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Auto Anchored Volume Weighted Average Price - Custom AVWAP Based on Brian Shannon's AVWAP - This indicator anchors vwap to the highest high, lowest low and highest volume bar of a user defined lookback period. In the chart example above on AVAX, the lookback period is set to 90 days - The blue line depicts AVWAP from the highest bar in in the last 90 dats - The purple Line is AVWAP from the lowest bar in the last 90 days - The golden line is AVWAP from the highest volume bar in the last 90 Days These levels act as a price magnet and strong levels of support and resistance. I use them to identify chart locations for where I want to do business and look for trade setups. Unlike moving averages, AVWAP will maintain it's chart position no matter the chart resolution. One way to take advantage of this is to wait for price to get to one of these levels, go to lower timeframes and find low risk setups based on your trading strategy. You can customise the look and feel and which anchors you want displayed. You can use multiple instances with varying lookback periods to display shorter and longer term levels simultaneously
مؤشر Pine Script®
من ‎elScipio‎
15
VWAP-Bollinger BandsThis script uses Bollinger bands but with a VWAP as the source, it uses the high crossing the upper band as a buy signal and a low crossing the lower band as a sell signal Its default settings are for a day chart - Crypto 30 periods, forex 24 periods and stocks 20 periods, which basically line up with a month per asset class ive seen good results in crypto and stocks, settings used between1% and 10% equity per trade with a 0.1% fee which lines up with Binance fee structure and $25 per trade which lines up with Commsec on the ASX
استراتيجية Pine Script®
من ‎Wayne-o‎
Temporary imbalances 2.0 This indicator attempts to calculate potential points of imbalance and equilibrium based on VWAPs and modified moving averages. The idea is to determine if there has been a change in volume and perform the calculation from that point It uses the standard deviation to determine the significant imbalance threshold. Candles with bullish imbalances are highlighted in green, while candles with bearish imbalances are highlighted in red. "It also features a set of VWAPs and modified moving averages that you can enable or disable." When you activate the 'Show Anchor VWAP' option, it will add five modified VWAPs. Practical Significance: The Anchored VWAP is a volume-weighted average price that serves as a dynamic reference to assess the average price during specific moments of market imbalance. During a bullish imbalance, the anchor_vwap reflects the VWAP at that moment, emphasizing price behavior during that specific period. Similarly, in a bearish imbalance, the anchor_vwap provides the associated VWAP for that condition, highlighting price movements during the imbalance phase. How to Use: The anchor_vwap can be employed to contextualize the volume-weighted average price during critical moments associated with significant changes in market imbalance. By analyzing price behavior during and after periods of imbalance, the Anchored VWAP can help better understand market dynamics and identify potential areas of support or resistance. Show VWAP Percent Imbalance" Definition: Represents the Volume Weighted Average Price (VWAP) adjusted by the volume-weighted average of the price multiplied by volume, with a focus on conditions where the percentage volume variation surpasses a predefined threshold. Calculation: Utilizes the simple moving average weighted of the product of the volume-weighted average price and volume only when the percentage volume variation exceeds a specific threshold. Interpretation: Provides insight into the volume-weighted price trend during conditions where the percentage volume variation exceeds a predefined limit. The "showDeltaVWAP" is a toggleable setting that you can turn on or off. When activated, it displays special lines on the chart. Let's understand what these lines represent: Delta Anchor VWAP: A green line (Delta Anchor VWAP) represents a measure of market volume imbalance. Delta2 Anchor VWAP: A red line (Delta2 Anchor VWAP) shows another perspective of volume imbalance. VWAP Delta Volume: A light blue line (VWAP Delta Volume) displays a volume-weighted average of price. VWAP Delta Volume2: An orange line (VWAP Delta Volume2) shows another view of the volume-weighted average of price. Delta3 Anchor VWAP: A light blue line (Delta3 Anchor VWAP) represents a combination of the previous measures. Delta4 Anchor VWAP: A purple line (Delta4 Anchor VWAP) is another combination, providing an overall view. These lines are based on different conditions and calculations related to trading volume. When you activate "showDeltaVWAP," these lines appear on the chart, aiding in better understanding market behavior. "Show Faster Volatility" is an option that you can enable or disable. When activated (set to true), it displays special lines on the chart called "Faster Volatility VWAP," "Faster Volatility VWAP2," and "Faster Volatility VWAP3." Let's understand what these lines represent: Faster Volatility VWAP: A purple line (Faster Volatility VWAP) is a Volume Weighted Average Price (VWAP) that is calculated more quickly based on short-term price reversal patterns. Faster Volatility VWAP2: A light gray line (Faster Volatility VWAP2) is another Volume Weighted Average Price (VWAP) that is calculated even more quickly based on even shorter-term price reversal patterns. Faster Volatility VWAP3: A purple line (Faster Volatility VWAP3) is another Volume Weighted Average Price (VWAP) calculated rapidly based on even shorter-term price reversal patterns. These lines are designed to indicate moments of possible exhaustion of volatility in the market, suggesting that there may be a subsequent increase in volatility. When you activate "Show Faster Volatility," these lines are displayed on the chart. "Show Average VWAPs Imbalance" displays weighted averages of different Volume Weighted Average Prices (VWAPs) in relation to specific market conditions. Here's an explanation of each component: Standard VWAP: The blue line represents the standard VWAP, a volume-weighted average of asset prices over a specific period. VWAP with Added Imbalance (avg_vwap2): The pink line is a weighted average that adds an imbalance value to the standard VWAP. This component highlights periods of market imbalance. VWAP with Balance (avg_vwap3): The lilac line is a weighted average that adds balance based on the imbalance between uptrend and downtrend, reflecting changes in volume. This provides insights into supply and demand dynamics. Overall Average of VWAPs (avg_vwaptl): The violet line is a weighted average that incorporates both standard and adjusted VWAPs, offering an overview of market behavior under different considered conditions. Visual Customization (Show Average VWAPs Imbalance): Users have the option to show or hide these average lines on the chart, allowing for a clear visualization of market trends. "Show Min Variation VWAP" is associated with the calculation and display of a smoothed version of the Volume Weighted Average Price (VWAP), taking into account the minimum price variation over a specific period. "How Imbalance Anchor VWAP Calculated as the smoothed relationship between liquidity difference and maximum VWAP equilibrium" is associated with the calculation and display of a smoothed version of the Imbalance Anchor VWAP. Here is a detailed explanation: Calculations and Smoothing: The variable "smoothed_difference" represents the exponential moving average (EMA) of the difference between two variables related to liquidity. "smoothed_difference2" is the division of "smoothed_difference" by the maximum variation of the VWAP Equilibrium. "smoothed_difference3" involves additional manipulation of "smoothed_difference" and "vwap_delta3." "smoothed_difference4" incorporates the previous results, adjusted by the value of the VWAP. Visual Customization: The user has the option to enable or disable the display on the chart. The line is colored in a shade of green. It provides a smoothed representation of the Imbalance Anchor VWAP. The line is colored in a shade of blue, and the calculation involves the summation of moving averages (20, 50, 200). Afterward, there is division by 3. Additionally, there is the summation of moving averages (766, 866, 966), divided by 3. The final step is to add these results together and divide by 2. media name is Imbalance Value2 Show VWAP Equilibrium (Max Variation) Calculated as the difference between two VWAPs derived from the highest and lowest price changes Show Equilibrium VWAP Calculated as the sum of VWAP and (sma200 - sma20) calculate the difference between the media of 200 to 20 Show Equilibrium VWAP Calculated as the sum of VWAP and (766+866+966)/3 - (sma200 - sma20) Show Equilibrium VWAP Standard Deviation Calculated as the Exponential Moving Average (EMA) of the Standard Deviation of SMA (sma200 + sma20 + sma8)/3 Show Equilibrium VWAP Delta Calculated as the ratio of the smoothed VWAP Delta Result componentes Show Standard Deviation Equilibrium VWAP Delta: Calculated as the Standard Deviation between the Average of VWAP Delta Result Components and Their Smoothed Versions This average attempts to calculate the equilibrium." vwap_equilibrium: Definition: Represents the Volume Weighted Average Price (VWAP) adjusted by the volume-weighted average of the price (hl2) multiplied by volume, focusing on periods of volume equilibrium. Calculation: Utilizes the simple moving average weighted (sma) of the product of the volume-weighted average price and volume only when there is no volume imbalance. Interpretation: This indicator provides a view of the volume-weighted price trend during moments when the market is in equilibrium, meaning there is no noticeable imbalance in volume conditions. The calculation of VWAP is adjusted to reflect market characteristics during periods of stability. vwap_percent_condition: Definition: Represents the Volume Weighted Average Price (VWAP) adjusted by the volume-weighted average of the price multiplied by volume, with a focus on conditions where the percentage volume variation surpasses a predefined threshold. Calculation: Utilizes the simple moving average weighted of the product of the volume-weighted average price and volume only when the percentage volume variation exceeds a specific threshold. Interpretation: Provides insight into the volume-weighted price trend during conditions where the percentage volume variation exceeds a predefined limit. The objective of these two VWAPs is to calculate possible equilibrium points between buyers and sellers. The indicator works for all timeframes This indicator can be adjusted according to the preferences and characteristics of the specific asset or market. It provides clear visual information and can be used as a complementary tool for technical analysis in trading strategies. Interesting Interesting lookback period 7 , 12, 20,70,200, 500,766,866,966 imbalance threshold 2.4, 3.3 ,4.2 The objective of this indicator is to identify and highlight various points of imbalance and equilibrium.
مؤشر Pine Script®
من ‎rafaelfutuoso‎
Tactical Deviation🎯 TACTICAL DEVIATION - Volume-Backed VWAP Deviation Analysis What Makes This Different? Unlike basic VWAP indicators, Tactical Deviation combines: • Multi-timeframe VWAP deviation bands (Daily/Weekly/Monthly) • Volume spike intelligence - signals only appear with volume confirmation • Pivot reversal detection at deviation extremes • Optional multi-VWAP confluence system • Smart defaults for quality over quantity This unique combination filters weak setups and identifies high-probability entries at extreme price deviations from fair value. 📊 DEFAULT SETTINGS (Ready to Use) ✅ Daily VWAP with ±2σ deviation bands ✅ Volume spike detection (1.5x average required) ✅ 2σ minimum deviation for signals ❌ Weekly/Monthly VWAPs (enable for multi-timeframe) ❌ Pivot reversal requirement (enable for stronger signals) ❌ Fill zones (optional visual enhancement) Why: Daily VWAP is most relevant for intraday trading. 2σ bands catch meaningful moves. Volume spikes ensure conviction. Clean chart focuses on what matters. 🚀 HOW TO USE BASIC USAGE: • Green triangles (below bars) = Long signals at oversold deviations • Red triangles (above bars) = Short signals at overbought deviations SIGNAL QUALITY: • Normal size, bright colors = Volume spike (best quality) • Small size, lighter colors = Volume momentum • Tiny size = No volume confirmation DEVIATION ZONES: • ±2σ = Extreme deviation (signals appear here) • ±1σ to ±2σ = Extended but not extreme • Within ±1σ = Normal range TRADING APPROACHES: Mean Reversion: → Enter when price reaches ±2σ with volume spike → Target: Return to VWAP or opposite band → Stop: Beyond extreme deviation Trend Continuation: → Use bands to identify pullbacks → Enter pullback to VWAP in trending market → Volume confirms continuation Reversal Trading: → Enable "Require Pivot Reversal" for stronger signals → Signals only when deviation + pivot reversal occur → Higher probability, fewer signals ⚙️ EXPLORE SETTINGS FOR FULL USE VWAP SETTINGS: • Show Weekly/Monthly VWAP = Multi-timeframe context • Show ±1σ Bands = Normal deviation range • Show ±3σ Bands = Extreme extremes (rare but powerful) SIGNAL SETTINGS: • Min Deviation: 1σ (more signals) | 2σ (default) | 3σ (fewer, extreme only) • Require Pivot Reversal: OFF (default) | ON (stronger but fewer) • Volume Spike Threshold: 1.5x (default) | 2.0x+ (major spikes) | 1.2x (more signals) CONFLUENCE SETTINGS: • Require Multi-VWAP Confluence: OFF (default) | ON (2+ VWAPs must agree) • Min VWAPs: 2 (Daily + Weekly/Monthly) | 3 (all must agree) VISUAL SETTINGS: • Show Fill Zones = Shaded areas between bands • Fill Opacity = Transparency adjustment • Line Widths = Customize thickness 💡 PRO TIPS 1. Start with defaults, then enable features as you learn 2. Volume spike requirement filters weak moves - keep it enabled 3. Enable Weekly/Monthly VWAPs for higher timeframe context 4. Enable confluence for swing trading setups 5. Pivot reversals: ON for reversals, OFF for continuations 6. Check top-right info table for current deviation levels 🎨 VISUAL GUIDE • Cyan Line = Daily VWAP (fair value) • Cyan Bands = Daily deviation zones • Orange Line = Weekly VWAP (if enabled) • Purple Line = Monthly VWAP (if enabled) • Green Triangle = Long signal (oversold) • Red Triangle = Short signal (overbought) ⚠️ IMPORTANT Educational purposes only. Always use proper risk management. Signals are based on statistical deviation, not guarantees. Volume confirmation improves quality but doesn't guarantee outcomes. Combine with your own analysis. The unique combination of VWAP deviation analysis, volume profile confirmation, pivot identification, and multi-timeframe confluence in a single clean interface makes Tactical Deviation different from basic VWAP indicators. Happy Trading! 📈
مؤشر Pine Script®
من ‎RickyTSpanish‎
COIN/BTC Volume-Weighted DivergenceThe COIN/BTC Volume-Weighted Divergence indicator identifies buy and sell signals by analyzing deviations between Coinbase and Bitcoin prices relative to their respective VWAPs (Volume-Weighted Average Price). This method isolates points of potential trend reversals, overextensions, or relative mispricing based on volume-adjusted price benchmarks. The indicator leverages Coinbase’s high beta relative to Bitcoin in bull markets. A buy signal occurs when Coinbase is below VWAP (indicating undervaluation) while Bitcoin is above VWAP (signaling strong broader momentum). A sell signal is generated when Coinbase trades above VWAP (indicating overvaluation) while Bitcoin moves below VWAP (indicating weakening momentum). This divergence logic enables traders to identify misalignment between Bitcoin-driven market trends and Coinbase’s price behavior. The indicator effectively identifies undervalued entry points and signals exits before speculative extensions are correct. It provides a systematic approach to trading during trending conditions, aligning decisions with volume-weighted price dynamics and inter-asset relationships. How It Works 1. VWAP: “fair value” benchmark combining price and volume. • Above VWAP: Bullish momentum. • Below VWAP: Bearish momentum. 2. Divergence: • Coinbase Divergence: close - coin_vwap (distance from COIN’s VWAP). • Bitcoin Divergence: btc_price - btc_vwap (distance from BTC’s VWAP). 3. Signals: • Buy: Coinbase is below VWAP (potentially oversold), and Bitcoin is above VWAP (broader bullish trend). • Sell: Coinbase is above VWAP (potentially overbought), and Bitcoin is below VWAP (broader bearish trend). 4. Visualization: • Green triangle: Buy signal. • Red triangle: Sell signal. Strengths • Combines price and volume for reliable insights. • Highlights potential trend reversals or overextensions. • Exploits correlations between Coinbase and Bitcoin. Limitations • Struggles in sideways markets. • Sensitive to volume spikes, which may distort VWAP. • Ineffective in strong trends where divergence persists. Improvements 1. Z-Scores: Use statistical thresholds (e.g., ±2 std dev) for stronger signals. 2. Volume Filter: Generate signals only during high-volume periods. 3. Momentum Confirmation: Combine with RSI or MACD for better reliability. 4. Multi-Timeframe VWAP: Use intraday, daily, and weekly VWAPs for deeper analysis. Complementary Tools • Momentum Indicators: RSI, MACD for trend validation. • Volume-Based Metrics: OBV, cumulative delta volume. • Support/Resistance Levels: Enhance reversal accuracy.
مؤشر Pine Script®
من ‎SHA256orBUST‎
Foresight Cone (HoltxF1xVWAP) [KedArc Quant]Description: This is a time-series forecasting indicator that estimates the next bar (F1) and projects a path a few bars ahead. It also draws a confidence cone based on how accurate the recent forecasts have been. You can optionally color the projection only when price agrees with VWAP. Why it’s different * One clear model: Everything comes from Holt’s trend-aware forecasting method—no mix of unrelated indicators. * Transparent visuals: You see the next-bar estimate (F1), the forward projection, and a cone that widens or narrows based on recent forecast error. * Context, not signals: The VWAP option only changes colors. It doesn’t add trade rules. * No look-ahead: Accuracy is measured using the forecast made on the previous bar versus the current bar. Inputs (what they mean) * Source: Price series to forecast (default: Close). * Preset: Quick profiles for fast, smooth, or momentum markets (see below). * Alpha (Level): How fast the model reacts to new prices. Higher = faster, twitchier. * Beta (Trend): How fast the model updates the slope. Higher = faster pivots, more flips in chop. * Horizon: How many bars ahead to project. Bigger = wider cone. * Residual Window: How many bars to judge recent accuracy. Bigger = steadier cone. * Confidence Z: How wide the cone should be (typical setting ≈ “95% style” width). * Show Bands / Draw Forward Path: Turn the cone and forward lines on/off. * Color only when aligned with VWAP: Highlights projections only when price agrees with the trend side of VWAP. * Colors / Show Panel: Styling plus a small panel with RMSE, MAPE, and trend slope. Presets (when to pick which) * Scalp / Fast (1-min): Very responsive; best for quick moves. More twitch in chop. * Smooth Intraday (1–5 min): Calmer and steadier; a good default most days. * Momentum / Breakout: Quicker slope tracking during strong pushes; may over-react in ranges. * Custom: Set your own values if you know exactly what you want. What is F1 here? F1 is the model’s next-bar fair value. Crosses of price versus F1 can hint at short-term momentum shifts or mean-reversion, especially when viewed with VWAP or the cone. How this helps * Gives a baseline path of where price may drift and a cone that shows normal wiggle room. * Helps you tell routine noise (inside cone) from information (edges or breaks outside the cone). * Keeps you aware of short-term bias via the trend slope and F1. How to use (step by step) 1. Add to chart → choose a Preset (start with Smooth Intraday). 2. Set Horizon around 8–15 bars for intraday. 3. (Optional) Turn on VWAP alignment to color only when price agrees with the trend side of VWAP. 4. Watch where price sits relative to the cone and F1: * Inside = normal noise. * At edges = stretched. * Outside = possible regime change. 5. Check the panel: if RMSE/MAPE spike, expect a wider cone; consider a smoother preset or a higher timeframe. 6. Tweak Alpha/Beta only if needed: faster for momentum, slower for chop. 7. Combine with your own plan for entries, exits, and risk. Accuracy Panel — what it tells you Preset & Horizon: Shows which preset you’re using and how many bars ahead the projection goes. Longer horizons mean more uncertainty. RMSE (error in price units): A “typical miss” measured in the chart’s currency (e.g., ₹). Lower = tighter fit and a usually narrower cone. Rising = conditions getting noisier; the cone will widen. MAPE (error in %): The same idea as RMSE but in percent. Good for comparing different symbols or timeframes. Sudden spikes often hint at a regime change. Slope T: The model’s short-term trend reading. Positive = gentle up-bias; negative = gentle down-bias; near zero = mostly flat/drifty. How to read it at a glance Calm & directional: RMSE/MAPE steady or falling + Slope T positive (or negative) → trends tend to respect the cone’s mid/upper (or mid/lower) area. Choppy/uncertain: RMSE/MAPE climbing or jumping → expect more whipsaw; rely more on the cone edges and higher-TF context. Flat tape: Slope T near zero → mean-revert behavior is common; treat cone edges as stretch zones rather than breakout zones. Warm-up & tweaks Warm-up: Right after adding the indicator, the panel may be blank for a short time while it gathers enough bars. Too twitchy? Switch to Smooth Intraday or increase the Residual Window. Too slow? Use Scalp/Fast or Momentum/Breakout to react quicker. Timeframe tips * 1–3 min: Scalp/Fast or Momentum/Breakout; horizon \~8–12. * 5–15 min: Smooth Intraday; horizon \~12–15. * 30–60 min+: Consider a larger residual window for a steadier cone. FAQ Q: Is this a strategy or an indicator? A: It’s an indicator only. It does not place orders, TP/SL, or run backtests. Q: Does it repaint? A: The next-bar estimate (F1) and the cone are calculated using only information available at that time. The forward path is a projection drawn on the last bar and will naturally update as new bars arrive. Historical bars aren’t revised with future data. Q: What is F1? A: F1 is the indicator’s best guess for the next bar. Price crossing above/below F1 can hint at short-term momentum shifts or mean-reversion. Q: What do “Alpha” and “Beta” do? A: Alpha controls how fast the indicator reacts to new prices (higher = faster, twitchier). Beta controls how fast the slope updates (higher = quicker pivots, more flips in chop). Q: Why does the cone width change? A: It reflects recent forecast accuracy. When the market gets noisy, the cone widens. When the tape is calm, it narrows. Q: What does the Accuracy Panel tell me? A: * Preset & Horizon you’re using. * RMSE: typical forecast miss in price units. * MAPE: typical forecast miss in percent. * Slope T: short-term trend reading (up, down, or flat). If RMSE/MAPE rise, expect a wider cone and more whipsaw. Q: The panel shows “…” or looks empty. Why? A: It needs a short warm-up to gather enough bars. This is normal after you add the indicator or change settings/timeframes. Q: Which timeframe is best? A: * 1–3 min: Scalp/Fast or Momentum/Breakout, horizon \~8–12. * 5–15 min: Smooth Intraday, horizon \~12–15. Higher timeframes work too; consider a larger residual window for steadier cones. Q: Which preset should I start with? A: Start with Smooth Intraday. If the market is trending hard, try Momentum/Breakout. For very quick tapes, use Scalp/Fast. Switch back if things get choppy. Q: What does the VWAP option do? A: It only changes colors (highlights when price agrees with the trend side of VWAP). It does not add or remove signals. Q: Are there alerts? A: Yes—alerts for price crossing F1 (up/down). Use “Once per bar close” to reduce noise on fast charts. Q: Can I use this on stocks, futures, crypto, or FX? A: Yes. It works on any symbol/timeframe. You may want to adjust Horizon and the Residual Window based on volatility. Q: Can I use it with Heikin Ashi or other non-standard bars? A: You can, but remember you’re forecasting the synthetic series of those bars. For pure price behavior, use regular candles. Q: The cone feels too wide/too narrow. What do I change? A: * Too wide: lower Alpha/Beta a bit or increase the Residual Window. * Too narrow (misses moves): raise Alpha/Beta slightly or try Momentum/Breakout. Q: Why do results change when I switch timeframe or symbol? A: Different noise levels and trends. The accuracy stats reset per chart, so the cone adapts to each context. Q: Any limits or gotchas? A: Extremely large Horizon may hit TradingView’s line-object limits; reduce Horizon or turn off extra visuals if needed. Big gaps or news spikes will widen errors—expect the cone to react. Q: Can this predict exact future prices? A: No. It provides a baseline path and context. Always combine with your own rules and risk management. Glossary * TS (Time Series): Data over time (prices). * Holt’s Method: A forecasting approach that tracks a current level and a trend to predict the next bars. * F1: The indicator’s best guess for the next bar. * F(h): The projected value h bars ahead. * VWAP: Volume-Weighted Average Price—used here for optional color alignment. * RMSE: Typical forecast miss in price units (how far off, on average). * MAPE: Typical forecast miss in percent (scale-free, easy to compare). Notes & limitations * The panel needs a short warm-up; stats may be blank at first. * The cone reflects recent conditions; sudden volatility changes will widen it. * This is a tool for context. It does not place trades and does not promise results. ⚠️ Disclaimer This script is provided for educational purposes only. Past performance does not guarantee future results. Trading involves risk, and users should exercise caution and use proper risk management when applying this strategy.
مؤشر Pine Script®
من ‎kedarcquant‎
Granular Candle-by-Candle VWAPGranular Candle-by-Candle VWAP is a customizable Volume Weighted Average Price (VWAP) indicator designed for TradingView. Unlike traditional VWAP indicators that operate on the chart's primary timeframe, this script enhances precision by incorporating lower timeframe (e.g., 1-minute) data into VWAP calculations. This granular approach provides traders with a more detailed and accurate representation of the average price, accounting for intra-bar price and volume movements. The indicator dynamically adjusts to the chart's current timeframe and offers a range of customization options, including price type selection, visual styling, and alert configurations. Customizable Features Users have extensive control over various aspects of the Granular Candle-by-Candle VWAP indicator. Below are the key features that can be customized to align with individual trading preferences: 🎛️ Customizable Features Users have extensive control over various aspects of the Granular Candle-by-Candle VWAP indicator. Below are the key features that can be customized to align with individual trading preferences: 🔢 Lookback Period Description: Defines the number of lower timeframe bars used in the VWAP calculation. Customization: Input: VWAP Lookback Period (Number of Lower Timeframe Bars) Default Value: 20 bars Range: Minimum of 1 bar Purpose: Allows traders to adjust the sensitivity of the VWAP. A smaller lookback period makes the VWAP more responsive to recent price changes, while a larger period smoothens out fluctuations. 📈 Price Type Selection Description: Determines which price metric is used in the VWAP calculation. Customization: Input: Price Type for VWAP Calculation Options: Open: Uses the opening price of each lower timeframe bar. High: Uses the highest price of each lower timeframe bar. Low: Uses the lowest price of each lower timeframe bar. Close: Uses the closing price of each lower timeframe bar. OHLC/4: Averages the Open, High, Low, and Close prices. HL/2: Averages the High and Low prices. Typical Price: (High + Low + Close) / 3 Weighted Close: (High + Low + 2 × Close) / 4 Default Value: Close Purpose: Offers flexibility in how the average price is calculated, allowing traders to choose the price metric that best fits their analysis style. 🕒 Lower Timeframe Selection Description: Specifies the lower timeframe from which data is fetched for granular VWAP calculations. Customization: Input: Lower Timeframe for Granular Data Default Value: 1 minute ("1") Options: Any valid TradingView timeframe (e.g., "1", "3", "5", "15", etc.) Purpose: Enables traders to select the granularity of data used in the VWAP calculation, enhancing the indicator's precision on higher timeframe charts. 🎨 VWAP Line Customization Description: Adjusts the visual appearance of the VWAP line based on price position relative to the VWAP. Customizations: Color When Price is Above VWAP: Input: VWAP Color (Price Above) Default Value: Green Color When Price is Below VWAP: Input: VWAP Color (Price Below) Default Value: Red Line Thickness: Input: VWAP Line Thickness Default Value: 2 Range: Minimum of 1 Line Style: Input: VWAP Line Style Options: Solid, Dashed, Dotted Default Value: Solid Purpose: Enhances visual clarity, allowing traders to quickly assess price positions relative to the VWAP through color coding and line styling. 🔔 Alerts and Notifications Description: Provides real-time notifications when the price crosses the VWAP. Customizations: Enable/Disable Alerts: Input: Enable Alerts for Price Crossing VWAP Default Value: Enabled (true) Alert Conditions: Price Crossing Above VWAP: Trigger: When the closing price crosses from below to above the VWAP. Alert Message: "Price has crossed above the Granular VWAP." Price Crossing Below VWAP: Trigger: When the closing price crosses from above to below the VWAP. Alert Message: "Price has crossed below the Granular VWAP." Purpose: Keeps traders informed of significant price movements relative to the VWAP, facilitating timely trading decisions. 📊 Plotting and Visualization Description: Displays the calculated Granular VWAP on the chart with user-defined styling. Customization Options: Color, Thickness, and Style: As defined in the VWAP Line Customization section. Track Price Feature: Parameter: trackprice=true Function: Ensures that the VWAP line remains visible even when the price moves far from the VWAP. Purpose: Provides a clear and persistent visual reference of the VWAP on the chart, aiding in trend analysis and support/resistance identification. ⚙️ Performance Optimizations Description: Ensures the indicator runs efficiently, especially on higher timeframes with large datasets. Strategies Implemented: Minimized Security Calls: Utilizes two separate request.security calls to fetch necessary data, balancing functionality and performance. Efficient Calculations: Employs built-in functions like ta.sum for rolling calculations to reduce computational load. Conditional Processing: Alerts are processed only when enabled, preventing unnecessary computations. Purpose: Maintains smooth chart performance and responsiveness, even when using lower timeframe data for granular calculations.
مؤشر Pine Script®
من ‎kronos455‎
Multi Day vWAP (Customizable) with AverageIntroducing the Multi-Day vWAP indicator that is fully customizable with average indicator option. High level overview (default settings): Default is 10 plots with each setting 1 day apart (1-10 day look back) Labels for each plot are turned on by default (labels will default to your value, more below) Use Style tab in options to change colors, plot style, and turn on/off individual plots Average is turned off by default (style panel will show it's on-- go to Inputs panel and select "Show vWAP Average" to turn on) Best use case is go to Visibility Panel in options and turn off for Days, Weeks, and Months To turn off all labels at once go to Style tab and unselect "Labels" checkbox If you want plots to be as small as possible in Inputs panel set the Plot Width to 0 (zero) Detail Overview This indicator will plot your custom daily vWAP values. You can change the lookback period. If you change the lookback period the label will match your custom value. For instance, if you change vWAP 1 value to "5", the label for this plot will be 5. Average Notes: The average will average all the vWAP values by the divisor. The default is to average all values by 10. The average will always start to plot from the shortest lookback period. It is not possible to have the average plot before that point. Trading Tips (default settings) The simple way to use the vWAP is to treat them as magnets. For intance, Generally if price is trading below all the vWAP plots the chart is in a momentum short enviroment. All vWAP areas can be used for upside resistance/reaction areas. If price is trading above the chart is in a momentum long enviroment and pullbacks can to vWAP levels can be looked as areas of support/reaction. For instance: Price is above the current day vWAP and looking to test the previous day vWAP value. As it approaches the 2 value you are expecting this area to be a reaction area (good trade entry area) for a continuation short trade. Possibly to check back into the current day vWAP value. I should share that this is a simple way to trade with the vWAP (true success with vWAP is understanding that price trades in vWAP channels). Stacking and Strong Momentum The other pattern you should look for is stacking. For instance on this CL chart: This chart is strong momentum long. All 10 day vWAP plots are stacked on top of each other. Previous action tested below all vWAPs. Price traded thru and came back and retested. Finally closing above all and above the vWAP avearge (red). When the day vWAP was broke the next target you look for is the 2 vWAP. This reaction area held up and momentum long continued and continuing to trade above current day vWAP. 7 Day Rolling Example (Larger Timeframe) Another great way to use this indicator is to customize the values for rolling 7 days (5 days for cash markets). To do this set values to: 7, 14, 21, 28, 35, 42, 49, 56, 63, 70 For instance, this BTC chart: This chart provides a good example of what you'll find when a chart is at a pivot point. Price is checking in at the average to remain momentum long. Upside longer term vWAP plots have been tested and had expected reaction. Price is trading above the shorter term values. Simple TA here will note if chart continues to trade above and takes out upper vWAPs long momentum is gaining ground. On the downside if price trades thru the lower vWAP plots you would expect further downside. In this scenario you would be mindful to expect upside tests before (which could be good entry/reaction areas). NQ example with 7 day values: Overall chart is momentum short. 7 is above 14, 21 Maybe early sign of bottom. If price takes out these values and holds above the buyers have quite a few challenges above.
مؤشر Pine Script®
من ‎RexDogActual‎
13
Obsidian Flux Matrix# Obsidian Flux Matrix | JackOfAllTrades Made with my Senior Level AI Pine Script v6 coding bot for the community! Narrative Overview Obsidian Flux Matrix (OFM) is an open-source Pine Script v6 study that fuses social sentiment, higher timeframe trend bias, fair-value-gap detection, liquidity raids, VWAP gravitation, session profiling, and a diagnostic HUD. The layout keeps the obsidian palette so critical overlays stay readable without overwhelming a price chart. Purpose & Scope OFM focuses on actionable structure rather than marketing claims. It documents every driver that powers its confluence engine so reviewers understand what triggers each visual. Core Analytical Pillars 1. Social Pulse Engine Sentiment Webhook Feed: Accepts normalized scores (-1 to +1). Signals only arm when the EMA-smoothed value exceeds the `sentimentMin` input (0.35 by default). Volume Confirmation: Requires local volume > 30-bar average × `volSpikeMult` (default 2.0) before sentiment flags. EMA Cross Validation: Fast EMA 8 crossing above/below slow EMA 21 keeps momentum aligned with flow. Momentum Alignment: Multi-timeframe momentum composite must agree (positive for longs, negative for shorts). 2. Peer Momentum Heatmap Multi-Timeframe Blend: RSI + Stoch RSI fetched via request.security() on 1H/4H/1D by default. Composite Scoring: Each timeframe votes +1/-1/0; totals are clamped between -3 and +3. Intraday Readability: Configurable band thickness (1-5) so scalpers see context without losing space. Dynamic Opacity: Stronger agreement boosts column opacity for quick bias checks. 3. Trend & Displacement Framework Dual EMA Ribbon: Cyan/magenta ribbon highlights immediate posture. HTF Bias: A higher-timeframe EMA (default 55 on 4H) sets macro direction. Displacement Score: Body-to-ATR ratio (>1.4 default) detects impulses that seed FVGs or VWAP raids. ATR Normalization: All thresholds float with volatility so the study adapts to assets and regimes. 4. Intelligent Fair Value Gap (FVG) System Gap Detection: Three-candle logic (bullish: low > high ; bearish: high < low ) with ATR-sized minimums (0.15 × ATR default). Overlap Prevention: Price-range checks stop redundant boxes. Spacing Control: `fvgMinSpacing` (default 5) avoids stacking from the same impulse. Storage Caps: Max three FVGs per side unless the user widens the limit. Session Awareness: Kill zone filters keep taps focused on London/NY if desired. Auto Cleanup: Boxes delete when price closes beyond their invalidation level. 5. VWAP Magnet + Liquidity Raid Engine Session or Rolling VWAP: Toggle resets to match intraday or rolling preferences. Equal High/Low Scanner: Looks back 20 bars by default for liquidity pools. Displacement Filter: ATR multiplier ensures raids represent genuine liquidity sweeps. Mean Reversion Focus: Signals fire when price displaces back toward VWAP following a raid. 6. Session Range Breakout System Initial Balance Tracking: First N bars (15 default) define the session box. Breakout Logic: Requires simultaneous liquidity spikes, nearby FVG activity, and supportive momentum. Z-Score Volume Filter: >1.5σ by default to filter noisy moves. 7. Lifestyle Liquidity Scanner Volume Z-Scores: 50-bar baseline highlights statistically significant spikes. Smart Money Footprints: Bottom-of-chart squares color-code buy vs sell participation. Panel Memory: HUD logs the last five raid timestamps, direction, and normalized size. 8. Risk Matrix & Diagnostic HUD HUD Structure: Table in the top-right summarizes HTF bias, sentiment, momentum, range state, liquidity memory, and current risk references. Signal Tags: Aggregates SPS, FVG, VWAP, Range, and Liquidity states into a compact string. Risk Metrics: Swing-based stops (5-bar lookback) + ATR targets (1.5× default) keep risk transparent. Signal Families & Alerts Social Pulse (SPS): Volume-confirmed sentiment alignment; triangle markers with “SPS”. Kill-Zone FVG: Session + HTF alignment + FVG tap; arrow markers plus SL/TP labels. Local FVG: Captures local reversals when HTF bias has not flipped yet. VWAP Raid: Equal-high/low raids that snap toward VWAP; “VWAP” label markers. Range Breakout: Initial balance violations with liquidity and imbalance confirmation; circle markers. Liquidity Spike: Z-score spikes ≥ threshold; square markers along the baseline. Visual Design & Customization Theme Palette: Primary background RGB (12,6,24). Accent shading RGB (26,10,48). Long accents RGB (88,174,255). Short accents RGB (219,109,255). Stylized Candles: Optional overlay using theme colors. Signal Toggles: Independently enable markers, heatmap, and diagnostics. Label Spacing: Auto-spacing enforces ≥4-bar gaps to prevent text overlap. Customization & Workflow Notes Adjust ATR/FVG thresholds when volatility shifts. Re-anchor sentiment to your webhook cadence; EMA smoothing (default 5) dampens noise. Reposition the HUD by editing the `table.new` coordinates. Use multiples of the chart timeframe for HTF requests to minimize load. Session inputs accept exchange-local time; align them to your market. Performance & Compliance Pure Pine v6: Single-line statements, no `lookahead_on`. Resource Safe: Arrays trimmed, boxes limited, `request.security` cached. Repaint Awareness: Signals confirm on close; alerts mirror on-chart logic. Runtime Safety: Arrays/loops guard against `na`. Use Cases Measure when social sentiment aligns with structure. Plan ICT-style intraday rebalances around session-specific FVG taps. Fade VWAP raids when displacement shows exhaustion. Watch initial balance breaks backed by statistical volume. Keep risk/target references anchored in ATR logic. Signal Logic Snapshot Social Pulse Long/Short: `sentimentEMA` gated by `sentimentMin`, `volSpike`, EMA 8/21 cross, and `momoComposite` sign agreement. Keeps hype tied to structural follow-through. Kill-Zone FVG Long/Short: Requires session filter, HTF EMA bias alignment, and an active FVG tap (`bullFvgTap` / `bearFvgTap`). Labels include swing stops + ATR targets pulled from `swingLookback` and `liqTargetMultiple`. Local FVG Long/Short: Uses `localBullish` / `localBearish` heuristics (EMA slope, displacement, sequential closes) to surface intraday reversals even when HTF bias has not flipped. VWAP Raids: Detect equal-high/equal-low sweeps (`raidHigh`, `raidLow`) that revert toward `sessionVwap` or rolling VWAP when displacement exceeds `vwapAlertDisplace`. Range Breakouts: Combine `rangeComplete`, breakout confirmation, liquidity spikes, and nearby FVG activity for statistically backed initial balance breaks. Liquidity Spikes: Volume Z-score > `zScoreThreshold` logs direction, size, and timestamp for the HUD and optional review workflows. Session Logic & VWAP Handling Kill zone + NY session inputs use TradingView’s session strings; `f_inSession()` drives both visual shading and whether FVG taps are tradeable when `killZoneOnly` is true. Session VWAP resets using cumulative price × volume sums that restart when the daily timestamp changes; rolling VWAP falls back to `ta.vwap(hlc3)` for instruments where daily resets are less relevant. Initial balance box (`rangeBars` input) locks once complete, extends forward, and stays on chart to contextualize later liquidity raids or breakouts. Parameter Reference Trend: `emaFastLen`, `emaSlowLen`, `htfResolution`, `htfEmaLen`, `showEmaRibbon`, `showHtfBiasLine`. Momentum: `tf1`, `tf2`, `tf3`, `rsiLen`, `stochLen`, `stochSmooth`, `heatmapHeight`. Volume/Liquidity: `volLookback`, `volSpikeMult`, `zScoreLen`, `zScoreThreshold`, `equalLookback`. VWAP & Sessions: `vwapMode`, `showVwapLine`, `vwapAlertDisplace`, `killSession`, `nySession`, `showSessionShade`, `rangeBars`. FVG/Risk: `fvgMinTicks`, `fvgLookback`, `fvgMinSpacing`, `killZoneOnly`, `liqTargetMultiple`, `swingLookback`. Visualization Toggles: `showSignalMarkers`, `showHeatmapBand`, `showInfoPanel`, `showStylizedCandles`. Workflow Recipes Kill-Zone Continuation: During the defined kill session, look for `killFvgLong` or `killFvgShort` arrows that line up with `sentimentValid` and positive `momoComposite`. Use the HUD’s risk readout to confirm SL/TP distances before entering. VWAP Raid Fade: Outside kill zone, track `raidToVwapLong/Short`. Confirm the candle body exceeds the displacement multiplier, and price crosses back toward VWAP before considering reversions. Range Break Monitor: After the initial balance locks, mark `rangeBreakLong/Short` circles only when the momentum band is >0 or <0 respectively and a fresh FVG box sits near price. Liquidity Spike Review: When the HUD shows “Liquidity” timestamps, hover the plotted squares at chart bottom to see whether spikes were buy/sell oriented and if local FVGs formed immediately after. Metadata Author: officialjackofalltrades Platform: TradingView (Pine Script v6) Category: Sentiment + Liquidity Intelligence Hope you Enjoy!
مؤشر Pine Script®
من ‎officialjackofalltrades‎
TurboVWAPs 3XAwesome indicator that will plot on your chart up to 3 different VWAPs and optionally up to 3 standard deviations for each one. Each VWAP can be configured to be a Rolling or Anchored VWAP and to automatically adapt its period depending on the current chart timeframe. For example, you can configure each VWAP to be a rolling 30min VWAP for timeframes below 30M, a session-anchored VWAP between 30M and 1D timeframes, a rolling monthly VWAP for a 1D timeframe and a quarterly VWAP for a weekly timeframe. You can disable any of the three VWAPs or any of its standard deviations bands. For session-anchored VWAPs the script will automatically set session times depending on the current futures contract (only for US and EUR futures) if desired. You can disable this feature and manually input session start and end times.
مؤشر Pine Script®
من ‎czoa‎
6
Yearly VWAP with Z-Score V2This script extends the traditional Volume Weighted Average Price (VWAP) by applying it to yearly sessions (with a customizable start month) and combining it with a Z-Score framework to standardize price deviations from VWAP. Features Yearly VWAP: Automatically resets at the selected month, making it possible to align VWAP with fiscal or seasonal cycles (e.g., June–May). Volatility-Weighted Bands: Standard deviation is calculated using volume-weighted price variance, creating adaptive upper and lower bands around VWAP. Z-Score Calculation: Converts price distance from VWAP into standardized scores, ranging from +2.5 to –2.5. This enables statistical interpretation of whether price is trading at fair value, extended, or oversold relative to VWAP. Custom Session Control: Input allows users to change the yearly anchor month. On-Chart Display: VWAP and bands are plotted, with a live Z-Score label shown on the latest bar. How to Use Fair Value Reference: VWAP reflects the average price weighted by volume over the yearly session — a natural equilibrium point. Overbought / Oversold Detection: Extreme Z-Score readings (±2 or beyond) highlight when price is stretched relative to VWAP. Cycle Analysis: Resetting VWAP by custom months allows studying market behavior over fiscal years, seasons, or custom trading cycles. Part of a Broader Toolkit: This script is not a standalone trading system. It works best when aggregated with other indicators, confluence factors, or a structured strategy. Originality Unlike a standard VWAP, this version: Uses yearly anchoring with custom start month instead of session/day anchoring. Adds volume-weighted standard deviation bands for statistical context. Translates distance into a Z-Score scale for objective overbought/oversold assessment. Positive Z-Score values indicate zones where price is positioned favorably for accumulation or potential buys, while negative values highlight areas more suitable for distribution or profit-taking — always best used in confluence with other tools rather than as a standalone signal
مؤشر Pine Script®
من ‎S0905B‎