Advanced VWAP [CryptoSea]The Advanced VWAP is a comprehensive volume-weighted average price (VWAP) tool designed to provide traders with a deeper understanding of market trends through multi-layered VWAP analysis. This indicator is ideal for those who want to track price movements in relation to VWAP bands and detect key market levels with greater precision.
Key Features
Multi-Timeframe VWAP Bands: Includes multiple VWAP bands with different lookback periods (5, 10, 25, and 50), allowing traders to observe short-term and long-term price behavior.
Smoothed Band Options: Offers optional smoothing of VWAP bands to reduce noise and highlight significant trends more clearly.
Dynamic Median Line Display: Plots the median line of the VWAP bands, providing a reference for price movements and potential reversal zones.
VWAP Trend Strength Calculation: Measures the strength of the trend based on the price's position relative to the VWAP bands, normalized between -1 and 1 for easier interpretation.
In the example below we can see the VWAP Forecastd Cloud, which consists of multiple layers of VWAP bands with varying lookback periods, creating a dynamic forecast visualization. The cloud structure represents potential future price ranges by projecting VWAP-based bands outward, with darker areas indicating higher density and overlap of the bands, suggesting stronger support or resistance zones. This approach helps traders anticipate price movement and identify areas of potential consolidation or breakout as the price interacts with different layers of the forecast cloud.
How it Works
VWAP Calculation: Utilizes multiple VWAP calculations based on various lookback periods to capture a broad range of price behaviors. The indicator adapts to different market conditions by switching between short-term and long-term VWAP references.
Smoothing Algorithms: Provides the ability to smooth the VWAP bands using different moving average types (SMA, EMA, SMMA, WMA, VWMA) to suit various trading strategies and reduce market noise.
Trend Strength Analysis: Computes the trend strength based on the price's distance from the VWAP bands, with a value range of -1 to 1. This feature helps traders identify the intensity of uptrends and downtrends.
Alert Conditions: Includes alert options for crossing above or below the smoothed median line, as well as touching the smoothed upper or lower bands, providing timely notifications for potential trading opportunities.
This image below illustrates the use of smoothed VWAP bands, which provide a cleaner representation of the price's relationship to the VWAP by reducing market noise. The smoothed bands create a flowing cloud-like structure, making it easier to observe significant trends and potential reversal points. The circles highlight areas where the price interacts with the smoothed bands, indicating potential key levels for trend continuation or reversal. This setup helps traders focus on meaningful movements and filter out minor fluctuations, improving the identification of strategic entry and exit points based on smoother trend signals.
Application
Strategic Entry and Exit Points: Helps traders identify optimal entry and exit points based on the interaction with VWAP bands and trend strength readings.
Trend Confirmation: Assists in confirming trend strength by analyzing price movements relative to the VWAP bands and detecting significant breaks or touches.
Customized Analysis: Supports a wide range of trading styles by offering adjustable smoothing, band settings, and alert conditions to meet specific trading needs.
The Advanced VWAP by is a valuable addition to any trader's toolkit, offering versatile features to navigate different market scenarios with confidence. Whether used for day trading or longer-term analysis, this tool enhances decision-making by providing a robust view of price behavior relative to VWAP levels.
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NEXT Regressive VWAPOverview:
This version of the Volume-Weighted Average Price (VWAP) indicator features an extended algorithm, which, in addition to volume and price, also incorporates regression analysis. The result is a more responsive, often leading VWAP slope with a degree of statistical predictability built in. Just like with the original VWAP, NEXT Regressive VWAP offers two optional Standard Deviation bands that parallel it. These can be set to any deviation level, with the default being 1 and -1, indicating one standard deviation above and one below Regressive VWAP, respectively.
Below is a screenshot comparing NEXT Regressive VWAP (green) to the original VWAP (blue) on CME_MINI:ES1! M3 chart.
Application and Strategy Ideas:
Price above NEXT Regressive VWAP is interpreted to have a bullish bias, and below, bearish. You can use TradingView's native Set Alert functionality to be notified, in real-time, when price crosses Regressive VWAP, and/or any of its standard deviation bands. Another popular "probability play" strategy is to scalp price when it crosses under the upper band (short) and crosses over the lower band (long). The screenshot below visualizes such a strategy on NASDAQ:QQQ M1 chart:
Input Parameters:
There are 3 groups of input.
Regression Settings
Length - controls the length of time (in bars) for regression analysis with higher values yielding smoother, more responsive values.
Regression Weighting - controls the degree of regression analysis incorporated into VWAP, with 5 being average, 0-4 less, 6-10 more. The higher the value, the more responsive the Regressive VWAP curve.
VWAP Settings
Anchor Period - controls the origin of VWAP calculations, start of session being the default.
Source - data used for calculating the VWAP, typically HLC/3, but can be used with other price formats and data sources as well.
Offset - shifting of the VWAP line forward (+) or backward (-).
Standard Deviation Bands Settings
Calculate Bands - checking this will add 2 bands, each equidistant (by the amount of Multiplier) from the NEXT Regressive VWAP line.
Bands Multiplier - standard deviation multiplier, with 1 being the default
Signals and Alerts:
Here is how to set price (close) crossing NEXT Regressive VWAP alerts: open a chart, attach NEXT Regressive VWAP, and right-click on chart -> Add Alert. Condition: Symbol e.g. ES (close) >> Crossing >> Regressive VWAP >> VWAP >> Once Per Bar Close.
Timeweighted Colored VWAP with SlopeHey, traders!
This script calculates the VWAP's change rate against ATR in a number of k-lines. It controls the VWAP line's color based on the average change rate, and it changes its color in a time-weighted way.
1. Calculating vwapValue's rate of change
2. Controlling Line's color based on the average change rate against ATR
3. Calculating average change rate in the past k-lines
K线的数量：计算多少根K线的VWAP值的变化率的平均值，相当于用K线的数量来时间加权
变化率阈值：线条颜色变化的阈值，VWAP值的变化率比这个大或者小时改变颜色，否则延续原来的颜色
Good luck with your trading!
Multi-Anchor VWAP Deviation Dashboard Overview
Multi-Anchor VWAP Deviation Dashboard (Optimized Global) is an overlay indicator that computes up to five user-defined Anchored Volume Weighted Average Prices (AVWAPs) from custom timestamps, plotting their lines and displaying real-time percentage deviations from the current close. It enables precise analysis of price positioning relative to key events (e.g., earnings, news) or periods (e.g., weekly opens), with a compact dashboard for quick scans. Optimized for performance, it uses manual iterative calculations to handle dynamic anchor changes without repainting.
Core Mechanics
The indicator focuses on efficient AVWAP computation and deviation tracking:
Anchor Configuration: Five independent anchors, each with a name, UTC timestamp (e.g., "01 Oct 2025 00:00" for monthly open), show toggle, and color. Timestamps define the calculation start—e.g., AVWAP1 from "20 Oct 2025" onward.
AVWAP Calculation: For each enabled anchor, it identifies the first bar at/after the timestamp as the reset point, then iteratively accumulates (price * volume) / total volume from there. Uses HLC3 source (customizable); handles input changes by resetting sums on new anchors.
Deviation Metric: For each AVWAP, computes % deviation = ((close - AVWAP) / AVWAP) * 100—positive = above (potential resistance), negative = below (support).
Visuals: Plots lines (linewidth 1–2, user colors); dashboard (2 columns, 6 rows) shows names (anchor-colored if enabled) and deviations (green >0%, red <0%, gray N/A), positioned user-selectable with text sizing. Updates on last bar for efficiency.
This setup scales deviations across volatilities, aiding multi-period bias assessment.
Why This Adds Value & Originality
Standard VWAPs limit to session anchors (daily/weekly); deviation tools often lack multiples. This isn't a simple mashup: Manual iterative AVWAP (no built-in ta.vwap reliance) ensures dynamic resets on timestamp tweaks—e.g., shift "Event" to FOMC date without recalc lag. The 5-anchor flexibility (arbitrary UTC times) + centralized dashboard (colored deviations at a glance) creates a "global timeline scanner" unique to event-driven trading, unlike rigid multi-VWAP scripts. It streamlines what requires 5 separate indicators, with % normalization for cross-asset comparison (e.g., SPY vs. BTC).
How to Use
Setup: Overlay on chart. Configure anchors (e.g., Anchor1: "Weekly Open" at next Monday 00:00 UTC; enable/show 2–3 for focus). Set source (HLC3 default), position (Top Right), text size (Small).
Interpret Dashboard:
Left Column: Anchor names (e.g., "Monthly Open" in orange).
Right Column: Deviations (e.g., "+1.25%" green = above, bullish exhaustion?).
Scan for confluence (e.g., all >+2% = overbought).
Trading:
Lines: Price near AVWAP = mean reversion; breaks = momentum.
Example: -0.8% below "Event" anchor post-earnings → potential bounce buy.
Use on 1H–D; adjust timestamps via calendar.
Tips: Enable 1–3 anchors to avoid clutter; test on historical events.
Limitations & Disclaimer
AVWAPs reset on anchor bars, potentially lagging mid-period; deviations are % only (add ATR for absolute). Table updates on close (no intrabar). Timestamps must be UTC/future-proof. No alerts/exits—integrate manually. Not advice; backtest deviations on your assets. Past ≠ future. Comments for ideas.
Dynamic EMA x VWAP AlertsDynamic EMA × VWAP Alerts generates buy and sell signals only when an EMA crossover happens in a meaningful VWAP (or standard deviation band) context. By combining classic EMA logic with flexible VWAP anchors (Daily, Weekly, Rolling) and optional advanced filters (ATR, Relative Volume, Deviation, Distance, Time Windows) to trim noise further, the script creates location-aware, filterable alerts rather than “everywhere” crosses. The value for trading and originality here lies in the integration of one or multiple anchors, band gating, combinator logic, and advanced regime filters. It’s designed for use across multiple instruments and timeframes, where EMA/VWAP context is relevant. It can run quietly in the background while you focus on price action and your own S/R levels.
What it does (quick take)
Detects EMA crossovers (double or optional triple) and evaluates them in VWAP context.
Plots Buy/Sell markers only when all chosen conditions are met.
Clean UX: keep all or parts of the engine visible or hide everything and let alerts run based on the silent engine behind your own S/R levels in an uncluttered, practical chart, as illustrated below.
Engine illustration: All selected engines visible
Practical use case: Same snapshot sequence as above but all selected engines invisible
Swing examples (beyond intraday)
Signals-only (clean value view):
Signals + your own S/R lines:
EMA selection (choose your playbook)
Defaults: Fast 9, Medium 21 (common intraday combo).
Modes: Double Cross — Fast vs Medium.
Triple Cross (optional) — adds a Slow EMA trend filter (enable Slow > 0).
Ranges: you can set each EMA 0–200 (0 = hidden/off)
Visuals are optional; you can display or hide each EMA line
EMA cross footprints (optional): Helps you assess trend continuation or change.
Use your own strategy: switch to 9/50, 20/50, 50/200, or whatever EMA set you trust for your instrument/timeframe.
VWAP Selection (the context engine)
Daily VWAP – resets each chart day (00:00–23:59). Typical fit: scalpers and fast intraday decision points.
Weekly VWAP – resets at the start of the calendar week. Typical fit: intraday with higher-timeframe context (aligns day trades with weekly bias).
Rolling VWAP – an adjustable VWMA-based rolling anchor (not session-reset), used as a flexible context reference Typical fit: multi-day swings when you want a flexible anchor that adapts across sessions.
Standard deviation bands (σ ±1/±2/±3) available for each anchor and help you express the “how far from fair value” idea.
Why VWAP matters: it’s a running, volume-weighted anchor where strong moves relative to VWAP and its bands help frame mean-reversion vs. trend-continuation risk. Evaluating crosses relative to VWAP/±σ reduces “everywhere” noise and helps frame potential setups.
How alerts are decided
An alert triggers only when:
Your selected EMA crossover occurs, and
Your chosen VWAP gate(s) and any filters pass. (Computed on bar close to avoid mid-bar noise)
Signals and alerts do not repaint; alerts evaluate and fire once per bar close.
Alert gates (Single / AND / OR)
Select one VWAP source or combine two (e.g., Daily + Weekly) with Single, AND, or OR logic.
Choose gate levels from VWAP or standard deviation bands (±σ). Typical long logic: price at/under VWAP or −σ. Typical short logic: price at/over VWAP or +σ.
Practical recipes:
Trend-follow: Daily AND Weekly at/above VWAP → confirms strength on two anchors.
Mean-reversion probe: Daily OR Rolling at −1σ → allows earlier fades with flexibility.
Advanced filtering: Suitable for advanced/Quant traders
During the research and development of this indicator, the EMA/VWAP cross logic was tested on historical S&P500 Futures data to explore patterns on multiple timeframes. These selected filtering indicators below showed correlation between certain market conditions and chosen indicator thresholds, helping reduce noise and lower-quality alerts. Results were research-oriented and are not predictive of future performance.
Therefore, I have built these indicator filters that run silently in the background. They let you trim noise by requiring alerts to appear only in market regimes you define. Each one constrains alert conditions; using them together helps tailor alerts to your strategy—but overly strict settings may filter out most or all alerts.
Relative Volume (RVOL): compares current volume to a baseline; ensures alerts arrive with participation instead of thin tape.
Deviation Threshold (%): controls how close the cross must be to the VWAP/σ level; tight = anchored signals, loose = more activity.
ATR Gate (+ Relative regime): keeps alerts inside a volatility regime; avoids both dead tape and chaotic spikes.
Distance Guard: requires price to be at least X ticks/% away from VWAP; useful to avoid premature signals near fair value.
Note: It’s not recommended to activate all of them at once or change the values aggressively. Unless you’ve done deeper backtesting or machine learning calibration, you can easily filter out everything. Use small thresholds at first, then adjust to your instrument once you see how each filter changes alert frequency and quality. Advanced/quant users can fine-tune freely.
Case example:
Unfiltered: Timeframe 15 min, EMA Selection 9/21, VWAP gates Rolling (250 bars) OR Weekly
Filtered: Same setup as above + activated filters:
RVOL: 100 bars, Min. RVOL 0.4
Deviation threshold (%): 0.3
ATR Length: 14
Min ATR (%): 0.05
Relative regime: Base length 2000, Min Ratio 0.85, Max Ratio 2
Under the hood
This indicator leans on TradingView built-ins (e.g., EMA, VWMA, ATR, alertcondition) to maximize speed, stability, and compatibility while we implement the custom logic (VWAP anchors, band gating, combinator gates, advanced filters, time windows). Built-ins were easy to work with and reduced edge-case bugs and kept the visuals responsive, while the design gives fine-tuning and clean visuals—so both discretionary traders and quant-minded users can shape the alerts to their strategy and workflow.
Disclaimer
The tools, scripts, and indicators presented here are provided for educational and informational purposes only. They are not financial advice and should not be interpreted as investment recommendations, trading signals, or a solicitation to buy or sell any financial instrument.
All forms of trading and investing involve risk. The past performance of any security, strategy, or market condition does not guarantee future outcomes. Users are solely responsible for their own trading and investment decisions, including evaluating their financial situation, objectives, and risk tolerance.
By using this indicator, you acknowledge that you do so at your own risk. The author accepts no liability for any direct or indirect loss or damage—including, without limitation, loss of profits—that may arise from the use of, or reliance upon, this tool.
VWAP + MACD Estrategia MilloVWAP + MACD Strategy
This indicator combines the VWAP (Volume Weighted Average Price) with MACD (Moving Average Convergence Divergence) to create buy and sell signals. It helps traders identify potential market entry and exit points based on price action and momentum.
Conditions for Buy:
The price must be above the VWAP.
The MACD line crosses above the signal line (bullish crossover).
The MACD line is below the zero line.
Conditions for Sell:
The price must be below the VWAP.
The MACD line crosses below the signal line (bearish crossover).
The MACD line is above the zero line.
Features:
The VWAP line is plotted to represent the average price, weighted by volume, over a specified period.
Buy signals appear when all conditions are met for an upward price movement.
Sell signals appear when all conditions are met for a downward price movement.
MACD and Signal Line: The MACD helps to confirm momentum, while the signal line indicates possible trend reversals.
Customizable: You can modify the VWAP and MACD parameters to suit different trading strategies.
This strategy is designed for intraday traders and scalpers, aiming to catch quick movements while being aware of market momentum.
Feel free to share this description along with the code! Let me know if you need any adjustments or further explanations.
CUSTOM VWAP EMAThe Custom VWAP EMA (Volume-Weighted Average Price Exponential Moving Average) indicator is a powerful tool developed by Vedic Trading to provide traders with valuable insights into market trends and potential reversals. This indicator combines two key elements: the VWAP and the 37 EMA, along with a color-changing feature, to enhance trading decisions.
The VWAP is a popular technical analysis tool used to calculate the average price at which a security has traded throughout the day, taking into account both price and volume. It provides a weighted average based on the volume traded at different price levels, giving more importance to higher volume areas. The VWAP helps traders identify areas of support and resistance and provides a reference point for assessing the fair value of an asset.
The 37 EMA is an exponential moving average calculated by placing more weight on recent price data points. It helps smooth out price fluctuations and provides a visual representation of the overall trend. The 37 EMA is commonly used to identify the direction of the market and potential entry and exit points.
The Custom VWAP EMA indicator combines the VWAP and the 37 EMA to provide traders with a comprehensive view of market dynamics. It calculates the VWAP for different time intervals, such as 15 minutes, daily, and weekly, allowing traders to assess the intraday, daily, and longer-term trends.
One unique feature of this custom indicator is the color-changing capability. The indicator's color changes based on the relationship between the VWAP and the 37 EMA. For example, if the VWAP is above the 37 EMA, the indicator may turn green, indicating a potential bullish trend. Conversely, if the VWAP falls below the 37 EMA, the indicator may change to red, suggesting a potential bearish trend. This color-coded visual cue helps traders quickly identify market conditions and potential trade opportunities.
The Custom VWAP EMA indicator developed by Vedic Trading provides traders with a comprehensive analysis of market trends by combining the VWAP and the 37 EMA. Its color-changing feature enhances the visual interpretation, making it easier for traders to spot potential trading opportunities. This indicator can be a valuable tool for traders seeking to make informed decisions based on the interplay between volume, price, and trend dynamics.
All Moving Averages + VWAPCombines VWAP and Moving Average indicators into one single indicator.
VWAP Indicators
Anchored VWAP (you can change the anchor, default 1 day)
VWAP Standard Deviations (editable, default 1 and 2)
VWAP Fibonacci Deviations (editable, default 61.8% and 161.8%)
Fill Colors for the VWAP extensions to essentially create VWAP channels.
Moving Averages
5 Custom Moving Averages
Moving Average Types for each custom average
Most popular/widely used Moving Averages (algos and others use these most often, backtested. Some disabled by default)
List of most popular Moving Averages
5 EMA
13 EMA
20 EMA
26 EMA
34 EMA
50 EMA
50 SMA
100 EMA
100 SMA
200 EMA
200 SMA
400 SMA
Note: There are 52 weeks in a year, so 26 EMA is half of 52, 13 is half of 26.
Many traders use Moving Average Clouds, which use 5 and 13 for the first, 34 and 50 for the second.
SPY loves 200 SMA
NEXT VWAP SlopeOverview:
This customizable oscillator tracks slope of the Volume-Weighted Average Price ( VWAP ) line, positive and negative, over a user-specified run (bar distance). It is highly responsive, far more so than VWAP alone, making it suitable for issuing long and short signals (especially around 0 crossovers) as well as exit signals at positive and negative extremes (corresponding to price-volume momentum exhaustion).
NASDAQ 100 Futures ( CME_MINI:NQ1! ) 1-minute trend following
The example below shows a NEXT VWAP Slope 0-crossover strategy, issuing long signals when the VWAP Slope line crosses over 0 and short when it crosses under it. You will need the NEXT Strategy Visualizer (free) to plot NEXT VWAP Slope's signals.
NEXT VWAP Slope is highly customizable, allowing you to change the length of the run (for smoother slopes), as well as the midline level - in the above example it is 0. The latter is useful if you want to introduce a bias into your strategies: long, if negative, short, if positive.
Input Parameters:
There are 2 groups of input.
Slope Settings
Slope Run - controls the length of time (in bars) for slope calculation with higher values yielding a smoother, more filtered, but less responsive curve
Midline - the NEXT VWAP Slope level above which market is considered long, below short; default is 0
Upper Limit - the NEXT VWAP Slope level above which market is considered overbought; default is 0 (off)
Lower Limit - the NEXT VWAP Slope level under which market is considered oversold; default is 0 (off)
VWAP Settings
Anchor Period - controls the origin of VWAP calculations, start of session being the default.
Source - data used for calculating the VWAP, typically HLC /3, but can be used with other price formats and data sources as well.
Offset - shifting of the VWAP line forward (+) or backward (-).
Here is how to set NEXT VWAP Slope crossing 0 alerts: open a chart, attach NEXT VWAP Slope, and right-click on chart -> Add Alert. Condition: NEXT VWAP Slope >> VWAP >> Crossing >> Value >> 0 >> Once Per Bar Close.
Haye VWAPThis is VWAP but instead of average price resetting daily, you choose the VWAP reset period.
You could choose an Hourly VWAP, or a 2D VWAP, the choice is yours.
To show the functionality compared to normal VWAP, the below shows Haye VWAP (White) and normal VWAP (red), both set to Daily timeframes and on a Daily Chart.
As you can see, they're identical.
Then the following shows a 15min chart, with VWAP set to 15min timeframe and Haye VWAP set to Daily.
Again, notice they're identical because even when you change the timeframe of the regular VWAP, it still "resets" the average price calculation Daily.
Finally you can see what happens when we change the Haye VWAP period, the average price calculation resets based on the period you choose.
In this case Haye VWAP and regular VWAP are both set to 240 (4Hour) on a 5min chart.
The regular VWAP is displaying the 4Hour data of the VWAP (which resets Daily).
The Haye VWAP (in White) is displaying the Volume Weighted Average Price of the 5min bars, resetting every 4Hours.
This allows us to use the principles of VWAP but apply it to shorter (or longer) timeframes. For example, you could have a VWAP that resets hourly, or a longer VWAP that resets every 2Days.
2 VWAP with selective timeframe and Display liked Ichimoku CloudSET:CKP
This is my first indicator of VWAP that I fork from the original script by public script "VWAP Periodic".
You can see that original script by type "VWAP Periodic" from "New" in "Pine Indicator".
The reason that I want to share my script is only one thing. That I need to discuss, Is this indicator can identify the trend and can use it to adapt to the "Buy-On-Dip" strategy?
Double VWAP can show you 2 lines of VWAP form different periods as my default is "Week" and "Month" timeframe.
Not at all, it fulfils with the background of the simple colour which can be defined Trend just liked "Ichimoku Cound" (Yes indeed, green is uptrend and red is downtrend).
I hope this indicator will help :)
Wishing you good health and get wealth too. :) :) :)
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สวัสดีครับมิตรสหายทุกท่าน อินดิเคเตอร์ที่ผมจะมานำเสนอมิตรสหายนี้ เป็นอินดี้ที่จะแสดงเส้น VWAP ได้ทั้งหมด 2 เส้น โดยท่านสามารถระบุ Timeframe ของ VWAP ที่ท่านต้องการได้เลยครับ
ก่อนอื่นผมของออกตัวก่อนครับ ว่าอินดิเคเตอร์นี้ผมโฟร์คมาจาก Original Public Script จากใน Pinescript แห่ง Trading View นี่ละครับ จากอินดิเคเตอร์ที่มีชื่อว่า "VWAP Periodic" ซึ่งท่านสามารถ กดดู Original Script ได้จากการกดที่
1) ไพน์อินดิเคเตอร์
2) กดเลือกคำว่า "ใหม่"
3) หาอินดิเคเตอร์ที่ชื่อว่า "VWAP Periodic"
้เท่านี้ท่านก็จะได้สคลิปต้นแบบที่ผมนำมาปรับใช้ได้ทันทีครับ
แต่กระนั้นแล้ว ผมจะเปิดโชว์สคริปของผมที่นำมาโฟร์คแล้วให้ทุกท่านได้รับชมกันด้านล่างในส่วนของโค้ดนะครับ
จุดประสงค์ของอินดิเคเตอร์นี้คือได้ฟังแนวคิดของ VWAP จากกัลยาณมิตรเทรดเดอร์ด้วยกันแล้วรู้สึกคลิ๊ก กับอินดิเคเตอร์นี้มากครับ
จะมีอะไรดีไปกว่าการได้รู้ต้นทุนราคาของแต่ละช่วงเวลา ทั้งไทม์เฟรมที่ใหญ่อย่างระดับ "เดือน (เส้นสีเขียว)" และ ระดับ "สัปดาห์ (เส้นสีแดง)" ได้พร้อมกันและดูแท่งเทียนเพื่อ "จับจังหวะซื้อ"(ในไทม์เฟรม ระดับ วัน) ที่ราคาต่ำกว่าค่า VWAP อีกเล่าอรชุน
จุดประสงค์หลักของอินดิเคเตอร์นี้ คือมีไว้เพื่อระบุเทรนด์โดยอาศัยการดูระยะห่างของเส้น VWAP ทั้ง 2 เส้นนี้ และระบุ "จุดกลับตัว" เมื่อก้อนเมฆสีเขียวและแดงเริ่มหายไป เสมือนกับอินดิเคเตอร์ "เมฆหมอกแห่งอิชิโมคุ"
นอกจากนี้เมื่อราคาหุ้นปรับตัวเป็นเทรนด์ขาขึ้นแล้ว เรายังสามารถซื้อเฉลี่ยขาขึ้น หรือใช้กลยุทธ์ Buy-on-Dip ได้อีกด้วยครับ โดยเฉลี่ยซื้อเมื่อราคาตกย่อมาอยู่ที่เส้นสีเขียว แบบนี้เป็นต้นครับ
ผมหวังว่าอินดิเคเตอร์นี้จะเป็นประโยชน์ให้แก่มิตรสหาย และกัลยาณมิตรเทรดเดอร์ทุกท่านนะครับ
ผมขออวยพรให้ทุกท่านมีความสุข ออกจากสนามแข่งหนูนี้ ได้รับอิสระภาพทางการเงิน และ "มีสุขภาพที่แข็งแรง" Work life balance ทุกท่านครับ
ขอบคุณครับ :) :) :)
Bollinger Bands + VWAP + 4-State MACD BackgroundBollinger Bands + VWAP + 4-State MACD Background
An all-in-one technical analysis indicator combining three proven tools with an intelligent momentum-based background visualization system.
📊 FEATURES
Bollinger Bands
Standard Bollinger Bands implementation with full customization options:
Adjustable period length (default: 20)
Multiple moving average types: SMA, EMA, SMMA (RMA), WMA, VWMA
Configurable standard deviation multiplier (default: 2.0)
Visual fill between bands to highlight volatility zones
Offset capability for forward/backward display
Session VWAP (Volume Weighted Average Price)
Automatically resets at the start of each trading session:
Calculates true volume-weighted average price
Resets daily to provide fresh reference levels
Customizable source input (default: HLC3)
Adjustable line appearance (color and width)
Can be toggled on/off as needed
4-State MACD Background System
This is the unique feature of this indicator. The chart background dynamically changes based on MACD momentum analysis, providing instant visual feedback on trend strength and direction:
🟢 Strong Bullish (Bright Green)
MACD line is above signal line
Histogram is growing (momentum accelerating upward)
Indicates strong upward momentum
🟢 Weak Bullish (Pale Green)
MACD line is above signal line
Histogram is shrinking (momentum decelerating)
Early warning signal that uptrend may be weakening
🔴 Strong Bearish (Bright Red)
MACD line is below signal line
Histogram is falling (momentum accelerating downward)
Indicates strong downward momentum
🔴 Weak Bearish (Pale Red)
MACD line is below signal line
Histogram is rising (momentum decelerating)
Early warning signal that downtrend may be weakening
🎯 HOW TO USE
For Trend Trading:
Strong colored backgrounds indicate confirmed momentum in that direction - consider staying with the trend
Weak colored backgrounds signal potential momentum exhaustion - watch for possible reversals
Use VWAP as a dynamic support/resistance level
Bollinger Band breakouts combined with strong MACD backgrounds can confirm trend strength
Price above VWAP + strong bullish background = bullish bias
Price below VWAP + strong bearish background = bearish bias
For Mean Reversion:
Price touching upper/lower Bollinger Bands with weak MACD background may suggest potential reversal
VWAP acts as a mean reversion anchor during range-bound sessions
Background color shifts from strong to weak often precede price direction changes
Look for price return to VWAP when extended beyond bands with weakening momentum
Signal Confirmation:
Strongest signals occur when multiple indicators align:
BB breakout + MACD strong color + price above/below VWAP
Price rejection at BB bands + MACD color weakening
VWAP support/resistance hold + MACD color change
⚙️ SETTINGS
All components are fully customizable through organized input groups:
Bollinger Bands Group:
Period length
Moving average type (SMA/EMA/SMMA/WMA/VWMA)
Source (close/open/high/low/etc.)
Standard deviation multiplier
Offset
VWAP Group:
Toggle show/hide
Source calculation method
Line color
Line width
MACD Group:
Toggle background on/off
Fast length (default: 12)
Slow length (default: 26)
Signal length (default: 9)
Source
Four separate color settings for each momentum state
All colors include transparency controls
💡 EDUCATIONAL VALUE
This indicator teaches important concepts:
How volatility (Bollinger Bands) relates to price movement
The importance of volume-weighted pricing (VWAP)
Momentum analysis through MACD
How combining multiple timeframes and indicators can provide confluence
The difference between trend strength and trend direction
⚠️ IMPORTANT NOTES
This indicator is for educational and informational purposes only
No indicator is perfect - always use proper risk management
Past performance does not guarantee future results
Combine with your own analysis and risk tolerance
Test thoroughly on historical data before live trading
This is not financial advice - use at your own risk
🔧 TECHNICAL DETAILS
Pine Script Version 6
Overlay indicator (displays on price chart)
All calculations use standard, well-documented formulas
Minimal lag due to efficient coding
Compatible with all timeframes and instruments
No repainting - all signals are confirmed on bar close
📝 CHANGELOG
Version 1.0
Initial release
Bollinger Bands with multiple MA types
Session VWAP with daily reset
4-state MACD background system
Full customization options
Developed for traders who want multiple confirmation signals in a clean, organized format without cluttering their charts with separate indicator panels.
Institutional VWAP Suite (Lite Compatible)The **Institutional VWAP Suite (Lite Compatible)** brings true institutional volume-weighted price analysis to every trader — even on TradingView Lite/Free accounts where standard VWAP tools are restricted.
This script recreates the most important VWAP models used by banks, funds, and high-frequency desks, including:
• **Daily VWAP** (exchange-accurate)
• **Weekly VWAP** (manually accumulated)
• **Monthly VWAP** (manually accumulated)
• **Rolling Window VWAP** (array-based, fully Lite-compatible)
All calculations avoid blocked functions like `ta.sum` or session-restricted VWAP calls. Everything is built manually from volume and price to ensure accuracy across all accounts and all markets.
### Features
• Multi-timeframe VWAPs (Daily/Weekly/Monthly)
• Manual Rolling VWAP with adjustable length
• Optional VWAP bands (Lite-safe)
• Clean visuals with color-coded levels
• Optimized arrays for fast, stable performance
• Free-tier compatible — no premium functions required
This tool is designed for traders who want institutional structure, premium-level VWAP calculations, and consistent execution regardless of plan level. Perfect for scalpers, day traders, futures traders, and anyone who uses intraday volume profiles.
### Recommended Use
• Map directional bias using Daily vs Weekly VWAP
• Use Monthly VWAP for macro trend context
• Track intraday mean reversion with Rolling VWAP
• Use VWAP bands as dynamic support/resistance zones
A simple, powerful, no-restrictions VWAP engine — built for everyone.
VWAP – Pivot Pairs (SECONDS‑BASED RESET)VWAP – Pivot Pairs (SECONDS-BASED RESET) is a Pine Script v6 indicator for TradingView that combines pivot-based breakout detection with resettable VWAP (Volume Weighted Average Price) calculations over user-defined rolling time periods in seconds.It identifies high and low swing pivots via breakout logic, then calculates two VWAP lines per anchor:One using high/low as the price source,
One using close as the price source.
These form "pivot pairs" that reset automatically at the start of each custom-duration period (e.g., every 300 seconds), starting from a user-defined UTC time of day (default: 09:30 UTC).Visuals include:Colored VWAP lines (high pair: red, low pair: green),
Semi-transparent fill zones between each pair,
Optional toggles to show/hide high or low pairs.
Use CasesUse Case
Description
Intraday Scalping (1–15 min charts)
Use 60–300 second resets to capture micro-trends within larger sessions. VWAP pairs act as dynamic support/resistance after breakouts.
High-Frequency / Algo Validation
Backtest strategies on tick/second charts where traditional session resets fail. Align resets with exchange micro-sessions or volatility windows.
Opening Range Breakout (ORB) Enhancement
Set period_seconds = 1800 (30 min) and start time = 09:30 UTC → VWAP builds only on first 30 mins post-open, then floats. Pairs show deviation from ORB mean.
Range-Bound Market Analysis
In choppy markets, VWAP pairs converge near fair value. Divergence signals potential breakout. Fill color intensity shows conviction.
Multi-Timeframe Confluence
Overlay on 1-second chart with 300s reset → matches 5-minute structure. Use close-based VWAP for entries, high/low-based for stops.
Key Features SummaryFeature
Function
period_seconds
Rolling window length in seconds (e.g., 300 = 5 min)
period_start_time
UTC time-of-day anchor (default: 09:30)
new_period logic
Triggers full reset of pivots + VWAP on exact second boundary
breakingHigher / breakingLower
Detects confirmed breakouts (not just close above high)
Dual VWAP per anchor
ta.vwap(high) and ta.vwap(close) for range-aware mean
Fill zones
Visual value area between high/close VWAPs
Toggle visibility
Independently show/hide high or low pivot pairs
How It Works – Step-by-StepTime Engine Converts user inputs → milliseconds
Calculates current period start time using integer division from epoch
Detects exact bar when new period begins (new_period = true)
On New Period Resets both high/low anchors to current bar’s h and l
Forces VWAP recalculation from this bar forward
Breakout Detection Only triggers on strong candles (rising/falling, non-doji)
Requires open/close beyond prior pivot → avoids wicks-only breaks
VWAP Accumulation ta.vwap(source, reset_condition) restarts when anchor resets
Two sources per side → shows where volume clustered (at highs vs closes)
Plotting Four lines + two fills
Clean, customizable, overlay-friendly
Pro TipsUse on Heikin Ashi for smoother breakout signals.
Combine with volume profile to validate VWAP clusters.
For crypto, set period_start_time = 0 (00:00 UTC) for clean 4-hour resets.
Add alerts on new_period or breakingHigher for automation.
In short: This is a precision VWAP tool for time-boxed, pivot-driven mean reversion and breakout trading, ideal for scalpers, day traders, and algo developers needing sub-session granularity.
Rolling Midpoint of Price & VWAP with ATR BandsThe Rolling Midpoint of Price & VWAP with ATR Bands indicator is a dual-equilibrium concept that fuses price-range structure and traded-volume flow into one continuously updating hybrid model. Traditional VWAPs reset each session and reflect where trading occurred by volume, while midpoints used here reveal where price has structurally balanced between extremes. This script merges both ideas into a cohesive, dynamic system. The Rolling Price Midpoint (50 % of range) represents the structural fair-value line, calculated as the average of the highest high and lowest low over a selected window. The Rolling VWAP (Volume-Weighted Window) tracks the flow-based fair-value line by weighting each bar’s typical price by its volume. Together, these components form the Hybrid Equilibrium — the adaptive center of gravity that shifts as price and volume evolve. Surrounding this equilibrium, ATR Bands at ± 2.226 ATR and ± 5.382 ATR define volatility envelopes that expand and contract with market energy. The result is a living cloud that breathes with the market: compressing during phases of balance and widening during impulsive movements, offering traders a clear visual framework for understanding equilibrium, volatility, and directional bias in real time.
➖
⚙️ Auto-Preset System
The Auto-Preset System intelligently adjusts lookback windows for both the Price Midpoint and VWAP calculations according to the active chart timeframe.
This ensures that the indicator automatically adapts to any trading style — from scalping on 1-minute charts to swing trading on daily or weekly charts — without manual tuning.
🔹 How It Works
When Auto-Preset mode is enabled, the script dynamically selects the most effective lookback lengths for each timeframe.
These presets are optimized to balance responsiveness and stability, maintaining consistent real-world coverage (e.g., the same approximate duration of price data) across all intervals.
📊 Preset Mapping Table
| Chart Timeframe | Price Midpoint Lookback | VWAP Lookback |
|:----------------:|:-----------------------:|:--------------:|
| 1–3m | 13 bars | 21 bars
| 5–10m | 21 bars | 34 bars
| 15–30m | 34 bars | 55 bars
| 1–2 hr | 55 bars | 89 bars
| 4 hr-1D | 89 bars | 144 bars
| 1W | 144 bars | 233 bars
| 1M | 233 bars | 377 bars
⚡ Notes & Customization
- Manual Override: Turn off Auto-Preset Mode to specify your own custom lookback lengths.
- Consistency Across Scales: These adaptive values keep the indicator visually coherent when switching between timeframes — avoiding distortions that can occur with static lengths.
- Practical Benefit: Traders can maintain a single chart layout that self-tunes seamlessly, removing the need to manually recalibrate settings when shifting from short-term to long-term analysis.
In short, the Auto-Preset System is designed to make this hybrid equilibrium tool timeframe-aware — automatically scaling its logic so that the cloud behaves consistently, regardless of chart resolution.
➖
🌐 Hybrid Equilibrium Envelope
The core hybrid midpoint acts as the mean of structural (price) and volumetric (VWAP) balance.
ATR-based bands project natural expansion zones:
🔸+2.226 / –2.226 ATR → inner equilibrium (controlled trend)
*🔸+5.382 / –5.382 ATR → outer volatility extension (over-stretch / reversion zones)
Color-coded fills show regime strength:
* 🟧 Upper Outer (+5.382) – strong bullish expansion
* 🟩 Upper Inner (+2.226) – trending equilibrium
* 🔴 Lower Inner (–2.226) – mild bearish control
* 🟣 Lower Outer (–5.382) – volatility exhaustion
➖
🧭 Higher-Timeframe Framework
Two macro anchors — Price length of 144 and VWAP length of 233 — outline higher-timeframe bias zones. These help confirm when local momentum aligns with (or fades against) long-term structure.
Labels on the right show active lookback values for quick readout:
`$(13) V(21)` → current rolling pair
`$144 / V233` → macro anchors
➖
🧩 Chart Examples
**AMD 15m (Equilibrium Expansion)**
Price steadily rides above the hybrid midpoint as teal and orange (bullish) ATR zones widen, confirming a phase of controlled bullish volatility and healthy trend expansion.
BTCUSD 1m (Volatility Compression)
Bitcoin coils tightly inside the teal-to-maroon equilibrium bands before breaking out.
The hybrid midpoint flattens and ATR envelopes contract, signaling a state of balance before volatility expansion.
ETHUSD 15m (Transition from Compression → Impulse)
Ethereum transitions from purple-zone compression into a clear upper-band expansion.
The hybrid midpoint breaks above the macro VWAP 233, confirming the shift from equilibrium to directional momentum.
SOFI 1m (Micro Bias Reversal)
SOFI’s intraday structure flips as price reclaims the hybrid midpoint.
The macro VWAP 233 flattens, signaling a transition from oversold lower bands back toward equilibrium and early trend recovery.
➖
🎯 How to Use
1. Bias Detection – Price > Hybrid Midpoint → bullish; < → bearish.
2. Volatility Gauge – Watch band spacing for compression / expansion cycles.
3. Confluence Checks – Align Hybrid Midpoint with HTF 233 VWAP for strong continuation signals.
4. Mean Reversion Zones – Outer bands highlight areas where probability of snap-back increases.
➖
🔧 Inputs & Customization
Auto Presets toggle
🔸Manual Lookback Overrides** for fine-tuning
🔸Plot Window Length** (show recent vs full history)
🔸ATR Sensitivity & Fill Opacity** controls
🔸Label Padding / Font Size** for cleaner overlay visuals
➖
🧮 Formula Highlights
➖Rolling Midpoint = (highest(high,N) + lowest(low,N)) / 2
➖Rolling VWAP = Σ(Typical Price×Vol) / Σ(Vol)
➖Hybrid = (PriceMid + VWAP) / 2
➖Upper₂ = Hybrid + ATR×2.226
➖Lower₂ = Hybrid − ATR×2.226
➖Upper₅ = Hybrid + ATR×5.382
➖Lower₅ = Hybrid − ATR×5.382
➖
🎯 Ideal For
➡️ Traders who want adaptive fair-value zones that evolve with both price and volume.
➡️ Analysts who shift between scalping, swing, and position timeframes, and need a tool that self-adjusts.
➡️ Those who rely on visual structure clarity to confirm setups across changing volatility conditions.
➡️ Anyone seeking a hybrid model that unites structural range logic (midpoint) and flow-based balance (VWAP).
➖
🏁 Final Word
This script is more than a visual overlay — it’s a complete trend and structure framework built to adapt with market rhythm. It helps traders visualize equilibrium, momentum, and volatility as one cohesive system. Whether you’re seeking clean trend alignment, dynamic support/resistance, or early warning signs of reversals, this indicator is tuned to help you react with confidence — not hindsight.
➖
Remember — no single indicator should ever stand alone. For best results, pair it with price action context, higher-timeframe structure, and complementary tools such as moving averages or trendlines. Use it to confirm setups, not define them in isolation.
💡 Turn logic into clarity, structure into trades, and uncertainty into confidence.
Anchored EMA/VWAP### Anchored EMA/VWAP Indicator
**Description:**
The **Anchored EMA/VWAP Indicator** is a powerful and versatile tool designed for traders seeking to analyze price trends and momentum from a user-defined anchor point in time. Built for TradingView using Pine Script v6, this indicator calculates and displays multiple **Exponential Moving Averages (EMAs)**, **Volume-Weighted Exponential Moving Averages (VWEMAs)**, and a **Volume-Weighted Average Price (VWAP)**, all anchored to a specific date and time chosen by the user. By anchoring these calculations, traders can focus on price action relative to significant market events, such as news releases, earnings reports, or key support/resistance levels.
The indicator supports multi-timeframe (MTF) analysis, allowing users to compute EMAs, VWEMAs, and VWAP on a higher or custom timeframe (e.g., 5-minute, 1-hour, daily) while overlaying the results on the current chart. It also includes customizable cross signals for EMA and VWEMA pairs, marked with distinct shapes (circles, diamonds, squares) to highlight potential trend changes or reversals. These features make the indicator ideal for trend-following, momentum trading, and identifying key price levels across various markets, including stocks, forex, cryptocurrencies, and commodities.
**Key Features:**
- **Anchored Calculations**: EMAs, VWEMAs, and VWAP start calculations from a user-specified anchor time, enabling analysis relative to significant market moments.
- **Multi-Timeframe Support**: Compute indicators on any timeframe (e.g., 60-minute, daily) and display them on the chart’s timeframe for flexible analysis.
- **Customizable EMAs and VWEMAs**: Four EMAs and four VWEMAs with adjustable lengths (default: 9, 21, 50, 100) and colors, with options to show or hide each.
- **Volume-Weighted Metrics**: VWAP and VWEMAs incorporate volume data, providing a more robust representation of market activity compared to standard EMAs.
- **Cross Signals**: Visual markers (circles, diamonds, squares) for crossovers between EMA and VWEMA pairs, with customizable visibility to highlight bullish (up) or bearish (down) signals.
- **User-Friendly Interface**: Organized input groups for General, EMA, VWEMA, VWAP, Arrow Settings, and Cross Visibility, with intuitive inline inputs for length and color customization.
- **Visual Clarity**: Overlaid on the price chart with distinct colors and line styles (dotted for EMAs, dashed for VWEMAs, solid for VWAP) to ensure easy interpretation.
**How to Use:**
1. **Set the Anchor Time**: Click a specific bar or enter a date/time (default: June 1, 2025) to start calculations from a significant market event.
2. **Select Timeframe**: Choose a timeframe (e.g., "5" for 5-minute, "D" for daily) to compute the indicators, allowing alignment with your trading strategy.
3. **Customize EMAs and VWEMAs**: Adjust lengths and colors for up to four EMAs and VWEMAs, and toggle their visibility to focus on relevant lines.
4. **Enable VWAP**: Display the anchored VWAP to identify volume-weighted price levels, useful as dynamic support/resistance.
5. **Monitor Cross Signals**: Enable cross visibility for specific EMA or VWEMA pairs to spot potential trend changes. Bullish crosses (e.g., shorter EMA crossing above longer EMA) are marked with green shapes below the bar, while bearish crosses are marked with red shapes above the bar.
6. **Interpret Signals**: Use EMA/VWEMA crossovers for trend confirmation, VWAP as a mean-reversion level, and volume-weighted VWEMAs for momentum analysis in high-volume markets.
**Use Cases:**
- **Trend Trading**: Identify trend direction using EMA and VWEMA crossovers, with shorter lengths (e.g., 9, 21) for faster signals and longer lengths (e.g., 50, 100) for trend confirmation.
- **Mean Reversion**: Use the anchored VWAP as a dynamic support/resistance level to trade pullbacks or breakouts.
- **Event-Based Analysis**: Anchor the indicator to significant events (e.g., earnings, economic data releases) to analyze price behavior post-event.
- **Multi-Timeframe Strategies**: Combine higher timeframe EMAs/VWAPs with lower timeframe price action for high-probability setups.
**Settings:**
- **Anchor Time**: Set the starting point for calculations (default: June 1, 2025).
- **Timeframe**: Choose the timeframe for calculations (default: 5-minute).
- **EMA/VWEMA Lengths**: Default lengths of 9, 21, 50, and 100 for both EMAs and VWEMAs, adjustable per user preference.
- **Colors**: Customizable colors with slight transparency for visual clarity.
- **Cross Visibility**: Toggle specific EMA and VWEMA cross signals (e.g., EMA1/EMA2, VWEMA1/VWEMA3) to reduce chart clutter.
- **Arrow Colors**: Green for bullish crosses, red for bearish crosses.
**Notes:**
- The indicator is overlaid on the price chart, ensuring seamless integration with price action analysis.
- VWEMAs and VWAP are volume-sensitive, making them particularly effective in markets with significant volume fluctuations.
- Ensure the anchor time is set to a valid historical or future bar to avoid calculation errors.
- Cross signals are conditional on non-NA values to prevent false positives during initialization.
**Author**: NEPOLIX
**Version**: 6 (Pine Script v6)
**Published**: For TradingView Community
This indicator is a must-have for traders looking to combine anchored, volume-weighted, and multi-timeframe analysis into a single, customizable tool. Whether you're a day trader, swing trader, or long-term investor, the Anchored EMA/VWAP Indicator provides actionable insights for informed trading decisions.
VWAP Confluência 3x VWAP Confluence 3x — Daily · Weekly · Anchored
Purpose
A pragmatic VWAP suite for execution and risk management. It plots three institutional reference lines: Daily VWAP, Weekly VWAP, and an Anchored VWAP (AVWAP) starting from a user-defined event (news, earnings, session open, swing high/low).
Why it matters
VWAP is the market’s “fair price” weighted by where volume actually traded. Confluence across timeframes and events turns noisy charts into actionable bias and clean levels.
What it does
Daily VWAP — resets each trading day; intraday “fair value.”
Weekly VWAP — resets each week; swing context and larger player defense.
Anchored VWAP — starts at a precise timestamp you set (e.g., news release).
Price source toggle — Typical Price
(
𝐻
+
𝐿
+
𝐶
)
/
3
(H+L+C)/3 or Close.
Visibility switches — enable/disable each line independently.
Anchor marker — labels the first bar of the AVWAP.
Inputs
Show Daily VWAP (on/off)
Show Weekly VWAP (on/off)
Show Anchored VWAP (on/off)
Price Source: Typical (H+L+C)/3 or Close
Anchor Time: timestamp of your event (uses the chart/exchange timezone)
How to anchor to a news event
Find the exact release time as shown in your chart’s timezone.
Open the indicator settings → set Anchor Time to that minute.
The AVWAP begins at that bar and accumulates forward.
Playbook (examples, not signals)
Strong long bias: price above Daily and Weekly VWAP; AVWAP reclaimed after news.
Strong short bias: price below Daily and Weekly; AVWAP reject after news.
Mean-revert zones: price stretches far from the active VWAPs and snaps back; size around VWAP with tight risk.
Targets: opposite VWAP, prior day/week highs/lows, or liquidity pools near AVWAP.
Best used with
Session highs/lows, liquidity sweeps, volume profile, and time-of-day filters.
Notes & limitations
Works best on markets with reliable volume (equities, futures, liquid crypto). FX spot uses synthetic volume—interpret accordingly.
Anchor Time respects the chart’s timezone. Convert news times before setting.
This is an indicator, not a backtestable strategy. No trade advice.
Disclaimer
For educational purposes only. Trading involves risk. Do your own research and manage risk responsibly.
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.
(JS) Interchanging ATR & VWAP BandsOkay so this is pretty simple, but I think it's a great tool for day trading especially. I just took the default VWAP and Keltner channel scripts and combined them together.
The top option allows you to choose which one you'd prefer to use, "Use ATR instead of VWAP" .
The next options, "ATR Source", "KC Length", and "ATR Length" are the parameters for the ATR Bands.
"Number of Bands" allows you to choose how many bands you'd like to be on display (you can choose 1-8).
"Use Expoential MA" and "Band Style" are more default parameters from Keltner Channels used to set up the ATR Bands.
The "ATR Bands" are just stacked Keltner Channels separated by 1 ATR each, whereas the "VWAP Bands" are separated by standard deviation just like the default script from Trading View.
In these example chart, you can see the weekly VWAP with 8 deviation bands and 5 ATR bands with Keltner Channels.
(JS) VWAP BandsThis is a pretty simple script here - I took the VWAP and combined it with Bollinger Bands.
The bands can vary a lot based on chart resolution, so I wanted to make sure the resolution could be modified so you can use the resolution you're most comfortable with, or find the most success with.
Length:
Length of bars used to calculate the bands.
Standard Deviation Band 1-3:
There's three bands all together, this option allows you to modify the number of standard deviations per band.
VWAP Period:
This modifies when you want the VWAP to begin (Session, Week, Month, Year).
Offset:
This moves the VWAP and the bands the amount of bars you select, default is of course set to zero.
Source:
This selects the source of calculation, HLC/3 is the default VWAP calculation.
This is a pretty self explanatory script, I thought being able to see the standard deviations of the VWAP could prove to be useful - hope you all like it!
3D VWAP With Standard Deviation BandsThis indicator is free to all Oasis Trading Group members.
The 3D VWAP uses the VWAP calculation, but instead of 1 day worth of data it uses 3 days to continuously calculate and allow for use of longer time frames while trading. This indicator will also mark the 3D VWAP close as a support and resistance line to use in future trading.
The VWAP line will turn green when ascending and red when descending.
The top and bottom blue lines are standard deviations of the 3D VWAP, you can change how many deviations it uses in the inputs.
For Access or Questions: Private message us. Thank you.
Custom MTF VWAP 5x This is a combination of all VWAPs I use to find high probability trade setups and targets by only taking trades when different VWAPs align
RSI VWAP EMA ON CHART1. Understand the components
VWAP (Volume Weighted Average Price)
Green: price is above VWAP → bullish trend
Red: price is below VWAP → bearish trend
Blue: price exactly at VWAP → neutral
Acts as a dynamic trend line and support/resistance.
4 Moving Averages (MA1–MA4)
Customizable lengths and type (SMA or EMA).
Useful for trend confirmation and dynamic support/resistance.
Typically:
MA1 = fastest (short-term)
MA4 = slowest (long-term)
When price is above multiple MAs → strong bullish trend; below → bearish trend.
RSI Overlay with VWAP Alignment
RSI line normalized to price scale.
Background shading indicates momentum aligned with VWAP trend:
Green shading: RSI > 50 and price above VWAP → bullish momentum
Red shading: RSI < 50 and price below VWAP → bearish momentum
Gray areas: neutral or momentum does not align with VWAP.
2. Basic usage workflow
Trend Confirmation
Look at VWAP color: price above → bullish, below → bearish.
Check RSI + VWAP shading: green confirms bullish momentum, red confirms bearish momentum.
Check MA alignment: shorter MAs above longer MAs = stronger bullish trend; vice versa for bearish.
Entry Signals (Scalping)
Long (Buy) Setup
Price above VWAP (green)
RSI green shading (RSI > 50)
Shorter MAs above longer MAs (trend support)
Short (Sell) Setup
Price below VWAP (red)
RSI red shading (RSI < 50)
Shorter MAs below longer MAs
Exits / Stops
Exit if price closes against VWAP trend (e.g., price drops below VWAP during a bullish trade).
Use nearest MA support/resistance as stop-loss or take-profit zones.
3. Optional adjustments for scalping
RSI length / thresholds
Shorter RSI (7–10) → faster response for scalping.
Standard RSI (14) → smoother, fewer false signals.
MA lengths
Short-term: 20–50
Medium-term: 50–100
Long-term: 100–200
Can tweak for the timeframe you trade (1m, 5m, 15m).
Timeframe
VWAP works best on intraday charts (1m, 5m, 15m).
Use higher timeframe (e.g., 15m or 1h) for trend direction and lower timeframe (1m–5m) for entries.
4. Example Scalping Setup
Bullish setup (buy):
Price above VWAP → VWAP green
RSI > 50 and green shading
Shorter MAs above longer MAs
Enter on small pullback or breakout
Stop: below nearest MA or VWAP
Bearish setup (sell):
Price below VWAP → VWAP red
RSI < 50 and red shading
Shorter MAs below longer MAs
Enter on minor bounce or breakdown
Stop: above nearest MA or VWAP
5. Visual cues summary
Element Interpretation
VWAP Green Price above VWAP → bullish trend
VWAP Red Price below VWAP → bearish trend
RSI Green Shading Bullish momentum aligns with VWAP
RSI Red Shading Bearish momentum aligns with VWAP
MA Alignment Trend strength (short above long = bullish, short below long = bearish)
