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.
متوسط الأسعار المرجح بحجم التداول
IDEAL BB with MA (With Alerts)It gives well combination of Moving average and Bollinger bands with signals
NEXT Regressive VWAPOverview:
This version of the Volume-Weighted Average Price (VWAP) indicator features an extended algorithm, which, in addition to volume and price, also incorporates regression analysis. The result is a more responsive, often leading VWAP slope with a degree of statistical predictability built in. Just like with the original VWAP, NEXT Regressive VWAP offers two optional Standard Deviation bands that parallel it. These can be set to any deviation level, with the default being 1 and -1, indicating one standard deviation above and one below Regressive VWAP, respectively.
Below is a screenshot comparing NEXT Regressive VWAP (green) to the original VWAP (blue) on CME_MINI:ES1! M3 chart.
Application and Strategy Ideas:
Price above NEXT Regressive VWAP is interpreted to have a bullish bias, and below, bearish. You can use TradingView's native Set Alert functionality to be notified, in real-time, when price crosses Regressive VWAP, and/or any of its standard deviation bands. Another popular "probability play" strategy is to scalp price when it crosses under the upper band (short) and crosses over the lower band (long). The screenshot below visualizes such a strategy on NASDAQ:QQQ M1 chart:
Input Parameters:
There are 3 groups of input.
Regression Settings
Length - controls the length of time (in bars) for regression analysis with higher values yielding smoother, more responsive values.
Regression Weighting - controls the degree of regression analysis incorporated into VWAP, with 5 being average, 0-4 less, 6-10 more. The higher the value, the more responsive the Regressive VWAP curve.
VWAP Settings
Anchor Period - controls the origin of VWAP calculations, start of session being the default.
Source - data used for calculating the VWAP, typically HLC/3, but can be used with other price formats and data sources as well.
Offset - shifting of the VWAP line forward (+) or backward (-).
Standard Deviation Bands Settings
Calculate Bands - checking this will add 2 bands, each equidistant (by the amount of Multiplier) from the NEXT Regressive VWAP line.
Bands Multiplier - standard deviation multiplier, with 1 being the default
Signals and Alerts:
Here is how to set price (close) crossing NEXT Regressive VWAP alerts: open a chart, attach NEXT Regressive VWAP, and right-click on chart -> Add Alert. Condition: Symbol e.g. ES (close) >> Crossing >> Regressive VWAP >> VWAP >> Once Per Bar Close.
Anchored VWAP ClickIt calculates AVWAP set from a mouse click on a chart instead of having to edit a popup box, manually transferring date and time from the chart.
It's the Oct 2021 sample script from Tradingview to demonstrate their new chart interactive capabilities of Pine script.
www.tradingview.com
I take no credit for this, just noticed it wasn't in the Public Library.
This ability to accept OnMouse positional data from the chart, into an indicator has been needed in TV for a long time.
Glad to see they continue to grow the capabilities.
Anchored VWAP Hand-OffBrian Shannon's "VWAP hand off" strategy, Has been my "go to" for some time now. Version 5 makes this much easier, with drag and drop placement.
When price taps the base anchored VWAP, a second VWAP is plotted at that point. When price taps the second, a third is plotted, and so on.
Each consecutive VWAP can be used to identify trend and future pivot points as trend continues.
IF the VWAPS look messy, price action is choppy and a trend hasnt yet started.
Rolling EMAVWAP with Standard Deviation BandsThis is experimental code trying to implement exponentially decreasing weights over time in a simple VWAP.
Also i applied EMA rules when calculating the Standard Deviation Bands.
The script produces results from 1 candle.
There is an "log space" option to neutralize bands shifts when charting in log space - this gives the correct geometrically equal distances on both sides of the emaVWAP.
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
Auto AVWAP (Anchored-VWAP)Anchored Volume Weighted Average Price (AVWAP)
Pioneered by Brian Shannon, an Anchored VWAP is the measure of the average price per share since a specific moment or event. It is found as a tool in TradingView in the same toolkit as Trend Lines.
This indicator uses a Stochastic RSI measurement to define when low and high points (support and resistance levels) have occurred and applies an 'anchor' to these points.
It progressively updates these anchor points as they change. The "Next" potential AVWAP values are also displayed. When a support level is raised or a resistance level is lowered the main AVWAP value is replaced by the "Next" value.
Default Configuration:
This indicator (unconventionally) uses the high and low values instead of the HLC3 values used by a typical VWAP calculation. This allows for what appears more like support and resistance than simply an average price. Simply uncheck this configuration value to see the difference.
Breakout alerts are triggered by the open value. Uncheck this setting to use the close.
Multiple Anchored VWAP [Morty]The Anchored VWAP (aVWAP) indicator ties VWAP calculations to a specific price bar chosen by the trader. Anchored VWAP allows you to specify the price bar where calculations begin, making it easy to see whether the bulls or bears have been in charge since a very specific point in time. The starting price bar that is chosen generally marks a shift in market psychology, such as a significant high or low, earnings, news, or other announcements. The Anchored VWAP line is charted using price and volume data from that significant event onward.
This indicator plots up to 4 aVWAP lines in the chart.
Features:
- plot up to 4 aVWAP lines
- custom start date of aVWAP
- custom line color
- optional label of starting price bar
- optional custom resolution
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锚定VWAP（aVWAP）指标将VWAP的计算与交易者选择的特定价格柱联系起来。锚定VWAP允许你指定计算开始的价格柱，使你很容易看到自一个非常具体的时间点以来，是牛市还是熊市在起作用。所选择的起始价格条通常标志着市场心理的转变，如一个重要的高点或低点、收益、新闻或其他公告。锚定VWAP线是使用从该重大事件开始的价格和成交量数据绘制的。
该指标在图表中最多绘制了4条aVWAP线。
特色:
- 绘制多达4条aVWAP线
- 自定义aVWAP的开始日期
- 自定义线的颜色
- 可选的起始价格条的标签
- 可选的自定义分辨率
TheVWAP BoulevardVWAP Boulevard identifies up to three of the highest-volume bars in a chart's history, showing either (or both of):
• Static VWAP lines from the identified high volume bar
• Continuous VWAPs anchored to the high volume bar, persisting in calculation and display through to the present
Boulevard can be applied to any timeframe — though the recommended primary use is daily charts, thus identifying up to three of the highest-volume days within a user-defined search range.
If you have any questions about the indicator's settings, please feel free to message us here on TradingView.
Special thanks to RumpyPumpyDumpy and James Ferreira for their contributions to this script.
Session/Day VWAP & Std Dev Bands/VWAP and Standard Deviation Bands for intra-day & Day sessions
/Intra-day sessions be default are set to crypto
- Asia session
- London Session
- New York Session
- Close Session
Day broken up into sessions as a 24 hour period consists of different market participants and therefore different behaviour.
VWAP oscillator [upslidedown]This VWAP oscillator showcases the percent difference between VWAP and current price within an oscillator centered on 0. My thesis for this indicator is that trend following within the threshold zone (defaulted to 1%) would be "choppy" but outside is a significant trend. Another way to think about VWAP is potential for taking profits, as price will always be magnetized back to the center.
I find this sort of visualization very helpful when creating strategies that revolve around a filter such as VWAP and wasn't able to find anything that was close and/or provided this sort of visualization publicly. Enjoy and let me know if you find this useful or can dream up an improvement.
Volume Forecast === Volume Forecast ===
The idea of "Vwap BLVD"(Closing vwap value of most recent highest volume Day of which todays price is coming in contact with above or below) is to show when you are running into "overhead supply", and or "Demand zones" on the daily chart , or intraday. You can use the Volume Forecast to check throughout the day to see if we are on pace on the current day to "beat" the Blvd's launch dates recorded volume . You can go long on positive volume forecasts toward blvd, or on the break and hold over, or you can go short against Blvd on a negative/lower forecast at the rejection of Vwap Blvd or key technical highs
You can use this label tool after the open, checking periodically to see what VF% on the day were at thus far, and does today's Forecast have a positive expectancy in relation to previous high volume days in question? Or does it have a negative expectancy based on a lower forecast number than the highest volume day and possibly slow % gains over the first hour, (checking every 15min and notating increase or decrease) thus possibly failing to over come previous over head volume resistance from the highest volume day.
Scenarios would be-
Long- We have a previous highest volume day metric of 10Mil on the daily chart. Today we have a Small gap, high PM Volume, and First 30min Were already at 50% of a 100Mil forecast. In this scenario, i would have more confidence getting long once we have reached key support areas or broken and held prior highs or vwap of the highest volume day knowing that we are forecasting MUCH higher on the day then highest volume day previously.
Short- Would be just the opposite. We have a Gapper in the morning of which has a previous high volume day of 100mil, and were interacting with that days range. low volume premarket, and out of the bell we spike but fail, and VF% is very slow to rise, and our total forecast on the day is only showing 5mil on the day total after the first 30min. I would feel confident going short against Vwap BLVD or a prior HOD from the highest volume days price range, knowing we wont have enough volume to clear the overhead volume supply.
Ive also included a small table that covers AVG vol on the time frame of your current chart. RVOL and ATR as well to help ID outlier type moves.
ALL METRICS INCLUDING VOLUME FORECAST CALCULATE FOR THE TIME FRAME YOUR CHART IS CURRENTLY ON.
Best results and most accurate readings for Forecast have been on the 1min and daily chart. Using both time frames for cross comparison intraday to gauge the volume flow after open every 15 min for the first hour or so of market. Volume forecast DOES NOT work outside of normal market hours on trading view. It will reflect negative numbers in off hours depending on the volume done on the day in that stock and in some replay modes.
This is a SIMPLE study, I wanted to KEEP it that way. So it was EASY to read, and less to be confused about.
ARE WE DEALING WITH A EARLY BIG, HIGH % IN FIRST HOUR FORECAST FOR TODAY VS PRIOR HIGH VOL DAYS???
Or
ARE WE DEALING WITH A LOW, SLOW BUILDING FORECAST IN THE FIRST HOUR FOR TODAY VS PRIOR HIGH VOL DAYS KEY LEVELS?
The easier and simple it is to read this, the faster and cleaner you can execute.
Hope you enjoy.
JMF
SPECIAL THANKS TO ©Rumpypumpydumpy AN AMAZING CODER IVE BEEN WORKING WITH FOR HELP WITH THE FINAL LOGIC AND CLEANING THE CODE AND VISUAL ASPECTS UP.
Make sure to stop by his page here on trading view and check out some of his amazing studies.
If you have any questions feel free to Dm here.
SB Dynamic VWAPCreated this script that creates a dynamic VWAP based on Outstanding Shares Turnover.
The outstanding shares turnover is determined by volume. If the volume exceeds outstanding shares over X amount of days, X amount is used as the VWAP period.
Also included visually is the Bollinger Bands for price and volatility reference.
VWAP StdDev Bands - Multi-type VWAP: Period, Date, EarningsThis VWAP indicator differs from the rest in that it is customizable for 3 distinct VWAP types, among other features that may be useful.
VWAP types:
Period Based VWAP
Date Anchored VWAP
Earnings Based VWAP
Additional features common to all VWAP types:
Standard Deviation Bands
Coloring based on Price vs Deviation Bands
Coloring of VWAP based on VWAP Slope
Each of the VWAP types are described below:
Period VWAP
Simple period VWAP which allows preset, as well as custom periods.
Resets at the start of each period.
Also allows setting a custom session time for reset at specific time of day.
Date VWAP
Date anchored VWAP which does not reset.
VWAP will start from the selected date.
Pictured: AAPL Date VWAP from 2018-08-27
Earnings VWAP
VWAP which resets on every earnings report. The symbol must be stock with available earnings data.
Multiple types can be used in conjunction with one another only by adding multiple of the indicator to your chart.
Feel free to leave any comments, questions, or bug reports. All are welcome.
Enjoy!
TurboVWAPoscilOscillator based on VWAP and its standard deviations. It will display VWAP as a zero line and then an indicator line showing where price is in relation to VWAP expressed as Standard Deviation units.
This indicator is based on my awesome indicator TurboVWAP, so it shares most of its features:
- you can select whether you want a rolling or an anchored VWAP as basis.
- the VWAP will auto-set itself depending on the chart timeframe, so that it will be calculated based on the period you really want, not number of bars or similar.
- you can set the indicator to auto-set session start and end times for the session-anchored VWAP depending on the futures contract selected, so you don't need to mess with times.
Multi Range Pivots
Multi Range Pivots works by recognizing the high and low of the timeframe selected and plotting range high to MEAN averages and range low to MEAN averages.
This is essentially the VWAP pivots updated to include not only VWAP as a MEAN, but also SMA, EMA, VWMA, DEMA, TEMA, TRIMA, KAMA, MAMA, T3, H/L basis and Donchian basis.
Also, with high and low no longer repainting, I was able to add true reliable signals.
Enjoy
MTF Key Levels - Support and ResistanceThis indicator shows how to Multi Time Frame (MTF) interpret levels:
Watch how price acts around these levels and how they can act as support/resistance and can be used as great confluence levels for your technical analysis.
This indicator displays:
VWAP Levels
Daily / Weekly / Monthly / Yearly
Within the chart above I have marked out how displaying these VWAP levels can provide support and resistance levels to be aware of.
Daily – Weekly - Monthly – Yearly Levels
O = Open / H = High / L = Low
pO = Previous Open / pH = Previous High / pL = Previous Low / pEQ = Previous Equlibrium
Having previous Low/High levels makes you aware of Swing Failure Patterns (SFP). Also the daily/weekly/monthly opening and previous opening can assist with the trend.
Daily Open: Gives you an idea who is in control for the day. This level very often acts as strong support or resistance.
Weekly Open: Indicates where the price is within the higher timeframe.
Monthly Open & Yearly Levels: Overview of direction for the whole month without looking at a monthly chart and Yearly chart
Line Options
Within the line options you can choose to have a clean chart and display a “short line”. These line length can be adjusted by the user.
Line just to the right.
Line across the screen.
Disclaimer: The Monthly and Yealy VWAP will only show on higher timeframes this is due to restriction of how many candles can be shown on the chart. The candles displayed need to go back to either the start of the month of year to be able to calculate their VWAPs.
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.
Timeweighted Colored VWAP with SlopeHey, traders!
This script calculates the VWAP's change rate against ATR in a number of k-lines. It controls the VWAP line's color based on the average change rate, and it changes its color in a time-weighted way.
1. Calculating vwapValue's rate of change
2. Controlling Line's color based on the average change rate against ATR
3. Calculating average change rate in the past k-lines
K线的数量：计算多少根K线的VWAP值的变化率的平均值，相当于用K线的数量来时间加权
变化率阈值：线条颜色变化的阈值，VWAP值的变化率比这个大或者小时改变颜色，否则延续原来的颜色
Good luck with your trading!
Multi Range VWAP PivotsMulti Range VWAP Pivots turned out to be one of my most accurate pivot indicators to date!
Multi Range VWAP Pivots works by recognizing the high and low of the timeframe selected (D, W, M, 6M, and 12M) and plotting range high to VWAP averages and range low to VWAP averages.
After further examination of each completed range, I came to the conclusion that due to the nature of averages, high and low respectively would need to be completed within the current range, for the averages to actually display pivots correctly. This means that if all averages appear to be "pivoting" correctly after or during a break lower of higher, then we can only assume the most recent break higher or lower could be exhaustion and price will be reverted to the mean (VWAP). OR, this could be the most accurate hindsight indicator on the planet.
*DISCLAIMER*: This indicator repaints. DO NOT backtest or set alerts with this indicator.
High/Low Anchored VWAPHigh/Low Anchored VWAP simply plots an Anchored VWAP at High and Low, within a set range (D,W,M) , with a central "Basis" plot of the High and Low anchored VWAPs
*DISCLAMER* This indicator repaints. DO NOT set alerts or backtest using this indicator.
Musashi_HarmonicPricerMusashi HarmonicPricer was designed to my a tool for my personal trading strategy, and help me plot what I call ''Harmonic Structure', which is just a sophisticated way of using Fibonacci ratios based on the Elliott Wave Principle, Harmonic Patterns, and market structure.
- A distinctive element will be the integrated Fibonacci cluster tool, which plots automatically retracements and extensions of .272 (red) and .618 (purple) ratios, using the last two significant swings. For powerful usage, adjust the timeframes until they group into clusters or adjust the setup. You can also adjust the settings and select to plot only retracement, only extensions, both (default), the deviation (default = 7), and the historical approach.
- To be used wisely properly, you require multi-timeframe analysis, reason why you will find Monthly and Yearly VWAPs, as they won't change while you're switching timeframes, and fib-based EMAs to provide trend and dynamic support.
- Finally, the indicator will plot in price Hidden and Regular divergences for any oscillator you have on screen.
Have a good day.
