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[MAD] Custom Session VWAP BandsOverview This indicator helps visualize the Volume Weighted Average Price (VWAP) and its associated standard deviation bands over specified time periods, providing traders with a clear understanding of price trends, volatility, and potential support/resistance levels. Inputs Deviation StDev mult 1: Multiplier for the first standard deviation band (Default: 1.0) StDev mult 2: Multiplier for the second standard deviation band (Default: 2.0) StDev mult 3: Multiplier for the third standard deviation band (Default: 3.0) StDev mult 4: Multiplier for the fourth standard deviation band (Default: 4.0) Line width: Width of the lines for the bands (Default: 2) Custom Vwap session reset settings Many different options are considered when a session is going to be reset. Plot and Fill Options Enable Fills: Enable/disable filling between bands. Plot +4: Enable/disable plotting the +4 standard deviation band. Plot +3: Enable/disable plotting the +3 standard deviation band. Plot +2: Enable/disable plotting the +2 standard deviation band. Plot +1: Enable/disable plotting the +1 standard deviation band. Plot VWAP: Enable/disable plotting the VWAP line. Plot -1: Enable/disable plotting the -1 standard deviation band. Plot -2: Enable/disable plotting the -2 standard deviation band. Plot -3: Enable/disable plotting the -3 standard deviation band. Plot -4: Enable/disable plotting the -4 standard deviation band. How to Use the Indicator Adding the Indicator Add the indicator to your chart through your trading platform's indicator menu. Configuring the VWAP Reset Specify reset intervals based on time, days of the week, or specific dates. Adjust the time zone if necessary. Customizing Standard Deviation Bands Set the multipliers for the standard deviation bands. Choose line width for better visualization. Enabling Plots and Fills Select which bands to display. Enable or disable fills between the bands. Practical Application of VWAP Bands Understanding VWAP VWAP is a trading benchmark that calculates the average price a security has traded at throughout the day based on volume and price. It is primarily used for intraday trading but can also offer insights during end-of-day reviews. Using VWAP for Trading Intraday Trading Entry and Exit Points: VWAP can help identify optimal buy and sell points. Buy when the price is above VWAP and sell when it's below. Support and Resistance: VWAP often acts as a dynamic support/resistance level. Prices tend to revert to VWAP, making it a crucial level for intraday traders. Trend Confirmation Uptrends and Downtrends: In an uptrend, the price will generally stay above VWAP. Conversely, in a downtrend, it will stay below. Use this to confirm market direction. Combining with Other Indicators Moving Averages and Bollinger Bands: Combining VWAP with these indicators can provide a more robust trading signal, confirming trends and potential reversals. Setting Stop-Loss and Profit Targets Conservative Stop Orders: Place stop orders at recent lows for pullback trades. Profit Targets: Use daily highs or Fibonacci extension levels to set profit targets. Strategies for Using VWAP Pullback Strategy Buy during pullbacks to VWAP in an uptrend, and sell during rallies to VWAP in a downtrend. Breakout Strategy Look for breakouts above/below VWAP after the market open to capitalize on new trends. Momentum Trading Use VWAP to confirm the strength of a trend. Buy when the price is consistently above VWAP and sell when it's consistently below. Institutional Strategies Institutional traders use VWAP to execute large orders without causing significant market impact, ensuring trades are made around the average price. By incorporating these strategies, traders can better understand market dynamics, make informed trading decisions, and manage their risk effectively. Some setup possibilities
Penunjuk Pine Script®
oleh djmad
2
Rolling VWAP Channel [LuxAlgo]The Rolling VWAP Channel indicator creates a channel by analyzing a large number of Volume Weighted Average Prices (VWAPs) and determining a Channel based on percentile linear interpolation throughout the VWAPs. 🔶 USAGE In this indicator, we have formed a Channel by first calculating multiple VWAPs, each with their respective anchor, then locating prices using "Percentile Linear Interpolation". Note: Percentile Linear Interpolation locates the price point at which a specified percentage of VWAPs fall below it. For example, a percentile of 50% would mean that 50% of the VWAP values fall below this price. This method of analysis is important since the VWAPs are not often evenly distributed; therefore, we are able to draw importance to different levels by analyzing in percentiles. When visualized, there is typically clustering of the VWAP values, which occurs at any given time, as seen below. The channel can be tailored to each individual, with full control of each percentile represented in the channel. That being said, a general concept is that these clustered areas are clear results of sideways price action, which would lead us to believe that after interactions at these levels, we should expect to see a directional decision made by the market closely after. 🔶 DETAILS The Rolling VWAP calculation calculates a user-specified number of VWAPs (up to 500), each anchored to a unique starting point in the chart based on the start of a new timeframe. Each new timeframe that occurs causes a new VWAP to initialize. When the total number of desired VWAPs is reached, the oldest VWAP is removed and re-initialized, anchored to the current bar. Hence, the name " Rolling " VWAPs This method allows us to automatically generate and manage large amounts of VWAPs without the need for user interaction. After we have generated these VWAPs, we are able to run analyses on their returned values, such as the "Percentile Linear Interpolation" mentioned in the section above. 🔶 SETTINGS Anchor Period: Choose which time period to use as the anchor point to initialize new VWAPs from. VWAP Source: Choose the source for your VWAPs to calculate. VWAP Amount: Sets the number of VWAPs to use. After this amount is on the chart, the oldest will be rolled. 🔹 Channel Lines Toggle: Enable the associated VWAP Channel percentile line. Percentile: Adjust each line's percentile independently for your needs. Width: Adjust the width of the associated percentile line. 🔹 Calculation Calculated Bars: Tells the indicator how many bars to calculate on, for faster calculations with less history, use a lower value. Setting this to 0 will remove the bar constraint.
Penunjuk Pine Script®
oleh LuxAlgo
6
[GarufiCommunity] Multi Indicator: VWAPs, MA, Pivot PointsThis script provides a collection of indicators to help traders look at multiple trends while maintaining a consistent configuration, even when jumping around different timeframes and symbols. Additionally, this collection is particularly useful when trading decisions involve looking at dozens of indicators and analyzing, in aggregate, their confluence. With this collection of indicators you can configure anchored VWAPs, MA, and Pivot Points: - Anchored VWAPs: For each you define a fixed time and date to anchor it in the graph, and it stays consistent even when you change the symbol. An example use case can be setting one of the VWAPs to always start on the first candle on January 1st 2021, and a second VWAP a decade prior, so you don’t need to keep manually adjusting/adding VWAPs to the graph. At the moment you can define up to 4 anchored VWAPs. - MA and Pivot Points: For each you can set independent timeframes, periods, and types, while using a single configuration panel. This helps reduce the amount of clicking needed when trying different configurations, such as testing different MA and Pivot periods and comparing how each behave in the graph (this personally helps me build trust in indicators). Permits use of up to 3 MAs and 2 Pivot Points. Lastly, this script leverages and reuses modified code from the sources below: - Médias e Tempos-v.2.1 by VeraLucia (with permission); - Multiple Anchored VWAP v1.0 by GuilhermeNogueira (with permission); - Pivot Point by TradingView.
Penunjuk Pine Script®
oleh rafael.ulhoa
3
Weekly VwapsThe Weekly Vwaps indicator lets you plot weekly Volume-Weighted Average Price (VWAP) lines for up to six months of your choosing, with years ranging from 2020 to 2050. It’s a focused tool pulled straight from the weekly VWAP section of the Advanced VWAP Calendar indicator, keeping all the same controls and look but expanded to handle more months. You can use it alongside the original indicator if you need extra weekly VWAPs (up to 30 lines total) or run it on its own for a clean, dedicated setup. How It Works: Six Month Groups: Pick any six months (e.g., Jan 2020, Sep 2025, or Jul 2040) and enable up to five weekly VWAPs per month (W1–W5), starting from Monday midnight. Default Setup: Loads with September 2025 VWAPs turned on, with other months (August–April 2025) off but ready to enable. All default to 2025. Customization: Toggle all weeks in a month or pick specific ones. Adjust label sizes (tiny to huge) and line widths (1–5). Colors are teal, fuchsia, red, green, and yellow/orange for weeks 1–5, with clear labels like “W1 Sep 2025 123.45”. Label Control: A “Show All Labels” switch lets you hide labels to keep your chart tidy. Intraday Only: Works on intraday timeframes (e.g., 5-minute, 1-hour) for accurate VWAPs. Why Use It: Add to Advanced VWAP Calendar: If the original’s two-month limit isn’t enough, this adds six more months of weekly VWAPs for deeper analysis. Standalone Option: Perfect if you only want weekly VWAPs without other features, with flexibility to pick any months and years. User-Friendly: Ready to go with September 2025 enabled, easy to tweak for past or future data. Get Started: Add it to your TradingView chart, and September 2025 VWAPs will show up instantly. Adjust months, years, or toggles in the settings to focus on what you need. Test it on intraday charts and use the label toggle to manage clutter. Great for traders wanting precise, customizable weekly VWAPs!
Penunjuk Pine Script®
oleh fragilety
Frozen 4H VWAP – Precision AnchoredFrozen 4H VWAP – Precision Anchored Like Ice The Frozen 4H VWAP – Precision Anchored delivers a clean, stable, and reliable view of the 4-hour Volume Weighted Average Price, designed for traders who want higher timeframe insights without intrabar noise or repainting. 🔹 Key Features: Non-Repainting: VWAP value is “frozen” at the close of each 4H candle — no mid-bar updates or flickering. 4H Timeframe Anchoring: Seamlessly pulls 4-hour VWAP values into any timeframe you’re trading on. Clear Trend Reference: Updates only when a new 4H candle begins, acting as a trustworthy anchor for support/resistance. Custom Source Option: Choose from different price sources (default: HLC3) to fit your strategy. Whether you're scalping, day trading, or swing trading, this indicator gives you a powerful edge by grounding your decisions in higher timeframe VWAP data — clear, calm, and frozen in time.
Penunjuk Pine Script®
oleh Equanimity_raven
Institutional Session VWAP Bands (Zeiierman)█ Overview Institutional Session VWAP Bands (Zeiierman) plots a clean, session-aware VWAP that restarts at the “True Close” (end of the first trading hour) for each session you enable (Sydney, Tokyo, London, New York). From that anchor, the script computes a classic volume-weighted average price plus optional standard-deviation bands to frame session fair value and dispersion. By aligning VWAP to when institutional flows settle (the first hour), you get a reference that matches real execution behavior, yielding more credible pullbacks, retests, and mean-reversion reads inside each session. █ How It Works ⚪ Session Detection You choose the sessions (on/off), their UTC-aligned time windows, and colors. The script detects when each session is active on your chart timeframe. ⚪ True-Close Anchoring At session open the indicator waits. When the first hour completes, it flips the anchor on and starts a fresh VWAP for that session, mirroring how many desks treat the first hour as the real close for the prior day’s positioning. ⚪ VWAP Core From the true-close anchor, VWAP is calculated in the standard way: cumulative (price × volume) / cumulative volume using your chosen price source (default hlc3). ⚪ VWAP Bands (σ) Upper/Lower bands are built using a running standard deviation of the price source since the anchor. You control the σ multiplier and line width, and you can optionally fill between the bands. █ Why Sessions + True-Close Anchoring ⚪ Institutional Timing Matters A new anchor at the first-hour close reflects where real flows have settled, giving you a session fair-value line that aligns with how many funds evaluate prices intraday. ⚪ Cleaner Session Reads Because VWAP and σ-bands restart each session, your retests, squeezes, and mean-reversion signals are based on today’s order-flow context, not yesterday’s inertia. Result: a session-true fair-value with dispersion bands that stay close to the action, improving the quality of pullback entries and risk framing. █ How to Use ⚪ Session Fair-Value Guide Treat VWAP as the magnet for intraday value. Impulsive moves away from VWAP that fold back often present retest opportunities. ⚪ σ-Band Reversion & Breaks Reversion: Tests beyond the upper/lower band that snap back inside can flag exhaustion. Trend: Price riding the VWAP band in a strong trend ⚪ Session Handoffs When one session hands to the next, watch how price behaves around the new session’s VWAP Bands after its anchor triggers. Continuation through the new VWAP vs. rejection often sets the tone. █ Settings UTC: Choose the timezone used to evaluate session windows (e.g., UTC+2). Sessions (Sydney, Tokyo, London, New York): Toggle visibility and define each HHMM-HHMM window. VWAP Price: Source for weighting. Band Multiplier (σ): Standard deviation multiplier. █ Related publications True Close – Institutional Trading Sessions (Zeiierman) ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Penunjuk Pine Script®
oleh Zeiierman
14
Anchored VWAP Pinch & Handoff, Intervals, and Signals"Anchored VWAP Pinch & Handoff, Intervals, and Signals" is an AVWAP toolbox for those who like to use various VWAP trading techniques. The indicator is currently comprised of the following three sections: • The Pinch & Handoff section (shown above on chart) allows manually setting an upper and lower AVWAP (Pinch) along with an additional AVWAP (Handoff) by entering dates or by dragging the vertical anchor lines to the desired significant events on chart. Each of these three AVWAPs can also be set to show zones above and/or below by a percentage or standard deviation amount. The theory behind this method is that the upper and lower AVWAPs may act as dynamic support and resistance levels, effectively creating a price range or channel. As price moves between these two VWAP levels, it becomes squeezed or consolidated within that range. Further conjecture is that the longer the price remains within the range of the two anchored VWAP values, the higher the potential for an explosive breakout. Traders using this strategy may interpret the prolonged consolidation as a period of price compression, with the expectation that a significant move in either direction is likely to occur. Traders employing the AVWAP Pinch strategy might look for specific chart patterns or additional confirmation signals to enter a trade. For example, a breakout above the upper anchored VWAP level could trigger a long trade, while a breakdown below the lower anchored VWAP level could signal a short trade. Stop-loss orders and profit targets are typically set based on the trader's risk tolerance and the volatility of the asset. The third AVWAP (Handoff) is typically set after price has broken through the Pinch, and is used as a new level of support or resistance. The "Pinch & Handoff" phrase is believed to have been coined by Brian Shannon, who has popularized this method. • The Intervals section (shown above on chart) is comprised of six periodic AVWAPs which cyclically reset. Their default settings are 1 Day, 2 Days, 1 Week, 1 Month, 1 Quarter, and 1 Year. They each may be set to desired period and when they are enabled the VWAPs whose periods are lower than the current chart timeframe are automatically hidden. For example a 1 Day AVWAP is not useful on a 1 Week chart so it would be hidden from that timeframe. When using AVWAPs from higher timeframes it may be helpful to set your chart to "Scale price chart only". This can be enabled by right clicking on your chart's price column and then left clicking "Scale price chart only" to enable that option. • The Auto section (shown above on chart) is comprised of two automatic Anchored VWAPs. There are choices for setting anchors automatically based upon Highest Source, Highest Volume, Lowest Source, Lowest Volume, Pivot High, and Pivot Low. Because these two VWAPs work retroactively they are drawn with lines instead of plots. There is currently a limitation of 500 lines that may be drawn at any given time and the logic within this indicator uses a line for every bar of VWAP that is drawn, so if the combined length of both of these VWAPs exceeds 500 bars the earliest lines would disappear. For typical use of looking for the highest high in the last 50 bars or the last fractal this limitation should not be an issue. --- All of the plots have been titled including hidden plots that are generated for the AVWAP line drawings. All of the various types of AVWAP within the indicator should be available as choices within the Alert creation dialog if use of alerts is desired. --- NOTICE: This is an example script and not meant to be used as an actual strategy. By using this script or any portion thereof, you acknowledge that you have read and understood that this is for research purposes only and I am not responsible for any financial losses you may incur by using this script!
Penunjuk Pine Script®
oleh allanster
45
Dynamic Swing Anchored VWAP (Zeiierman)█ Overview Dynamic Swing Anchored VWAP (Zeiierman) is a price–volume tool that anchors VWAP at fresh swing highs/lows and then adapts its responsiveness as conditions change. Instead of one static VWAP that drifts away over time, this indicator re-anchors at meaningful structure points (swings). It computes a decayed, volume-weighted average that can speed up in volatile markets and slow down during quiet periods. Blending swing structure with an adaptive VWAP engine creates a fair-value path that stays aligned with current price behavior, making retests, pullbacks, and mean reversion opportunities easier to spot and trade. █ How It Works ⚪ Swing Anchor Engine The script scans for swing highs/lows using your Swing Period. When market direction flips (new pivot confirmed), the indicator anchors a new VWAP at that pivot and starts tracking from there. ⚪ Adaptive VWAP Core From each anchor , VWAP is computed using a decay model (recent price×volume matters more; older data matters less). Adaptive Price Tracking lets you set the base responsiveness in “bars.” Lower = more reactive, higher = smoother. Volatility Adjustment (ATR vs Avg ATR) can automatically speed up the VWAP during spikes and slow it during compression, so the line stays relevant to live conditions. █ Why This Adaptive Approach Beats a Simple VWAP Standard VWAP is cumulative from the anchor point. As time passes and volume accumulates, it often drifts far from current price, especially in prolonged trends or multi-session moves. That drift makes retests rare and unreliable. Dynamic Swing Anchored VWAP solves this in two ways: ⚪ Event-Driven Anchoring (Swings): By restarting at fresh swing highs/lows, the VWAP reference reflects today’s structure. You get frequent, meaningful retests because the anchor stays near the action. ⚪ Adaptive Responsiveness (Volatility-Aware): Markets don’t move at one speed. When volatility expands, a fixed VWAP lags; when volatility contracts, it can overreact to noise. Here, the “tracking speed” can auto-adjust using ATR vs its average. High Volatility → faster tracking: VWAP hugs price more tightly, preserving retest relevance. Low Volatility → smoother tracking: VWAP filters chop and stays stable. Result: A VWAP that follows price more accurately, creating plenty of credible retest opportunities and more trustworthy mean-reversion/continuation reads than a simple, ever-growing VWAP. █ How to Use ⚪ S wing-Aware Fair Value Use the VWAP as a dynamic fair-value guide that restarts at key structural pivots. Pullbacks to the VWAP after impulsive moves often provide retest entries. ⚪ Trend Trading In trends, the adaptive VWAP will ride closer to price, offering continuation pullbacks. █ Settings Swing Period: Number of bars to confirm swing highs/lows. Larger = bigger, cleaner pivots (slower); smaller = more frequent pivots (noisier). Adaptive Price Tracking: Sets the base reaction speed (in bars). Lower = faster, tighter to price; higher = smoother, slower. Adapt APT by ATR ratio: When ON, the tracking speed auto-adjusts with market volatility (ATR vs its own average). High vol → faster; low vol → calmer. Volatility Bias: Controls how strongly volatility affects the speed. >1 = stronger effect; <1 = lighter touch. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Penunjuk Pine Script®
oleh Zeiierman
73
RTH Levels: VWAP + PDH/PDL + ONH/ONL + IBAlgo Index — Levels Pro (ONH/ONL • PDH/PDL • VWAP±Bands • IB • Gaps) Purpose. A session-aware, non-repainting levels tool for intraday decision-making. Designed for futures and indices, with clean visuals, alerts, and a one-click Minimal Mode for screenshot-ready charts. What it plots • PDH/PDL (RTH-only) – Prior Regular Trading Hours high/low, computed intraday and frozen at the RTH close (no 24h mix-ups, no repainting). • ONH/ONL – Prior Overnight high/low, held throughout RTH. • RTH VWAP with ±σ bands – Volume-weighted variance, reset each RTH. • Initial Balance (IB) – First N minutes of RTH, plus 1.5× / 2.0× extensions after IB completes. • Today’s RTH Open & Prior RTH Close – With gap detection and “gap filled” alert. • Killzone shading – NY Open (09:30–10:30 ET) and Lunch (11:15–13:30 ET). • Values panel (top-right) – Each level with live distance in points & ticks. • Right-edge level tags – With anti-overlap (stagger + vertical jitter). • Price-scale tags – Native trackprice markers that always “stick” to the axis. ⸻ New in v6.4 • Minimal Mode: one click for a clean look (thinner lines, VWAP bands/IB extensions hidden, on-chart right-edge labels off; price-scale tags remain). • Theme presets: Dark Hi-Contrast / Light Minimal / Futures Classic / Muted Dark. • Anti-overlap controls: horizontal staggering, vertical jitter, and baseline offset to keep tags readable even when levels cluster. ⸻ Quick start (2 minutes) 1. Add to chart → keep defaults. 2. Sessions (ET): • RTH Session default: 09:30–16:00 (US equities cash hours). • Overnight Session default: 18:00–09:29. Adjust for your market if you use different “day” hours (e.g., many use 08:20–13:30 ET for COMEX Gold). 3. Theme & Minimal Mode: pick a Theme Preset; enable Minimal Mode for screenshots. 4. Visibility: toggle PD/ON/VWAP/IB/References/Panel to taste. 5. Right-edge labels: turn Show Right-Edge Labels on. If they crowd, tune: • Anti-overlap: min separation (ticks) • Horizontal offset per tag (bars) • Vertical jitter per step (ticks) • Right-edge baseline offset (bars) 6. Alerts: open Add alert → Condition: and pick the events you want. ⸻ How levels are computed (no repainting) • PDH/PDL: Intraday H/L are accumulated only while in RTH and saved at RTH close for “yesterday’s” values. • ONH/ONL: Accumulated across the defined Overnight window and then held during RTH. • RTH VWAP & ±σ: Volume-weighted mean and standard deviation, reset at the RTH open. • IB: First N minutes of RTH (default 60). Extensions (1.5×/2.0×) appear after IB completes. • Gaps: Today’s RTH open vs prior RTH close; “Gap Filled” triggers when price trades back to prior close. ⸻ Practical playbooks (how to trade around the levels) 1) PDH/PDL interactions • Rejection: Price taps PDH/PDL then closes back inside → mean-reversion toward VWAP/IB. • Acceptance: Close/hold beyond PDH/PDL with momentum → continuation to next HTF/IB target. • Alert: PD Touch/Break. 2) ONH/ONL “taken” • Often one ON extreme is taken during RTH. ONH Taken / ONL Taken → check if it’s a clean break or sweep & reclaim. • Sweep + reclaim near VWAP can fuel rotations through the ON range. 3) VWAP ±σ framework • Balanced: First tag of ±1σ often reverts toward VWAP. • Trend: Persistent trade beyond ±1σ + IB break → target ±2σ/±3σ. • Alerts: VWAP Cross and VWAP Reject (cross then immediate fail back). 4) IB breaks • After IB completes, a clean IB break commonly targets 1.5× and sometimes 2.0×. • Quick return inside IB = possible fade back to the opposite IB edge/VWAP. • Alerts: IB Break Up / Down. 5) Gaps • Gap-and-go: Opening drive away from prior close + VWAP support → trend until IB completion. • Gap-fill: Weak open and VWAP overhead/underfoot → trade toward prior close; manage on Gap Filled alert. Pro tip: Stack confluences (e.g., ONL sweep + VWAP reclaim + IB hold) and respect your execution rules (e.g., require a 5-minute close in direction, or your order-flow confirmation). ⸻ Inputs you’ll actually touch • Sessions (ET): Session Timezone, RTH Session, Overnight Session. • Visibility: toggles for PD/ON/VWAP/IB/Ref/Panel. • VWAP bands: set σ multipliers (±1/±2/±3). • IB: duration (minutes) and extension multipliers (1.5× / 2.0×). • Style & Theme: Theme Preset, Main Line Width, Trackprice, Minimal Mode, and anti-overlap controls. ⸻ Alerts included • PD Touch/Break — High ≥ PDH or Low ≤ PDL • ONH Taken / ONL Taken — First in-RTH take of ONH/ONL • VWAP Cross — Close crosses VWAP • VWAP Reject — Cross then immediate fail back • IB Break Up / Down — Break of IB High/Low after IB completes • Gap Filled — Price trades back to prior RTH close Setup: Add alert → Condition: Algo Index — Levels Pro → choose event → message → Notify on app/email. ⸻ Panel guide The top-right panel shows each level plus live distance from last price: LevelValue (Δpoints | Δticks) Coloring: green if level is below current price, red if above. ⸻ Styling & screenshot tips • Use Theme Preset that matches your chart. • For dark charts, “Dark Hi-Contrast” with Main Line Width = 3 works well. • Enable Trackprice for crisp axis tags that always stick to the right edge. • Turn on Minimal Mode for cleaner screenshots (no VWAP bands or IB extensions, on-chart tags off; price-scale tags remain). • If tags crowd, increase min separation (ticks) to 30–60 and horizontal offset to 3–5; add vertical jitter (4–12 ticks) and/or push tags farther right with baseline offset (bars). ⸻ Behavior & limitations • Levels are computed incrementally; tables refresh on the last bar for efficiency. • Right-edge labels are placed at bar_index + offset and do not track extra right-margin scrolling (TradingView limitation). The price-scale tags (from trackprice) do track the axis. • “RTH” is what you define in inputs. If your market uses different day hours, change the session strings so PDH/PDL reflect your definition of “yesterday’s session.” ⸻ FAQ Q: My PDH/PDL don’t match the daily chart. A: By design this uses RTH-only highs/lows, not 24h daily bars. Adjust sessions if you want a different definition. Q: Right-edge tags overlap or don’t sit at the far right. A: Increase min separation / horizontal offset / vertical jitter and/or push tags farther with baseline offset. If you want markers that always hug the axis, rely on Trackprice. Q: Can I change killzones? A: Yes—edit the session strings in settings or request a version with user inputs for custom windows. ⸻ Disclaimer Educational use only. This is not financial advice. Always apply your own risk management and confirmation rules. ⸻ Enjoy it? Please ⭐ the script and share screenshots using Minimal Mode + a Theme Preset that fits your style.
Penunjuk Pine Script®
oleh MyAlgoIndex
30
Long-Term VWAP Mean Reversion SDCACore Idea: This indicator is designed to support Strategic Dollar Cost Averaging (SDCA) for Bitcoin using a cumulative VWAP-based mean reversion model. It helps long-term investors identify high-conviction buy zones and overbought conditions using statistical deviation from the cumulative VWAP. This indicator evaluates how much price is stretched from the true market average price, weighted by cumulative volume over time. Core Concepts and Formulas: Cumulative VWAP (Volume Weighted Average Price): VWAP cumulative = ∑(Price×Volume) / ∑Volume A long-term anchor that reflects the average dollar cost of all market participants across all candles. This version does not reset daily, unlike intraday VWAP. VWAP Deviation % : Deviation% = Price - VWAP cumulative / VWAP cumulative x 100 Shows how far current price has diverged from the long-term fair value. Z-Score of VWAP Deviation: Z= (Price−VWAP)−μ / σ (lookback period: default 200) SDCA Multiplier Mapping: *Keep in mind in my Z-Score system, -2 represents the overbought level (white horizontal line) and +2 represents oversold (cyan horizontal line) conditions. So the scores on the Y axis and Z-score in the table are reversed. | Z-Score Range | SDCA Multiplier | --------------------------------------------- | ≤ -2 | 0.25× | -1 to +1 | 1.0× | > +2 | 2.0× The pink line plots this multiplier. It’s meant to control buy weight at each time step. How to Use This for SDCA: -Buy normally when the multiplier is 1.0× (Z-score between -1 and +1) -Accelerate buying when Z-score is deeply negative (price far below VWAP) -Slow or pause buying when Z-score is high (price far above VWAP) -Use the stats panel to track current Z-score, VWAP level, deviation %, and multiplier -Watch the red/blue backgrounds as visual confirmation of oversold/overbought zones Inputs: Z-Score Lookback Length: Default: 200 but can be adjusted. Visuals: Z-Score Line (cyan): shows current standardized deviation from VWAP Multiplier Line (bright pink): your SDCA intensity signal Background Zones: cyan = oversold, white = overbought Horizontal Lines: +2 and -2 standard deviation thresholds Stats Panel (bottom right): live values for Z-score, multiplier, price, VWAP, and the deviation formula Suited For: -Long-term Bitcoin investors -SDCA Systems -Mean reversion systems -Macro-level buy/sell planning
Penunjuk Pine Script®
oleh mrlonglaner
1
HYE Mean Reversion VWAP [Strategy]An RSI filtered version of PJ Sutherland's Jaws Mean Reversion algorithm using volume weighted average price (VWAP) instead of simple moving average (SMA). "Long" on the close when; 1-) 2 period VWAP closes 3% or more below the 5 period VWAP , 2-) 5 period exponential average of the 2 period RSI is below 30. "Exit Long" on the close when; 1-) 2 period VWAP closes above the 5 period VWAP. "Short" on the close when; 1-) 2 period VWAP closes 3% or more above the 5 period VWAP , 2-) 5 period exponential average of the 2 period RSI is above 70. "Exit Short" on the close when; 1-) 2 period VWAP closes below the 5 period VWAP. *** You can change the needed percentage for long and short trades, periods of VWAPs and RSI levels. *** You can select the trend direction: "Long Only" , "Short Only" or "Both". Default is "Long Only". I used the "VWAP with period" indicator code of @neolao. Special thanks to @neolao. Indicator Link:
Strategi Pine Script®
oleh HYE0619
Consolidation VWAP's [QuantVue]Introducing the Consolidation VWAP's Indicator , a powerful tool designed to identify consolidation periods in stock advance and automatically anchor three distinct VWAPs to key points within the consolidation. Consolidation Period Identification: The indicator automatically detects periods of consolidation or areas on the chart where a stock's price moves sideways within a defined range. This period can be seen as the market taking a "breather" as it digests the previous gains. Consolidations are important because they often act as a base for the next move, either continuing the previous uptrend or reversing direction. Consolidation requirements can be customized by the user to match your instrument and timeframe. Maximum Consolidation Depth Minimum Consolidation Length Maximum Consolidation Length Prior Uptrend Amount Anchored VWAP, or Anchored Volume-Weighted Average Price, is a technical analysis tool used to determine the average price of a stock weighted by volume, starting from a specific point in time chosen by the analyst. Unlike traditional VWAP, which starts at the beginning of the trading session, the anchored VWAP allows traders to select any point on the chart, such as a significant event, price low, high, or a breakout, to begin the calculation. VWAP incorporates price and volume in a weighted average and can be used to identify areas of support and resistance on the chart. VWAP Anchored to Consolidation High: This VWAP is anchored at the highest price point within the identified consolidation period. It helps traders understand the average price paid by buyers who entered at the peak of the consolidation. VWAP Anchored to Consolidation Low: This VWAP is anchored at the lowest price point within the consolidation. It provides insights into the average price paid by buyers who entered at the lowest point of the consolidation. VWAP Anchored to Highest Volume in the Consolidation: This VWAP is anchored at the price level with the highest trading volume during the consolidation. It reflects the average price at which the most trading activity occurred, often indicating a key support or resistance level. The indicator also allows the trader to see past consolidation areas and previous anchored VWAP's. Give this indicator a BOOST and COMMENT your thoughts! We hope you enjoy. Cheers!
Penunjuk Pine Script®
oleh QuantVue
2
Harmonic Rolling VWAP (Zeiierman)█ Overview The Harmonic Rolling VWAP (Zeiierman) indicator combines the concept of the Rolling Volume Weighted Average Price (VWAP) with advanced harmonic analysis using Discrete Fourier Transform (DFT). This innovative indicator aims to provide traders with a dynamic view of price action, capturing both the volume-weighted price and underlying harmonic patterns. By leveraging this combination, traders can gain deeper insights into market trends and potential reversal points. █ How It Works The Harmonic Rolling VWAP calculates the rolling VWAP over a specified window of bars, giving more weight to periods with higher trading volume. This VWAP is then subjected to harmonic analysis using the Discrete Fourier Transform (DFT), which decomposes the VWAP into its frequency components. Key Components: Rolling VWAP (RVWAP): A moving average that gives more weight to higher volume periods, calculated over a user-defined window. True Range (TR): Measures volatility by comparing the current high and low prices, considering the previous close price. Discrete Fourier Transform (DFT): Analyzes the harmonic patterns within the RVWAP by decomposing it into its frequency components. Standard Deviation Bands: These bands provide a visual representation of price volatility around the RVWAP, helping traders identify potential overbought or oversold conditions. █ How to Use Identify Trends: The RVWAP line helps in identifying the underlying trend by smoothing out short-term price fluctuations and focusing on volume-weighted prices. Assess Volatility: The standard deviation bands around the RVWAP give a clear view of price volatility, helping traders identify potential breakout or breakdown points. Find Entry and Exit Points: Traders can look for entries when the price is near the lower bands in an uptrend or near the upper bands in a downtrend. Exits can be considered when the price approaches the opposite bands or shows harmonic divergence. █ Settings VWAP Source: Defines the price data used for VWAP calculations. The source input defines the price data used for calculations. This setting affects the VWAP calculations and the resulting bands. Window: Sets the number of bars used for the rolling calculations. The window input sets the number of bars used for the rolling calculations. A larger window smooths the VWAP and standard deviation bands, making the indicator less sensitive to short-term price fluctuations. A smaller window makes the indicator more responsive to recent price changes. ----------------- Disclaimer The information contained in my Scripts/Indicators/Ideas/Algos/Systems does not constitute financial advice or a solicitation to buy or sell any securities of any type. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs. My Scripts/Indicators/Ideas/Algos/Systems are only for educational purposes!
Penunjuk Pine Script®
oleh Zeiierman
5
GMS: GW-VWAPAlright, as per usual with these, I end up adapting an existing indicator to what I want to accomplish. So this is based off the built in VWAP indicator. I added in the gummy worm to easily identify the trend, as well as the related bands to identify potential areas to either reverse position or to trim an existing one. The middle part of the bands are the gummy worm version of VWAP. It is the VWAP using the high and another VWAP using the low. The black line is HL2 VWAP (technically 3 VWAPs). The bands follow what I was mentioning above. So the outer most part of the bands are the high & low VWAP (with the same multiplier) and the inner bands are the HL2 VWAP. Of course you can set whatever input source you want for these. The default is how I use it. If you want to get rid of the bar color just go to the indicator settings and un-select it at the bottom. Source code is open so feel free to poke around. Hope this helps, Andre
Penunjuk Pine Script®
oleh GlobalMarketSignals
3
Multi-Exchange VWAP Aggregator (Crypto)Description: This advanced VWAP indicator aggregates volume data from up to 9 cryptocurrency exchanges simultaneously, providing a more accurate volume-weighted average price than single-exchange VWAP calculations. Key Features: Multi-Exchange Aggregation - Combines volume from Binance, Coinbase, Bybit, Bitfinex, Bitstamp, Deribit, OKEx, Phemex, and FTX Flexible Currency Pairs - Supports both spot (USD, USDT, EUR, USDC, BUSD, DAI) and perpetual futures contracts Standard Deviation Bands - Includes customizable 1σ, 2σ, and 3σ bands for identifying overbought/oversold levels Multiple Reset Periods - Daily, Weekly, Monthly, or Session-based VWAP calculations Volume Calculation Options - Choose between SUM, AVG, MEDIAN, or VARIANCE for volume aggregation Why Use This? Traditional VWAP indicators only use volume from a single exchange, which can be misleading in fragmented crypto markets. This indicator provides a comprehensive market-wide VWAP by aggregating volume across major exchanges, giving you a more reliable benchmark for entries, exits, and institutional price levels. Perfect for traders who want to see where the real volume-weighted price sits across the entire crypto market, not just one exchange.
Penunjuk Pine Script®
oleh plyst
1
VWAP Multi-Timeframe VWAP Multi-Timeframe - Complete Professional Indicator 🚀 WHAT IS IT? The VWAP Multi-Timeframe is an advanced indicator that combines 5 different VWAP periods in a single tool, providing a complete view of market fair value levels across multiple time scales. ⭐ KEY FEATURES 📊 5 Configurable VWAPs: 🟡 Daily VWAP - Ideal for day trading and intraday operations 🟠 Weekly VWAP - Perfect for swing trading 🔵 Monthly VWAP - Excellent for medium-term analysis 🔴 Quarterly VWAP - Essential for quarterly strategies 🟢 Yearly VWAP - Fundamental for long-term investments 🎯 Multiple Price Sources: Choose the source that best fits your strategy: Close - Closing price (most common) OHLC4 - Complete average (smoother) HLC3 - Typical price (default) HL2 - Period midpoint Open/High/Low - Specific prices 💡 HOW TO USE For Day Traders: Use Daily VWAP as main fair value reference Prices above = buying pressure / Prices below = selling pressure For Swing Traders: Combine Weekly and Monthly VWAP to identify trends Look for confluences between different timeframes For Investors: Quarterly and Yearly VWAP show long-term value levels Excellent for identifying entry points in investments 🔧 TECHNICAL FEATURES ✅ Pine Script v6 - Latest and optimized version ✅ Clean Interface - User-friendly design
Penunjuk Pine Script®
oleh marcaoemail_1
Adaptive VWAP Stdev BandsIntroduction Heyo, here are some adaptive VWAP Standard Deviation Bands with nice colors. I used Ehlers dominant cycle theories and ZLSMA smoothing to create this indicator. You can choose between different algorithms to determine the dominant cycle and this will be used as reset period. Everytime bar_index can be divided through the dominant cycle length and the result is zero VWAP resets if have chosen an adaptive mode in the settings. The other reset event you can use is just a simple time-based event, e.g. reset every day. Usage I think people buy/sell when it reaches extreme zones. Enjoy! --- Credits to: @SandroTurriate - VWAP Stdev Bands @blackcat1402 - Dominant Cycle Analysis @DasanC - Dominant Cycle Analysis @veryfid - ZLSMA (Sry, too lazy for linking) I took parts of their code. Ty guys for your work! Just awesome.
Penunjuk Pine Script®
oleh simwai
6
Quarterly Rolling VWAP# Quarterly Rolling VWAP Indicator This custom indicator calculates and displays a Volume-Weighted Average Price (VWAP) that resets at the beginning of each quarter, providing traders with a medium-term perspective on price action relative to trading volume. ## Key Features: 1. **Quarterly Reset**: The VWAP calculation automatically resets at the beginning of each quarter, allowing for a rolling analysis that adapts to changing market conditions. 2. **Standard Deviation Bands**: The indicator includes two sets of bands based on standard deviations from the VWAP, helping to identify potential support and resistance levels. 3. **Customizable Appearance**: Users can adjust the colors of the VWAP line and bands, as well as control the visibility and transparency of the bands. 4. **Flexible Band Multipliers**: The distance of the bands from the VWAP can be adjusted using customizable multipliers. ## Indicator Logic: 1. **Quarterly Detection**: - The script uses a function `isNewQuarter()` to determine the start of a new quarter. - It calculates the timestamp for the start of the current quarter and checks for changes in this value. 2. **VWAP Calculation**: - The `calcVWAP()` function computes the Volume-Weighted Average Price. - It maintains running sums of price * volume and volume, which reset at the start of each quarter. - The VWAP is calculated as the ratio of these sums. 3. **Standard Deviation Calculation**: - The `calcStdDev()` function computes the standard deviation of price from the VWAP. - It uses a similar approach to VWAP, maintaining running sums that reset quarterly. 4. **Band Calculation**: - Two sets of bands are calculated using the VWAP, standard deviation, and user-defined multipliers. - Upper and lower bands are plotted at 1x and 2x the standard deviation by default, but these are customizable. 5. **Plotting**: - The main VWAP line is plotted with user-defined color and width. - Bands are plotted conditionally based on user preference. - The area between bands is filled with a semi-transparent color for better visualization. ## Trading Applications: - **Medium-Term Trend Analysis**: The quarterly VWAP provides a broader perspective on price trends compared to daily or weekly VWAPs. - **Support and Resistance**: The VWAP line and bands can act as dynamic support and resistance levels. - **Mean Reversion Strategies**: Traders can look for potential reversals when price reaches the outer bands. - **Volatility Assessment**: The width of the bands gives an indication of recent price volatility relative to volume. - **Quarter-over-Quarter Comparison**: By resetting each quarter, the indicator allows for easy comparison of price action across different quarters. This Quarterly Rolling VWAP indicator is particularly useful for traders focusing on medium-term strategies or those who want to incorporate a broader market context into their analysis. It combines the power of volume-weighted pricing with a quarterly perspective, offering a unique tool for technical analysis
Penunjuk Pine Script®
oleh MausIncognito
QTY@RISK VWAP based calculationVWAP Volatility-Based Risk Management Calculator for Intraday Trading Overview This script is an innovative tool designed to help traders manage risk effectively by calculating position sizes and stop-loss levels using the Volume Weighted Average Price (VWAP) and its standard deviation (StdDev). Unlike traditional methods that rely on time-based calculations, this approach is time-independent within the intraday timeframe, making it particularly useful for traders seeking precision and efficiency. Key Concepts VWAP (Volume Weighted Average Price): VWAP is a trading benchmark that represents the average price a security has traded at throughout the day, based on both volume and price. It provides insight into the average price level over a specific period, helping traders understand the market trend. StdDev (Standard Deviation): In the context of VWAP, the standard deviation measures the volatility around the VWAP. It provides a quantifiable range that traders can use to set stop-loss levels, ensuring they are neither too tight nor too loose. How the Script Works 1. VWAP Calculation: The script calculates the VWAP continuously as the market trades, integrating both price and volume data. 2. Volatility Measurement: It then computes the standard deviation of the VWAP, giving a measure of market volatility. 3. Stop-Loss Calculation: Using user-defined StdDev factors, the script calculates two stop-loss levels. These levels adjust dynamically based on market conditions, ensuring they remain relevant throughout the trading session. 4. Position Sizing: By incorporating your risk tolerance, the script determines the appropriate position size. This ensures that your maximum loss per trade does not exceed your predefined risk value. How to Use the Calculator 1. Select Two VWAP StdDev Factors: Choose two standard deviation factors for calculating stop-loss levels. For example, you might choose 0.5 and 0.75 to set conservative and aggressive stop-losses respectively. 2. Set Your Trading Account Size: Enter your total trading capital. For example, $50,000. 3. Maximum Lot Size: Define the maximum number of shares you are willing to trade in a single position. For instance, 200 shares. 4. Risk Value per Trade: Input the maximum amount of money you are willing to risk on a single trade. For instance, $50. 5. Plotting Options: If you wish to visualize the stop-loss levels, enable the plot option and choose the price base for the plot, such as the closing price or the average of the high and low prices (hl2). Example of Use 1. Initial Setup: After the market opens, wait for at least 15 minutes to ensure the VWAP has stabilized with sufficient volume data. 2. Parameter Configuration: Input your desired parameters into the calculator. For instance: - VWAP StdDev Factors: 0.5 and 0.75 - Trading Account Size: $50,000 - Maximum Lot Size: 200 shares - Risk Value per Trade: $50 - Plot Option: On, using "hl2" or "close" as the price base 3. Execution: Based on the inputs, the script calculates the position size and stop-loss levels. If the calculated stop-loss falls within the selected VWAP StdDev range, it will provide you with precise stop-loss prices. 4. Trading: Use the calculated position size and stop-loss levels to execute your trades confidently, knowing that your risk is managed effectively. Advantages for Traders - Time Independence: By relying on VWAP and its StdDev, the calculations are not dependent on specific time intervals, making them more adaptable to real-time trading conditions. - Focus on Strategy: Novice traders can focus more on their trading strategies rather than getting bogged down with complex calculations. - Dynamic Adjustments: The script adjusts stop-loss levels dynamically based on evolving market conditions, providing more accurate and relevant risk management. - Flexibility: Traders can tailor the calculator to their risk preferences and trading style by adjusting the StdDev factors and risk parameters. By incorporating these concepts and using this risk management calculator, traders can enhance their trading efficiency, improve their risk management, and ultimately make more informed trading decisions.
Penunjuk Pine Script®
oleh Canonius
Aggregated VWAP by AncheAbout this indicator Aggregated VWAP shows you a combined VWAP of different assets which you can choose inside the options panel. This allows you to select the same asset from multiple exchanges and the indicator plots a VWAP based on all the prices of the selected tickers. The above image shows you the VWAP of the current asset (red, thick line) and an Aggregated VWAP of BTCUSD from this exchange + 5 others (black line). This clearly shows a discrepancy between both values. How to use Open the options of the indicator, at the bottom you will find 5 input fields to select 5 tickers. This allows you to select your asset from different exchanges so that their value gets computed inside the value for the Aggregated VWAP. Inside the "style" settings you can change colors, lines, etc.
Penunjuk Pine Script®
oleh anche1991
8
SMA VWAP BANDS [qrsq]Description This indicator is used to find support and resistance utilizing both SMA and VWAP. It can be used on lower and higher time frames to understand where price is likely to reject or bounce. How it works Rather than using the usual calculation for the VWAP, instead this script smooths the volume first with the SMA and then respectively calculates the smoothed multiplication of high, low and close price with the volume individually. These values are then divided by the smoothed volume to find individual VWAP's for each of the sources. The standard deviations of these are calculated, resulting in an upper, lower and middle band. It is essentially VWAP bands with some smoothed calculations in the middle. How to use it I like to use the bands for LTF scalping as well as HTF swings. For scalping: I tend to use either the 5m or 15m TF I then set the indicator's TF to 1m I will take a scalp based on the bands confluence with other PA methods, if price is being either supported or rejected. For swings: I tend to use a variety of TFs, including: 30m, 1H, 4H, D I then set the indicator's TF to "Chart" I will take a swing based on the bands confluence with other PA methods, if price is being either supported or rejected. I also tend to use them on perpetual contracts as the volume seems to be more consistent and hence results in more accurate support and resistance.
Penunjuk Pine Script®
oleh qrsq
6