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VWAP, Vol & RTH Stats (Custom Layout)VWAP, Volume & RTH Stats Box This indicator displays a data table in the top-right corner of the chart designed for intraday liquidity analysis. It fetches the true "Daily" volume to ensure accuracy regardless of the timeframe used. It specifically isolates Regular Trading Hours (RTH) to calculate the daily range performance (Max Squeeze % and Max Drop %), filtering out pre-market noise to show the true strength of the move. Includes full customization for dimensions, margins, and colors.
Penunjuk Pine Script®
oleh Giac94
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
5
Triple Anchored Volume Weighted Average Price [JustinPrime]This indicator provides three separate Volume Weighted Average Price (VWAP) calculations, each anchored from different key points on the chart: High Anchored VWAP: Resets from the highest price reached since the start date. Low Anchored VWAP: Resets from the lowest price since the start date. Start Date VWAP: Calculated from the trading data beginning at the user-defined start date. Features: Selectable Timeframe: Choose from timeframes like 1 minute, 5 minutes, 15 minutes, 1 hour, daily, and weekly. Custom Start Date: Set a specific start date for the VWAP calculations. Source Data: Uses high, low, and close prices (HLC3) for calculations. How to Use: Adjust the start date to focus on significant market periods or events. Differentiate each VWAP with unique colors for clarity.
Penunjuk Pine Script®
oleh JustinPrime
2
AVWAP Band✨ AVWAP Band by Mars ✨ The AVWAP Band indicator eliminates the guesswork of selecting multipliers for your VWAP analysis. Instead of using arbitrary deviations, this indicator provides three distinct VWAP lines calculated from different price points - giving you a complete VWAP band with just one tool. What Makes This Different From Standard VWAP Traditional VWAP indicators use multipliers (1.0, 2.0, 3.0) which require constant adjustment across different markets and timeframes. The AVWAP Band simplifies this by using natural price points: Low-based VWAP (green) - acts as support High-based VWAP (red) - acts as resistance HL2-based VWAP (gray) - acts as the centerline Key Features Reduces cognitive load - no more guessing which multiplier to use User-selected anchor point (click to set date) Customizable colors and line styles Built-in alerts for all crossover/crossunder events Visual anchor point marker How To Use It After adding the indicator to your chart, you have to click on your anchor point Watch for price reactions at each VWAP line Look for crossovers between price and the different VWAPs Use the HL2 VWAP as a centerline to determine overall bias Trading Applications Support/Resistance levels for intraday trading Mean-reversion signals when price touches band extremes Trend confirmation when price holds above/below centerline Range identification between upper and lower bands Volatility assessment based on band width Customization Options Toggle each VWAP line individually Adjust line colors to match your chart theme Control line width and transparency Enable/disable anchor point label This indicator simplifies VWAP analysis by giving you natural price-based bands without the need to adjust multipliers across different markets. The high, low, and HL2 sources create a complete VWAP picture with just one tool. VIDEO Feedback and suggestions welcome!
Penunjuk Pine Script®
oleh marsrides
3
EVWAPThis indicator plots two Volume-Weighted Average Price (VWAP) lines anchored to earnings events: EVWAP (Earnings Day): Resets VWAP on the day of the earnings release. EVWAP (Post-Earnings Day): Resets VWAP on the first trading day after earnings. These earnings-based VWAPs help identify average price zones impacted by earnings, providing insight into post-earnings support/resistance and potential trend shifts. Works on all timeframes. Useful for traders analyzing price reactions around earnings reports.
Penunjuk Pine Script®
oleh SelfUnmade
1
MultiWAPThe VWAP tracks the average price, giving weight to each candle based upon its' relative volume. In other words, high-volume candles move the VWAP faster than low-volume candles. On a good day, market maker: -Buys the dip -Pumps past resistance, causing bullish FOMO -Sells into the bullish FOMO, causing bearish FOMO -Buys the dip (rinse and repeat) By default, MultiWAP begins at the first visible bar. Range low/high - tracks the most recent high/low Upper VWAP - tracks retail's average buy price (MM is selling) Lower VWAP - tracks MM's average buy price (MM is buying) If price closes below the lower VWAP or the range low, the lower VWAP and range low are reset. If price closes above the upper VWAP or the range high, the upper VWAP and range high are reset. Resets are indicated by the dots. Resetting either VWAP moves it close to last price, making it easy to breach again. A down-trend that lasts many bars will produce a string of green dots. When the accumulation phase ends, price pulls away from the lower VWAP, so it stops resetting. The ABSENCE of green dots tells you that we're in the markup phase/up-trend. An up-trend that lasts many bars will produce a string of red dots. When the distribution phase ends, price pulls away from the upper VWAP, so it stops resetting. The ABSENCE of red dots tells you that we're in the markdown phase/down-trend. By default, the net result is two VWAP's that automatically anchor themselves to the most recent, significant, and visible, high and low. Usage: For any timeframe, I recommend starting zoomed way out. Find the last green dot and drop an "Anchored VWAP" there. Now, zoom in until that candle is no longer visible. Find the last green dot and drop an anchored VWAP there. Continue doing so until you notice the lower VWAP getting reset to basically the same place. This works the same, in reverse, during down-trends.
Penunjuk Pine Script®
oleh Kerbal
1
Spot v Perp aggrRollingVWAPThis indicator is a rolling VWAP that shows an aggregated BTC VWAP for both spot markets and futures markets Spot VWAP is shown in BTC orange while perp VWAP is shown in blue This is useful for identifying which market (spot or perps) is pushing trending moves If the spot VWAP is more closely following the trend, then spot is pushing the move If the perp VWAP is more closely following the trend, then perps are pushing the move e.g. In the following picture you can see that the move down was followed much more closely by the spot VWAP, therefore you can assume that the move is being pushed my spot
Penunjuk Pine Script®
oleh TraderKalis
1
[VJ] Mega Supertrend for IntradayThis is a simple intraday strategy for working on Stocks or commodities based out on Super Trend and intraday's best friend - VWAP . You can modify the start time and end time based on your timezones. Session value should be from market start to the time you want to square-off Important: The end time should be at least 2 minutes before the intraday square-off time set by your broker Comment below if you get good returns Strategy: Tweaked Super trend with VWAP Indicators used : Super trend is simple and easy to use indicator and gives a precise reading about an on going trend.It is built with two parameters, namely period and multiplier.The Buy and Sell signal modifies once the indicator tosses over the closing price. When the Super trend closes above the Price, a Buy signal is generated, and when the Super trend closes below the Price, a Sell signal is generated. In this case we use it only for direction . Multiplier is a vital input for Super trend. If the multiplier value is too high, then lesser number of signals is made. Volume is important as we don’t want to get stuck with a stock which has few takers, even if you think it is priced attractively. Thus, the VWAP was created to take into account both volume as well as Price so that the potential trader would make the trading decision or not. In simple terms, the Volume Weighted Average price is the cumulative average price with respect to the volume Buying/Selling when the closing price starts moving up/down and farther from the VWAP, there is pressure among the traders to sell/buy, a general belief kicks in that it might be that the stock is overvalued/undervalued .This is the time when we couple the Super trend to take our entries Usage & Best setting : Choose a good volatile stock and a time frame - 5m. ST multiplier : 3 There is stop loss and take profit that can be used to optimise your trade The template also includes daily square off based on your time.
Strategi Pine Script®
oleh vikris
2
Custom_AVWAP_Harpal's-AnchorsAutomated VWAP Indicator written in PineScript for TradingView charts. Automatically Anchored at key swing H/L levels extracted from price and volume time-series. Indicator takes one Argument, "LookBack (# of Periods)", and then for a given security finds three key anchors, the highest and lowest values in the 'hlc3' column (average of high low and close on the daily timeframe) in the last 'LookBack' # of days. The script displays up to three color coded time-series corresponding to a trailing Volume Weighted Average Price beginning at the anchor dates corresponding to the anchor points listed above.
Penunjuk Pine Script®
oleh ak2k2
5
VWAP + EMA9/21/50 + Ichimoku + RSI (M5) - Strict + TPSL//@version=5 indicator("VWAP + EMA9/21/50 + Ichimoku + RSI (M5) - Strict + TPSL", overlay=true, shorttitle="VWAP_EMA_ICH_RSI_TPSL") // === Inputs === emaFastLen = input.int(9, "EMA Fast (9)") emaMidLen = input.int(21, "EMA Mid (21)") emaSlowLen = input.int(50, "EMA Slow (50)") // Ichimoku inputs tenkanLen = input.int(9, "Tenkan Sen Length") kijunLen = input.int(26, "Kijun Sen Length") senkouBLen = input.int(52, "Senkou B Length") displacement = input.int(26, "Displacement") // RSI rsiLen = input.int(14, "RSI Length") rsiThreshold = input.int(50, "RSI Threshold") // VWAP option useSessionVWAP = input.bool(true, "Use Session VWAP (true) / Daily VWAP (false)") // Volume filter useVolumeFilter = input.bool(true, "Enable Volume Filter") volAvgLen = input.int(20, "Volume Avg Length") volMultiplier = input.float(1.2, "Min Volume > avg *", step=0.1) // Higher timeframe trend check useHTF = input.bool(true, "Enable Higher-Timeframe Trend Check") htfTF = input.string("60", "HTF timeframe (e.g. 60, 240, D)") // Alerts / webhook alertOn = input.bool(true, "Enable Alerts") useWebhook = input.bool(true, "Send webhook on alerts") webhookURL = input.string("", "Webhook URL (leave blank to set in alert)") // TP/SL & Trailing inputs useTP = input.bool(true, "Enable Take Profit (TP)") tpTypeRR = input.bool(true, "TP as Risk-Reward ratio (true) / Fixed points (false)") tpRR = input.float(1.5, "TP RR (e.g. 1.5)", step=0.1) fixedTPpts = input.float(40.0, "Fixed TP (ticks/pips) if not RR") useSL = input.bool(true, "Enable Stop Loss (SL)") slTypeATR = input.bool(true, "SL as ATR-based (true) / Fixed points (false)") atrLen = input.int(14, "ATR Length") atrMult = input.float(1.5, "ATR Multiplier for SL", step=0.1) fixedSLpts = input.float(20.0, "Fixed SL (ticks/pips) if not ATR") useTrailing = input.bool(true, "Enable Trailing Stop") trailType = input.string("ATR", "Trailing type: ATR or EMA", options= ) // "ATR" or "EMA" trailATRmult = input.float(1.0, "Trailing ATR Multiplier", step=0.1) trailEMAlen = input.int(9, "Trailing EMA Length (if EMA chosen)") trailLockInPts = input.float(5.0, "Trail lock-in (min profit before trail active, pts)") // Other showArrows = input.bool(true, "Show Entry Arrows") // === Calculations === ema9 = ta.ema(close, emaFastLen) ema21 = ta.ema(close, emaMidLen) ema50 = ta.ema(close, emaSlowLen) // VWAP vwapVal = ta.vwap // Ichimoku highestHighTenkan = ta.highest(high, tenkanLen) lowestLowTenkan = ta.lowest(low, tenkanLen) tenkan = (highestHighTenkan + lowestLowTenkan) / 2 highestHighKijun = ta.highest(high, kijunLen) lowestLowKijun = ta.lowest(low, kijunLen) kijun = (highestHighKijun + lowestLowKijun) / 2 highestHighSenkouB = ta.highest(high, senkouBLen) lowestLowSenkouB = ta.lowest(low, senkouBLen) senkouB = (highestHighSenkouB + lowestLowSenkouB) / 2 senkouA = (tenkan + kijun) / 2 // RSI rsi = ta.rsi(close, rsiLen) // Volume volAvg = ta.sma(volume, volAvgLen) volOk = not useVolumeFilter or (volume > volAvg * volMultiplier) // Higher timeframe trend values htf_close = request.security(syminfo.tickerid, htfTF, close) htf_ema50 = request.security(syminfo.tickerid, htfTF, ta.ema(close, emaSlowLen)) htf_rsi = request.security(syminfo.tickerid, htfTF, ta.rsi(close, rsiLen)) htf_bull = htf_close > htf_ema50 htf_bear = htf_close < htf_ema50 htf_ok = not useHTF or (htf_bull and close > ema50) or (htf_bear and close < ema50) // Trend filters (on current timeframe) priceAboveVWAP = close > vwapVal priceAboveEMA50 = close > ema50 priceAboveCloud = close > senkouA and close > senkouB bullTrend = priceAboveVWAP and priceAboveEMA50 and priceAboveCloud bearTrend = not priceAboveVWAP and not priceAboveEMA50 and not priceAboveCloud // Pullback detection (price near EMA21 within tolerance) tolPerc = input.float(0.35, "Pullback tolerance (%)", step=0.05) / 100.0 nearEMA21 = math.abs(close - ema21) <= ema21 * tolPerc // Entry conditions emaCrossUp = ta.crossover(ema9, ema21) emaCrossDown = ta.crossunder(ema9, ema21) longConditionBasic = bullTrend and (nearEMA21 or close >= vwapVal) and emaCrossUp and rsi > rsiThreshold shortConditionBasic = bearTrend and (nearEMA21 or close <= vwapVal) and emaCrossDown and rsi < rsiThreshold longCondition = longConditionBasic and volOk and htf_ok and (not useHTF or htf_bull) and (rsi > rsiThreshold) shortCondition = shortConditionBasic and volOk and htf_ok and (not useHTF or htf_bear) and (rsi < rsiThreshold) // More strict: require Tenkan > Kijun for bull and Tenkan < Kijun for bear ichimokuAlign = (tenkan > kijun) ? 1 : (tenkan < kijun ? -1 : 0) longCondition := longCondition and (ichimokuAlign == 1) shortCondition := shortCondition and (ichimokuAlign == -1) // ATR for SL / trailing atr = ta.atr(atrLen) // --- Trade management state variables --- var float activeLongEntry = na var float activeShortEntry = na var float activeLongSL = na var float activeShortSL = na var float activeLongTP = na var float activeShortTP = na var float activeLongTrail = na var float activeShortTrail = na // Function to convert fixed points to price (assumes chart in points as price units) fixedToPriceLong(p) => p fixedToPriceShort(p) => p // On signal, set entry, SL and TP if longCondition activeLongEntry := close // SL if useSL if slTypeATR activeLongSL := close - atr * atrMult else activeLongSL := close - fixedToPriceLong(fixedSLpts) else activeLongSL := na // TP if useTP if tpTypeRR and useSL and not na(activeLongSL) risk = activeLongEntry - activeLongSL activeLongTP := activeLongEntry + risk * tpRR else activeLongTP := activeLongEntry + fixedToPriceLong(fixedTPpts) else activeLongTP := na // reset short activeShortEntry := na activeShortSL := na activeShortTP := na // init trailing activeLongTrail := activeLongSL if shortCondition activeShortEntry := close if useSL if slTypeATR activeShortSL := close + atr * atrMult else activeShortSL := close + fixedToPriceShort(fixedSLpts) else activeShortSL := na if useTP if tpTypeRR and useSL and not na(activeShortSL) riskS = activeShortSL - activeShortEntry activeShortTP := activeShortEntry - riskS * tpRR else activeShortTP := activeShortEntry - fixedToPriceShort(fixedTPpts) else activeShortTP := na // reset long activeLongEntry := na activeLongSL := na activeLongTP := na // init trailing activeShortTrail := activeShortSL // Trailing logic (update only when in profit beyond 'lock-in') if not na(activeLongEntry) and useTrailing // current unrealized profit in points currProfitPts = close - activeLongEntry if currProfitPts >= trailLockInPts // declare candidate before use to avoid undeclared identifier errors float candidate = na if trailType == "ATR" candidate := close - atr * trailATRmult else candidate := close - ta.ema(close, trailEMAlen) // move trail stop up but never below initial SL activeLongTrail := math.max(nz(activeLongTrail, activeLongSL), candidate) // ensure trail never goes below initial SL if SL exists if useSL and not na(activeLongSL) activeLongTrail := math.max(activeLongTrail, activeLongSL) // update SL to trailing activeLongSL := activeLongTrail if not na(activeShortEntry) and useTrailing currProfitPtsS = activeShortEntry - close if currProfitPtsS >= trailLockInPts // declare candidateS before use float candidateS = na if trailType == "ATR" candidateS := close + atr * trailATRmult else candidateS := close + ta.ema(close, trailEMAlen) activeShortTrail := math.min(nz(activeShortTrail, activeShortSL), candidateS) if useSL and not na(activeShortSL) activeShortTrail := math.min(activeShortTrail, activeShortSL) activeShortSL := activeShortTrail // Detect TP/SL hits (for plotting & alerts) longTPHit = not na(activeLongTP) and close >= activeLongTP longSLHit = not na(activeLongSL) and close <= activeLongSL shortTPHit = not na(activeShortTP) and close <= activeShortTP shortSLHit = not na(activeShortSL) and close >= activeShortSL if longTPHit or longSLHit // reset long state after hit activeLongEntry := na activeLongSL := na activeLongTP := na activeLongTrail := na if shortTPHit or shortSLHit activeShortEntry := na activeShortSL := na activeShortTP := na activeShortTrail := na // Plot EMAs p_ema9 = plot(ema9, title="EMA9", linewidth=1) plot(ema21, title="EMA21", linewidth=1) plot(ema50, title="EMA50", linewidth=2) // Plot VWAP plot(vwapVal, title="VWAP", linewidth=2, style=plot.style_line) // Plot Ichimoku lines (Tenkan & Kijun) plot(tenkan, title="Tenkan", linewidth=1) plot(kijun, title="Kijun", linewidth=1) // Plot cloud (senkouA & senkouB shifted forward) plot(senkouA, title="Senkou A", offset=displacement, transp=60) plot(senkouB, title="Senkou B", offset=displacement, transp=60) fill(plot(senkouA, offset=displacement), plot(senkouB, offset=displacement), color = senkouA > senkouB ? color.new(color.green, 80) : color.new(color.red, 80)) // Plot active trade lines plotshape(not na(activeLongEntry), title="Active Long", location=location.belowbar, color=color.new(color.green, 0), style=shape.circle, size=size.tiny) plotshape(not na(activeShortEntry), title="Active Short", location=location.abovebar, color=color.new(color.red, 0), style=shape.circle, size=size.tiny) plot(activeLongSL, title="Long SL", color=color.red, linewidth=2) plot(activeLongTP, title="Long TP", color=color.green, linewidth=2) plot(activeShortSL, title="Short SL", color=color.red, linewidth=2) plot(activeShortTP, title="Short TP", color=color.green, linewidth=2) // Arrows / labels if showArrows if longCondition label.new(bar_index, low, "BUY", style=label.style_label_up, color=color.green, textcolor=color.white, size=size.small) if shortCondition label.new(bar_index, high, "SELL", style=label.style_label_down, color=color.red, textcolor=color.white, size=size.small) // Alerts // alertcondition must be declared in global scope so TradingView can create alerts from them alertcondition(longCondition, "VWAP+EMA+Ichimoku+RSI — BUY (STRICT)", "BUY signal from VWAP+EMA+Ichimoku+RSI (STRICT)") alertcondition(shortCondition, "VWAP+EMA+Ichimoku+RSI — SELL (STRICT)", "SELL signal from VWAP+EMA+Ichimoku+RSI (STRICT)") // Runtime alerts (still use alert() to trigger immediate alerts; webhook is added in TradingView Alert dialog) if alertOn if longCondition alert("VWAP+EMA+Ichimoku+RSI — BUY (STRICT)", alert.freq_once_per_bar_close) if shortCondition alert("VWAP+EMA+Ichimoku+RSI — SELL (STRICT)", alert.freq_once_per_bar_close) // Alerts for TP/SL hits if longTPHit alert("LONG TP HIT", alert.freq_once_per_bar_close) if longSLHit alert("LONG SL HIT", alert.freq_once_per_bar_close) if shortTPHit alert("SHORT TP HIT", alert.freq_once_per_bar_close) if shortSLHit alert("SHORT SL HIT", alert.freq_once_per_bar_close) // Info table var table info = table.new(position.top_right, 1, 8) if barstate.islast table.cell(info, 0, 0, text = 'Trend: ' + (bullTrend ? 'Bull' : bearTrend ? 'Bear' : 'Neutral')) table.cell(info, 0, 1, text = 'EMA9/21/50: ' + str.tostring(ema9, format.mintick) + ' / ' + str.tostring(ema21, format.mintick) + ' / ' + str.tostring(ema50, format.mintick)) table.cell(info, 0, 2, text = 'VWAP: ' + str.tostring(vwapVal, format.mintick)) table.cell(info, 0, 3, text = 'RSI: ' + str.tostring(rsi, format.mintick)) table.cell(info, 0, 4, text = 'Vol OK: ' + (volOk ? 'Yes' : 'No')) table.cell(info, 0, 5, text = 'HTF: ' + htfTF + ' ' + (htf_bull ? 'Bull' : htf_bear ? 'Bear' : 'Neutral')) table.cell(info, 0, 6, text = 'ActiveLong: ' + (not na(activeLongEntry) ? 'Yes' : 'No')) table.cell(info, 0, 7, text = 'ActiveShort: ' + (not na(activeShortEntry) ? 'Yes' : 'No')) // End of script
Penunjuk Pine Script®
oleh zakiemn
ZenAlgo - LevelsThis script combines multiple anchored Volume-Weighted Average Price (VWAP) calculations into a single tool, providing a continuous record of past VWAP levels and highlighting when price has tested them. Typically, VWAP indicators show only the current VWAP for a single anchor period, requiring you to either keep re-anchoring manually or juggle multiple instances of different VWAP tools for each timeframe. By contrast, this script automatically tracks both the ongoing VWAP and previously completed VWAP values, along with real-time detection of “tests” (when price crosses a particular VWAP level). It’s especially valuable for traders who want to see how price has interacted with VWAP over several sessions, weeks, or months—without switching between separate indicators or manually setting anchors. Below is a comprehensive explanation of each component, why multiple VWAP lines working together can be more informative than a single line, and how to adjust the script for various markets and trading styles: Primary VWAP vs. Historical VWAP Lines - Standard VWAP indicators typically focus on the current line only. This script also calculates a primary VWAP, but it “locks in” each completed VWAP value when a new time anchor is detected (e.g., new weekly bar, new monthly bar, new session). As a result, you retain an ongoing history of VWAP lines for every completed anchored period. This is more powerful than manually setting up multiple VWAP tools—one for each desired timeframe—because everything is handled in a single script. You avoid chart clutter and the risk of forgetting to reset your manual VWAP at the correct bar. Why Combine Multiple Anchored VWAP Lines in One Script? - Viewing several anchored VWAP lines together offers synergy . You see not only the current VWAP but also previous ones from different sessions or months, all within the same chart pane. This synergy becomes apparent if multiple historical VWAP lines cluster near the same price level, indicating a potentially significant zone of volume-based support or resistance. Handling this manually would involve repeatedly setting separate VWAP indicators, each reset at specific points, which is time-consuming and prone to error. In this script, the process is automated: as soon as the anchor changes, a completed VWAP line is stored so you can observe how price eventually reacts to it, repeatedly or not at all. Automated “Test” Detection - Once a historical VWAP line is set, the script tracks when price crosses it in subsequent bars. If the high and low of a bar span that line, the script marks it in red (both the line and its label). It also keeps a counter of how many times each line has been tested. This method goes beyond a simple visual approach by quantifying the retests. Because all these lines are created and managed in one place, you don’t have to manually label the lines or check them one by one. Advantages Over Manually Setting Multiple VWAPs You save screen space: Instead of layering several VWAP indicators, each with unique settings, this single script plots them all on one overlay. Automation: When a new anchor period begins, the script “closes out” the old VWAP and starts a new one. You never need to remember to reset it manually. Retest Visualization: The script not only draws each line but also changes color and updates the label automatically if a line gets tested. Doing this by hand would be labor-intensive. Unified Parameters: All settings (e.g., array size, max distance, test count limit) apply uniformly. You can manage them from one place, instead of configuring multiple separate tools. Extended Insight with Multiple VWAP Lines Since VWAP reflects the volume-weighted average price for each chosen period, historical lines can show zones where the market had a fair-value consensus in previous intervals. When the script preserves these lines, you see potential support/resistance areas more distinctly. If, for instance, price continually pivots around an old VWAP line, that may reveal a strong volume-based level. With several older VWAP lines on the chart, you gain an immediate sense of where these volume-derived averages have appeared and how price reacted over time. This wider perspective often proves more revealing than a single “current” VWAP line that does not reflect previous anchor sessions. Handling of Illiquid Markets and Volume Limitations VWAP is inherently tied to volume data, so its reliability decreases if volume reporting is missing or if the asset trades with very low liquidity. In such cases, a single large trade might momentarily skew the VWAP, resulting in “false” test signals when the high/low range intersects an abnormal price swing. If you suspect the data is incomplete or the market is unusually thin, it’s wise to confirm the validity of these VWAP lines before using them for any decision-making. Additionally, unusual market conditions—like after-hours trading or sudden high-volatility events—may cause VWAP to shift quickly, setting up multiple lines in a short time. Key User-Configurable Settings Hide VWAP on Day timeframe and above : Lets you disable the primary VWAP plot on daily or higher timeframes for a cleaner view. Anchor Period : Select from Session, Week, Month, Quarter, Year, Decade or Century. Controls how frequently the script resets and preserves the VWAP line. Offset : Moves the current VWAP line by a specified number of bars if you need a shifted perspective. Max Array Size : Caps how many past VWAP lines the script will remember. Prevents clutter if you’re charting very long histories. Max Distance : Defines how far back (in bar index units) a line is kept. If a line’s start bar is older than this threshold, it’s removed, keeping the chart uncluttered. Max Red Labels : Limits the number of tested (red) VWAP lines that appear. If price tests a large number of old lines, only the newest red labels remain once you hit the set limit. Workflow Overview As soon as a new anchor period begins (e.g., a new weekly candle if “Week” is chosen), the script ends the current VWAP and stores that final value in its internal arrays. It creates a dotted line and label representing the completed VWAP, and keeps track of whether it has been tested or not. Subsequent bars may then cross that line. If a bar’s high/low includes the line’s value, it’s flagged as tested, labeled red, and a test counter increases. As new anchored periods come, old lines remain visible—unless they fall outside your maxDistance or you exceed the maximum stored line count. Real-World Benefits Combining multiple VWAP lines—ranging, for example, from session-based lines for intraday perspectives to monthly or quarterly lines for broader context—provides a layered view of the volume-based fair price. This can help you quickly spot zones where price repeatedly intersects old VWAPs, potentially highlighting where bulls or bears took action historically. Because this script automates the management of all these lines and flags their retests, it removes a great deal of repetitive manual work that would typically accompany multiple, separate VWAP indicators set to different anchors. Limitations & Practical Use As with any volume-related tool, the script depends on reliable volume data. Assets trading on smaller venues or during illiquid periods may produce spurious signals. The script does not signal buy or sell decisions; rather, it helps visually map out where volume-weighted averages from previous periods might still be relevant to market behavior. Always combine the insight from these historical VWAP lines with your existing analytical approach or other technical and fundamental tools you use. Conclusion This script unifies past and present VWAP lines into one overlay, automatically detecting new anchor resets, storing the final VWAP values, and indicating whenever old lines are retested by price. It offers synergy through the simultaneous display of multiple historical VWAP lines, making it quicker and easier to detect potential support/resistance zones and better reflect changing market volumes over time. You no longer need to manually create, configure, or reset multiple VWAP indicators. Instead, the script handles all aspects of line creation, retest detection, and clutter management, giving you a robust framework to observe how historical VWAP data aligns with current price action. By understanding the significance of multiple anchored VWAP lines, you can assess market structure from multiple angles in a single view. As always, ensure you confirm the reliability of the volume data for your particular asset and use these lines in conjunction with other analyses to form a well-rounded perspective on current market behavior.
Penunjuk Pine Script®
oleh ZenAlgo_Official
1
VWAP Diario + VWAP 08:00-12:00 ventanas NYWhat it plots Daily VWAP (main line) Anchored to the current trading day and only visible between 19:00 and 16:50 New York (UTC-5) to prevent any “ghost” segments. Dynamic color: turns green when price closes above (bullish bias) and red when price closes below (bearish bias). Optional standard-deviation/percentage bands (off by default). 08:00–12:00 VWAP (morning line) Resets at 08:00 NY and shows until 12:00 NY only. Acts as a morning value guide for early direction and pullbacks. Clean rendering: Both lines use strict time masks and line breaks, so nothing is drawn outside their windows. You can toggle either line on/off. How to Read It Daily VWAP ≈ “fair value” of the whole session; use it for directional bias and confluence. 08:00–12:00 VWAP ≈ “fair value” of the morning; helps refine entries during the open. Alignment: Bullish environment: price and 08–12 VWAP sit above the Daily VWAP. Rotation/mixed: price oscillates between the two lines. Bearish: price and 08–12 VWAP sit below the Daily VWAP. Two Mechanical Playbooks Recommended charts: 1-minute for entries, 5-minute for context on NQ/Nasdaq100. Primary execution window: 09:30–12:00 NY. A) Trend Play (Break → Pullback to VWAP) Goal: Join the day’s impulse with value confirmation. Rules Bias filter before 09:30 Bullish: 08–12 VWAP ≥ Daily VWAP; Bearish: 08–12 ≤ Daily. First push 09:30–09:45 breaks the initial range high (bull) or low (bear). Entry (pullback into confluence) Wait for a pullback that tags/wicks the 08–12 VWAP or the Daily VWAP in the direction of bias. Go long on bullish rejection (close back above); short on bearish rejection. Stop-loss Beyond the rejection wick or the touched VWAP (e.g., 1–1.5× ATR(1m/5m)). Take-profit TP1 = 1R (scale 50%); TP2 = 2–3R or day extremes (HOD/LOD). If bands are on, consider exiting on a clean tag of the opposite band. Management Move to breakeven at 1R; exit early if price reclaims the opposite side of Daily VWAP. Avoid when the morning is choppy and price sits glued between the two VWAPs. B) Mean-Reversion Play (Controlled Reversal at Daily VWAP) Goal: Capture a return to value after an overstretch and a clean rejection. Rules Stretch condition Fast move away from Daily VWAP (3–5 bars) or beyond Band #1/#2 if enabled. Rejection signal at Daily VWAP A bar that touches Daily VWAP and closes back on the opposite side (pin/engulfing/strong close). Entry Long if a selloff rejects above Daily VWAP. Short if a rally rejects below Daily VWAP. Stop-loss Just beyond the rejection wick or ~1× ATR(1m). Take-profit TP1 = 1R or the 08–12 VWAP; TP2 = 2–3R or a prior consolidation. Management If price crosses and holds on the other side of Daily VWAP (2 closes), cut the idea. Avoid during high-impact news or when the session is strongly trending (prefer Play A). Quality Filters Volatility: Ensure ATR(14, 1m) or the 09:30–09:45 range exceeds your minimum. Spread/liquidity: Skip abnormal spreads at the open. News: If a red-level release is imminent, wait 2–3 bars after the print. Coherence: Prefer trades when 08–12 and Daily VWAP don’t conflict. Risk & Trade Management Risk per trade: 0.25%–0.5% account risk. Daily cap: 2–3 trades; stop for the day at –1R to –1.5R. No over-reentry: Don’t chase if price is sitting exactly on a VWAP; wait for separation. Log your metrics: setup type (A/B), confluences, distance to VWAP at trigger, time, R multiple. Quick Pre-Trade Checklist Bias aligned? (price vs Daily and 08–12 VWAP) Choose Trend or Mean-Reversion play Clear confluence at the VWAP line? Realistic stop (≤ ~1.5× ATR 1m)? Any imminent news? TP plan: TP1 = 1R → BE, TP2 = 2–3R.
Penunjuk Pine Script®
oleh AlanBartonRevival
VWAP CALENDARThe VWAP CALENDAR indicator plots up to 20 anchored Volume-Weighted Average Price (VWAP) lines on your chart, each starting from a user-defined date and time (e.g., April 20, 2024). Designed for simplicity, it helps traders visualize VWAPs for key events or dates, with customizable labels and colors. The indicator is optimized for crypto markets (e.g., BTC/USD) but works with any symbol providing volume data. Features: Multiple VWAPs: Configure up to 20 independent VWAPs, each with a custom anchor date and time. Dynamic Labels: Labels update in real-time, aligning precisely with each VWAP line’s price level, positioned to the right of the chart for clarity. Customizable Settings: Adjust label text (e.g., “Event A”), line colors, line widths (1–5 pixels), text colors, and text sizes (8–40 points, default 22). Bubble or No-Background Labels: Choose between bubble-style labels (with colored backgrounds) or plain text labels without backgrounds. Timeframe Support: Accurate on daily, 4-hour, 1-hour, and 30-minute charts for anchors within ~1.5 years (e.g., April 20, 2024, from August 2025). Limitations: VWAP accuracy for anchors like April 20, 2024 (~477 days back) is reliable on 1-hour and larger timeframes. Below 30-minute (e.g., 15-minute, 24-minute), VWAPs may start later or be unavailable due to TradingView’s 5,000-bar historical data limit. For distant anchors, use 4-hour or daily charts to ensure accuracy. Requires sufficient chart history (e.g., premium account or deep exchange data) for older anchors on 1-hour or 30-minute charts. Usage Notes: Set anchor dates via the indicator settings (e.g., “2024-04-20 00:00”). Enable/disable individual VWAPs as needed. Zoom out to load maximum chart history for best results, especially on 1-hour or 30-minute timeframes. Ideal for crypto symbols with continuous trading data, but verify data availability for other markets. Disclaimer: This is a free indicator provided as-is
Penunjuk Pine Script®
oleh fragilety
VWAP + Engulfing CandlesHere’s a clear breakdown of what your merged Pine Script does: --- ### 📌 **Indicator Name: VWAP + Engulfing Candles** * This custom TradingView indicator **plots VWAP (Volume Weighted Average Price)** along with **up to 3 dynamic bands** around it. * It also **detects Bullish and Bearish Engulfing Candlestick Patterns**, displaying visual markers and triggering alerts. --- ## 🔹 **1. VWAP Section** ### ➤ **Main Features:** * Calculates VWAP anchored to a **customizable time period**: * Options: Session, Week, Month, Quarter, Year, Decade, Century, Earnings, Dividends, Splits. * Optional **hiding of VWAP on Daily/Weekly/Monthly charts** to reduce clutter. ### ➤ **Bands Around VWAP:** * Up to **3 bands** can be plotted above and below the VWAP. * Bands can be based on either: * **Standard Deviation** of the price from VWAP (volatility-based), or * **Percentage** deviation from VWAP (fixed range). * You can control: * Whether each band is shown * Band width via multiplier (e.g., 1x, 2x, 3x) ### ➤ **Plot Colors:** * VWAP: Blue * Bands: Green (1x), Olive (2x), Teal (3x) * Band fill areas are semi-transparent. --- ## 🔹 **2. Engulfing Candlestick Pattern Detector** ### ➤ **Bullish Engulfing Criteria:** * Current candle opens **below** or **equal to** the close of the previous candle. * Current candle opens **below** the previous candle's open. * Current candle closes **above** the previous candle’s open. ### ➤ **Bearish Engulfing Criteria:** * Current candle opens **above** or **equal to** the close of the previous candle. * Current candle opens **above** the previous candle’s open. * Current candle closes **below** the previous candle’s open. ### ➤ **Visual Signals:** * 🔼 Green triangle **below bar** for **Bullish Engulfing** * 🔽 Red triangle **above bar** for **Bearish Engulfing** ### ➤ **Alerts:** * The script includes two alert conditions: * One for Bullish Engulfing * One for Bearish Engulfing These alerts can be used to automate notifications for potential reversal points. --- ## 🛠️ **Use Cases** * **Trend following or reversal spotting**: VWAP helps identify the average trading price; engulfing patterns often signal reversals. * **Intraday and swing trading**: Works best on timeframes like 5m, 15m, 1h for intraday, or 4h, 1D for swing. * **Mean reversion strategies**: Bands help spot overbought/oversold areas relative to VWAP.
Penunjuk Pine Script®
oleh jaydipali622018