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Anchored VWAP with Buy/Sell Signals

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Anchored VWAP Calculation:

The script calculates the AVWAP starting from a user-defined anchor point (anchor_date).

The AVWAP is calculated using the formula:

AVWAP
=

(
Volume
×
Average Price
)

Volume
AVWAP=
∑Volume
∑(Volume×Average Price)


where the average price is
(
h
i
g
h
+
l
o
w
+
c
l
o
s
e
)
/
3
(high+low+close)/3.

Buy Signal:

A buy signal is generated when the price closes above the AVWAP (ta.crossover(close, avwap)).

Sell Signal:

A sell signal is generated when the price closes below the AVWAP (ta.crossunder(close, avwap)).

Plotting:

The AVWAP is plotted on the chart.

Buy and sell signals are displayed as labels on the chart.

Background Highlighting:

The background is highlighted in green for buy signals and red for sell signals (optional).
Nota Keluaran
Buy Signal:

A buy signal is generated when the price closes above the AVWAP (ta.crossover(close, avwap)).

Sell Signal:

A sell signal is generated when the price closes below the AVWAP (ta.crossunder(close, avwap)).

Plotting:

The AVWAP is plotted on the chart.

Buy and sell signals are displayed as labels on the chart.

Penafian

Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.