP data — clear, calm, and frozen in time.
Multi+Custom VWAPMulti-VWAP (Session, Weekly, Monthly, Custom)
Description:
This script plots multiple VWAP (Volume Weighted Average Price) levels on the chart, giving traders a broader perspective of price action across different time horizons.
Features:
Session VWAP → Resets at the start of each trading session.
Weekly VWAP → Resets every Monday.
Monthly VWAP → Resets at the start of each new month.
Custom VWAP → User can specify a custom start date and time, and the script will calculate VWAP from that moment until the current bar.
Use Cases:
Compare intraday (session) VWAP with higher-timeframe VWAPs (weekly & monthly) to spot confluence levels.
Track how price interacts with institutional benchmarks.
Use custom VWAP to anchor from specific events (earnings, news releases, breakouts, etc.).
Notes:
Works on any timeframe and instrument that has volume data.
Designed to be clean and minimal with adjustable colors and line styles.
Useful for day traders, swing traders, and long-term investors who monitor VWAP across multiple time horizons.
VWAP For Loop [BackQuant]VWAP For Loop
What this tool does—in one sentence
A volume-weighted trend gauge that anchors VWAP to a calendar period (day/week/month/quarter/year) and then scores the persistence of that VWAP trend with a simple for-loop “breadth” count; the result is a clean, threshold-driven oscillator plus an optional VWAP overlay and alerts.
Plain-English overview
Instead of judging raw price alone, this indicator focuses on anchored VWAP —the market’s average price paid during your chosen institutional period. It then asks a simple question across a configurable set of lookback steps: “Is the current anchored VWAP higher than it was i bars ago—or lower?” Each “yes” adds +1, each “no” adds −1. Summing those answers creates a score that reflects how consistently the volume-weighted trend has been rising or falling. Extreme positive scores imply persistent, broad strength; deeply negative scores imply persistent weakness. Crossing predefined thresholds produces objective long/short events and color-coded context.
Under the hood
• Anchoring — VWAP using hlc3 × volume resets exactly when the selected period rolls:
Day → session change, Week → new week, Month → new month, Quarter/Year → calendar quarter/year.
• For-loop scoring — For lag steps i = , compare today’s VWAP to VWAP .
– If VWAP > VWAP , add +1.
– Else, add −1.
The final score ∈ , where N = (end − start + 1). With defaults (1→45), N = 45.
• Signal logic (stateful)
– Long when score > upper (e.g., > 40 with N = 45 → VWAP higher than ~89% of checked lags).
– Short on crossunder of lower (e.g., dropping below −10).
– A compact state variable ( out ) holds the current regime: +1 (long), −1 (short), otherwise unchanged. This “stickiness” avoids constant flipping between bars without sufficient evidence.
Why VWAP + a breadth score?
• VWAP aggregates both price and volume—where participants actually traded.
• The breadth-style count rewards consistency of the anchored trend, not one-off spikes.
• Thresholds give you binary structure when you need it (alerts, automation), without complex math.
What you’ll see on the chart
• Sub-pane oscillator — The for-loop score line, colored by regime (long/short/neutral).
• Main-pane VWAP (optional) — Even though the indicator runs off-chart, the anchored VWAP can be overlaid on price (toggle visibility and whether it inherits trend colors).
• Threshold guides — Horizontal lines for the long/short bands (toggle).
• Cosmetics — Optional candle painting and background shading by regime; adjustable line width and colors.
Input map (quick reference)
• VWAP Anchor Period — Day, Week, Month, Quarter, Year.
• Calculation Start/End — The for-loop lag window . With 1→45, you evaluate 45 comparisons.
• Long/Short Thresholds — Default upper=40, lower=−10 (asymmetric by design; see below).
• UI/Style — Show thresholds, paint candles, background color, line width, VWAP visibility and coloring, custom long/short colors.
Interpreting the score
• Near +N — Current anchored VWAP is above most historical VWAP checkpoints in the window → entrenched strength.
• Near −N — Current anchored VWAP is below most checkpoints → entrenched weakness.
• Between — Mixed, choppy, or transitioning regimes; use thresholds to avoid reacting to noise.
Why the asymmetric default thresholds?
• Long = score > upper (40) — Demands unusually broad upside persistence before declaring “long regime.”
• Short = crossunder lower (−10) — Triggers only on downward momentum events (a fresh breach), not merely being below −10. This combination tends to:
– Capture sustained uptrends only when they’re very strong.
– Flag downside turns as they occur, rather than waiting for an extreme negative breadth.
Tuning guide
Choose an anchor that matches your horizon
– Intraday scalps : Day anchor on intraday charts.
– Swing/position : Month or Quarter anchor on 1h/4h/D charts to capture institutional cycles.
Pick the for-loop window
– Larger N (bigger end) = stronger evidence requirement, smoother oscillator.
– Smaller N = faster, more reactive score.
Set achievable thresholds
– Ensure upper ≤ N and lower ≥ −N ; if N=30, an upper of 40 can never trigger.
– Symmetric setups (e.g., +20/−20) are fine if you want balanced behavior.
Match visuals to intent
– Enabling VWAP coloring lets you see regime directly on price.
– Background shading is useful for discretionary reading; turn it off for cleaner automation displays.
Playbook examples
• Trend confirmation with disciplined entries — On Month anchor, N=45, upper=38–42: when the long regime engages, use pullbacks toward anchored VWAP on the main pane for entries, with stops just beyond VWAP or a recent swing.
• Downside transition detection — Keep lower around −8…−12 and watch for crossunders; combine with price losing anchored VWAP to validate risk-off.
• Intraday bias filter — Day anchor on a 5–15m chart, N=20–30, upper ~ 16–20, lower ~ −6…−10. Only take longs while score is positive and above a midline you define (e.g., 0), and shorts only after a genuine crossunder.
Behavior around resets (important)
Anchored VWAP is hard-reset each period. Immediately after a reset, the series can be young and comparisons to pre-reset values may span two periods. If you prefer within-period evaluation only, choose end small enough not to bridge typical period length on your timeframe, or accept that the breadth test intentionally spans regimes.
Alerts included
• VWAP FL Long — Fires when the long condition is true (score > upper and not in short).
• VWAP FL Short — Fires on crossunder of the lower threshold (event-driven).
Messages include {{ticker}} and {{interval}} placeholders for routing.
Strengths
• Simple, transparent math — Easy to reason about and validate.
• Volume-aware by construction — Decisions reference VWAP, not just price.
• Robust to single-bar noise — Needs many lags to agree before flipping state (by design, via thresholds and the stateful output).
Limitations & cautions
• Threshold feasibility — If N < upper or |lower| > N, signals will never trigger; always cross-check N.
• Path dependence — The state variable persists until a new event; if you want frequent re-evaluation, lower thresholds or reduce N.
• Regime changes — Calendar resets can produce early ambiguity; expect a few bars for the breadth to mature.
• VWAP sensitivity to volume spikes — Large prints can tilt VWAP abruptly; that behavior is intentional in VWAP-based logic.
Suggested starting profiles
• Intraday trend bias : Anchor=Day, N=25 (1→25), upper=18–20, lower=−8, paint candles ON.
• Swing bias : Anchor=Month, N=45 (1→45), upper=38–42, lower=−10, VWAP coloring ON, background OFF.
• Balanced reactivity : Anchor=Week, N=30 (1→30), upper=20–22, lower=−10…−12, symmetric if desired.
Implementation notes
• The indicator runs in a separate pane (oscillator), but VWAP itself is drawn on price using forced overlay so you can see interactions (touches, reclaim/loss).
• HLC3 is used for VWAP price; that’s a common choice to dampen wick noise while still reflecting intrabar range.
• For-loop cap is kept modest (≤50) for performance and clarity.
How to use this responsibly
Treat the oscillator as a bias and persistence meter . Combine it with your entry framework (structure breaks, liquidity zones, higher-timeframe context) and risk controls. The design emphasizes clarity over complexity—its edge is in how strictly it demands agreement before declaring a regime, not in predicting specific turns.
Summary
VWAP For Loop distills the question “How broadly is the anchored, volume-weighted trend advancing or retreating?” into a single, thresholded score you can read at a glance, alert on, and color through your chart. With careful anchoring and thresholds sized to your window length, it becomes a pragmatic bias filter for both systematic and discretionary workflows.
VSA - The Volume HUDVSA Volume HUD: Your At-a-Glance Volume Dashboard
Tired of cluttered charts with multiple indicators taking up screen space?
The VSA Volume HUD is a clean, powerful, and fully customisable Heads-Up Display that puts all the critical volume and price action data you need into one compact box, right on your chart.
Designed for traders who rely on Volume Spread Analysis (VSA), this tool helps you instantly gauge the strength, conviction, and context behind every price move as it happens.
Key Features
This indicator isn't just about showing the current volume; it provides a comprehensive, real-time analysis of the market's activity.
Real-time VSA Dashboard: A persistent on-screen table that updates with every tick, giving you instant feedback without needing to look away from the price. The HUD is fully draggable (hold Ctrl/Cmd + click and drag) to place it anywhere you like.
Essential Volume Metrics:
Current Volume: Displayed in a clean, abbreviated format (e.g., 1.25M for millions, 54.3K for thousands).
% Change (vs. Previous Bar): Instantly see if volume is expanding or contracting.
Vs Short-Term Average: Compare the current bar's volume to a moving average to spot unusual spikes.
Volume Velocity: Measures the rate of change in volume over a short period, helping you spot acceleration or deceleration in market interest.
Relative Volume (RVOL): See how the current volume compares to the average for that specific time of day, perfect for identifying abnormally high or low activity.
Price Action & Volatility Context:
Range vs. ATR: Quickly determine if the current bar's volatility is expanding or contracting compared to the recent average.
Price vs. VWAP: See how far the current price has deviated from the session's Volume-Weighted Average Price, a key level for institutional traders.
Deep Customization is Key
Tailor the HUD to perfectly match your trading style and chart aesthetic.
Display & Layout:
Compact Mode: Remove the metric labels for a sleek, minimalist view that saves screen space.
Bar Meters: Enable optional visual bars next to key metrics for a quick, graphical representation of strength.
Total Control: Toggle every single metric on or off to build the exact dashboard you need. Adjust text size, position, and background opacity with ease.
Smart Coloring & Visual Alerts:
Advanced VSA Coloring: This isn't just about up/down candles. The script intelligently colors volume based on confluence. It highlights increasing volume on a strong up-bar (bullish confirmation) or increasing volume on a down-bar (potential climax or distribution), giving you a deeper VSA context.
High Volume Highlight: Make standout bars impossible to miss! The entire HUD background can change color automatically when volume surges past a custom threshold (e.g., over 150% of the average), instantly drawing your attention to critical moments.
Full Color Customization: Change every color to match your chart's theme, including separate colors for bullish/bearish moves, the background, and the border.
How to Use It
The VSA Volume HUD is a powerful confirmation tool. Use it to:
Confirm Breakouts: Look for a spike in Volume vs. Average and RVOL as price breaks a key level.
Spot Exhaustion: Notice high volume on a narrow-range candle after a long trend, visible through the Range/ATR metric.
Gauge Conviction: Use the Advanced Coloring to see if volume is supporting the price move (e.g., green volume on a green candle) or diverging from it.
aVWAP with LabelAnchored VWAP with Label
- Select the indicator, a vertical line will appear on the chart to select the anchor
- Allows to hide the plot line while keeping the label, for a cleaner chart
- Allows 3 Presets of color and line width for types
News
Buyers
Sellers
Whale VWAP HeatmapWhat it does
This indicator paints a heatmap around an anchored VWAP to make market context obvious at a glance.
Above VWAP → cyan background
Below VWAP → amber background
The farther price is from VWAP (in %), the stronger the color intensity.
How it works
Uses an anchored VWAP that resets on the period you choose (Session / Week / Month / Quarter / Year / Decade / Century / Earnings / Dividends / Splits).
Computes the percentage distance between price and VWAP, then maps that distance to background opacity.
Optional VWAP line can be shown/hidden.
Inputs (Settings)
Anchor Period — choose when VWAP resets (Session→Year, plus E/D/S options).
Source — price source (default hlc3).
Hide on D/W/M (Session only) — hides the script on Daily/Weekly/Monthly when anchor=Session (avoids NA behavior).
Enable Heatmap — turn background coloring on/off.
Max distance for full color (%) — at/above this % from VWAP, color hits full intensity (typical 0.5–2% depending on volatility).
Show VWAP Line / Line Color/Width — visual preference.
How to read it (quick playbook)
Context first: color tells you if price is trading above/below “fair value” (VWAP).
Intensity = how stretched price is from VWAP.
Use it to frame bias (above/below VWAP) and to avoid chasing extended moves.
Notes & limitations
Requires volume (VWAP is volume-weighted). If the data vendor doesn’t provide volume for the symbol, the script will stop.
For intraday, Session anchor is common. For swing/context, try Week or Month.
VWAP Suite {Phanchai}VWAP Suite {Phanchai}
Compact, readable, TradingView-friendly.
What is VWAP?
The Volume Weighted Average Price (VWAP) is the average price of a period weighted by traded volume. It’s used as a fair-value reference (mean) and resets at the start of each new period.
Included VWAP Modes
Session — resets each trading day (current session).
Week / Month / Quarter / Year — current calendar periods.
Anchored Week / Month / Quarter / Year — starts at the beginning of the previous completed period.
Rolling 7D / 30D / 90D — rolling windows: today + last 6/29/89 daily sessions.
Important
This suite does not generate buy/sell signals. It provides structure and confluence; decisions remain yours.
Use Cases
Identify fair-value zones / mean-reversion areas.
Plan TP / SL around periodic VWAPs.
Define DCA levels (e.g., anchored to prior week/month).
Gauge trend bias via VWAP slope and reactions.
How to Use
Inputs → VWAP 1..5: Choose the period per slot (Session, Anchored, Rolling, etc.) and toggle Show .
Sources: Select the price source for all VWAPs (default: HLC3).
Global: Line offset (bars) shifts plots visually (does not affect calculations).
Style tab: Adjust per-line colors, thickness, and line style.
Alerts
Price crosses a VWAP (per slot).
VWAP slope turns UP or DOWN (per slot).
Tips & Notes
Volume required: Poor/absent volume (e.g., some FX tickers) can degrade accuracy.
Anchored modes: Start at the prior period’s open; values appear only after that timestamp.
Rolling modes: Use completed daily sessions (including today).
Clutter control: If labels crowd, increase Line offset or hide unneeded slots.
Confluence: Combine with market structure, liquidity zones, or momentum filters for stronger context.
Built for clear VWAP workflows. Trade safe!
Anchored VWAP by Fin VirajSimple Anchored VWAP with Directional Colors
📊 Overview
A clean and efficient Anchored VWAP (Volume Weighted Average Price) indicator with dynamic directional coloring. This indicator provides traders with a reliable reference point for price action analysis based on volume-weighted calculations from specific anchor points.
✨ Key Features
🎯 Multiple Anchor Types
Session: Anchors to daily trading session start
Day: Resets at the beginning of each trading day
Week: Weekly anchor points for swing trading
Month: Monthly anchors for longer-term analysis
Manual Date: Set custom anchor date for specific events
🌈 Directional Color System
🟢 Green: Price above VWAP with upward momentum
🔴 Red: Price below VWAP with downward momentum
🔵 Blue: Neutral/transitional conditions
📏 Standard Deviation Bands
Customizable multipliers (default: 1.0 and 2.0)
Toggle on/off as needed
Support and resistance levels based on statistical deviation
Filled area between bands for better visualization
🔧 Settings & Customization
Input Parameters
Anchor Type: Choose from 5 different anchor methods
Manual Anchor Date: Set specific date for manual anchoring
Reset Anchor Point: Manual reset button
Show Standard Deviation Bands: Toggle bands visibility
Band Multipliers: Adjust band distance (1σ and 2σ)
VWAP Line Width: Customize line thickness (1-4)
Color Customization
Bullish Color: Customize uptrend color
Bearish Color: Customize downtrend color
Neutral Color: Customize neutral state color
Band Color: Customize standard deviation bands color
📈 How to Use
For Day Trading
Set anchor type to "Session" or "Day"
Use VWAP as dynamic support/resistance
Green color = bullish bias, Red color = bearish bias
For Swing Trading
Set anchor type to "Week" or "Month"
Longer-term VWAP acts as major S/R level
Standard deviation bands show potential reversal zones
For Event-Based Analysis
Set anchor type to "Manual Date"
Choose significant event date (earnings, news, etc.)
Analyze price behavior relative to that anchor point
🎨 Visual Interpretation
VWAP Line Colors
Bright Green: Strong bullish momentum (price above rising VWAP)
Bright Red: Strong bearish momentum (price below falling VWAP)
Blue: Neutral conditions or transitional phase
Standard Deviation Bands
Upper Bands: Potential resistance levels
Lower Bands: Potential support levels
Band Touches: Often indicate reversal or continuation points
💡 Trading Applications
Support & Resistance
VWAP acts as dynamic support in uptrends
VWAP acts as dynamic resistance in downtrends
Standard deviation bands provide additional S/R levels
Trend Analysis
Price consistently above VWAP = bullish trend
Price consistently below VWAP = bearish trend
Color changes help identify trend shifts
Entry & Exit Points
Use VWAP reclaims for potential long entries
Use VWAP breaks for potential short entries
Standard deviation bands for profit-taking levels
⚙️ Technical Details
Pine Script Version: v6
Overlay: Yes (plots on price chart)
Calculation: Volume-weighted average price from anchor point
Standard Deviation: Statistical measure of price dispersion
Performance: Optimized for real-time calculation
🔄 Anchor Reset Logic
The indicator automatically resets based on selected anchor type:
Session/Day: Resets at market open
Week: Resets at week start
Month: Resets at month start
Manual: Resets from chosen date
Manual Reset: Override button for immediate reset
📋 Best Practices
Choose appropriate timeframe for your anchor type
Combine with volume analysis for better confirmation
Use multiple timeframes for comprehensive analysis
Consider market context when interpreting signals
Test on demo before live trading
⚠️ Disclaimer
This indicator is for educational and informational purposes only. Always conduct your own analysis and risk management before making trading decisions.
Rolling VWAP with Bands (Locked Timeframe)Rolling VWAP with Customizable Bands — Locked Timeframe
This indicator plots a rolling Volume Weighted Average Price (VWAP) over a fixed, user-selected timeframe — so it stays consistent no matter what chart timeframe you’re viewing. Unlike the standard anchored VWAP, this one works like a moving average weighted by volume, providing a smoother, more adaptive central price line that doesn’t reset each session.
It also includes up to three optional deviation bands, each with its own toggle and multiplier setting. The bands are based on standard deviation, helping you quickly identify when price is stretched above or below its mean.
Features:
Locked-timeframe VWAP — calculation stays fixed to your chosen resolution (e.g., 1H, 4H, Daily)
Adjustable lookback length for VWAP calculation
Up to 3 standard deviation bands, each with:
On/Off toggle
Independent multiplier control
Works on any chart timeframe without changing shape
Optional filled shading between bands for clarity
Uses:
Spot overbought/oversold conditions relative to VWAP
Identify dynamic support & resistance
Confirm trend strength or mean reversion setups
Keep a consistent reference line across multiple chart timeframes
Jose's Rolling VWAP with BandsRolling VWAP with Customizable Deviation Bands
This indicator plots a rolling Volume Weighted Average Price (VWAP) over a user-defined lookback period, rather than resetting each day or from a fixed anchor point. The rolling calculation makes it act more like a moving average — but weighted by volume — providing a smoother, more adaptive central price line.
It also includes up to three optional deviation bands, which can be independently toggled on/off and assigned their own multipliers. These bands are calculated using the chosen lookback’s standard deviation, giving traders a quick visual of price dispersion around VWAP.
Features:
Adjustable rolling VWAP lookback length
Up to 3 customizable standard deviation bands
Individual checkboxes for enabling/disabling each band
Independent multiplier control for each band
Works on any timeframe and symbol
Uses:
Identify overextended price moves relative to VWAP
Spot dynamic support/resistance zones
Gauge mean reversion opportunities
Confirm trend strength when price hugs or breaks away from VWAP
Advanced VWAP CalendarThe Advanced VWAP Calendar is a designed to plot Volume Weighted Average Price (VWAP) lines anchored to user-defined and preset time periods, including weekly, monthly, quarterly, and custom anchors. As of August 15, 2025, this indicator provides traders with a robust tool for analyzing price trends relative to volume-weighted averages, with clear labeling and extensive customization options. Below is a summary of its key features and functionality, with technical details and code references updated to focus on user-facing behavior and presentation, while preserving all other aspects of the original summary.
Key Features
Multiple Time Period VWAPs:
Weekly VWAPs: Supports up to five VWAPs for a user-selected month and year, starting at midnight each Monday (e.g., W1 Aug 2025, W2 Aug 2025). Enabled via a single toggle, with anchors automatically set to the first Monday of the chosen month.
Monthly VWAPs: Plots VWAPs for all 12 months of a selected year (e.g., Jan 2025, Feb 2025) or a single user-specified month/year. Labels use month abbreviations (e.g., "Aug 2025").
Quarterly VWAPs: Covers four quarters of a selected year (e.g., Q1 2025, Q2 2025), with options to enable all quarters or individual ones (Q1–Q4).
Legacy VWAPs: Provides monthly and quarterly VWAPs for a user-selected legacy year (e.g., 2024), labeled with a "Legacy" prefix (e.g., "Legacy Jan 2024," "Legacy Q1 2024"), with similar enablement options.
Custom VWAPs: Includes 10 fully customizable VWAPs, each with user-defined anchor times, labels (e.g., "Q1 2025"), colors, line widths (1–5), text colors, bubble styles, text sizes (8–40), and background options.
Clear and Dynamic Labeling:
Labels appear to the right of the chart, showing the VWAP value (e.g., "Q1 2025 123.45").
Weekly labels follow a "W# Month Year" format (e.g., "W1 Aug 2025").
Monthly labels use abbreviated months (e.g., "Aug 2025"), while quarterly labels use "Q# Year" (e.g., "Q3 2025").
Legacy labels include a "Legacy" prefix (e.g., "Legacy Q1 2024").
Labels support customizable text sizes (tiny to huge) and can be displayed with or without a background, with optional bubble styles.
Flexible Customization:
Each VWAP can be enabled or disabled independently, with user inputs for anchor times, labels, and visual properties.
Colors are predefined for weekly (red, orange, blue, green, purple), monthly (varied), quarterly (red, blue, green, yellow), and legacy VWAPs, but custom VWAPs allow any color selection.
Line widths and text sizes are adjustable, ensuring visual clarity and chart readability.
This indicator was a dual effort, code was heavily contributed in effort by AzDxB, major credit and THANKS goes to him www.tradingview.com
