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VWAP With EMAFor those who want the classic Volume Weighted Average Price and Ema on the same overlay. This script utilizes the same protocols as the VWAP and EMA you currently use. Just frees up an indicator space. KEEP UP TO DATE Are you a college student or graduate? Join College Town Trade discord for helpful community specializing in trading stocks, options, and crypto. Our staff consists of a group of college students with 10+ years of combined experience. Collectively we have profited and made well above an average yearly salary while being in college. The community aspect is everything and the team always listens and appreciates feedback. We all earn and learn together. There are free trials in place in order for you to see what it’s all about. These are in place so we can gain your trust and show transparency! I look forward to seeing you in the community advBtBjDhk
Penunjuk Pine Script®
oleh sraomberts
1
VWAP With EMA Overlay (Adjustable Anchor)For those who want the classic Volume Weighted Average Price and Ema on the same overlay. This script utilizes the same protocols as the VWAP and EMA you currently use. Just frees up an indicator space. KEEP UP TO DATE Are you a college student or graduate? Join College Town Trade discord for helpful community specializing in trading stocks, options, and crypto. Our staff consists of a group of college students with 10+ years of combined experience. Collectively we have profited and made well above an average yearly salary while being in college. The community aspect is everything and the team always listens and appreciates feedback. We all earn and learn together. There are free trials in place in order for you to see what it’s all about. These are in place so we can gain your trust and show transparency! I look forward to seeing you in the community advBtBjDhk
Penunjuk Pine Script®
oleh sraomberts
MTF Anchored VWAPAnchored VWAP is all the rage, but it's just one indicator. That being said, it seems like people want to add more than one at a time so why eat into your indicator cap. This script will allow you to configure 5 AVWAPS at a time. This will not plot if the time chosen is not in market hour s. Note: market hours may be outside of YOUR timeframe. i.e, the market may open at 7:30 your time, but it will not plot until you change it to 9:30. Enjoy
Penunjuk Pine Script®
oleh BasedDeptGeneral
4
Hello VWAP "Beta"This is my 1st indicator, and my attention is to plot the VWAP "Volume-weighted average price" using the SMA "Simple Moving Average" over time... IE over the last 50,100,200 bars and just the VWAP... All of them in just one line... I have made it when I have been using the BTC/US chart, but it should work for stocks/forex or any other chart that you want to use... I am not completely sure about this indicator and I do want to add more to this, that is how come I am posting to the community to show what I have done and people can use it and if they are open to it give me feedback or tips to make it better... Happy trading...
Penunjuk Pine Script®
oleh ADHDing_
5
BTC World Price: Multi-Exchange VWAPBTC World Price: Multi-Exchange VWAP __________________________ WHAT IT DOES What you see above are not Bitmex candles, but this indicator's. Bitcoin is listed on multiple exchanges. Many people have called for a single global index that would quote BTC price and volume across all exchanges: this script is such a virtual aggregate (formerly: Multi-Listed , Volume-Weighted Average Price ). It will, independently for each tick, for any time-frame: - Quote the price (O, H, L, C) and volume from Bitfinex (USD), Binance (USDT), bitFlyer (Yen), Bithumb (S. Korean Won), Coinbase (USD), Kraken (EUR) and even Bitmex (USD Contracts). - Weight each price with the corresponding volume of the exchange. - Quote the FOREX conversion rate in USD for each currency (USDJPY etc.) - Finally return global average price (candles) in USD. - Additionally provide (H+L)/2 etc. values. No more "on Coinbase this" or "on Bitstamp that", you've now got a global overview! See CoinMarketCap: Markets for reference. I've included alternative exchanges in the comments at the top of the script. __________________________ HOW TO USE IT Basically just add it to your chart and use the indicator's candles instead of the chart's main ticker. By default, BTC World Price will display candles only, but you can also display OHLC & averages (in whichever style you want). You may indeed want to hide the main symbol (top-left corner, click the 'eye' button next to its name), or switch it to something else than candles/bars (e.g. line). Make sure "Scale Price Chart Only" is disabled if you want to use the auto-zoom feature. (if other indicators are messing your zoom, you can try to select "Line with Breaks" or "Area with Breaks" to allow these to overflow from the main window) By clicking the triangle next to the indicator's name, you can select "Visual Order" (e.g "Bring to Front"). You can select regular Candles or Heikin-Ashi in Options. In the Format > Inputs tab, you can select which exchanges to quote. By default, all of them are enabled. The script also exposes the following typical values to the backend, which you can use as Price Source for other indicators: (e.g. MA, RSI, in their "Format > Input" tab) Open Price (grey) High Price (green) Low Price (red) Close Price (white) (H + L)/2 (light blue) (H + L + C)/3 (blue) (O + H + L + C)/4 (purple) They are all hidden by default (by means of maximum transparency). In the Format > Style tab, you can change their color, transparency and style (line, area, etc), as well as uncheck Candles and Wicks to hide these. If you are using "Indicator Last Value" and want to clear the clutter from all these values, simply uncheck them in Style. They will still be available as Price Source for other indicators. You can also choose to scale it to the left, right (default) or "screen" (no scaling). Once you're satisfied with your Style, you may click "Default"> "Save as default" in the botton-left. Everytime you load the indicator, it will look the same. ("Reset Settings" will reset to the script's defaults) __________________________ Please leave feedback below in comments or pm me directly for bugs and suggestions.
Penunjuk Pine Script®
oleh PhiChris
3
Multi-Timeframe VWAP Master ProThe Multi-Timeframe VWAP Suite is a comprehensive and highly customizable indicator designed for traders who rely on Volume-Weighted Average Price (VWAP) across multiple timeframes and periods. This tool provides a complete suite of VWAP calculations, including daily, weekly, monthly, quarterly, yearly, and custom VWAPs, allowing traders to analyze price action and volume trends with precision. Whether you're a day trader, swing trader, or long-term investor, this indicator offers unparalleled flexibility and depth for your trading strategy. Multi-Timeframe VWAPs: Daily, Weekly, Monthly, Quarterly, and Yearly VWAPs: Track VWAP across various timeframes to identify key support and resistance levels. Customizable Timeframes: Use the SMA timeframe input to adjust the period for moving averages and other calculations. Previous Period VWAPs: Previous Daily, Weekly, Monthly, and Quarterly VWAPs: Analyze historical VWAP levels to understand past price behavior and identify potential reversal zones. Previous Year Quarterly VWAPs: Compare current price action to VWAP levels from specific quarters of the previous year. Custom VWAPs: Custom Start Date and Timeframe: Define your own VWAP periods by specifying a start date and timeframe, allowing for tailored analysis. Dynamic Custom VWAP Calculation: Automatically calculates VWAP based on your custom inputs, ensuring flexibility for unique trading strategies. Seasonal and Yearly VWAPs: April, July, and October VWAPs: Analyze seasonal trends by tracking VWAP levels for specific months. Yearly VWAP: Get a broader perspective on long-term price trends with the yearly VWAP. SMA Integration: SMA Overlay: Combine VWAP analysis with a Simple Moving Average (SMA) for additional confirmation of trends and reversals. Customizable SMA Length and Timeframe: Adjust the SMA settings to match your trading style and preferences. User-Friendly Customization: Toggle Visibility and Labels: Easily enable or disable the display of specific VWAPs and their labels to keep your chart clean and focused. Color Customization: Each VWAP line and label is color-coded for easy identification and can be customized to suit your preferences. Dynamic Labeling: Automatic Labels: Labels are dynamically placed on the last bar, providing clear and concise information about each VWAP level. Customizable Label Text: Labels include detailed information, such as the timeframe or custom period, for quick reference. Flexible Timeframe Detection: Automatic Timeframe Detection: The indicator automatically detects new days, weeks, months, and quarters, ensuring accurate VWAP calculations. Support for Intraday and Higher Timeframes: Works seamlessly on all chart timeframes, from 1-minute to monthly charts. Previous Year Quarterly VWAPs: Q1, Q2, Q3, Q4 VWAPs: Compare current price action to VWAP levels from specific quarters of the previous year. User-Selectable Year: Choose the year for which you want to calculate previous quarterly VWAPs. Persistent Monthly VWAPs: Option to Persist Monthly VWAPs Year-Round: Keep monthly VWAP levels visible even after the month ends for ongoing analysis. Comprehensive Analysis: Combines multiple VWAP timeframes and periods into a single tool, eliminating the need for multiple indicators. Customizable and Flexible: Tailor the indicator to your specific trading strategy with customizable timeframes, periods, and settings. Enhanced Decision-Making: Gain deeper insights into price action and volume trends across different timeframes, helping you make more informed trading decisions. Clean and Organized Charts: Toggle visibility and labels to keep your chart clutter-free while still accessing all the information you need. Ideal For: Day Traders: Use daily and intraday VWAPs to identify intraday support and resistance levels. Swing Traders: Analyze weekly and monthly VWAPs to spot medium-term trends and reversals. Long-Term Investors: Leverage quarterly and yearly VWAPs to understand long-term price behavior and key levels. Seasonal Traders: Track April, July, and October VWAPs to capitalize on seasonal trends. The Multi-Timeframe VWAP Suite is a powerful and versatile tool for traders of all styles and timeframes. With its comprehensive suite of VWAP calculations, customizable settings, and user-friendly design, it provides everything you need to analyze price action and volume trends with precision and confidence. Whether you're looking to fine-tune your intraday strategy or gain a broader perspective on long-term trends, this indicator has you covered.
Penunjuk Pine Script®
oleh starseedmaster1
2
Session VWAPS [QuantVue]The Session VWAPS indicator is a designed for traders to enhance their trading analysis by incorporating Volume Weighted Average Price (VWAP) anchored to custom-defined trading sessions. This indicator automatically plots VWAPs at three critical points of a user defined session: 🔹session start 🔹session high 🔹session low Additionally, it provides the option to display the VWAPs from previous sessions, offering a look at potential areas of support and resistance. 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. Indicator Features: Custom Session Definition: Users can define their own trading sessions by specifying start and end times, allowing for tailored analysis according to individual trading strategies or market hours. Anchored VWAP at Three Key Points: 🔹Session Start VWAP: This VWAP is anchored at the start of the defined session. 🔹Session High VWAP: Anchored at the highest price point within the session. 🔹Session Low VWAP: Anchored at the lowest price point within the session. Previous Session VWAPs: The indicator can display VWAPs from the previous session, allowing traders to spot potential areas of support and resistance. Give this indicator a BOOST and COMMENT your thoughts below! We hope you enjoy. Cheers!
Penunjuk Pine Script®
oleh QuantVue
5
Central Pivot Ranges (CPR) & 3 x VWAP & BarcolorsThis Script Combines daily, weekly and monthly VWAP (Volume Weighted Average Price) with a intraday, daily, weekly and monthly CPR (Central Pivot Range) - which is considered by some traders as the bread and butter of the market for a reason. A combination of Multiple CPRs and VWAPs from different timeframes can provide you with interesting confluences that can give you more confidence in performing your trades. CPR Features: - The option to look at current or developing CPRs. - A resolution selector for all 4 CPRs - Options to hide and show Tops, Bottoms and Pivots separately - Various Styling options - Alerts VWAP Features: - 3 x preset VWAPs set to daily, weekly and monthly - VWAP Lines from the daily O&C or H&L - Previous VWAP for S/R - Line Styling options General Features: - Barcolors by pivots crossed or daily, weekly and monthly VWAP. - Barcolors by daily VWAP additionally contain an O and C check instead of just taking the price above or below the VWAP into consideration.
Penunjuk Pine Script®
oleh MartinWeb
20
Machine Learning: VWAP [YinYangAlgorithms]Machine Learning: VWAP aims to use Machine Learning to Identify the best location to Anchor the VWAP at. Rather than using a traditional fixed length or simply adjusting based on a Date / Time; by applying Machine Learning we may hope to identify crucial areas which make sense to reset the VWAP and start anew. VWAP’s may act similar to a Bollinger Band in the sense that they help to identify both Overbought and Oversold Price locations based on previous movements and help to identify how far the price may move within the current Trend. However, unlike Bollinger Bands, VWAPs have the ability to parabolically get quite spaced out and also reset. For this reason, the price may never actually go from the Lower to the Upper and vice versa (when very spaced out; when the Upper and Lower zones are narrow, it may bounce between the two). The reason for this is due to how the anchor location is calculated and in this specific Indicator, how it changes anchors based on price movement calculated within Machine Learning. This Indicator changes the anchor if the Low < Lowest Low of a length of X and likewise if the High > Highest High of a length of X. This logic is applied within a Machine Learning standpoint that likewise amplifies this Lookback Length by adding a Machine Learning Length to it and increasing the lookback length even further. Due to how the anchor for this VWAP changes, you may notice that the Basis Line (Orange) may act as a Trend Identifier. When the Price is above the basis line, it may represent a bullish trend; and likewise it may represent a bearish trend when below it. You may also notice what may happen is when the trend occurs, it may push all the way to the Upper or Lower levels of this VWAP. It may then proceed to move horizontally until the VWAP expands more and it may gain more movement; or it may correct back to the Basis Line. If it corrects back to the basis line, what may happen is it either uses the Basis Line as a Support and continues in its current direction, or it will change the VWAP anchor and start anew. Tutorial: If we zoom in on the most recent VWAP we can see how it expands. Expansion may be caused by time but generally it may be caused by price movement and volume. Exponential Price movement causes the VWAP to expand, even if there are corrections to it. However, please note Volume adds a large weighted factor to the calculation; hence Volume Weighted Average Price (VWAP). If you refer to the white circle in the example above; you’ll be able to see that the VWAP expanded even while the price was correcting to the Basis line. This happens due to exponential movement which holds high volume. If you look at the volume below the white circle, you’ll notice it was very large; however even though there was exponential price movement after the white circle, since the volume was low, the VWAP didn’t expand much more than it already had. There may be times where both Volume and Price movement isn’t significant enough to cause much of an expansion. During this time it may be considered to be in a state of consolidation. While looking at this example, you may also notice the color switch from red to green to red. The color of the VWAP is related to the movement of the Basis line (Orange middle line). When the current basis is > the basis of the previous bar the color of the VWAP is green, and when the current basis is < the basis of the previous bar, the color of the VWAP is red. The color may help you gauge the current directional movement the price is facing within the VWAP. You may have noticed there are signals within this Indicator. These signals are composed of Green and Red Triangles which represent potential Bullish and Bearish momentum changes. The Momentum changes happen when the Signal Type: The High/Low or Close (You pick in settings) Crosses one of the locations within the VWAP. Bullish Momentum change signals occur when : Signal Type crosses OVER the Basis Signal Type crosses OVER the lower level Bearish Momentum change signals occur when: Signal Type crosses UNDER the Basis Signal Type Crosses UNDER the upper level These signals may represent locations where momentum may occur in the direction of these signals. For these reasons there are also alerts available to be set up for them. If you refer to the two circles within the example above, you may see that when the close goes above the basis line, how it mat represents bullish momentum. Likewise if it corrects back to the basis and the basis acts as a support, it may continue its bullish momentum back to the upper levels again. However, if you refer to the red circle, you’ll see if the basis fails to act as a support, it may then start to correct all the way to the lower levels, or depending on how expanded the VWAP is, it may just reset its anchor due to such drastic movement. You also have the ability to disable Machine Learning by setting ‘Machine Learning Type’ to ‘None’. If this is done, it will go off whether you have it set to: Bullish Bearish Neutral For the type of VWAP you want to see. In this example above we have it set to ‘Bullish’. Non Machine Learning VWAP are still calculated using the same logic of if low < lowest low over length of X and if high > highest high over length of X. Non Machine Learning VWAP’s change much quicker but may also allow the price to correct from one side to the other without changing VWAP Anchor. They may be useful for breaking up a trend into smaller pieces after momentum may have changed. Above is an example of how the Non Machine Learning VWAP looks like when in Bearish. As you can see based on if it is Bullish or Bearish is how it favors the trend to be and may likewise dictate when it changes the Anchor. When set to neutral however, the Anchor may change quite quickly. This results in a still useful VWAP to help dictate possible zones that the price may move within, but they’re also much tighter zones that may not expand the same way. We will conclude this Tutorial here, hopefully this gives you some insight as to why and how Machine Learning VWAPs may be useful; as well as how to use them. Settings: VWAP: VWAP Type: Type of VWAP. You can favor specific direction changes or let it be Neutral where there is even weight to both. Please note, these do not apply to the Machine Learning VWAP. Source: VWAP Source. By default VWAP usually uses HLC3; however OHLC4 may help by providing more data. Lookback Length: The Length of this VWAP when it comes to seeing if the current High > Highest of this length; or if the current Low is < Lowest of this length. Standard VWAP Multiplier: This multiplier is applied only to the Standard VWMA. This is when 'Machine Learning Type' is set to 'None'. Machine Learning: Use Rational Quadratics: Rationalizing our source may be beneficial for usage within ML calculations. Signal Type: Bullish and Bearish Signals are when the price crosses over/under the basis, as well as the Upper and Lower levels. These may act as indicators to where price movement may occur. Machine Learning Type: Are we using a Simple ML Average, KNN Mean Average, KNN Exponential Average or None? KNN Distance Type: We need to check if distance is within the KNN Min/Max distance, which distance checks are we using. Machine Learning Length: How far back is our Machine Learning going to keep data for. k-Nearest Neighbour (KNN) Length: How many k-Nearest Neighbours will we account for? Fast ML Data Length: What is our Fast ML Length? This is used with our Slow Length to create our KNN Distance. Slow ML Data Length: What is our Slow ML Length? This is used with our Fast Length to create our KNN Distance. If you have any questions, comments, ideas or concerns please don't hesitate to contact us. HAPPY TRADING!
Penunjuk Pine Script®
oleh YinYangAlgorithms
13
Anchored VWAP (Auto High & Low)OVERVIEW This script plots, and auto-updates, 3 separate VWAPs: a traditional VWAP, a VWAP anchored to a trends high, and another anchored to a trends low. VWAP and Anchored VWAPs are commonly used by institutions responsible for the majority of market volume on a given day. Citadel Trading, for example, accounts for approximately 35% of all U.S. listed retail volume , largely executed through program trades over the course of a day, week, or month. Because VWAP is a prominent market maker tool for executing large trades, day traders can use it to better anticipate trends, mean reversion, and breakouts. This is most useful on charts with intraday time frames (1 minute, 5 minute etc.) commonly used for day trading. This is not ideal for larger time frames (1 hour or greater) commonly used for swing trading or identifying larger trends. INPUTS You can configure: The size, color, and visibility of 6 different plots (VWAP, High Anchor, Low Anchor, Average of Anchors, Quarter Values, Interim Bands) How smooth the average displays INSPIRATION 1. "How To Measure Anything" by Douglas W. Hubbard 2. "Maximum Trading Gains With Anchored VWAP" by Brian Shannon Better understanding probability and how to analyze risk (first book), as well as the tools market makers use (second book), has completely reframed how I approach day trading.
Penunjuk Pine Script®
oleh liquid-trader
70