Expanding Volume Range with Anchored VWAPExpanding Volume Range with Anchored VWAP Indicator Summary
This Pine Script indicator is designed for intraday trading, particularly for timeframes of 60 minutes or less. It combines several technical analysis concepts to provide traders with a comprehensive view of price action, volume, and potential support/resistance levels.
## Key Features
1. **Anchored VWAP (Volume Weighted Average Price)**
- Calculates and displays an Anchored VWAP line
- Resets at the start of each new day or when a new highest volume bar is detected
2. **Expanding Volume Range (EVR)**
- Identifies and highlights high volume bars
- Creates a box around the price range of the last three high volume bars
- Generates additional support/resistance lines based on this range
3. **Custom Multiplier Calculations**
- Allows users to customize the calculation of support/resistance levels
- Includes options for separate top and bottom multipliers
- Provides an exponential adjustment for fine-tuning
4. **Volume-Based Candle Coloring**
- Colors candles differently based on their volume relative to recent history
- Highlights the first candle of each session in a distinct color
5. **VWAP-Based Line and Fill Colors**
- Changes colors of lines and fills based on price position relative to VWAP
6. **Alert Generation**
- Creates alerts when price breaks above or below the EVR high and low levels
## User Inputs
The indicator offers several customizable inputs grouped into categories:
1. **Volume Colors**
- Customize colors for various elements (lines, fills, candles) based on volume and VWAP relationship
2. **Target Levels**
- Set multipliers for calculating target levels
3. **Multiplier Calculations**
- Enable/disable custom multiplier calculations
- Set base multipliers and exponents for top and bottom levels
## Functionality Breakdown
1. The indicator tracks the highest volume bars for the current and previous day.
2. It creates an Expanding Volume Range (EVR) based on the last three high volume bars.
3. Using the EVR, it calculates and draws support and resistance levels.
4. The levels can be calculated using either simple multipliers or a more complex exponential formula, depending on user preference.
5. Candles are colored based on their volume and whether they're the first candle of a session.
6. An Anchored VWAP is calculated and displayed, resetting at the start of each day or on new highest volume bars.
7. Alerts are generated when price moves beyond the EVR high or low levels.
## Use Cases
This indicator can be particularly useful for:
- Identifying potential support and resistance levels based on high volume price action
- Spotting changes in volume patterns throughout the trading session
- Recognizing price action relative to the Anchored VWAP
- Setting up potential entry and exit points based on the expanding volume range
Traders should use this indicator in conjunction with other forms of analysis and risk management strategies for best results.
Cari dalam skrip untuk "vwap"
TradeTale Targets & SLIts a Leading Indicator. This script explains how 'Pivot Points' along with 'Fibonacci' & 'VWAP' can be used to catch a trend.
Volume Weighted Average Price (VWAP):-
VWAP stands for Volume-Weighted Average Price, which is a tool that shows the average price of a security over a period of time, adjusted for trading volume.
VWAP = (Cumulative (Price * Volume) ÷ (Cumulative Volume)
Pivot Points:-
A pivot point is a price level calculated from previous prices. Pivot point is simply the average of the previous days high and low and the closing price which shows potential areas of support or resistance. Trading above the pivot point on the subsequent day is thought to indicate ongoing bullish sentiment and Trading below the pivot point indicates bearish sentiment. It lets the trader know that the price is trending in that direction if the price moves through these levels. Day traders calculate pivot points to determine levels of entry, stoploss and take profits.
Fibonacci:-
Fibonacci is based on the key numbers identified by mathematician Leonardo Pisano, nicknamed Fibonacci, in the 13th century. Fibonacci's sequence of numbers is not as important as the mathematical relationships, expressed as ratios, between the numbers in the series. A Fibonacci retracement is created by taking two extreme points on a stock chart and dividing the vertical distance by the key Fibonacci ratios of 23.6%, 38.2%, 50%, 61.8% etc. Once these levels are identified, horizontal lines are drawn and used to identify possible support and resistance levels, place stoploss and set targets.
Logic of this indicator:-
Pivot Points are used as Entry level and Stoploss.
Fibonacci Ratios are used as Targets.
VWAP can be used to see the Trend. (Price above VWAP is Bullish Trend & Price below VWAP is Bearish Trend)
How to use:-
Long when price is above "VWAP".
Short when price is below "VWAP".
Long & Short Levels along with Targets & Stoploss appears as horizontal lines.
Chart Timeframe:-
This Indicator works on all timeframes below "1 day" timeframe.
Traders can also set stop loss and take profit levels as per risk reward ratio.
Note:-
Like other technical indicators, This indicator also is not a holy grail. It can only assist you in building a good strategy. You can only succeed with proper position sizing, risk management and following correct trading Psychology (No overtrade, No greed, No revenge trade etc).
THIS INDICATOR IS FOR EDUCATIONAL PURPOSE AND PAPER TRADING ONLY. YOU MAY PAPER TRADE TO GAIN CONFIDENCE AND BUILD FURTHER ON THESE. PLEASE CONSULT YOUR FINANCIAL ADVISOR BEFORE INVESTING. WE ARE NOT SEBI REGISTERED.
Hope you all like it
happy learning.
Multi-Time AVWAP_BEARConcept
Collaboration Highlight:
This was a collaboration with @Chart_School and @KioseffTrading Thank you to both, along with Ricardo Santos for his awesome library we used.
Overview
See how you view different time frame charts with one indicator and little to no adjustment.
Innovation:
The concept of using Anchored VWAP (AVWAP) with time events is a powerful technique in trading and technical analysis. Anchored VWAP differs from the traditional Volume Weighted Average Price (VWAP) by allowing traders to select a specific starting point or "anchor," from which the VWAP calculation begins. This approach is particularly useful for assessing price movements in relation to significant market events or specific periods of interest.
Utility and Flexibility:
Explaining the flexibility in turning on and off different time slices without much adjustment showcases a user-friendly design.
Key Uses and Benefits
Comparative Performance:
Anchoring the VWAP at the start of different time frames (e.g., weekly, monthly, quarterly) enables traders to compare the current price performance against previous periods. This comparison can highlight trends or shifts in trading momentum relative to past activity.
Support and Resistance Levels:
AVWAP lines can act as dynamic support and resistance levels. When anchored to significant time events, these levels gain additional relevance as they reflect the market's valuation of an asset since a notable point in time. Traders often watch for price interactions with these levels to make informed trading decisions.
Risk Management:
Anchored VWAP can serve as a benchmark for setting stop-loss orders or profit targets. By considering the price's relation to the AVWAP of a specific period or after a key event, traders can define exit points that are aligned with market-generated information.
Trend Confirmation: The direction and stability of the price relative to an anchored VWAP can indicate the strength of a trend. If the price consistently remains above an AVWAP anchored at a bullish event (or below for a bearish event), it may confirm the trend's continuation.
Further Reading
Educational Resource:
Becuase we are using Volume with a relation to price AVWAP is very powerful to show data that cannot be eye balled on its own. Brian Shannon's book "Maximum Trading Gains With Anchored VWAP - The Perfect Combination of Price, Time & Volume", is an excellent guide to best practices on how to use AVWAP to your advatage while trading. His book goes into depth about the best way to use this indicator to its fullest potencial.
Tips for Using This Indicator
Weekly / Monthly / Quarterly Settings:
All the settings for the lower timeframe charts are similar. Here is an example of seeing a Weekly AVWAP for 6 weeks, showing:
1. The start of the 6-week AVWAP is using a High Low Close source for the first candle of the 6 weeks.
2. The lines are colored "Red" for the AVWAPs.
3. The line thickness is "1".
Yearly Settings
Simlair to the other settings with the Yearly we give you a couple more options along with 3 years to toggle on and off. The idea was to allow the user to see which AVWAP most effected by price and quickly toggle them on and off to unclutter their chart.
Watch for how and if the labels over lap and choose the one you feel is most in play. In Shannon's Book he talks about "Hand off's" and "Pinches". These concepts are easy to spot with being able to see all the Major Time Events, then simply toggle off the one you dont need.
A great benefit to how we coded this script you can buzz through a watch list without having to re-adjust the Anchor points. This will save you time if following a basket of symbols and show coorlations in the overall market.
Secret Feature
When looking at these becuase the user doesn't need to hand plot the anchor points and we are fouced on major time slices, I encourge you to use the Trading View "Bar Replay" Feature. You think that you are missing a high or low AVWAP but what is happening is the indicator is re-plotting a level that is super hard to see, then you will see the hand-offs like Shannon discusses in his book. This blew me away while we were discussing it post development.
Conclusion
There are so many uses of how to use VWAP and therories on its best practice. We are only using "TIME EVENTS". For more ways to use AVWAP, I would encourge you to also handplot them with Trading View's new "Anchored VWAP", as seen in the standard toolbar.
Using your ideas along with this indicator i think its a powerful combination.
Also Check Out: allanster's - Anchored VWAP Pinch & Handoff, Intervals, and Signals
He has a great AVWAP script that incorporates many AVWAP ideas.
Noa: Z-distance from VWAP with Kalman Smoother
Title: Noa: Z-distance from VWAP with Kalman Smoother
Description:
The "Z-distance from VWAP with Kalman Smoother" is a tool constructed on the premise that price evolves in distinct stages: normal or extreme trends (upward or downward) and transitional periods, termed as 'flips'. The Volume Weighted Average Price (VWAP) serves as a benchmark, representing the market's expectation of a fair value over a given time frame. However, since each stock trades on its unique price scale, direct comparisons are not feasible. This script introduces a standardized method, using the Z-score from the VWAP, to understand and compare these relationships across diverse scales.
Core Principles:
Stages of Price Movement:
- Prices don't move purely randomly; while they contain a random element, they oscillate in discernible patterns or stages—either maintaining a trend (normal or extreme) or undergoing transition (flip).
- VWAP as Fair Value: VWAP offers a dynamic representation of what the market perceives as fair value for a stock over a specific period.
- Standardizing Price Relations: Given the varied scales at which different stocks trade, a model was imperative to standardize these relations. The Z-score from the VWAP fulfills this role, offering a normalized measure of how far the price deviates from its perceived fair value.
Features:
Z-score Levels:
The indicator demarcates various stages of price movements, offering clarity on potential overbought or oversold conditions.
- Extreme Up Trend: Indicated when the Z-score surpasses the upper limit.
- Normal Up Trend: Represented when the Z-score lies between the flip upper and the upper limit.
- Transition (Flip): Recognized when the Z-score oscillates within the flip range.
- Normal Down Trend: Denoted when the Z-score is between the flip lower and the lower limit.
- Extreme Down Trend: Marked when the Z-score falls below the lower limit.
Visual Aids:
- Color-coded regions between specific Z-score levels and the Z-score plot itself elucidate the current market state.
- Kalman Filter: By incorporating a Kalman filter, the indicator offers a less noisy and smoother representation of the Z-score, enhancing its interpretability.
Usage:
Trend Analysis:
- The Z-score states and the color-coded plot facilitate a nuanced understanding of the prevailing market trend.
- Potential Reversal Points: Extremely positive or negative Z-scores might hint at impending reversals.
- Buy/Sell Signals: Z-score's interactions with the flip level can be interpreted as potential trading signals.
Example (for illustration purposes only):
AAPL since April 2022: The stock exited from a normal uptrend and transitioned potentially towards a downtrend. By the end of April, AAPL flipped twice before transitioning to a normal downtrend. By early May, the stock moved into an aggressive downtrend. Market buyers were able to counter this downtrend by June, but selling pressure persisted, pushing the stock back into an aggressive downtrend. By the end of June, buyers halted the aggressive selling and transitioned the stock from an aggressive to normal downtrend, then to a flip, and finally to a normal uptrend by the end of August. AAPL briefly peaked into an aggressive uptrend before being pressured back to a normal downtrend. The rest of 2022 saw AAPL attempting several short-lived uptrend flips. However, 2023 brought a change, with AAPL flipping into a normal uptrend by the end of January, maintaining it until August of that year.
Credits:
This script, inspired by Z distance from VWAP by LazyBear and Kalman Smoother by alexgrover, was revamped and enriched by nord-ouestadvisors to embed these core principles and heighten its usability. A special acknowledgment to ChatGPT by OpenAI for the guidance.
Volatility Weighted Moving Average + Session Average linesHi Traders !
Just finished my Y2 university finals exams, and thought I would cook up a quick and hopefully useful script.
VWAP + Session Average Lines :
Volatility Weighted Average Price in the standard case is a trading indicator that measures the average trading price for the user defined period, usually a standard session (D timeframe), & is used by traders as a trend confirmation tool.
This VWAP script allows for altering of the session to higher dimensions (D, W, M) or those of lower dimension (H4, or even H1 timeframes), furthermore this script allows the lookback of data to be switched from the standard session to a user defined amount of bars (e.g. the VWAP of 200 bars as opposed to the VWAP of a standard session which contains 95 bars in M15 timeframe for 24/7 traded assets e.g. BTCUSD), lastly this script plots Session VWAP Average Lines (if true in settings) so tradaes can gauge the area of highest liquidity within a session, this can be interpreted as the fair price within a session. If Average lines are increasing and decreasing consistently like a monotonic function this singles traders interest is at higher / lower prices respectively (Bullish / Bearish bias respectively ?), However if Average lines are centered around the same zones without any major fluctuations this signals a ranging market.
VWAP calculation :
VWAP is derived from the ratio of the assets value to total volume of transactions where value is the product of typical price (Average of high, low and close bars / candles) and corresponding bar volume, value can be thought of as the dollar value traded per bar.
How is VWAP used by Institutions / Market movers :
For some context and general information, VWAP is typically used by Market movers (e.g. Hedge funds, Mutual funds ,..., ...) in their trade execution, as trading at the VWAP equals the area of highest market volume, trading in line with the volume of the market reduces transaction costs by minimizing market impact (extra liquidity lowers spreads and lag time between order fills), this overall improves market efficiency.
In my opinion the script is best used with its standard settings on the M15 timeframe, note as of now the script is not functional on certain timeframes, however this script is not intended to be used in these timeframes, i will try fix this code bug as soon as possible.
Custom Weighted Moving Average with SMA, EMA, and VWAPThe Custom Weighted Moving Average with SMA, EMA, and VWAP (CWMA-SMA-EMA-VWAP) is a versatile and comprehensive trading indicator that combines the strength of Simple Moving Averages (SMAs), Exponential Moving Averages (EMAs), and the Volume Weighted Average Price (VWAP) to create a custom weighted moving average. This indicator is designed to provide a more holistic view of the market and enhance trading decisions by considering multiple moving average types and their respective timeframes. The indicator also highlights intersections between the custom weighted moving average and the individual SMA, EMA, and VWAP lines by changing their color to yellow, which can be used as potential entry or exit signals.
How to Use:
The CWMA-SMA-EMA-VWAP indicator can be used in various ways to make informed trading decisions. Here are some possible strategies:
Trend Identification: The custom weighted moving average (CWMA) can act as a dynamic support and resistance level, smoothing out the price movements and revealing the underlying trend. When the price is above the CWMA, it may indicate an uptrend, and when it's below, a downtrend. Traders can use this information to align their trades with the prevailing market trend.
Crossovers: The intersections between the CWMA and individual SMA, EMA, and VWAP lines are highlighted in yellow, which can serve as potential entry or exit signals. For instance, when the price or one of the moving averages crosses above the CWMA, it may signal a bullish trend, and traders could consider entering a long position. Conversely, when the price or one of the moving averages crosses below the CWMA, it may signal a bearish trend, and traders could consider entering a short position.
Confirmation of Signals: The CWMA-SMA-EMA-VWAP indicator can be used in conjunction with other technical analysis tools to confirm or strengthen trading signals. For example, traders may use oscillators like the RSI or MACD to confirm overbought or oversold conditions and identify potential reversals in tandem with the CWMA-SMA-EMA-VWAP crossovers.
Stop Loss and Take Profit Levels: The CWMA, SMAs, EMAs, and VWAP lines can serve as dynamic support and resistance levels, helping traders set stop loss and take profit targets. For example, a trader might set a stop loss below the CWMA during an uptrend or above the CWMA during a downtrend. Similarly, they might set take profit targets near significant SMA or EMA levels, anticipating that the price may reverse or consolidate at these points.
It's important to note that the CWMA-SMA-EMA-VWAP indicator, like any other technical analysis tool, should not be used in isolation. Combining it with other technical analysis methods, proper risk management, and a well-defined trading plan will increase the chances of success in the market. Additionally, traders should backtest and validate any strategy using historical data before applying it to real-world trading.
Cvwap-Pvwap 2.0A simple vwap based Intraday trend indicator.
Volume-Weighted Average Price (VWAP) - the average price weighted by volume, starts when trading opens and ends when it closes. This can help institutions buy or sell in large orders, without disturbing the market.
After buying or selling, institutions compare instrument price to closing VWAP values at end of the day.
For big financial institutions;
A buy order executed below the VWAP value, considered a good fill because the security was bought at a below average price.
A sell order executed above the VWAP would be deemed a good fill because it was sold at an above average price.
Simple price based moving average is not helpful for them; = as it doesn't incorporates volume traded. Hence - VWAP :)
So how it helps us in decoding the IntraDay-trend? - Through a 2 day vwap co-relation.
So, Closing value of previous day vwap = Pvwap
Today's running vwap = Cvwap
Defining the IntraDay Trend:
Moderately Bullish = candle closing price above Pvwap but below Cvwap
Super Bullish = Closing price is above both (Cvwap and Pvwap)
Moderately Bearish = Closing price is above Cvwap but below Pvwap
Super Bearish = Closing Price is below both (Cvwap and Pvwap)
A big gap between the Cvwap and the candle closing price defines the strong participation from institutions in that direction. (Strong Trend)
Moving with the smart money, in the overall trend is a wise decision for any intraday trader and this helps at its best.
PpSignal Multi-Day VWAPThank to @mortdiggiddy
original script:
Chart the multi-day Volume Weighted Average Price ( VWAP ). Normally, the VWAP is tracked for the current day, from the first bar of the day (regular or extended session). The VWAP shows the current value of:
-> sum(hlc3 * volume , barsForDay) / sum( volume , barsForDay),
-> where 'barsForDay' is the total number bars that have elapsed during the day for the chart interval.
The multi-day version tracks the VWAP for N days back, by averaging the previous N - 1 day bars VWAP and the current VWAP for the current bar (chart interval).
This is very different that simply using a volume weighted moving average , since the closing VWAP values are used for the historical day bars. The results are interesting for intraday trades... especially for values of 1, 2, 3, 4, 5 ....to 21 days.
Context Bundle | VWAP / EMA / Session HighLow (v6)
📌 0DTE Context Bundle (v6)
**VWAP • EMA Cloud • Session High/Low (NY / London / Asia)
The **0DTE Context Bundle** is a *decision-making overlay*, not a signal spam indicator.
It’s designed to help traders clearly see **value, trend, and liquidity levels** across **New York, London, and Asia sessions** — all in one clean, customizable tool.
Built for **NQ, ES, Gold, and FX pairs**, with a focus on **5–15-minute execution charts**.
---
## 🔹 What This Indicator Shows
### ✅ VWAP + ATR Bands
* Session VWAP (fair value)
* ATR-based extension bands (1x / 2x)
* Helps identify **overextension, mean reversion zones, and trend pullbacks**
### ✅ EMA 9 / 21 Cloud
* Visual trend and momentum filter
* Custom colors + opacity
* Identifies **trend continuation vs chop**
### ✅ Session High / Low Levels
* **New York RTH**
* **London**
* **Asia (midnight-safe)**
* Optional previous session highs/lows
* Adjustable line styles, widths, colors, and extensions
### ✅ Anchored VWAP (Optional)
* Reset by:
* Daily
* NY session start
* London session start
* Asia session start
* Useful for tracking **session-specific value shifts**
---
## 🔹 How Traders Use It
This indicator is meant to answer:
* *Are we trading at value or extension?*
* *Is the market trending or rotating?*
* *Where is liquidity likely sitting right now?*
Common use cases:
* Trend pullbacks into VWAP or EMA cloud
* Reversal setups at session highs/lows
* Session breakout + retest confirmation
* Overnight context for London and Asia sessions
---
## 🔹 Customization & Flexibility
Every component can be toggled and styled:
* Colors, widths, line styles
* Cloud up/down colors + opacity
* Session visibility and extensions
* VWAP band multipliers and ATR length
Members can adapt it to **their own style**, market, and timeframe.
---
## ⚠️ Disclaimer
This indicator is provided for **educational and informational purposes only**.
It does **not** provide financial advice or trade signals.
Always manage risk and confirm entries with your own strategy.
Navigator Triple VolumeNavigator Triple Volume (VWAP + Fixed VP + Flexible VP)
**Navigator Triple Volume** combines three of the most practical volume-based tools into one clean overlay:
1. **VWAP (anchored) with optional deviation bands**
2. **Fixed Volume Profile** (auto-building by anchor timeframe, with optional developing/current profile)
3. **Flexible Volume Profile** (manual start/end window for custom range analysis)
The goal is simple: give you **institutional-grade context**—where price is “fair,” where volume is accepted, and where the real inventory is sitting—without stacking multiple indicators.
1) Anchored VWAP + Bands
This script plots an **anchored VWAP** and optional **±1 and ±2 standard deviation bands** to help you gauge:
* “Fair value” (VWAP)
* Stretch/extension zones (deviation bands)
* Mean reversion vs. trend strength around VWAP
Anchor period options include **Daily, Week, Month, Quarter, Year**, and event-based anchors like **Earnings, Dividends, and Splits** (where supported).
2) Fixed Volume Profile
The Fixed VP automatically builds a **completed profile each time the anchor timeframe rolls over** (ex: Daily). It can also display the **current/developing profile** for the active anchor period.
Includes:
* **PoC (Point of Control)**
* **Value Area (VAH/VAL)** based on a configurable % (default 68%)
* Adjustable **rows (resolution)**, **profile width**, and **bar thickness**
3) Flexible Volume Profile
Flexible VP lets you define a **custom range** using a manual **Start Calculation** and **End Calculation** time selection. This is ideal for:
* Single swing legs
* News/event reactions
* Range breaks
* “From low to high” campaign profiling
Includes:
* PoC + Value Area levels
* Adjustable profile resolution and styling
How traders use it
* Use **VWAP** as the “fair value” magnet and trend filter
* Use **Fixed VP** to identify session/period acceptance and key reference levels
* Use **Flexible VP** to profile *your chosen range* and locate the true battleground: PoC, VAH, and VAL
When all three agree, it’s a high-confidence area for decision-making. When they disagree, it often signals transition or rotation.
Notes
* This indicator draws profiles using TradingView line objects and includes controls to manage performance and display preferences.
* Built for chart clarity: one script, three volume lenses.
DR/IDR, fractals, break + EMA Clouds + VWAPThis indicator is a powerful, multi-layered trading tool that combines three distinct forms of market analysis—volume, trend, and opening volatility—onto a single chart.
1. Opening Range Breakout (ORB) System
This is the foundation of the indicator, designed to capture the initial volatility and set key price boundaries for the trading day.
Time Focus: The indicator's primary analysis is centered on a specific, user-defined time period (default is 9:30 AM to 10:30 AM New York Time). Nothing related to the ORB drawing will appear on the chart before this session starts.
Wick High/Low (The Trigger): These lines track the absolute highest and lowest prices reached during the time window. They define the full extent of the initial range and are used to determine when a genuine breakout occurs.
Body High/Low (The Range & Targets): These lines track the highest and lowest open/close prices of the candles within the session. This area forms the central, shaded zone, representing the core consolidation area.
Range Shading: The background between the Body High and Body Low is shaded, but this visual feature only appears during the active forming time window (e.g., 9:30 AM to 10:30 AM) to maintain chart clarity.
Fractals: While the range is forming, the indicator detects 5-bar Williams Fractal patterns that occur inside the range. These small triangles (▲ or ▼) highlight minor reversal points established by the early trading action.
Breakout Signal: After the user-defined time window closes, the indicator waits. If a subsequent candle's price moves above the Wick High or below the Wick Low, a "BREAK" label is displayed on that candle. It is programmed to label only the first decisive break in each direction per day.
Extension Targets: When a breakout occurs, target lines are automatically projected above the Body High (for a bullish break) or below the Body Low (for a bearish break). The distance between these targets is calculated based on a user-defined fraction (e.g., 0.5 steps) of the total height of the Body Range.
Line Cutoff: For tidiness, you can set a "Stop Time" (e.g., 4:00 PM) after which the ORB lines will automatically disappear.
2. EMA Clouds (Trend and Momentum)
Four distinct Exponential Moving Average (EMA) clouds are plotted to provide a dynamic, multi-speed view of the market's trend and momentum.
Structure: Each "Cloud" is the shaded area between two EMAs (one shorter length and one longer length). The indicator includes four customizable pairs (defaulting to common settings like 8/9, 8/14, 34/50, and 14/21).
Trend Coloring: The clouds are color-coded:
Bullish (Greenish): The shorter EMA is trading above the longer EMA, signaling upward momentum.
Bearish (Reddish): The shorter EMA is trading below the longer EMA, signaling downward momentum.
Application: These clouds are used to confirm the overall market direction or identify potential zones of support and resistance.
3. Volume-Weighted Average Price (VWAP)
The VWAP is a crucial anchor for measuring the market's efficiency throughout the trading day.
Function: It calculates the average price of the asset, giving more weight to prices where higher volume was traded.
Context: It helps traders quickly determine if the current price is trading at a premium (above VWAP) or a discount (below VWAP) relative to the day's volume.
Reset: The VWAP line automatically resets at the beginning of each trading day.
Customization: The VWAP line can be toggled on or off, and its color and width are fully adjustable.
FAIRPRICE_VWAP_RDFAIRPRICE_VWAP_RD
This script plots an **anchored VWAP (Volume Weighted Average Price)** that resets
based on the user-selected anchor period. It acts as a dynamic “fair value” line
that reflects where the market has actually transacted during the chosen period.
FEATURES
- Multiple anchor options: Session, Week, Month, Quarter, Year, Decade, Century,
Earnings, Dividends, or Splits.
- Intelligent handling of the “Session” anchor so it works correctly on both 1m
(resets each new day) and 1D (continuous, non-resetting VWAP).
- Manual VWAP calculation using cumulative(price * volume) and cumulative(volume),
ensuring the line is stable and works on all timeframes.
- Optional hiding of VWAP on daily or higher charts.
- Offset input for horizontal shifting if desired.
- VWAP provides a true “fair price” reference for trend, mean-reversion,
and institutional-level analysis.
PURPOSE
This indicator solves the common problem of VWAP behaving incorrectly on higher
timeframes, on synthetic data, or with unusual anchors. By implementing VWAP
manually and allowing flexible reset conditions, it functions reliably as
an institutional-style fair value benchmark across any timeframe.
FPT - Key Levels with VWAP🔶 FPT – Key Levels with VWAP
This indicator combines multi-session VWAP, higher-timeframe key levels, market structure (HH/HL/LH/LL), and liquidity zones into one clean intraday tool.
Designed for scalping, day-trading, and session-based strategies such as Asia → London → New York flows.
🔵 Features
1. Multi-Session VWAP
Asia VWAP
London VWAP
New York VWAP
Daily reset
Optional deviations & clean mode
2. Key Levels (HTF SR Zones)
Automatically detects:
Previous Day High / Low
4H / 1H Key Levels
Session High / Low
Midpoints
Equal Highs & Equal Lows (liquidity lines)
3. Market Structure Engine
Swing points (HH, HL, LH, LL)
Break of Structure (BOS)
Market Structure Shift (MSS)
Optional minimal mode showing only breaks
4. Liquidity Tools
Buyside & sellside liquidity zones
Range high / low liquidity
Optional void / imbalance zones
5. Clean Visualization Mode
Removes unnecessary text
Shows only the essential levels
Perfect for chart posting or backtesting
🟩 Use Cases
Intraday key level mapping
VWAP deviation → mean reversion setups
Liquidity sweep → BOS/MSS setups
Session volatility filtering
Scalping and fast execution planning
⚠️ Disclaimer
This script does not provide financial advice.
It is for educational and analytical purposes only.
All trading decisions are solely your responsibility.
DeltaATR + VWAP DIF + MA'sI attempted to create an indicator using a different approach to analyzing potential trend reversals, and although it is still a work in progress, it is already fully functional. The indicator combines the price relative to VWAP with ATR normalization, providing a way to measure deviations in terms of market volatility.
How the indicator works:
Delta Calculation:
The core of the indicator calculates the difference between the current price and the VWAP (Volume Weighted Average Price), then normalizes this difference by the ATR (Average True Range). This provides a volatility-adjusted measure of how far the price has moved relative to its typical range.
Histogram Visualization:
The deltaATR is displayed as a histogram, where positive values indicate the price is above VWAP and negative values indicate it is below. The histogram is color-coded for easy interpretation: typically red for above VWAP and green for below, with configurable transparency.
Dual Moving Averages:
Two moving averages (fast and slow) are applied to the deltaATR. This creates a crossover system:
When the fast average crosses above the slow average, it may indicate an upcoming bullish reversal.
When the fast average crosses below the slow average, it may indicate a potential bearish reversal.
Zero Line Reference:
A reference line at zero corresponds to VWAP, helping traders see whether price is generally above or below the average volume-weighted level.
Alert Lines (Optional Panel):
A second panel provides four configurable alert lines, allowing users to set key thresholds to monitor extreme deltaATR values. These lines are thin, dashed, and fully customizable in terms of color and thickness.
Panel for Values and Signals:
The indicator includes a side panel showing:
Current deltaATR
Fast and slow averages
Current trend signal (Bullish, Bearish, or Neutral)
How it can be used:
Identify potential trend reversals by monitoring the crossover between the fast and slow averages of deltaATR.
Use the histogram to observe when the price is deviating significantly from VWAP in terms of ATR.
Set alert lines for specific thresholds to highlight overextended conditions or significant volatility moves.
Combine with other technical indicators for confirmation before entering or exiting trades.
This indicator is particularly useful for traders looking to anticipate reversals in volatile markets, as it adapts the delta measure to the current market conditions using ATR normalization, making it more responsive and robust than raw price deviations alone.
Current Year OHLMV Pro+Current Year OHLV + Anchored VWAP – Professional Edition
OVERVIEW
Real-time display of the current calendar year’s developing Open, High, Low, Close (live), and anchored VWAP with a full-size current-year candle in the right margin.
IMPLEMENTATION & VALUE ADDED
• Live anchored VWAP as a major yearly fair-value line
• Full current-year candle rendered in the right margin
• All levels as exportable plots
• Comprehensive alerts on every level and VWAP interaction
HOW TO USE
Apply to weekly or daily charts. The live VWAP and right-margin candle provide macro-level bias and yearly anchor points.
CREDIT & TRANSPARENCY
Core methodology: public domain (Current Year OHLC + Anchored VWAP).
Independent implementation with original live candle display and features.
DISCLAIMER
For educational and informational purposes only. Not financial advice. Test thoroughly.
Current Month OHLMV Pro+Current Month OHLV + Anchored VWAP – Professional Edition
OVERVIEW
Real-time display of the current calendar month’s developing Open, High, Low, Close (live), and anchored VWAP with a full-size current-month candle in the right margin.
IMPLEMENTATION & VALUE ADDED
• Live anchored VWAP as a powerful monthly fair-value reference
• Full current-month candle in the right margin
• All levels as exportable plots
• Comprehensive alerts on every level and VWAP touch/break
HOW TO USE
Apply to daily or lower timeframes. Use the live VWAP and right-margin candle for monthly trend bias and high-probability reversal zones.
CREDIT & TRANSPARENCY
Core methodology: public domain (Current Month OHLC + Anchored VWAP).
Independent implementation with original presentation and features.
DISCLAIMER
For educational and informational purposes only. Not financial advice. Test thoroughly.
Institutional Sessions Volume Order Flow [SumitQuants]Institutional Sessions Volume Order Flow
🔥 Institutional Sessions Volume Order Flow — The all-in-one Pine v6 toolkit that reveals institutional volume order blocks, session structure, VWAP bands and trend ribbon so you can trade with professional conviction.
🎯 See where smart money is active. Institutional Sessions Volume Order Flow surfaces high-volume order blocks, session boxes, VWAP bands, MA ribbon and Supertrend alerts — a single overlay that turns market noise into tradable structure. ⚡📈
✨ Key Features
📦 Institutional Volume Order Blocks: Detects bullish & bearish order blocks by aggregating volume around local highs/lows and plots filled zones with volume-percent labels.
🕒 Session Boxes & Timeline: Auto session boxes for Asia/ Europe / NewYork / Sydney with merge options, open/close lines, pip/% labels and optional candle coloring.
📉 VWAP with Bands: Multi-anchor VWAP (Session/Week/Month/Quarter/Year/Earnings/Dividends/Splits) plus up to 3 configurable bands (SD or % mode) and fills.
🧭 Moving Average Ribbon: 4-MA ribbon (SMA/EMA/SMMA/WMA/VWMA) for trend structure and dynamic S/R.
⚡ Supertrend Overlay: Optional Supertrend with conditional background fill and built-in trend-change alert hooks.
🔔 Prebuilt Alerts: Supertrend flips, session opens, session new highs/lows — ready for automation or notifications.
⚙️ Deep Customization: Colors, styles, lookback, merge behaviors, band multipliers, anchor periods, session times, label sizes, and more.
🛠 Pine v6 Optimized: Modern, overlay-ready Pine Script v6 implementation suitable for intraday and multi-timeframe use.
🧠 Why Traders Buy It
🔍 Institutional context: Volume-weighted order blocks reveal where large participants acted — crucial for high-probability trade planning.
✅ Stacked confirmation: Ribbon → VWAP → order block filters noise and aligns entries with institutional flow.
🌐 Session clarity: Quickly identify which market session is driving price and volatility.
📣 Actionable alerts: Be notified exactly when setups trigger so you don’t miss transitions.
🧩 Versatile: Great for scalpers, intraday momentum traders, swing traders, prop desks and system developers.
🚀 Quick Start (3 steps)
Add Institutional Sessions Volume Order Flow to your chart (Pine v6).
Enable Order Blocks + VWAP + Supertrend to begin.
Tune session times and band/MA settings for your instrument and timeframe. Use Supertrend + ribbon alignment + zone retest for higher-probability entries. 🎛️
🧾 Technical Notes & Compatibility
📜 Pine Script v6 — compatible with TradingView’s current scripting environment.
📌 Overlay indicator — draws directly on price chart.
🔔 Alerts use alertcondition hooks for TradingView notifications.
👤 Author: Created and maintained by SumitQuants.
⚠️ Risk Disclaimer
This tool provides context and signals — not guarantees. Backtest, paper trade, and use responsible risk management. Past performance is not indicative of future results. 📉
🛒 Call to Action (CTA)
Ready to trade with institutional clarity?
👉 Buy Institutional Sessions Volume Order Flow now — or message for a demo, custom tweaks, or a bundle including backtest/strategy code. Quick support and configuration help included. 💬
Reach out to the website and Buy This Indicator in the Courses Section www.ironmindtrader.com
Moving Aaverage (EMA) & VWAP by Vish
Multi-Timeframe Moving Averages with VWAP
This indicator combines essential moving averages with VWAP to provide comprehensive trend analysis on a single chart. Designed for traders who need quick visual reference of multiple timeframes and volume-weighted price levels.
Features:
• Six customizable moving averages: 8, 13, 21, 50, 100, and 200 periods
• Toggle between Simple Moving Average (SMA) and Exponential Moving Average (EMA) for all lines
• Individual on/off controls for each moving average
• Volume Weighted Average Price (VWAP) with customizable settings
• VWAP anchor options: Session, Week, Month, Quarter, and Year
• Clean, color-coded visualization for easy identification
• Fully customizable through settings panel
Use Cases:
• Identify trend direction across multiple timeframes
• Find dynamic support and resistance levels
• Spot potential entry and exit points
• Analyze price action relative to volume-weighted average
• Confirm trend strength with multiple MA convergence/divergence
Settings:
All parameters are adjustable including MA type (SMA/EMA), individual MA visibility, VWAP source, and VWAP anchor period.
Suitable for all markets and timeframes. Works on stocks, forex, crypto, commodities, and indices.
#moving average #MA #EMA #SMA #VWAP #trend #support #resistance #multi-timeframe
Anchored VWAP Close-Above Alert (Daily)This indicator is a daily anchored VWAP (Volume-Weighted Average Price) tracker that alerts you when price closes above a key pivot line you’ve defined — either dynamically (anchored VWAP from a date like 9/5) or statically (a fixed level like 126.65).
Here’s how each piece works:
1. The anchor date
You give it a date — say September 5, 2025. The script starts calculating VWAP from that day forward. That line represents the average price buyers and sellers have transacted at since that anchor. It’s a kind of “fair-value line” for that period.
2. The logic
Every bar after that date, it adds up (price × volume) and divides by total volume — giving a running VWAP from that starting point. You can instead lock it to a flat number (like 126.65) if you don’t want it recalculating.
3. The alert trigger
Once per day — when the daily candle closes — it checks:
“Did price close above my watched line?”
If yes, it fires an alert (and can draw a label) to tell you that the day’s candle reclaimed that level.
4. The why
That kind of move — a daily close reclaiming a major anchored VWAP — often signals a shift in sentiment or trend strength. Traders watch it to confirm rebounds or invalidations of downside moves.
So in your context:
You anchored to 9/5 (the downside pivot).
You want to know if price closes back above that VWAP (~126.65).
If it does, the alert lights up — confirming the “reclaim” you mentioned in your note.
It’s basically your guard dog for the daily close reclaim.
Slovenský Hybrid (VWAP, Multi MA)Slovenský Hybrid (VWAP, Multi MA) – JS VWAP/MA
Tento indikátor som vytvoril ja, Ján Salma – mentor Akadémie , špeciálne pre slovenský trh. Je navrhnutý tak, aby ho bolo možné používať aj na bezplatnej verzii TradingView a zároveň aby ostal priestor na pridanie ďalších vlastných indikátorov.
👉 Čoskoro pribudne nová verzia, ktorá bude obsahovať ešte viac nástrojov v jednom balíku.
Funkcie a nastavenia:
Indikátor kombinuje viacero kľúčových prvkov technickej analýzy do jedného nástroja:
Multi Moving Averages (MA)
Môžeš zobraziť až 4 rôzne kĺzavé priemery.
Každý MA sa dá zapnúť alebo vypnúť podľa potreby.
Možnosť nastaviť dĺžku periody.
Výber typu: SMA alebo EMA.
Nastavenie zdroja ceny (Close, Open, High, Low, atď.).
Možnosť upraviť farbu a hrúbku čiary pre lepší prehľad.
VWAP (Volume Weighted Average Price)
VWAP sa dá zapnúť alebo vypnúť.
Nastavenie farby a hrúbky čiary.
Výhody indikátora
Jednoduché a prehľadné nastavenia v slovenskom jazyku.
Ideálne pre začiatočníkov aj pokročilých traderov.
Kombinuje viacero indikátorov do jedného, čo šetrí miesto v grafe.
Umožňuje flexibilne prispôsobiť vzhľad podľa vlastného štýlu obchodovania.
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✅ Tento nástroj je výbornou pomôckou pre každého, kto sa chce zamerať na čistý graf, prehľadné nastavenia a efektívne využitie TradingView.
Slovak Hybrid (VWAP, Multi MA) – JS VWAP/MA
This indicator was created by Ján Salma – mentor of the Slovak Academy , especially for the Slovak market. It is designed to work even on the free version of TradingView, while keeping space for additional indicators on your chart.
👉 A new version with more tools combined in one indicator is coming soon!
Features and Settings:
Multi Moving Averages (MA)
Up to 4 customizable moving averages.
Each MA can be turned on/off individually.
Choose between EMA or SMA.
Adjustable length, source, line width, and color.
VWAP (Volume Weighted Average Price)
Can be enabled/disabled.
Adjustable line thickness and color.
Benefits:
Simple and intuitive settings in Slovak language.
Great for both beginners and advanced traders.
Combines multiple indicators into one → saves chart space.
Fully customizable look to fit your trading style.
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✅ A clean, flexible, and easy-to-use indicator for every trader who wants efficiency and clarity in their charts.
Rolling VWAP 7-30-907, 30, and 90-day VWAP (Volume Weighted Average Price) indicator on TradingView provides traders with multiple perspectives on market sentiment and price efficiency across short, medium, and long-term horizons. The 7-day VWAP is particularly useful for active traders or intraday participants who want to gauge near-term value and liquidity. It highlights short-term imbalances, helping to identify overbought or oversold conditions relative to recent trading activity. Meanwhile, the 30-day VWAP smooths out shorter-term noise, offering a more balanced benchmark that swing traders often use to spot trend alignment or potential reversals within a monthly cycle.
The 90-day VWAP serves as a longer-term institutional benchmark, reflecting deeper capital flows and market consensus over a quarter. It’s particularly valuable for position traders or those tracking whether price is consistently trading above or below this broader measure of value, which can indicate long-term accumulation or distribution phases. Using all three together provides a layered framework: the 7-day VWAP for tactical entries, the 30-day VWAP for swing positioning, and the 90-day VWAP for strategic trend confirmation. This multi-timeframe approach allows traders to align short-term signals with medium and long-term market structure, improving precision and conviction in decision-making.
Prof Satoshi
Volume Profile + VWAP + Long Wick StrategyVolume Profile + VWAP + Long Wick Strategy
This indicator combines Volume Profile (VP), VWAP (Volume Weighted Average Price) with deviation bands, and a long wick candle strategy to identify potential support/resistance zones and trading signals. It detects "power wicks" (long shadows with high volume near key levels like POC, VAH/VAL, or VWAP) as reversal setups, generating buy/sell alerts after confirmation wicks appear near these zones.
Key Features:
Volume Profile: Displays VP histogram over a lookback period, highlighting POC (Point of Control), VAH/VAL (Value Area High/Low) with customizable rows and thresholds.
VWAP & Bands: Plots VWAP with 1-3 std dev bands; filters signals based on trend and proximity to bands.
Long Wick Detection: Identifies strong ("power") and signal wicks based on wick/body ratios, ATR size, and volume multipliers. Supports Market Maker (MM) volume bonuses for liquidity zones.
Trading Signals: Generates BUY/SELL arrows when price retests wick levels with confirmation, limited by max signals per zone and min wait bars. Filtered by MTF (multi-timeframe) alignment (e.g., higher TF EMA trend and candle direction) and VWAP trend.
Sessions: Shows POC/VAH/VAL for Asian, London, and NY sessions with optional active-only display.
MTF Analysis: Scores bullish/bearish alignment across two higher timeframes for signal filtering.
Visuals: Liquidity sweep boxes, resistance/support lines, info table (levels, signals remaining, VWAP status), and MTF status box.
Customizable: Adjust wick ratios, volume thresholds, VP rows, MTF periods, and display options.
Ideal for intraday/scalping on forex/crypto/stocks. Use on lower TFs with MTF filters for confluence. Not financial advice—backtest thoroughly!
Customizable MTF POC (VWAP Approx)🔍 Multi-Timeframe VWAP POC Zones
This script displays volume-weighted average price (VWAP) levels from multiple timeframes on a single chart. Each VWAP level acts as a potential dynamic support or resistance zone, depending on the price action.
✅ Customizable timeframes included:
1m, 5m, 15m, 1h, 2h, 4h, 1D, 2D, 1W, 1M
📌 Key Features:
– VWAP lines per timeframe with adjustable visibility
– Color-coded for clarity
– Useful for identifying high-confluence support/resistance zones
📈 Usage Tip:
Combine this indicator with price action or liquidity zones for more accurate entries. Confluent VWAP zones across multiple timeframes often signal strong reaction areas.
⚠️ Note: This script uses VWAP as an approximation for Point of Control (POC). It does not rely on true volume profile histograms due to Pine Script limitations. For full volume profile analysis, use TradingView’s built-in “Fixed Range Volume Profile” tool.
