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VWAP From Multiple Sources With Cloud & Percentage GapVWAP CLOUD FROM CLOSE, OPEN, HIGH & LOW SOURCES WITH CLOUD & PERCENTAGE GAP VWAP stands for volume weighted average price and shows the average price of buys/sells based on volume traded across the current session. This VWAP is based off of the Daily session. ***HOW TO USE*** Use the purple cloud between the VWAPs as your entry points as price will typically bounce from that cloud area. The Yellow Line is the VWAP using the close price as a source. The Green Line is the VWAP using the open price as a source. The Blue Line is the VWAP using the high price as a source. The Purple Line is the VWAP using the low price as a source. When price is above the VWAP cloud, the background will paint green because the trend is bullish. When price is below the VWAP cloud, the background will paint red because the trend is bearish. In the bottom right hand corner, three is a table that will show you the current percentage gap between current price and the VWAP using close as the source. All sources and colors can be easily switched in the settings menu. ***MARKETS*** This indicator can be used as a signal on all markets, including stocks, crypto, futures and forex. ***TIMEFRAMES*** This vwap indicator can be used on all timeframes but is calculated using the daily session. ***TIPS*** Try using numerous indicators of ours on your chart so you can instantly see the bullish or bearish trend of multiple indicators in real time without having to analyze the data. Some of our favorites are our Auto Fibonacci, Volume Profile, Directional Movement Index, Momentum, Auto Support And Resistance and Money Flow Index in combination with this VWAP Cloud. The other indicators all have real time Bullish and Bearish labels as well so you can immediately understand each indicator's trend.
Penunjuk Pine Script®
oleh FriendOfTheTrend
4
VWAP_CURRENT_YESTERDAY The "VWAP CURRENT YESTERDAY" is a Pine Script designed for TradingView that automatically calculates and plots the Volume Weighted Average Price (VWAP) for the current day, the previous day. Dynamic VWAP Calculation: Automatically generates VWAPs for 1 day and 2 day. User-Friendly Customization: Through input options, users can easily toggle the visibility of each VWAP line, adjust colors, and set line thicknesses to their preference. Configuration Options 1. VWAP Source: Choose the price source for VWAP calculation. Default is the typical price (`hlc3` - the average of high, low, and close). 2. VWAP Lines: Toggle the display for Today's VWAP, Yesterday's VWAP, and the VWAP from 2 days ago. Customize colors and thickness for each VWAP line for clear visual distinction. 3. VWAP Labels: Configure label sizes and positions to ensure that VWAP values are easily identifiable on the chart. How It Works: - The script calculates the sum of price multiplied by volume (`vwapsum`) and the sum of volumes (`volumesum`) for the specified periods. - It utilizes an impulse function to reset calculations at the start of each new session or custom date, ensuring accurate and relevant VWAP values . - Final VWAP values are plotted as lines on the chart, with optional labels for current and 2-day VWAPs for quick reference. Customization Guide: - To activate or deactivate specific VWAP lines, navigate to the 'VWAP Lines' section in the script's settings and toggle the respective options. - Adjust the color and thickness of each VWAP line under the same section to match your charting preferences. - Label settings, including size and offset, can be customized in the 'VWAP Labels' section, allowing for personalized label positioning and readability.
Penunjuk Pine Script®
oleh thebearfib
4
VWAP Balance Zones - SessionsVWAP Balance Zones Sessions Version is an alternate take on the Original VWAP Balance Zones indicator. The Sessions version allows users to select a specific session to view the VWAP Balance Zones at while still utilizing the full ETH Data. The Session version provides a better focused display while still maintaining the core functions of the original script with mindful optimizations. Author's Note: "VBZ Sessions was made with logistics in mind, for the users who only trade within certain times of the day. While it displays the same core concepts, it is not as "Raw" of a display as the Original. For this reason, some users may prefer the Original VWAP Balance Zones, which is why I have opted to release this alternate version instead of updating the original." > What are VWAP Balance Zones? "VWAP Balance Zones" is an original concept aimed at identifying the equilibrium area between market participants within the current trend by averaging the Daily Extremes and the Daily VWAP. Refer to the illustration below for a better understanding of exactly how VWAP Balance Zones are formed: These zones are displayed for the Daily, Weekly, and Monthly VWAPs, with the most interactive timeframe being the Daily. > Features 1. The Session Version uses ETH data at all times, and does not solely rely on the chart's data to create the VWAPs or Zones. This allows the user to focus on a specific trading session, while not losing out on the full VBZ Calculation, with the notable benefit of a cleaner display. The Original VBZ starts drawing at the beginning of the chart's "Day", and would produce different results when using an RTH chart vs an ETH chart. Along with creating a bird's nest of unusable data at the beginning of the day. 2. Session Start and End lines are displayed for easier identification of the designated trading session. 3. The extreme "Close" Lines are no longer displayed to reduce noise and redundancy. 4. Additionally, the interior VWAP lines are no longer displayed. Ultimately, this was to reduce noise and focus the script on the 50% zones. 5. Weekly and Monthly Zones are now displayed due to the reduced noise! 6. As with the original, the weekly display will yield to the daily, and the monthly display will yield to the weekly. In the screenshot below, you can observe this behavior. Enjoy!
Penunjuk Pine Script®
oleh SamRecio
VWAP + EMA Retracement Indicator SwiftEdgeVWAP + EMA Retracement Indicator Overview The VWAP + EMA Retracement Indicator is a powerful and visually engaging tool designed to help traders identify high-probability buy and sell opportunities in trending markets. By combining the Volume Weighted Average Price (VWAP) with two Exponential Moving Averages (EMAs) and a unique retracement-based signal logic, this indicator pinpoints moments when the price pulls back to a key zone before resuming its trend. Its modern, AI-inspired visuals and customizable features make it both intuitive and adaptable for traders of all levels. What It Does This indicator generates buy and sell signals based on a sophisticated yet straightforward strategy: Buy Signals: Triggered when the price is above VWAP, has recently retraced to the zone between two EMAs (default 12 and 21 periods), and a strong bullish candle closes above both EMAs. Sell Signals: Triggered when the price is below VWAP, has retraced to the EMA zone, and a strong bearish candle closes below both EMAs. Signal Filtering: A customizable cooldown period ensures that only the first signal in a sequence is shown, reducing noise while preserving opportunities for new trends. Confidence Scores: Each signal includes an AI-inspired confidence score (0-100%), calculated from candle strength and price distance to VWAP, helping traders gauge signal reliability. The indicator’s visuals enhance decision-making with dynamic gradient lines, a highlighted retracement zone, and clear signal labels, all customizable to suit your preferences. How It Works The indicator integrates several components that work together to create a cohesive trading tool: VWAP: Acts as a dynamic support/resistance level, reflecting the average price weighted by volume. It filters signals to ensure buys occur in uptrends (price above VWAP) and sells in downtrends (price below VWAP). Dual EMAs: Two EMAs (default 12 and 21 periods) define a retracement zone where the price is likely to consolidate before continuing its trend. Signals are generated only after the price exits this zone with conviction. Retracement Logic: The indicator looks for price pullbacks to the EMA zone within a user-defined lookback window (default 5 candles), ensuring signals align with trend continuation patterns. Candle Strength: Signals require strong candles (bullish for buys, bearish for sells) with a minimum body size based on the Average True Range (ATR), filtering out weak or indecisive moves. Cooldown Mechanism: A unique feature that prevents signal clutter by allowing only the first signal within a user-defined period (default 3 candles), balancing responsiveness with clarity. Confidence Score: Combines candle body size and price distance to VWAP to assign a score, giving traders an at-a-glance measure of signal strength without needing external analysis. These components are carefully combined to capture high-probability setups while minimizing false signals, making the indicator suitable for both short-term and swing trading. How to Use It Add to Chart: Apply the indicator to a 15-minute chart (recommended) or your preferred timeframe. Customize Settings: VWAP Source: Choose the price source (default: hlc3). EMA Periods: Adjust the fast and slow EMA periods (default: 12 and 21). Retracement Window: Set how many candles to look back for retracement (default: 5). ATR Period & Body Size: Define candle strength requirements (default: 14 ATR period, 0.3 multiplier). Cooldown Period: Control the minimum candles between signals (default: 3; set to 0 to disable). Candle Requirements: Toggle whether signals require bullish/bearish candles or entire candle above/below EMAs. Visuals: Enable/disable gradient colors, retracement zone, confidence scores, and choose a color scheme (Neon, Light, or Dark). Interpret Signals: Buy: A green "Buy" label with a confidence score appears below the candle when conditions are met. Sell: A red "Sell" label with a confidence score appears above the candle. Use the confidence score to prioritize higher-probability signals (e.g., above 80%). Trade Management: Combine signals with your risk management strategy, such as setting stop-loss below the retracement zone and targeting a 1:2 risk-reward ratio. Why It’s Unique The VWAP + EMA Retracement Indicator stands out due to its thoughtful integration of classic indicators with modern enhancements: Balanced Signal Filtering: The cooldown mechanism ensures clarity without missing key opportunities, unlike many indicators that overwhelm with frequent signals. AI-Inspired Confidence: The confidence score simplifies decision-making by quantifying signal strength, mimicking advanced analytical tools in an accessible way. Elegant Visuals: Dynamic gradients, a highlighted retracement zone, and customizable color schemes (Neon, Light, Dark) create a sleek, futuristic interface that’s both functional and visually appealing. Flexibility: Extensive customization options let traders tailor the indicator to their style, from conservative swing trading to aggressive scalping.
Penunjuk Pine Script®
oleh SwiftEdge
VWAP Bands @shrilssVWAP Bands Integrates VWAP with standard deviation bands to provide traders with insights into potential support and resistance levels based on volume dynamics. VWAP is a key metric used by institutional traders to gauge the average price a security has traded at throughout the trading day, taking into account both price and volume. This script calculates the VWAP for each trading session and overlays it on the price chart as a solid line. Additionally, it plots multiple standard deviation bands around the VWAP to indicate potential areas of price extension or contraction. These bands are derived from multiplying the standard deviation of price by predetermined factors, offering traders a visual representation of potential price ranges.
Penunjuk Pine Script®
oleh shrilss
VWAP with Standard Deviation BandsVolume Weighted Average Price (VWAP), with Standard Deviation Bands VWAP is a moving average with weighting for traded volume, so heavier trading activity has a greater impact on its direction. Low volume periods will move the VWAP less than high volume periods. The VWAP is important because institutional investors often use it to determine what is ‘fair value’. You can often see the market reacting when it gets close to the VWAP. This version is time segmented VWAP. It reset ma values when selected time period expires. Time periods are able to be selected in the settings: "1D", "2D", "W", "14D", "M", "60D", "12M", "24M", "Custom". Additionally script determines VWAP standard deviations. Multipliers for VWAP Standard Deviation Bands can be changed in the settings. There is also option to show previous VWAP and its Standard Deviation Bands before timeframe reset.
Penunjuk Pine Script®
oleh pmk07
6
VWAP SuiteThis indicator automates the plotting of various timeframe based VWAP Values. This utilizes a different calculation method for the standard deviations bands compared to the native Tradingview AVWAP. While the Tradingview AVWAP indicator calculates the standard devation based on the VWAP variance, this indicator calculates the std dev based on the price sum variance (i.e. the variance of the hlc3, ohlc4, etc. values). Current timeframes include: - Daily VWAP with three user configurable standard deviation bands - Multi-Day VWAP that allows you to plot 2-day to 5-day VWAP - Weekly VWAP with three user configurable standard deviation bands - Monthly VWAP with three user configurable standard deviation bands Some unique aspects of this indicator is that it allows the user to calculate VWAP for only a specific session range if you are only interested in the VWAP when specific participants are active in the market. For example, the default session range only calculates VWAP for the New York RTH session (0930-1600). If the user wants to compare how the session range chosen varies from the VWAP calculation with ETH you can select the 'Include Extended Trading Hours' check box which will ignore the session range input variable and simply calculate what is exactly on the chart without filtering. You can also toggle whether the VWAP values show up in the price scale, status line, or both which can limit the amount of clutter that shows up on the chart based upon the user's preferences.
Penunjuk Pine Script®
oleh mcthatsme
VWAP Stdev Bands v2This is an update to my original VWAP Stdev Bands indicator found here: * Fixed the calculation of the opening bar * Added two additional deviation bands * Added horizontal line of previous VWAP close This update adds support for two more sets of bands, allowing you to show 1st, 2nd, and 3rd deviations. These extra bands are disabled by default as to not crowd the chart, but are shown in the screenshot and can be enabled under the indicator settings. The numbers 3.09 and 1.28 were recommended by coondawg71 in a comment on the original version. The previous version started calculating VWAP on a change of day, instead of a change of session. It now correctly calculates the VWAP when a new session begins. The last addition allows you to plot the previous day's VWAP close. The VWAP is where price has found balance, which makes these levels significant among the noise. Thanks to coondawg71 for all suggestions.
Penunjuk Pine Script®
oleh SandroTurriate
8
VWAP TF-Aware=========================================================== 8/Feb/2020 02:57 PM AUTHOR: Brandon Gum - DESCRIPTION: This is a timeframe aware VWAP indicator. The built-in VWAP indicator was changed in late 2019 which resulted in it no longer being restricted to low timeframes. As a result the indicator would plot on higher timeframe charts and create "noise" between candles. This Version of vwap only displays vwap on 30 minute and below times frames. ===========================================================
Penunjuk Pine Script®
oleh gumbtg
VWAP Suite█ OVERVIEW This indicator is an attempt to bring all VWAP functionalities under one umbrella suite, the existing VWAPs are great and this was made to provide all functionalities. (pending more updates as well) █ FEATURES Multiple VWAPs MTF Individual Band configuration Previous vwap closes Date tracking of previous closes MTF Options Enabling the other VWAPS with any timeframe will allow the user to use the "VWAP Anchor" setting to choose what HTF Vwap to be displayed "Prev Close" This setting enables all historical closes to be displayed with extension "Track Dates" Can be used to keep date information of 2 previous closes and further back █ HOW TO USE IT The indicator is quite straight forward in its application, as you would expect of a normal VWAP. At the top of the settings pane the indicator has some functionality that would control the VWAPs globally, e.g. disabling show bands disables all bands for all the VWAPs. Each VWAP has individual settings that can be controlled such as coloring, which bands enabled, previous closes, labelling... █ SUGGESTION My suggestion for clarity is to use 1 VWAP with bands, and a 2nd with no bands + Previous close enabled at a higher timeframe █ LIMITATIONS OF PINE (Please read) I see many users going on different indicators with MTF in mind and trying to use it for LTF data e.g. 1hour chart, and selecting 5min in chart settings. This is not recommended by the team themselves and should be noted for use always use HTF: www.tradingview.com To understand how to use VWAP please refer to some education that can be found for free online Heres an example of a trader using the tool himself: www.youtube.com █ Future Updates: Previous Close Line extensions Previous Highs and Lows of VWAP mapped out for users Suggestions Welcome!
Penunjuk Pine Script®
oleh spacemanbtc
7
VWAP Bands [TradingFinder] 26 Brokers Data (Forex + Crypto)🔵 Introduction Indicators are tools that help analysts predict the price trend of a stock through mathematical calculations on price or trading volume. It is evident that trading volume significantly impacts the price trend of a stock symbol. The Volume-Weighted Average Price (VWAP) indicator combines the influence of trading volume and price, providing technical analysts with a practical tool. This technical indicator determines the volume-weighted average price of a symbol over a specified time period. Consequently, this indicator can be used to identify trends and entry or exit points. 🟣 Calculating the VWAP Indicator Adding the VWAP indicator to a chart will automatically perform all calculations for you. However, if you wish to understand how this indicator is calculated, the following explains the steps involved. Consider a 5-minute chart. In the first candle of this chart (which represents price information in the first 5 minutes), sum the high, low, and close prices, and divide by 3. Multiply the resulting number by the volume for the period and call it a variable (e.g., X). Then, divide the resulting output by the total volume for that period to calculate your VWAP. To maintain the VWAP sequence throughout the trading day, it is necessary to add the X values obtained from each period to the previous period and divide by the total volume up to that time. It is worth noting that the calculation method is the same for intervals shorter than a day. The mathematical formula for this VWAP indicator : VWAP = ∑ (Pi×Vi) / ∑ Vi 🔵 How to Use Traders might consider the VWAP indicator as a tool for predicting trends. For example, they might buy a stock when the price is above the VWAP level and sell it when the price is below the VWAP. In other words, when the price is above the VWAP, the price is rising, and when it is below the VWAP, the price is falling. Major traders and investment funds also use the VWAP ratio to help enter or exit stocks with the least possible market impact. It is important to note that one should not rely solely on the VWAP indicator when analyzing symbols. This is because if prices rise quickly, the VWAP indicator may not adequately describe the conditions. This indicator is generally used for daily or shorter time frames because using longer intervals can distort the average. Since this indicator uses past data in its calculations, it can be considered a lagging indicator. As a result, the more data there is, the greater the delay. 🟣 Difference Between VWAP and Simple Moving Average On a chart, the VWAP and the simple moving average may look similar, but these two indicators have different calculations. The VWAP calculates the total price considering volume, while the simple moving average does not consider volume. In simpler terms, the VWAP indicator measures each day's price change relative to the trading volume that occurred that day. In contrast, the simple moving average implicitly assumes that all trading days have the same volume. 🟣 Reasons Why Traders Like the VWAP Indicator The VWAP Considers Volume: Since VWAP takes volume into account, it can be more reliable than a simple arithmetic average of prices. Theoretically, one person can buy 200,000 shares of a symbol in one transaction at a single price. However, during the same time frame, 100 other people might place 200 different orders at various prices that do not total 100,000 shares. In this case, if you only consider the average price, you might be mistaken because trading volume is ignored. The Indicator Can Help Day Traders: While reviewing your trades, you might notice that the shares you bought at market price are trading below the VWAP indicator. In this case, there's no need to worry because with the help of VWAP, you always get a price below the average. By knowing the volume-weighted average price of a stock, you can easily make an informed decision about paying more or less than other traders for the stock. VWAP Can Signal Market Trend Changes: Buying low and selling high can be an excellent strategy for individuals. However, you are looking to buy when prices start to rise and sell your shares when prices start to fall. Since the VWAP indicator simulates a balanced price in the market, when the price crosses above the VWAP line, one can assume that traders are willing to pay more to acquire shares, and as a result, the market will grow. Conversely, when the price crosses below the line, this can be considered a sign of a downward movement. 🔵 Setting Period : Indicator calculation time frame. Source : The Price used for calculations. Market Ultra Data : If you turn on this feature, 26 large brokers will be included in the calculation of the trading volume. The advantage of this capability is to have more reliable volume data. You should be careful to specify the market you are in, FOREX brokers and Crypto brokers are different. Multiplier : Coefficient of band lines.
Penunjuk Pine Script®
oleh TFlab