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Anchored VWAP ClickIt calculates AVWAP set from a mouse click on a chart instead of having to edit a popup box, manually transferring date and time from the chart. It's the Oct 2021 sample script from Tradingview to demonstrate their new chart interactive capabilities of Pine script. www.tradingview.com I take no credit for this, just noticed it wasn't in the Public Library. This ability to accept OnMouse positional data from the chart, into an indicator has been needed in TV for a long time. Glad to see they continue to grow the capabilities.
Penunjuk Pine Script®
oleh claypuzzle
9
Auto Anchored Volume Weighted Average Price - Custom AVWAP Based on Brian Shannon's AVWAP - This indicator anchors vwap to the highest high, lowest low and highest volume bar of a user defined lookback period. In the chart example above on AVAX, the lookback period is set to 90 days - The blue line depicts AVWAP from the highest bar in in the last 90 dats - The purple Line is AVWAP from the lowest bar in the last 90 days - The golden line is AVWAP from the highest volume bar in the last 90 Days These levels act as a price magnet and strong levels of support and resistance. I use them to identify chart locations for where I want to do business and look for trade setups. Unlike moving averages, AVWAP will maintain it's chart position no matter the chart resolution. One way to take advantage of this is to wait for price to get to one of these levels, go to lower timeframes and find low risk setups based on your trading strategy. You can customise the look and feel and which anchors you want displayed. You can use multiple instances with varying lookback periods to display shorter and longer term levels simultaneously
Penunjuk Pine Script®
oleh elScipio
15
VWAP-Bollinger BandsThis script uses Bollinger bands but with a VWAP as the source, it uses the high crossing the upper band as a buy signal and a low crossing the lower band as a sell signal Its default settings are for a day chart - Crypto 30 periods, forex 24 periods and stocks 20 periods, which basically line up with a month per asset class ive seen good results in crypto and stocks, settings used between1% and 10% equity per trade with a 0.1% fee which lines up with Binance fee structure and $25 per trade which lines up with Commsec on the ASX
Strategi Pine Script®
oleh Wayne-o
Piv X ProPiv X Pro - Advanced Pivot Detection with Multi-Timeframe Confluence Analysis Overview Piv X Pro identifies pivot highs and lows using a confluence scoring system. It combines pivot detection, volume-weighted analysis, Williams %R divergence, and multi-timeframe confirmation to highlight higher-probability pivot zones. What Makes This Script Original This script combines several components into a single workflow: Dynamic pivot strength calculation based on ATR Confluence scoring (10+ factors) to rank pivot quality Multi-timeframe VWAP analysis (bottom/top extremes plus period-based VWAPs) Williams %R divergence detection with anchored VWAPs Market structure shift (CHoCH) identification Real-time and confirmation modes for different trading styles How It Works Pivot Detection: Uses ATR-based dynamic pivot strength (adjusts to volatility) Filters pivots by significance (distance from recent averages) Optional volume confirmation Real-time mode for immediate detection or confirmation mode for verified pivots Confluence Scoring System: Each pivot receives a score (0-100+) based on: Volume spikes (15 points) Higher timeframe trend alignment (20 points) RSI oversold/overbought conditions (25 points) Price exhaustion signals (10 points) RSI divergence (15 points) Swing failure patterns (15 points) Liquidity sweeps (10 points) Candle reversal confirmation (10 points) Key level alignment (10 points) Fair value gap fills (10 points) Session weighting (10 points) Multi-timeframe pivot confluence (15 points) Major Pivot Thresholds: Real-time mode: 60+ confluence score Confirmation mode: 80+ confluence score Golden zones: 90+ score (highlighted differently) VWAP Analysis: Bottom/Top VWAPs: Anchored to absolute extremes within a lookback period Period VWAPs: Weekly, Monthly, Yearly, plus 4D, 9D, 4H, 8H Previous period VWAPs: Shows last period's VWAP for reference Williams Divergence VWAPs: Anchored VWAPs triggered by bullish/bearish divergences Market Structure: Identifies Market Structure Shifts (CHoCH) when pivot sequences break Draws structure lines connecting major pivots Visual zones around major pivot levels How to Use Setup: Apply to any timeframe (optimized for 1min, 5min, 15min, 1H) Adjust pivot detection sensitivity via "ATR Pivot Strength Multiplier" Choose Real-Time Mode (immediate) or Confirmation Mode (verified pivots) Reading the Signals: Major Pivot Low (PL): Green zones with confluence score Major Pivot High (PH): Purple zones with confluence score Golden Zones: Yellow highlights (90+ score) CHoCH: Blue dashed lines marking structure breaks Williams Divergence: Triangles + anchored VWAP lines Trading Applications: Support/Resistance: Use major pivot zones as key levels Entry Timing: Combine confluence scores with price action Trend Following: Use CHoCH signals for trend changes Divergence Trading: Williams %R divergences with anchored VWAPs Multi-Timeframe: Use HTF trend filter and VWAPs for context Important Notes: This is a technical analysis tool, not a trading system Confluence scores indicate probability, not guarantees Past performance does not predict future results Always use proper risk management Combine with your own analysis and strategy Key Features Pivot Quality Filters: ATR-based significance filtering Volume confirmation (optional) Multi-timeframe confluence Session-based weighting (optional) Visual Elements: Pivot zones (extendable boxes) Structure lines (connecting major pivots) CHoCH markers (market structure shifts) Multiple VWAP overlays Williams divergence markers Customization: Adjustable pivot strength multiplier Enable/disable individual confluence factors Customizable colors and visual styles Alert system for major pivots and structure shifts Technical Details Open Source: This script is open source. The code is available for review and modification. Users can see exactly how calculations are performed. Calculations: Pivot detection uses ta.pivothigh() and ta.pivotlow() with dynamic strength VWAP calculations use cumulative price×volume / cumulative volume Confluence scoring is additive based on multiple technical factors Williams %R divergence uses pivot comparison logic Limitations: Historical data access limits apply (Pine Script constraints) Structure lines limited to 500 bars for performance Real-time mode may show pivots that later invalidate Confirmation mode adds lag but increases reliability Disclaimer This script is for educational and informational purposes. It does not provide financial advice. Trading involves risk. Always do your own research and use proper risk management. Past performance does not guarantee future results.
Penunjuk Pine Script®
oleh RickyTSpanish
Tactical DeviationTactical Deviation - Multi-Timeframe VWAP Deviation Analysis OVERVIEW Tactical Deviation combines Volume-Weighted Average Price (VWAP) with statistical standard deviation analysis across multiple timeframes (daily, weekly, monthly) to identify potential mean reversion opportunities and extreme price conditions. WHAT MAKES THIS ORIGINAL This script provides a unified multi-timeframe VWAP deviation system that: - Calculates volume-weighted standard deviation (not simple price movements) - Simultaneously tracks deviation levels across daily, weekly, and monthly VWAPs - Offers dynamic volatility adjustment (ATR-based multiplier scaling) - Visualizes deviation zones with color-coded clouds (1σ-2σ, 2σ-3σ, 3σ+) - Integrates pivot detection, volume confirmation, and optional RSI filtering HOW IT WORKS The indicator calculates VWAP and standard deviation for each timeframe using volume-weighted statistics: 1. VWAP = Sum(Price × Volume) / Sum(Volume) for each period 2. Standard Deviation = √ 3. Creates ±1σ, ±2σ, and ±3σ bands around each VWAP 4. Tracks current price deviation in standard deviations from each VWAP Deviation levels: - Level 0: Within ±1σ (normal range) - Level 1: Between ±1σ and ±2σ (moderate deviation) - Level 2: Between ±2σ and ±3σ (significant deviation) - Level 3: Beyond ±3σ (extreme deviation) Optional dynamic multipliers adjust band width based on ATR volatility - wider bands in volatile markets, tighter in calm markets. HOW TO USE Basic Usage: - Enable desired VWAP timeframes (Daily/Weekly/Monthly) - Monitor the info table showing current deviation levels - Look for price reaching ±2σ or ±3σ zones (marked with ⚠️ and 🔥 icons) Visual Elements: - VWAP lines: Green (Daily), Purple (Weekly), White (Monthly) - Colored clouds: Show deviation zones (darker = more extreme) - Info table: Displays current deviation in standard deviations (σ) Trading Applications: Mean Reversion: Price reaching ±2σ/±3σ zones may indicate overextension. Look for reversal signals (pivot bounces, volume spikes) with VWAP as mean reversion target. Trend Analysis: Consistent price above/below VWAP with low deviation suggests trend strength. Extreme deviations may indicate trend exhaustion. Multi-Timeframe Confluence: Compare deviation levels across timeframes. Confluence of extremes on multiple VWAPs may indicate stronger setups. Signal System (Optional): Signals appear when price reaches extreme deviations (≥2σ) with optional confirmations: - Volume spike (1.5× average) - Pivot reversal (bounce off pivot low/high) - RSI filter (oversold/overbought) - Multi-VWAP confluence IMPORTANT: Signals are informational only. Always use proper risk management, stop losses, and confirm with your own analysis. Past performance does not guarantee future results. SETTINGS RECOMMENDATIONS Day Trading: Enable Daily VWAP, show ±1σ bands, use dynamic multipliers, enable pivot reversal. Swing Trading: Enable Daily + Weekly VWAPs, use confluence (2+ VWAPs), enable volume confirmation and RSI filter. Position Trading: Enable all three VWAPs, use confluence requirement, focus on ±2σ/±3σ zones, enable all filters. TECHNICAL DETAILS - VWAP resets at period start (midnight daily, Sunday weekly, 1st of month monthly) - Standard deviation uses volume-weighted statistics - Pivot detection: Configurable lookback (default 5 bars) - Volume analysis: Compares to SMA (default 20-period) - RSI: Standard 14-period calculation DISCLAIMER This indicator is a tool for analysis and should not be used as the sole basis for trading decisions. VWAP and standard deviation describe past price behavior. Market conditions change, and historical patterns may not repeat. No indicator can predict future movements with certainty. Always use proper risk management. Past performance does not guarantee future results. Educational purposes only.
Penunjuk Pine Script®
oleh RickyTSpanish
Temporary imbalances 2.0 This indicator attempts to calculate potential points of imbalance and equilibrium based on VWAPs and modified moving averages. The idea is to determine if there has been a change in volume and perform the calculation from that point It uses the standard deviation to determine the significant imbalance threshold. Candles with bullish imbalances are highlighted in green, while candles with bearish imbalances are highlighted in red. "It also features a set of VWAPs and modified moving averages that you can enable or disable." When you activate the 'Show Anchor VWAP' option, it will add five modified VWAPs. Practical Significance: The Anchored VWAP is a volume-weighted average price that serves as a dynamic reference to assess the average price during specific moments of market imbalance. During a bullish imbalance, the anchor_vwap reflects the VWAP at that moment, emphasizing price behavior during that specific period. Similarly, in a bearish imbalance, the anchor_vwap provides the associated VWAP for that condition, highlighting price movements during the imbalance phase. How to Use: The anchor_vwap can be employed to contextualize the volume-weighted average price during critical moments associated with significant changes in market imbalance. By analyzing price behavior during and after periods of imbalance, the Anchored VWAP can help better understand market dynamics and identify potential areas of support or resistance. Show VWAP Percent Imbalance" Definition: Represents the Volume Weighted Average Price (VWAP) adjusted by the volume-weighted average of the price multiplied by volume, with a focus on conditions where the percentage volume variation surpasses a predefined threshold. Calculation: Utilizes the simple moving average weighted of the product of the volume-weighted average price and volume only when the percentage volume variation exceeds a specific threshold. Interpretation: Provides insight into the volume-weighted price trend during conditions where the percentage volume variation exceeds a predefined limit. The "showDeltaVWAP" is a toggleable setting that you can turn on or off. When activated, it displays special lines on the chart. Let's understand what these lines represent: Delta Anchor VWAP: A green line (Delta Anchor VWAP) represents a measure of market volume imbalance. Delta2 Anchor VWAP: A red line (Delta2 Anchor VWAP) shows another perspective of volume imbalance. VWAP Delta Volume: A light blue line (VWAP Delta Volume) displays a volume-weighted average of price. VWAP Delta Volume2: An orange line (VWAP Delta Volume2) shows another view of the volume-weighted average of price. Delta3 Anchor VWAP: A light blue line (Delta3 Anchor VWAP) represents a combination of the previous measures. Delta4 Anchor VWAP: A purple line (Delta4 Anchor VWAP) is another combination, providing an overall view. These lines are based on different conditions and calculations related to trading volume. When you activate "showDeltaVWAP," these lines appear on the chart, aiding in better understanding market behavior. "Show Faster Volatility" is an option that you can enable or disable. When activated (set to true), it displays special lines on the chart called "Faster Volatility VWAP," "Faster Volatility VWAP2," and "Faster Volatility VWAP3." Let's understand what these lines represent: Faster Volatility VWAP: A purple line (Faster Volatility VWAP) is a Volume Weighted Average Price (VWAP) that is calculated more quickly based on short-term price reversal patterns. Faster Volatility VWAP2: A light gray line (Faster Volatility VWAP2) is another Volume Weighted Average Price (VWAP) that is calculated even more quickly based on even shorter-term price reversal patterns. Faster Volatility VWAP3: A purple line (Faster Volatility VWAP3) is another Volume Weighted Average Price (VWAP) calculated rapidly based on even shorter-term price reversal patterns. These lines are designed to indicate moments of possible exhaustion of volatility in the market, suggesting that there may be a subsequent increase in volatility. When you activate "Show Faster Volatility," these lines are displayed on the chart. "Show Average VWAPs Imbalance" displays weighted averages of different Volume Weighted Average Prices (VWAPs) in relation to specific market conditions. Here's an explanation of each component: Standard VWAP: The blue line represents the standard VWAP, a volume-weighted average of asset prices over a specific period. VWAP with Added Imbalance (avg_vwap2): The pink line is a weighted average that adds an imbalance value to the standard VWAP. This component highlights periods of market imbalance. VWAP with Balance (avg_vwap3): The lilac line is a weighted average that adds balance based on the imbalance between uptrend and downtrend, reflecting changes in volume. This provides insights into supply and demand dynamics. Overall Average of VWAPs (avg_vwaptl): The violet line is a weighted average that incorporates both standard and adjusted VWAPs, offering an overview of market behavior under different considered conditions. Visual Customization (Show Average VWAPs Imbalance): Users have the option to show or hide these average lines on the chart, allowing for a clear visualization of market trends. "Show Min Variation VWAP" is associated with the calculation and display of a smoothed version of the Volume Weighted Average Price (VWAP), taking into account the minimum price variation over a specific period. "How Imbalance Anchor VWAP Calculated as the smoothed relationship between liquidity difference and maximum VWAP equilibrium" is associated with the calculation and display of a smoothed version of the Imbalance Anchor VWAP. Here is a detailed explanation: Calculations and Smoothing: The variable "smoothed_difference" represents the exponential moving average (EMA) of the difference between two variables related to liquidity. "smoothed_difference2" is the division of "smoothed_difference" by the maximum variation of the VWAP Equilibrium. "smoothed_difference3" involves additional manipulation of "smoothed_difference" and "vwap_delta3." "smoothed_difference4" incorporates the previous results, adjusted by the value of the VWAP. Visual Customization: The user has the option to enable or disable the display on the chart. The line is colored in a shade of green. It provides a smoothed representation of the Imbalance Anchor VWAP. The line is colored in a shade of blue, and the calculation involves the summation of moving averages (20, 50, 200). Afterward, there is division by 3. Additionally, there is the summation of moving averages (766, 866, 966), divided by 3. The final step is to add these results together and divide by 2. media name is Imbalance Value2 Show VWAP Equilibrium (Max Variation) Calculated as the difference between two VWAPs derived from the highest and lowest price changes Show Equilibrium VWAP Calculated as the sum of VWAP and (sma200 - sma20) calculate the difference between the media of 200 to 20 Show Equilibrium VWAP Calculated as the sum of VWAP and (766+866+966)/3 - (sma200 - sma20) Show Equilibrium VWAP Standard Deviation Calculated as the Exponential Moving Average (EMA) of the Standard Deviation of SMA (sma200 + sma20 + sma8)/3 Show Equilibrium VWAP Delta Calculated as the ratio of the smoothed VWAP Delta Result componentes Show Standard Deviation Equilibrium VWAP Delta: Calculated as the Standard Deviation between the Average of VWAP Delta Result Components and Their Smoothed Versions This average attempts to calculate the equilibrium." vwap_equilibrium: Definition: Represents the Volume Weighted Average Price (VWAP) adjusted by the volume-weighted average of the price (hl2) multiplied by volume, focusing on periods of volume equilibrium. Calculation: Utilizes the simple moving average weighted (sma) of the product of the volume-weighted average price and volume only when there is no volume imbalance. Interpretation: This indicator provides a view of the volume-weighted price trend during moments when the market is in equilibrium, meaning there is no noticeable imbalance in volume conditions. The calculation of VWAP is adjusted to reflect market characteristics during periods of stability. vwap_percent_condition: Definition: Represents the Volume Weighted Average Price (VWAP) adjusted by the volume-weighted average of the price multiplied by volume, with a focus on conditions where the percentage volume variation surpasses a predefined threshold. Calculation: Utilizes the simple moving average weighted of the product of the volume-weighted average price and volume only when the percentage volume variation exceeds a specific threshold. Interpretation: Provides insight into the volume-weighted price trend during conditions where the percentage volume variation exceeds a predefined limit. The objective of these two VWAPs is to calculate possible equilibrium points between buyers and sellers. The indicator works for all timeframes This indicator can be adjusted according to the preferences and characteristics of the specific asset or market. It provides clear visual information and can be used as a complementary tool for technical analysis in trading strategies. Interesting Interesting lookback period 7 , 12, 20,70,200, 500,766,866,966 imbalance threshold 2.4, 3.3 ,4.2 The objective of this indicator is to identify and highlight various points of imbalance and equilibrium.
Penunjuk Pine Script®
oleh rafaelfutuoso
COIN/BTC Volume-Weighted DivergenceThe COIN/BTC Volume-Weighted Divergence indicator identifies buy and sell signals by analyzing deviations between Coinbase and Bitcoin prices relative to their respective VWAPs (Volume-Weighted Average Price). This method isolates points of potential trend reversals, overextensions, or relative mispricing based on volume-adjusted price benchmarks. The indicator leverages Coinbase’s high beta relative to Bitcoin in bull markets. A buy signal occurs when Coinbase is below VWAP (indicating undervaluation) while Bitcoin is above VWAP (signaling strong broader momentum). A sell signal is generated when Coinbase trades above VWAP (indicating overvaluation) while Bitcoin moves below VWAP (indicating weakening momentum). This divergence logic enables traders to identify misalignment between Bitcoin-driven market trends and Coinbase’s price behavior. The indicator effectively identifies undervalued entry points and signals exits before speculative extensions are correct. It provides a systematic approach to trading during trending conditions, aligning decisions with volume-weighted price dynamics and inter-asset relationships. How It Works 1. VWAP: “fair value” benchmark combining price and volume. • Above VWAP: Bullish momentum. • Below VWAP: Bearish momentum. 2. Divergence: • Coinbase Divergence: close - coin_vwap (distance from COIN’s VWAP). • Bitcoin Divergence: btc_price - btc_vwap (distance from BTC’s VWAP). 3. Signals: • Buy: Coinbase is below VWAP (potentially oversold), and Bitcoin is above VWAP (broader bullish trend). • Sell: Coinbase is above VWAP (potentially overbought), and Bitcoin is below VWAP (broader bearish trend). 4. Visualization: • Green triangle: Buy signal. • Red triangle: Sell signal. Strengths • Combines price and volume for reliable insights. • Highlights potential trend reversals or overextensions. • Exploits correlations between Coinbase and Bitcoin. Limitations • Struggles in sideways markets. • Sensitive to volume spikes, which may distort VWAP. • Ineffective in strong trends where divergence persists. Improvements 1. Z-Scores: Use statistical thresholds (e.g., ±2 std dev) for stronger signals. 2. Volume Filter: Generate signals only during high-volume periods. 3. Momentum Confirmation: Combine with RSI or MACD for better reliability. 4. Multi-Timeframe VWAP: Use intraday, daily, and weekly VWAPs for deeper analysis. Complementary Tools • Momentum Indicators: RSI, MACD for trend validation. • Volume-Based Metrics: OBV, cumulative delta volume. • Support/Resistance Levels: Enhance reversal accuracy.
Penunjuk Pine Script®
oleh SHA256orBUST