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VWAP Composites📊 VWAP Composite - Advanced Multi-Period Volume Weighted Average Price Indicator ═══════════════════════════════════════════════════════════════════ 🎯 OVERVIEW VWAP Composite is an advanced volume-weighted average price (VWAP) indicator that goes beyond traditional single-period VWAP calculations by offering composite multi-period analysis and unprecedented customization. This indicator solves a common problem traders face: traditional VWAP resets at arbitrary intervals (session start, day, week), but significant price action and volume accumulation often spans multiple periods. VWAP Composite allows you to anchor VWAP calculations to any timeframe—or combine multiple periods into a single composite VWAP—giving you a true representation of average price weighted by volume across the exact periods that matter to your analysis. ═══════════════════════════════════════════════════════════════════ ⚙️ HOW IT WORKS - CALCULATION METHODOLOGY 📌 CORE VWAP CALCULATION The indicator calculates VWAP using the standard volume-weighted formula: • Typical Price = (High + Low + Close) / 3 • VWAP = Σ(Typical Price × Volume) / Σ(Volume) This calculation is performed across user-defined time periods, ensuring each bar's contribution to the average is proportional to its trading volume. 📌 STANDARD DEVIATION BANDS The indicator calculates volume-weighted standard deviation to measure price dispersion around the VWAP: • Variance = Σ / Σ(Volume) • Standard Deviation = √Variance • Upper Band = VWAP + (StdDev × Multiplier) • Lower Band = VWAP - (StdDev × Multiplier) These bands help identify overbought/oversold conditions relative to the volume-weighted mean, with high-volume price excursions having greater impact on band width than low-volume moves. 📌 COMPOSITE PERIOD METHODOLOGY (Auto Mode) Unlike traditional VWAP that resets at fixed intervals, Auto Mode creates composite VWAPs by combining the current period with N previous periods: • Period Span = 1: Current period only (standard VWAP behavior) • Period Span = 2: Current period + 1 previous period combined • Period Span = 3: Current period + 2 previous periods combined • And so on... Example: A 3-period Weekly composite VWAP calculates from the start of 2 weeks ago through the current week's end, creating a single VWAP that represents 21 days of continuous price and volume data. This provides context about where price stands relative to the volume-weighted average over multiple weeks, not just the current week. ═══════════════════════════════════════════════════════════════════ 🔧 KEY FEATURES & ORIGINALITY ✅ DUAL OPERATING MODES 1️⃣ MANUAL MODE (5 Independent VWAPs) Define up to 5 separate VWAP calculations with custom start/end times: • Perfect for anchoring VWAP to specific events (earnings, Fed announcements, major reversals) • Each VWAP has independent color settings for lines and deviation band backgrounds • Individual control over calculation extension and visual extension (explained below) • Useful for tracking multiple institutional accumulation/distribution zones simultaneously 2️⃣ AUTO MODE (Composite Period VWAP) Automatically calculates VWAP across combined time periods: • Supported periods: Daily, Weekly, Monthly, Quarterly, Yearly • Configurable period span (1-20 periods) • Always up-to-date, recalculates on each new bar • Ideal for systematic analysis across consistent timeframes ✅ DUAL EXTENSION SYSTEM (Manual Mode Innovation) Most VWAP indicators only offer "on/off" for extending calculations. This indicator provides two distinct extension options: 🔹 EXTEND CALCULATION TO CURRENT BAR When enabled, continues including new bars in the VWAP calculation after the defined end time. The VWAP value updates dynamically as new volume enters the market. Use case: You anchored VWAP to a major low 3 weeks ago. You want the VWAP to continue evolving with new volume data to track ongoing institutional positioning. 🔹 EXTEND VISUAL LINE ONLY When enabled (and calculation extension is disabled), projects the "frozen" VWAP value forward as a reference line. The VWAP value remains fixed at what it was at the end time, but the line and deviation bands visually extend to current price. Use case: You want to see how price is behaving relative to the VWAP that existed at a specific point in time (e.g., "Where is price now vs. the 5-day VWAP that existed at last Friday's close?"). This dual system gives you unprecedented control over whether you're tracking a "living" VWAP that incorporates new data or using historical VWAP levels as static reference points. ✅ CUSTOMIZABLE STANDARD DEVIATION BANDS • Adjustable multiplier (0.1 to 5.0) • Independent background colors with opacity control for each VWAP • Dashed band lines for easy visual distinction from main VWAP • Bands extend when visual extension is enabled, maintaining zone visibility ✅ COMPREHENSIVE LABELING SYSTEM Each VWAP displays: • Current VWAP value • Upper deviation band value (High) • Lower deviation band value (Low) • Extension status indicator (Calc Extended / Visual Extended) • Color-coded for quick identification ═══════════════════════════════════════════════════════════════════ 📖 HOW TO USE THIS INDICATOR 🎯 SCENARIO 1: EVENT-ANCHORED VWAP (Manual Mode) Use case: A stock gaps down 15% on earnings and you want to track where institutions are positioning during the recovery. Setup: 1. Switch to Manual Mode 2. Enable VWAP 1 3. Set Start Time to the earnings gap bar 4. Set End Time to current time (or leave far in future) 5. Enable "Extend Calculation to Current Bar" 6. Watch how price respects the VWAP as a dynamic support/resistance Interpretation: • Price above VWAP = buyers in control since the event • Price testing VWAP from above = potential support • Volume-weighted standard deviation bands show normal price range • Price outside bands = potential exhaustion/mean reversion setup 🎯 SCENARIO 2: MULTI-WEEK INSTITUTIONAL ACCUMULATION ZONE (Auto Mode) Use case: You trade swing setups and want to identify where institutions have been accumulating over the past 3 weeks. Setup: 1. Switch to Auto Mode 2. Select "Weekly" period type 3. Set Period Span to 3 4. Enable standard deviation bands Interpretation: • 3-week composite VWAP shows the true average institutional entry • Price bouncing off VWAP repeatedly = strong support (institutions defending their average) • Price breaking below VWAP on high volume = potential distribution • Deviation bands contracting = consolidation; expanding = volatility increase 🎯 SCENARIO 3: COMPARING MULTIPLE TIME HORIZONS (Manual Mode) Use case: You want to see short-term vs medium-term vs long-term VWAP alignments. Setup: 1. Switch to Manual Mode 2. VWAP 1: Last 5 trading days (blue) 3. VWAP 2: Last 10 trading days (orange) 4. VWAP 3: Last 20 trading days (purple) 5. Enable "Extend Calculation" for all 6. Set different background colors for visual separation Interpretation: • All VWAPs aligned upward = strong trend across all timeframes • Price between VWAPs = finding equilibrium between different trader timeframes • Short-term VWAP crossing long-term VWAP = momentum shift • Price rejecting at higher-timeframe VWAP = that timeframe's traders defending their average 🎯 SCENARIO 4: HISTORICAL VWAP REFERENCE LEVELS (Manual Mode) Use case: You want to see where the 1-month VWAP was at each month-end as static reference levels. Setup: 1. Switch to Manual Mode 2. VWAP 1: Set to last month's start/end dates 3. VWAP 2: Set to 2 months ago start/end dates 4. VWAP 3: Set to 3 months ago start/end dates 5. Disable "Extend Calculation" 6. Enable "Extend Visual Line Only" Interpretation: • Each VWAP represents the volume-weighted average for that complete month • These become static support/resistance levels • Price returning to old monthly VWAPs = institutional memory/gap fill behavior • Useful for identifying longer-term value areas ═══════════════════════════════════════════════════════════════════ 🎨 CUSTOMIZATION OPTIONS GENERAL SETTINGS • Show/hide labels • Line style: Solid, Dashed, or Dotted • Standard deviation multiplier (impacts band width) • Toggle standard deviation bands on/off MANUAL MODE (Per VWAP) • Custom start and end times • Line color picker • Background color picker (with transparency control) • Extend calculation option • Extend visual option • Show/hide individual VWAPs AUTO MODE • Period type selection (Daily/Weekly/Monthly/Quarterly/Yearly) • Period span (1-20 periods) • Line color • Background color (with transparency control) ═══════════════════════════════════════════════════════════════════ 💡 TRADING APPLICATIONS ✓ Mean Reversion: Use deviation bands to identify stretched prices likely to return to VWAP ✓ Trend Confirmation: Price sustained above VWAP = bullish bias; below = bearish bias ✓ Support/Resistance: VWAP often acts as dynamic S/R, especially on higher volume periods ✓ Institutional Positioning: Multi-day/week VWAPs show where large players have established positions ✓ Entry Timing: Wait for pullbacks to VWAP in trending markets ✓ Stop Placement: Use VWAP ± standard deviation as volatility-adjusted stop levels ✓ Breakout Confirmation: Breakouts from consolidation with price reclaiming VWAP = stronger signal ✓ Multi-Timeframe Analysis: Compare short vs long-period VWAPs to gauge momentum alignment ═══════════════════════════════════════════════════════════════════ ⚠️ IMPORTANT NOTES • The indicator redraws on each bar to maintain accurate visual representation (uses `barstate.islast`) • Maximum lookback is limited to 5000 bars for performance optimization • Time range calculations work across all timeframes but are most effective on intraday to daily charts • Standard deviation bands assume volume-weighted distribution; extreme events may violate assumptions • Auto mode always calculates to current bar; use Manual mode for fixed historical periods ═══════════════════════════════════════════════════════════════════ This indicator is open-source. Feel free to examine the code, learn from it, and adapt it to your needs.
Pine Script® göstergesi
benb1122 tarafından
Trading Lot & Margin Calculator # 💹 Trading Lot & Margin Calculator - Professional Risk Management Tool ## 🎯 Overview A comprehensive, all-in-one calculator dashboard that helps traders determine optimal position sizes, calculate margin requirements, and manage risk effectively across multiple asset classes. This indicator displays directly on your chart as a customizable table, providing real-time calculations based on current market prices. ## ✨ Key Features ### 📊 Three Powerful Calculation Modes: **1. Calculate Lot Size (Risk-Based Position Sizing)** - Input your risk percentage and stop loss in pips - Automatically calculates the optimal lot size for your risk tolerance - Respects margin limitations (configurable margin % cap) - Ensures positions don't exceed minimum lot size (0.01) - Perfect for risk management and proper position sizing **2. Calculate Margin Cost** - Input desired lot size - See exactly how much margin is required - Shows percentage of deposit used - Displays free margin remaining - Warns when insufficient funds **3. Margin to Lots** - Specify a fixed margin amount you want to use - Calculator shows how many lots/contracts you can buy - Ideal for traders with fixed margin budgets ## 🤖 Auto-Detection of Instruments The calculator **automatically detects** what you're trading and adjusts calculations accordingly: ### ✅ Fully Supported: - **💱 Forex Pairs** - All majors, minors, exotics (EURUSD, GBPJPY, etc.) - Standard lot: 100,000 units - JPY pairs: 0.01 pip size, others: 0.0001 - **🛢️ Commodities** - Gold, Silver, Oil - XAUUSD (Gold): 100 oz per lot - XAGUSD (Silver): 5,000 oz per lot - Oil (WTI/Brent): 1,000 barrels per lot - **📈 Indices** - US500, NAS100, US30, DAX, etc. - Correct contract sizes per point - **📊 Stocks** - All individual stocks - 1 lot = 1 share - Direct share calculations ### ⚠️ Known Limitation: - **₿ Crypto calculations may not work properly** on all crypto pairs. Use manual contract size if needed. ## 📋 Dashboard Information Displayed: - 🎯 Optimal/Requested Lot Size - 💰 Margin Required - 📊 Margin % of Deposit - 💵 Free Margin Remaining - 💎 Position Value - 📈 Pip/Point Value - ⚠️ Safety Warnings (insufficient funds, high risk, etc.) - 🔍 Detected Instrument Type - 📦 Contract Size ## ⚙️ Customizable Settings: **Account Settings:** - Account Deposit - Leverage (1:1 to 1:1000) - Max Margin % of Deposit (default 5% for safety) **Risk Management:** - Risk Percentage (for lot size calculation) - Stop Loss in Pips - Lot Amount (for margin cost calculation) - Margin to Use (for margin-to-lots calculation) **Display Options:** - Show/Hide Dashboard - Position: Top/Middle/Bottom, Left/Right - Auto-detect instrument ON/OFF - Manual contract size override ## 🎨 Professional Design - Clean, modern table interface - Color-coded warnings (red = danger, yellow = caution, green = safe) - Large, readable text - Minimal screen space usage - Non-intrusive overlay ## 💡 Use Cases: 1. **Day Traders** - Quick position sizing based on account risk 2. **Swing Traders** - Calculate optimal positions for longer-term setups 3. **Risk Managers** - Ensure positions stay within margin limits 4. **Beginners** - Learn proper position sizing and risk management 5. **Multi-Asset Traders** - Seamlessly switch between forex, commodities, indices, and stocks ## ⚠️ Important Notes: - ✅ Works on all timeframes - ✅ Updates in real-time with price changes - ✅ Minimum lot size enforced (0.01) - ✅ Margin calculations use current chart price - ⚠️ **Crypto calculations may be inaccurate** - verify with your broker - 📌 Always verify calculations with your broker's specifications - 📌 Contract sizes may vary by broker ## 🚀 How to Use: 1. Add indicator to any chart 2. Click settings ⚙️ icon 3. Enter your account details (deposit, leverage) 4. Choose calculation mode 5. Input your parameters 6. View optimal lot size and margin requirements on dashboard ## 📈 Perfect For: - Forex traders managing multiple currency pairs - Commodity traders (Gold, Silver, Oil) - Index traders (S&P 500, NASDAQ, etc.) - Stock traders - Anyone who wants professional risk management ## 🛡️ Risk Management Features: - Configurable margin % cap prevents over-leveraging - Risk-based position sizing protects your account - Warnings for high risk, insufficient funds, margin limitations - Prevents positions below minimum lot size --- **Trade smarter, not harder. Calculate before you trade!** 📊💪 --- ## Version Notes: - Pine Script v6 - Overlay mode for chart display - No external dependencies - Lightweight and fast **Disclaimer:** This calculator is for educational and informational purposes only. Always verify calculations with your broker and trade at your own risk. Past performance does not guarantee future results. ---
Pine Script® göstergesi
Makshels tarafından
VIX Overnight Unch or Up AlertThis indicator alerts when VIX opens the day unchanged or higher on the day. If in fact VIX opens up unchanged or higher, it will display near the first bar of the day, previous day's close time and level and the opening time and level. The close time is typically 16:15 New York Time and the opening time is 09:30 or the first print a few minutes later. I use TVC:VIX instead of CBOT because TVC for me is real time. I also use the 1 minute chart and the script is coded as 1 minute.
Pine Script® göstergesi
mauiturtle tarafından
TRI - RSI Overlay ViewerDESCRIPTION: Advanced RSI and Stochastic RSI indicator with visual signals on price chart. Combines RSI momentum analysis with Stochastic RSI oversold/overbought detection. FEATURES: RSI with customizable smoothing (EMA) Stochastic RSI with K and D lines Background coloring for oversold/overbought zones Visual shape signals for key crossover events Alert system for all signal types SIGNALS: Small Circle (Green): StochRSI crosses above oversold threshold Small Circle (Red): StochRSI crosses below overbought threshold Triangle Up (Green): RSI crosses above oversold threshold (stronger signal) Triangle Down (Red): RSI crosses below overbought threshold (stronger signal) STRATEGY USAGE: Triangle signals = Primary entry/exit signals (RSI confirmation) Circle signals = Early warning signals (StochRSI only) Use higher timeframes for trend confirmation Combine with price action and support/resistance levels
Pine Script® göstergesi
riccardo_tempesta tarafından
Sigma Volatility BandsThis indicator models and displays bands of potential future price based on historic realized volatility. This can be used for finding price target where there is no past price action. The price bands are derived from Standard Deviations based on input bars back of historic volatility. More Inputs: Lookback = Number of bars considered Forward Bars = Number of bars to project bands forward There are two display modes: Forward shifted envelopes = (see below) Draws bands of price from the Standard Deviation Forward for Anchor Lines = Draws a wedge out number of bars forward (Vibe coded. Message me for suggested updates and improvements)
Pine Script® göstergesi
norok tarafından
ema200 plus Description: This advanced indicator displays Exponential Moving Averages (EMA) across multiple timeframes to help traders identify trend direction and strength across different market perspectives. Key Features: Multi-Timeframe EMA Analysis: Plots 200-period EMA on four different timeframes: 30-minute, 1-hour, 4-hour, and Daily Each timeframe is displayed with distinct colors for easy visual identification Visual Elements: Chart Lines: Four colored EMA lines plotted directly on the price chart Price Labels: Clear labels showing each EMA's current value at the latest bar Color-coded Table: Comprehensive data table showing price position relative to each EMA Trend Identification: Bullish Signal: When price closes above an EMA (green background in table) Bearish Signal: When price closes below an EMA (dark background in table) Helps identify confluence when multiple timeframes align in direction Customizable Settings: Adjustable EMA length (default: 200 periods) Customizable line width and offset Flexible table positioning (top/middle/bottom, left/center/right) Configurable table cell size and text appearance Swing traders analyzing multiple timeframes Position traders looking for trend confirmation Technical analysts seeking confluence across time horizons This indicator provides a comprehensive view of market trends across different time perspectives, helping traders make more informed decisions based on multi-timeframe analysis. This indicator does not provide trading advice. It is for educational and informational purposes only. **指标名称：多时间框架200 EMA** **描述：** 这款高级指标在多个时间框架上显示指数移动平均线（EMA），帮助交易者识别不同市场视角下的趋势方向和强度。 **主要特点：** 1. **多时间框架EMA分析：** - 在四个不同时间框架上绘制200周期EMA：30分钟、1小时、4小时和日线 - 每个时间框架使用独特颜色显示，便于视觉识别 2. **视觉元素：** - **图表线：** 在价格图表上直接绘制四条彩色EMA线 - **价格标签：** 清晰显示最新K线处各EMA的当前值 - **颜色编码表格：** 综合数据表格显示价格相对于各EMA的位置 3. **趋势识别：** - **看涨信号：** 当价格收于EMA上方时（表格中显示绿色背景） - **看跌信号：** 当价格收于EMA下方时（表格中显示深色背景） - 帮助识别多个时间框架方向一致时的共振信号 4. **可自定义设置：** - 可调整EMA长度（默认：200周期） - 可自定义线宽和偏移量 - 灵活的表格定位（上/中/下，左/中/右） - 可配置表格单元格大小和文本外观 **适合人群：** - 分析多时间框架的摆动交易者 - 寻求趋势确认的头寸交易者 - 寻找不同时间维度共振信号的技术分析师
Pine Script® göstergesi
Backspace1998 tarafından
HoneG_実体比率V3 MAINザオプションのワンタッチ取引向けにも使える汎用ツールです 1分足・30秒足・15秒足・10秒足・5秒足、の、実体比率を表示します。 勢いに乗った方向へエントリーしたい際に使えると思います。 This is a versatile tool that can also be used for one-touch trading on options. It displays the body ratio for 1-minute, 30-second, 15-second, 10-second, and 5-second candlesticks. You can use it when you want to enter in the direction of the prevailing momentum.
Pine Script® göstergesi
TVYAMA tarafından
Dow Jones Trading System with PivotsThis TradingView indicator, tailored for the 30-minute Dow Jones (^DJI) chart, supports DIA options trading with a trend-following approach. It features a 30-period SMA (blue) and a 60-period SMA (red), with an optional 90-period SMA (orange) drawn from rauItrades' Dow SMA outfit. A bullish crossover (30 SMA > 60 SMA) displays a green "BUY" triangle below the bar for potential DIA longs, while a bearish crossunder (30 SMA < 60 SMA) shows a red "SELL" triangle above for shorts or exits. The background turns green (bullish) or red (bearish) to indicate trend bias. Pivot points highlight recent highs (orange circles) and lows (purple circles) for support/resistance, using a 5-bar lookback. Alerts notify for crossovers.
Pine Script® göstergesi
DarkMoneyMusic tarafından
F & W SMC Alerthis script is a custom TradingView indicator designed to combine elements of a trend‑following VWAP approach (inspired by the “Fabio” strategy) with a smart‑money‑concepts framework (inspired by Waqar Asim). Here’s what it does: * **Directional bias:** It calculates a 15‑minute VWAP and compares the current 15‑minute close to it. When price is above the 15‑minute VWAP, the script assumes a long bias; when below, a short bias. This reflects the trend‑following aspect of the Fabio strategy. * **Liquidity sweeps:** Using recent pivot highs and lows on the current timeframe, it identifies when price takes out a recent high (for potential longs) or low (for potential shorts). This represents a “liquidity sweep” — a fake breakout that collects stops and signals a possible reversal or continuation. * **Break of structure (BOS):** After a sweep, the script confirms that price is breaking away from the swept level (i.e., higher than recent highs for longs or lower than recent lows for shorts). This BOS confirmation helps avoid false signals. * **Entry filters:** For a long setup, the bias must be long, there must be a liquidity sweep followed by a BOS, and price must reclaim the current‑timeframe VWAP. For a short setup, the opposite conditions apply (short bias, sweep + BOS to the downside, and price rejecting the VWAP). * **Alerts and plot:** It provides two alert conditions (“Fabio‑Waqar Long Setup” and “Fabio‑Waqar Short Setup”) that you can attach to notifications. It also plots the intraday VWAP on your chart for visual reference. In short, this script watches for a confluence of trend direction, liquidity sweeps, structural shifts, and VWAP reclaim/rejection, and then notifies you when those conditions align. You can use it as an alerting tool to identify high‑probability setups based on these combined strategies.
Pine Script® göstergesi
dunnikarp tarafından
نموذج الزاوية الأساسي - Call و Put//@version=5 indicator("نموذج الزاوية الأساسي - Call و Put", overlay=true) // إعدادات النموذج barsToCheck = input.int(3, title="عدد الشموع المتتالية", minval=3, maxval=5) angleThreshold = input.float(1360, title="حد الزاوية (السعر ÷ 5)") enableLong = input.bool(true, title="تفعيل Call") enableShort = input.bool(true, title="تفعيل Put") // دوال مساعدة isDownBar(bar) => close < open isUpBar(bar) => close > open // نموذج Call (صعود بعد هبوط) downCount = 0 sumCloseDown = 0.0 for i = 0 to barsToCheck - 1 if isDownBar(i) downCount := downCount + 1 sumCloseDown := sumCloseDown + close validDown = downCount == barsToCheck avgCloseDown = sumCloseDown / barsToCheck angleDown = avgCloseDown / 5 longSignal = enableLong and validDown and angleDown < angleThreshold // نموذج Put (هبوط بعد صعود) upCount = 0 sumCloseUp = 0.0 for i = 0 to barsToCheck - 1 if isUpBar(i) upCount := upCount + 1 sumCloseUp := sumCloseUp + close validUp = upCount == barsToCheck avgCloseUp = sumCloseUp / barsToCheck angleUp = avgCloseUp / 5 shortSignal = enableShort and validUp and angleUp < angleThreshold // رسم الإشارات plotshape(longSignal ? true : na, title="Call", location=location.belowbar, color=color.green, style=shape.triangleup) plotshape(shortSignal ? true : na, title="Put", location=location.abovebar, color=color.red, style=shape.triangledown)
Pine Script® göstergesi
aasa28191 tarafından
Strong PivotsThis finds pivots based on your inputs (number of candles back and forward that are above or below the range of the potential pivot points) and then optionally changes the color to help you visually identify the pivot. You can also specify pivots as strong pivots if they reverse in 1 time segment beyond a certain percentage (wick % of full candle range). For example, if the pivot is at a high point but has a green body candle and a wick > 35% of the candle, it will change the body color to red to help visually understand that the candle can be considered a strong part of the downtrend, regardless of it closing green. This will help your mind interpret the top pivot candle as part of the potential trend reversal for the following candles and could even be used as part of your strategy ruleset.
Pine Script® göstergesi
supernat10 tarafından
TRI - RSI & StochRSI Multi-TimeframeThis indicator displays RSI and Stochastic RSI values across multiple timeframes in a clear, color-coded table format. FEATURES: Monitors 7 timeframes: 1m, 5m, 15m, 1h, 4h, 1D, 1W Color-coded cells: Green (oversold), Red (overbought), Orange/Blue (neutral) Direction indicators for RSI trend StochRSI K/D comparison indicators Customizable oversold/overbought levels Configurable table position and size ALERTS: RSI entering oversold/overbought zones StochRSI entering oversold/overbought zones StochRSI K/D crossovers (bullish and bearish)
Pine Script® göstergesi
riccardo_tempesta tarafından