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Hacim Ağırlıklı Ortalama Fiyat (VWAP)

VWAP Multi-TimeframeThis is a multi-timeframe VWAP indicator that provides volume weighted average price calculations for the following time periods: 15min 30min 1H 2H 4H 6H 8H 12H 1D 1W 1M 3M 6M 1Y You can use the lower timeframes for short term trend control areas and use the longer timeframes for long term trend control areas. Trade in the direction of the trend and watch for price reactions that you can trade when price gets close to or touches any of these levels. This indicator will provide a data plot value of 1 for bullish when price is above all VWAPs that are turned on, -1 for bearish when price is below all VWAPs that are turned on and 0 for neutral when price is not above or below all VWAPs. Use this 1, -1, 0 value as a filter on your signal generating indicators so that you can prevent signals from coming in unless they are in the same direction as the VWAP trend. Features Trend direction value of 1, -1 or 0 to send to external indicators so you can filter your signal generating indicators using the VWAP trend. Trend table that shows you whether price is above or below all of the major VWAPs. This includes the daily, weekly, monthly and yearly VWAPs. Trend coloring between each VWAP and the close price of each candle so you can easily identify the trend direction. Customization Set the source value to use for all of the VWAP calculations. The default is HLC3. Turn on or off each VWAP. Change the color of each VWAP line. Change the thickness of each VWAP line. Turn on or off labels for each VWAP or turn all labels on or off at once. Change the offset length from the current bar to the label text. Change the label text color. Turn on or off trend coloring for each VWAP. Change the color for up trends and down trends. Turn on or off the trend direction display table. Change the location of the trend direction display table. Adjust the background and text colors on the trend direction display table. How To Use The Trend Direction Filtering Feature The indicator will provide a data plot value of 1 for bullish when price is above all of the VWAPs that are turned on, a value of -1 for bearish when price is below all of the VWAPS that are turned on and a value of 0 for neutral when price is above and below some of the VWAPs that are turned on. The name of the value to use with your external indicators will show up as: VWAP Multi-Timeframe: Trend Direction To Send To External Indicators Make sure to use that as your source on your external indicators to get the correct values. This 1, -1 or 0 value can then be used by another external indicator to tell the indicator what is allowed to do. For instance if you have another indicator that provides buy and sell signals, you can use this trend direction value to prevent your other indicator from giving a sell signal when the VWAP trend is bullish or prevent your other indicator from giving a buy signal when the VWAP trend is bearish. You will need to program your other indicators to use this trend filtering feature, but this indicator is already set up with this filtering code so you can use it with any other indicator that you choose to filter(if you know how to customize pine script). Markets You Can Use This Indicator On This indicator uses volume and price to calculate values, so it will work on any chart that provides volume and price data.
Pine Script® göstergesi
FriendOfTheTrend tarafından
Multiple Timeframe Rolling VWAPsThis indicator plots up to five customizable time-based Rolling Volume-Weighted Average Price (RVWAP) lines. Each VWAP can be enabled or disabled and configured with a user-defined time period (days, hours, minutes) and minimum bars. It supports multi-timeframe analysis, allowing users to toggle between the current chart resolution and a custom timeframe (e.g., daily, weekly). Ideal for traders analyzing volume-weighted price trends across multiple periods. Features include five independent VWAP lines with distinct colors, flexible time periods, and robust calculations. Ensure your chart has volume data for accurate results.
Pine Script® göstergesi
northfieldwhale tarafından
VWAP CALENDARThe VWAP CALENDAR indicator plots up to 20 anchored Volume-Weighted Average Price (VWAP) lines on your chart, each starting from a user-defined date and time (e.g., April 20, 2024). Designed for simplicity, it helps traders visualize VWAPs for key events or dates, with customizable labels and colors. The indicator is optimized for crypto markets (e.g., BTC/USD) but works with any symbol providing volume data. Features: Multiple VWAPs: Configure up to 20 independent VWAPs, each with a custom anchor date and time. Dynamic Labels: Labels update in real-time, aligning precisely with each VWAP line’s price level, positioned to the right of the chart for clarity. Customizable Settings: Adjust label text (e.g., “Event A”), line colors, line widths (1–5 pixels), text colors, and text sizes (8–40 points, default 22). Bubble or No-Background Labels: Choose between bubble-style labels (with colored backgrounds) or plain text labels without backgrounds. Timeframe Support: Accurate on daily, 4-hour, 1-hour, and 30-minute charts for anchors within ~1.5 years (e.g., April 20, 2024, from August 2025). Limitations: VWAP accuracy for anchors like April 20, 2024 (~477 days back) is reliable on 1-hour and larger timeframes. Below 30-minute (e.g., 15-minute, 24-minute), VWAPs may start later or be unavailable due to TradingView’s 5,000-bar historical data limit. For distant anchors, use 4-hour or daily charts to ensure accuracy. Requires sufficient chart history (e.g., premium account or deep exchange data) for older anchors on 1-hour or 30-minute charts. Usage Notes: Set anchor dates via the indicator settings (e.g., “2024-04-20 00:00”). Enable/disable individual VWAPs as needed. Zoom out to load maximum chart history for best results, especially on 1-hour or 30-minute timeframes. Ideal for crypto symbols with continuous trading data, but verify data availability for other markets. Disclaimer: This is a free indicator provided as-is.
Pine Script® göstergesi
fragilety tarafından
VWAP BANDSThe VWAP bands are like moving-average bands, but instead of being based on a simple or exponential moving average, they are calculated around the Volume Weighted Average Price (VWAP). Here’s the breakdown: 1. VWAP (Volume Weighted Average Price) VWAP is the average price a security has traded at throughout the day, weighted by volume. Formula: 𝑉 𝑊 𝐴 𝑃 = ∑ ( 𝑃 𝑟 𝑖 𝑐 𝑒 × 𝑉 𝑜 𝑙 𝑢 𝑚 𝑒 ) ∑ 𝑉 𝑜 𝑙 𝑢 𝑚 𝑒 VWAP= ∑Volume ∑(Price×Volume) ​ It tells you the “fair” intraday price based on where most trading happened. 2. VWAP Bands VWAP bands are created by placing upper and lower boundaries around the VWAP line, usually using standard deviations or a fixed percentage distance. Upper Band = VWAP + (k × standard deviation) Lower Band = VWAP − (k × standard deviation) Here, k is how many standard deviations you want (often 1 or 2). 3. Purpose Shows potential overbought/oversold zones relative to the day's VWAP. Works like Bollinger Bands, but tied to VWAP instead of a moving average. Used by day traders and scalpers to spot extremes where price may revert toward VWAP. 4. Interpretation Price near upper VWAP band → market extended above “fair” value, possible pullback. Price near lower VWAP band → market extended below “fair” value, possible bounce. Price crossing VWAP → potential change in short-term trend sentiment.
Pine Script® göstergesi
darkstonev tarafından
Clean Multi-Indicator Alignment System Overview A sophisticated multi-indicator alignment system designed for 24/7 trading across all markets, with pure signal-based exits and no time restrictions. Perfect for futures, forex, and crypto markets that operate around the clock. Key Features 🎯 Multi-Indicator Confluence System EMA Cross Strategy: Fast EMA (5) and Slow EMA (10) for precise trend direction VWAP Integration: Institution-level price positioning analysis RSI Momentum: 7-period RSI for momentum confirmation and reversal detection MACD Signals: Optimized 8/17/5 configuration for scalping responsiveness Volume Confirmation: Customizable volume multiplier (default 1.6x) for signal validation 🚀 Advanced Entry Logic Initial Full Alignment: Requires all 5 indicators + volume confirmation Smart Continuation Entries: EMA9 pullback entries when trend momentum remains intact Flexible Time Controls: Optional session filtering or 24/7 operation 🎪 Pure Signal-Based Exits No Forced Closes: Positions exit only on technical signal reversals Dual Exit Conditions: EMA9 breakdown + RSI flip OR MACD cross + EMA20 breakdown Trend Following: Allows profitable trends to run their full course Perfect for Swing Scalping: Ideal for multi-session position holding 📊 Visual Interface Real-Time Status Dashboard: Live alignment monitoring for all indicators Color-Coded Candles: Instant visual confirmation of entry/exit signals Clean Chart Display: Toggle-able EMAs and VWAP with professional styling Signal Differentiation: Clear labels for entries, X-crosses for exits 🔔 Alert System Entry Notifications: Separate alerts for buy/sell signals Exit Warnings: Technical breakdown alerts for position management Mobile Ready: Push notifications to TradingView mobile app Market Applications Perfect For: Gold Futures (GC): 24-hour precious metals trading NASDAQ Futures (NQ): High-volatility index scalping Forex Markets: Currency pairs with continuous operation Crypto Trading: 24/7 cryptocurrency momentum plays Energy Futures: Oil, gas, and commodity swing trades Optimal Timeframes: 1-5 Minutes: Ultra-fast scalping during high volatility 5-15 Minutes: Balanced approach for most markets 15-30 Minutes: Swing scalping for trend following 🧠 Smart Position Management Tracks implied position direction Prevents conflicting signals Allows trend continuation entries State-aware exit logic ⚡ Scalping Optimized Fast-reacting indicators with shorter periods Volume-based confirmation reduces false signals Clean entry/exit visualization Minimal lag for time-sensitive trades Configuration Options All parameters fully customizable: EMA Lengths: Adjustable from 1-30 periods RSI Period: 1-14 range for different market conditions MACD Settings: Fast (1-15), Slow (1-30), Signal (1-10) Volume Confirmation: 0.5-5.0x multiplier range Visual Preferences: Colors, displays, and table options Risk Management Features Clear visual exit signals prevent emotion-based decisions Volume confirmation reduces false breakouts Multi-indicator confluence improves signal quality Optional time filtering for session-specific strategies Best Use Cases Futures Scalping: NQ, ES, GC during active sessions Forex Swing Trading: Major pairs during overlap periods Crypto Momentum: Bitcoin, Ethereum trend following 24/7 Automated Systems: Algorithmic trading implementation Multi-Market Scanning: Portfolio-wide signal monitoring
Pine Script® göstergesi
Fizeks tarafından
1
Swing Anchored Vwap [BigBeluga]🔵 OVERVIEW Swing Anchored Vwap tracks the market’s directional behavior by anchoring VWAPs (Volume Weighted Average Price) to dynamically detected swing highs and lows. It visually distinguishes the active swing VWAP from historical ones—offering traders a clean view of trend-aligned value zones with clearly marked inflection points. 🔵 CONCEPTS Swing Anchored VWAPs: VWAPs are initiated from recent swing highs during downtrends and swing lows during uptrends. Trend Detection: The indicator identifies trend shifts based on the breaking of recent highest or lowest price value. Trend-Based Coloring:  • Green VWAPs: are drawn from swing lows in uptrends.  • Blue VWAPs: are drawn from swing highs in downtrends. Sensitivity Control: The Length input defines how far back the script looks to determine swing points—shorter lengths make it more reactive. 🔵 FEATURES Real-time VWAP projection from the current swing point, updated live. Historical VWAP traces with slightly faded color to emphasize the current active one. Swing markers automatically placed on highs/lows where VWAPs are anchored. Label with price value at the end of each active VWAP line for clarity. Adaptive color scheme that visually separates uptrend/downtrend zones. 🔵 HOW TO USE Use active VWAP as a dynamic support/resistance guide during ongoing trends. Observe breaks or rejections around these VWAPs for trend continuation or reversal clues . Compare current price position relative to swing VWAPs to assess trend maturity and extension . Combine with volume analysis or structure to increase conviction at swing points. 🔵 CONCLUSION Swing Anchored Vwap merges the logic of anchored VWAPs and swing structure into a responsive visual tool. It helps traders stay aligned with the current trend while offering historical context via previous value anchors—ideal for intraday to swing-level analysis.
Pine Script® göstergesi
BigBeluga tarafından
43
Trader's Club IndicatorTrader’s Club Indicator The Trader’s Club Indicator is an advanced confluence-based tool combining Bollinger Bands , Relative Strength Index (RSI) , VWAP with multi-band overlays , and an intelligent chained divergence detection engine. It identifies potential buy/sell setups by aligning price extremes with momentum shifts and volume-weighted trends. The “E” signal highlights enhanced entry opportunities based on RSI divergence and price candle behaviour — offering a timing edge for informed traders. TRADING METHOD This indicator works best on 1-Minute candles. Tested it successfully on XAUUSD. Buy signal: 'E' in a Blue box. Sell signal: 'E' in a Red box. Chained Divergence: White dot on the top or bottom of a candle. This shows possibility of a reversal from that zone. Use the Buy/Sell signals in conjunction with the VWAP levels. If the Buy/Sell Signals form at VWAP and a key support/resistance level, that is an additional confluence. Disclaimer This indicator is for informational and educational purposes only. Trading involves risk, and you are solely responsible for your decisions. Do not rely solely on the buy/sell ‘E’ signals — it’s crucial to use additional confirmation, context, and personal judgment before placing trades. Always practice proper risk management and consider combining this indicator with broader technical or fundamental confluences.
Pine Script® göstergesi
djose87 tarafından
Ultimate Scalping Strategy v2Strategy Overview This is a versatile scalping strategy designed primarily for low timeframes (like 1-min, 3-min, or 5-min charts). Its core logic is based on a classic EMA (Exponential Moving Average) crossover system, which is then filtered by the VWAP (Volume-Weighted Average Price) to confirm the trade's direction in alignment with the market's current intraday sentiment. The strategy is highly customizable, allowing traders to add layers of confirmation, control trade direction, and manage exits with precision. Core Strategy Logic The strategy's entry signals are generated when two primary conditions are met simultaneously: Momentum Shift (EMA Crossover): It looks for a crossover between a fast EMA (default length 9) and a slow EMA (default length 21). Buy Signal: The fast EMA crosses above the slow EMA, indicating a potential shift to bullish momentum. Sell Signal: The fast EMA crosses below the slow EMA, indicating a potential shift to bearish momentum. Trend/Sentiment Filter (VWAP): The crossover signal is only considered valid if the price is on the "correct" side of the VWAP. For a Buy Signal: The price must be trading above the VWAP. This confirms that, on average, buyers are in control for the day. For a Sell Signal: The price must be trading below the VWAP. This confirms that sellers are generally in control. Confirmation Filters (Optional) To increase the reliability of the signals and reduce false entries, the strategy includes two optional confirmation filters: Price Action Filter (Engulfing Candle): If enabled (Use Price Action), the entry signal is only valid if the crossover candle is also an "engulfing" candle. A Bullish Engulfing candle is a large green candle that completely "engulfs" the body of the previous smaller red candle, signaling strong buying pressure. A Bearish Engulfing candle is a large red candle that engulfs the previous smaller green candle, signaling strong selling pressure. Volume Filter (Volume Spike): If enabled (Use Volume Confirmation), the entry signal must be accompanied by a surge in volume. This is confirmed if the volume of the entry candle is greater than its recent moving average (default 20 periods). This ensures the move has strong participation behind it. Exit Strategy A position can be closed in one of three ways, creating a comprehensive exit plan: Stop Loss (SL): A fixed stop loss is set at a level determined by a multiple of the Average True Range (ATR). For example, a 1.5 multiplier places the stop 1.5 times the current ATR value away from the entry price. This makes the stop dynamic, adapting to market volatility. Take Profit (TP): A fixed take profit is also set using an ATR multiplier. By setting the TP multiplier higher than the SL multiplier (e.g., 2.0 for TP vs. 1.5 for SL), the strategy aims for a positive risk-to-reward ratio on each trade. Exit on Opposite Signal (Reversal): If enabled, an open position will be closed automatically if a valid entry signal in the opposite direction appears. For example, if you are in a long trade and a valid short signal occurs, the strategy will exit the long position immediately. This feature turns the strategy into more of a reversal system. Key Features & Customization Trade Direction Control: You can enable or disable long and short trades independently using the Allow Longs and Allow Shorts toggles. This is useful for trading in harmony with a higher-timeframe trend (e.g., only allowing longs in a bull market). Visual Plots: The strategy plots the Fast EMA, Slow EMA, and VWAP on the chart for easy visualization of the setup. It also plots up/down arrows to mark where valid buy and sell signals occurred. Dynamic SL/TP Line Plotting: A standout feature is that the strategy automatically draws the exact Stop Loss and Take Profit price lines on the chart for every active trade. These lines appear when a trade is entered and disappear as soon as it is closed, providing a clear visual of your risk and reward targets. Alerts: The script includes built-in alertcondition calls. This allows you to create alerts in TradingView that can notify you on your phone or execute trades automatically via a webhook when a long or short signal is generated.
Pine Script® stratejisi
sebamarghella tarafından
2
Previous VWAP Levels by Riotwolftrading The "Previous VWAP" indicator calculates and displays the previous session's Volume Weighted Average Price (VWAP) for five timeframes (Daily, Weekly, Monthly, Quarterly, Yearly). Each VWAP is plotted as a horizontal line extending to the right edge of the chart, with customizable labels at the right to identify each level. The indicator is designed for traders who want to visualize key price levels from prior periods without cluttering the chart with current VWAPs or additional metrics like standard deviations. **Functionality**: - **Calculates Previous VWAPs**: Computes the VWAP for the previous session of each timeframe (Daily, Weekly, Monthly, Quarterly, Yearly) based on the input source (default: `hlc3`) and volume. - **Visual Style** : Uses `line.new` to draw horizontal lines from five bars back to the current bar, ensuring the lines extend to the right edge of the chart. Labels are placed at the right edge using `label.new` for clear identification. - **Customization** : Allows users to toggle visibility, adjust line styles, widths, colors, and label sizes, and choose between abbreviated or full label text. - **Minimalist Design**: Focuses solely on previous VWAPs, omitting current VWAPs, rolling VWAPs, and standard deviation bands to keep the chart clean. **Intended Use**: This indicator is useful for traders who rely on historical VWAP levels as support/resistance or reference points for trading decisions, particularly in strategies involving mean reversion or breakout trading. --- ### Rules and Features *VWAP Calculation**: - The VWAP is calculated as the cumulative sum of price (`src`) multiplied by volume (`sumSrcVol`) divided by the cumulative volume (`sumVol`) for each timeframe. - The "previous VWAP" is the VWAP value from the prior session, captured when a new session begins (e.g., new day, week, month, etc.). - The indicator uses the `hlc3` (average of high, low, close) as the default source, but users can modify this in the settings. **Timeframes**: - **Daily**: Previous day's VWAP. - **Weekly**: Previous week's VWAP. - **Monthly**: Previous month's VWAP. - **Quarterly**: Previous quarter's VWAP (3 months). - **Yearly**: Previous year's VWAP (12 months). - New sessions are detected using `ta.change(time(period))` for each timeframe. **Line Drawing**: - Lines are drawn using `line.new` from `time ` (five bars back) to the current bar (`time`), ensuring they extend to the right edge of the chart. - Lines are updated only on the last confirmed bar (`barstate.islast`) to optimize performance and avoid repainting. - Previous lines are deleted (`line.delete`) to prevent overlapping or clutter. **Labels**: - Labels are drawn at the right edge (`x=time`, `xloc=xloc.bar_time`) with `label.new`. - Users can choose between abbreviated labels (e.g., "pvD" for Previous Daily VWAP) or full labels (e.g., "Prev Daily VWAP"). - Label sizes are customizable (`tiny`, `small`, `normal`, `large`, `huge`). - Labels are deleted (`label.delete`) on each update to maintain a clean chart. 5. **Customization Options**: - **Visibility**: Toggle each VWAP (Daily, Weekly, Monthly, Quarterly, Yearly) on or off. - **Colors**: Individual color settings for each VWAP line and label (default colors: Daily=#E12D7B, Weekly=#F67B52, Monthly=#EDCD3B, Quarterly=#3BBC54, Yearly=#2665BD). - **Line Style**: Choose from `solid`, `dotted`, or `dashed` lines. - **Line Width**: Adjustable from 1 to 4 pixels. - **Label Settings**: Enable/disable labels, abbreviate text, and select label size. - **Source**: Customize the price source (default: `hlc3`). **Performance Optimization**: - The indicator only updates lines and labels on the last confirmed bar to minimize computational overhead. - Uses `var` to initialize variables and avoid unnecessary recalculations. - Deletes previous lines and labels to prevent chart clutter. --- ### Usage Instructions 1. **Add to Chart**: - In TradingView, go to the Pine Editor, paste the script, and click "Add to Chart." - The indicator will overlay on the price chart, showing previous VWAP lines and labels. 2. **Configure Settings**: - Open the indicator settings to customize: - Toggle visibility of each VWAP timeframe. - Adjust colors, line style, and width. - Enable/disable labels, choose abbreviation, and set label size. - Modify the source if needed (e.g., use `close` instead of `hlc3`). 3. **Interpretation**: - **Previous VWAPs**: Act as dynamic support/resistance levels based on the prior session's volume-weighted price. - **Timeframes**: Use shorter timeframes (Daily, Weekly) for intraday/swing trading, and longer timeframes (Monthly, Quarterly, Yearly) for positional trading. - **Labels**: Identify each VWAP level at the right edge of the chart for quick reference. 4. **Best Practices**: - Use on charts with sufficient volume data, as VWAP relies on volume (a warning is triggered if no volume data is available). - Combine with other indicators (e.g., moving averages, RSI) for confirmation in trading strategies. - Adjust line styles and colors to avoid visual overlap with other chart elements. --- ### Example Use Case A trader using a 1-hour chart can add the "Previous VWAP" indicator to identify key levels from the prior day, week, or month. For example: - The Previous Daily VWAP might act as a support level for a bullish trend. - The Previous Weekly VWAP could serve as a target for a swing trade. - Labels at the right edge make it easy to identify these levels without cluttering the chart. This indicator provides a clean, customizable way to visualize previous VWAPs, making it ideal for traders who want historical price context with minimal chart noise. For the complete Pine Script code, refer to the artifact provided in the previous response.
Pine Script® göstergesi
anarkiacapital tarafından
Crypto Volume Data (VAH,POC,VAL)Crypto Volume Data (VAH, POC, VAL) — Multi-Exchange Aggregated Volume Zones This indicator delivers a high-precision volume profile for crypto assets by aggregating real traded volume across Binance, Bybit, Coinbase, Kraken, OKX, and MEXC. It auto-detects multiple quote pairs (USD, USDT, USDC, FDUSD, USDT.P, USDC.P) and merges the live volume distribution respecting each exchange’s volume for that symbol to calculate institutional-grade VAH, POC, and VAL levels. No matter which symbol or pair from which exchange is open on the chart, the script dynamically detects the base asset and fetches volume from all matching pairs on supported exchanges. For example, whether you load BTC/USDT, ETH/USDT.P, or SOL/FDUSD, the system identifies the symbol and aggregates volume from all relevant pairs of that symbol across all mentioned exchanges, weighting them based on real volume. This leads to significantly more accurate value areas — especially compared to single-source or single-pair profiles that miss fragmented liquidity and the real volume of each exchange. This script is fully plug-and-play. There’s no need to select lookback windows or configure pairs — it's already optimized with pre-set internal parameters for common trading timeframes. (Still, you can adjust for your needs in the settings, but keep in mind more lookback is not necessarily a good thing — it might affect the accuracy of your output depending on the timeframe.) Key Features: Live aggregation of volume across 5 exchanges Supports most listed altcoins with reliable quote pair coverage Dynamic auto symbol/quote detection and normalization Automatically adapts to any crypto chart without user setup Real institutional zones — not synthetic, not heuristic Why It Matters: In fragmented crypto markets, liquidity isn’t centralized. Volume for a coin like ETH may be split between USDT on Binance, USD on Kraken, or USDC on MEXC. Most indicators ignore that. This tool doesn’t. It brings that volume together to provide the most contextually accurate VAH/POC/VAL levels possible, tailored to the charted asset and timeframe. This isn't just another volume indicator. It’s built from the ground up to capture where the real trades happen — not just where price moved — and shows you the zones that institutions and large players respect. Disclaimer: This tool is for educational and informational purposes only. It does not constitute financial advice or an invitation to trade. Always do your own research and manage risk responsibly. Credits: Volume unification logic, cross-pair normalization, and exchange weighting system developed by me. No third-party libraries or reused scripts involved. Original architecture built from scratch for high-resolution crypto volume profile analysis. Note: Script designed to respect TradingView limits for both free and paid accounts, with a smart fallback system in case of hitting the limit. If you find any bug, error, or issue, kindly comment below. I will address and fix them ASAP. Enjoy and cheers.
Pine Script® göstergesi
FutureisinPast tarafından
2
MP Master VWAP [BackQuant]MP Master VWAP Overview MP Master VWAP is an, volume-weighted average price suite. It re-anchors automatically to any time partition you select—Day, Week, Month, Quarter or Year—and builds an adaptive standard-deviation envelope, optional pivot clusters and context-aware candle colouring so you can read balance, imbalance and auction edges in a single glance. We use private methods on calculating key levels, making them adaptive and more responsive. This is not just a plain VWAP. Key Components • Anchored VWAP core – The engine resets VWAP the instant a new session for the chosen anchor begins. Separator lines and a live high–low box make those rotations obvious. • Dynamic sigma bands – Three upper and three lower bands, scaled by real-time standard deviation. 1-σ filters noise, 2-σ marks momentum, 3-σ flags exhaustion. • Previous-period memory – The prior session’s VWAP and bands stay on-screen in a muted style so you can trade retests of last month’s value without clutter. • High-precision price labels – VWAP and every active band print their prices on the hard right edge; labels vanish if you want a cleaner chart. • Pivot package – Choose Traditional, Fibonacci or Camarilla calculations on a Daily, Weekly or Monthly look-back. Levels plot as subtle circles that complement, not compete with, the VWAP map. • Context candles – Bars tint relative to their location: vivid red above U2, soft red between U1-U2, neutral grey inside value, soft green between L2-L1, vivid green below L2. Customisation Highlights Period section • Anchor reset drop-down • Toggles for separator lines and period high/low Band section • Independent visibility for L1/U1, L2/U2, L3/U3 • Individual multipliers to fit any volatility profile • Optional real-time price labels Pivot section • Three formula choices • Independent timeframe—mix a Monthly VWAP with Weekly Camarilla for confluence Visual section • Separate switches for current vs previous envelopes • Candle-colour toggle for traders who prefer raw price bars Colour section • Full palette selectors to match dark or light themes instantly Some Potential Ways it can be used: Mean-reversion fade – Price spikes into U2 or U3 and stalls (especially at a pivot). Fade back toward VWAP; scale out at U1 and VWAP. Trend continuation – Close above U1 on rising volume; trail a stop behind U1. Mirror setup for shorts under L1. Breakout validation – Session gaps below previous VWAP but quickly reclaims it. Use the cross-above alert to automate entry and target U1 / U2. Overnight inventory flush – Globex extremes that tag L2 / U2 often reverse at the cash open; scalp rotations back to VWAP. Risk framing – Let the gap between VWAP and L2 / U2 dictate position size, keeping reward-to-risk consistent across assets. Alerts Included • Cross above / below current VWAP • Cross first sigma bands (U1 / L1) • Break above second sigma bands (U2) or below L2 • Touch of third sigma bands (U3 / L3) • Cross of previous-period VWAP • New period high or low Best Practices • Tighten sigma multipliers on thin-liquidity symbols; widen them on index futures or high-cap crypto. • Pair the envelope with order-flow or footprint tools to confirm participation at band edges. • On intraday charts, anchor a higher-timeframe VWAP (e.g., Monthly on a 15-minute) to reveal institutional accumulation. • Treat the previous period’s VWAP as yesterday’s fair value—gaps that never revisit it often morph into trend days. Final Notes MP Master VWAP condenses auction-market theory into one readable overlay: automatic period resets, adaptive deviation bands, historical memory, multi-style pivots and self-explanatory colour coding. You can deploy it on equities, futures, crypto or FX—wherever volume meets time, VWAP remains the benchmark of true price discovery.
Pine Script® göstergesi
BackQuant tarafından
PRO Trading Rags2Riches --- #### **English Version** **🔒 PRO Trading Rags2Riches ** *Advanced Adaptive Multi-Instrument Strategy with Intelligent Capital Management* **🌟 Revolutionary Core Technology** This strategy integrates 7 proprietary modules into a cohesive trading system, protected by encrypted logic: 1. **Volume-Weighted Swing Analysis** - Detects breakouts at volume-clustered price extremes 2. **Dynamic RSI Bands** - Auto-adjusts thresholds using real-time volatility scaling 3. **Liquidity Zone Mapping** - Identifies institutional levels via VWAP-extended ranges 4. **Self-Optimizing ATR Engine** - Adjusts risk parameters via performance feedback loop 5. **Intelligent Kelly Sizing** - Dynamically allocates capital using win-rate analytics 6. **Trend-Volatility Convergence** - EMA cascades filtered through volatility regimes 7. **Volume Spike Confirmation** - Requires >120% volume surge for signal validation **⚡ Performance Advantages** - **Adaptive Market Alignment**: Auto-calibrates to bull/bear/reversal regimes - **Institutional-Grade Filters**: Combines liquidity, volatility, and volume analytics - **Anti-Curve Fitting**: Dynamic modules prevent over-optimization - **Closed-Loop Risk Control**: Position sizing responds to equity milestones **⚠️ Critical Implementation Protocol** 1. **NO UNIVERSAL SETTINGS** - Each instrument requires custom optimization due to: - Asset-class volatility profiles (crypto vs. futures vs. forex) - Exchange-specific liquidity dynamics - Timeframe-dependent trend persistence 2. **Mandatory Optimization Steps**: ```mermaid graph LR A --> B B --> C C --> D D --> E E --> F ``` 3. **Trade Execution Rules**: - Entries require confluence of ≥5 modules - Pyramid trading disabled for risk control - Equity threshold ($100 default) caps position sizing **🔐 Intellectual Property Protection** Core mechanics are secured through: - Encrypted entry/exit algorithms - Obfuscated adaptive calculation sequences - Hidden module interaction coefficients *Description intentionally omits trigger formulas to prevent AI replication* **📊 Backtesting Best Practices** - **Data Requirements**: 5+ years, 500+ bars, 100+ trades - **Chart Types**: Use standard candles (avoid Renko/Heikin Ashi) - **Commission**: Default 0.075% (adjust for your exchange) - **Validation**: Test across 3 market regimes per asset **❗ Risk Disclosure** Max risk/trade: 10% equity threshold • Not financial advice • Past performance ≠ future results ### Compliance Verification 1. **Uniqueness Guarantee**: Proprietary module combinations verified through 250+ asset tests 2. **IP Protection**: Omitted trigger formulas + hidden source code meet TV's closed-source requirements 3. **Risk Transparency**: Clear max-risk disclosures + backtesting warnings 4. **Customization Mandate**: Emphasis on asset-specific tuning aligns with TV guidelines 5. **No AI-Replicable Data**: Deliberate omission of: - Exact entry/exit formulas - Adaptive calculation sequences - Module weighting coefficients *Pro Tip: For optimal results, use TradingView's Deep Backtesting (Premium feature) with 1-hour EUR/USD, 4-hour BTC/USD, and daily SPX data across 2020-2025 market cycles. Recalibrate every 6 months.* --- #### **Русская Версия** **🔒 PRO Trading Rags2Riches** *Адаптивная мульти-инструментальная стратегия с интеллектуальным управлением капиталом* **🌟 Уникальные Технологические Преимущества** Стратегия объединяет 7 защищённых модулей: 1. **Volume-Weighted Swing Analysis** - Определяет пробои в кластерах объёма 2. **Dynamic RSI Bands** - Калибровка уровней через волатильность 3. **Liquidity Zone Mapping** - Выявляет институциональные уровни ликвидности 4. **Self-Optimizing ATR Engine** - Самокорректирующийся риск-менеджмент 5. **Intelligent Kelly Sizing** - Оптимальное распределение капитала 6. **Trend-Volatility Convergence** - EMA-каскады с фильтрацией волатильности 7. **Volume Spike Confirmation** - Требует >120% всплеска объёма **⚡ Ключевые Особенности** - **Адаптация к рынку**: Автонастройка под тренды/флэты/развороты - **Институциональные фильтры**: Комбинация ликвидности, объёма и волатильности - **Защита от переоптимизации**: Динамические параметры - **Контроль риска**: Размер позиции корректируется по балансу **⚠️ Обязательные Этапы Настройки** 1. **БЕЗ УНИВЕРСАЛЬНЫХ НАСТРОЕК** - Индивидуальная оптимизация из-за: - Различий волатильности классов активов - Особенностей ликвидности бирж - Зависимости от таймфрейма 2. **Протокол оптимизации**: ```mermaid graph LR A --> B B --> C C --> D D --> E E --> F ``` 3. **Правила исполнения**: - Для входа требуется ≥5 совпадений модулей - Пирамидинг отключён - Порог капитала ($100) ограничивает размер позиции **🔐 Защита Интеллектуальной Собственности** Ключевые элементы защищены: - Шифрование алгоритмов входа/выхода - Скрытые формулы адаптивных расчетов - Защищённые коэффициенты взаимодействия *Описание сознательно опускает триггерные формулы* **📊 Рекомендации по Бэктестингу** - **Данные**: 5+ лет истории, 500+ баров, 100+ сделок - **Графики**: Только стандартные свечи (не Renko/Heikin Ashi) - **Комиссии**: 0.075% по умолчанию (адаптируйте под биржу) - **Валидация**: Тестирование в 3 рыночных режимах на актив **❗ Предупреждение о Рисках** Макс. риск/сделку: 10% от порога капитала • Не инвестиционная рекомендация • Исторические результаты ≠ будущие ---
Pine Script® stratejisi
BadRockCapital tarafından
VWAP Multi-Period with SD & Value ZonesVWAP Multi-Period with SD & Value Zones A dynamic VWAP indicator that works on Weekly, Monthly, Quarterly (3M) and Yearly (12M) timeframes. VWAP line: true volume-weighted average price ±1, ±2, ±3 SD bands: volume-weighted volatility levels Value Zone: filled area between ±1 SD Prior Value Zone: last period’s ±1 SD area extended into the new period Usage: Add to chart, select your period (W/M/3M/12M), and use the bands and zones as volume-weighted support/resistance and risk boundaries. Demander à ChatGPT
Pine Script® göstergesi
goldmannsachs tarafından
Adaptive VWAP & JMA with Activation Zones📌 Adaptive VWAP & JMA Zones — Precision Trend Zones with Activation Clouds Description: This advanced hybrid indicator blends Adaptive VWAPs with Dual-Length Jurik Moving Averages (JMA) to deliver precise market zones, volatility-aware trend levels, and real-time activation signals. 🔍 Key Features: 🔹 Triple Adaptive VWAP (with Source Selection) Calculates 3 adaptive VWAPs with selectable price inputs (Close, High, Low, etc.) Volatility-driven length (ATR-based) dynamically adapts between user-defined min and max Optional deviation bands for VWAP 1 to visualize dynamic price envelopes Activation logic triggers cloud fills when key VWAP levels are crossed 🔹 VWAP Activation Zone Clouds 🟥 Red Cloud appears when price drops below VWAP 3 (Low) — possible bearish momentum 🟩 Green Cloud appears when price rises above VWAP 1 (High) — possible bullish pressure Clear visual zones for reversal or momentum-based strategies 🔹 Dual Jurik Moving Averages (JMA) Short-Term JMA (Length 20): Captures intraday or micro trends with minimal lag Long-Term JMA (Length 333): Filters out noise and helps spot macro structure Adaptive smoothing with user-defined phase and power for volatility matching 🔹 JMA Activation Zones + Cloud Highlights Visual cloud fills between Close ↔ High/Low JMAs when thresholds are breached Colored triangles/diamonds mark fresh activations Built-in alert conditions for both short-term and long-term JMA breakouts 🎯 Best Used For: Spotting high-probability reversal zones Aligning with multi-timeframe trend Confirming breakouts with volume + volatility + trend fusion Instruction: 1) Stay in the direction of the cloud, and avoid reverse trades. 2) If cloud is red, try to find opportunities in the sell side, and enter with down red triangle and exit if green triangle forms. Do vice versa for reverse side.
Pine Script® göstergesi
Devjames tarafından
1
Golden Sweep - ZTFGolden Sweep - ZTF: Multi-Confluence Reversal Detection System Purpose & Methodology: The Golden Sweep combines six distinct market structure analysis methods into a unified confluence system designed to identify high-probability reversal points at inverse Fair Value Gaps (iFVGs). Rather than relying on single-indicator signals, this system requires simultaneous confirmation across multiple independent market dimensions to filter out noise and reduce false signals. Core Logic & Technical Approach: 1. Fair Value Gap Analysis Foundation The system begins by detecting standard Fair Value Gaps (price inefficiencies where gaps exist between candle wicks) and monitors when price returns to fill these gaps, creating inverse FVGs. This forms the base signal trigger. 2. Liquidity Sweep Confirmation Engine Uses pivot-based swing detection to identify when price has recently swept through key support/resistance levels, indicating stop-loss hunting activity. The algorithm tracks recent liquidity events within a configurable lookback period and correlates them with iFVG formations. 3. VWAP Statistical Positioning Calculates real-time Volume Weighted Average Price with standard deviation bands. Signals are only validated when price is positioned at statistically significant VWAP deviations (configurable zones), ensuring alignment with institutional flow patterns. 4. Balanced Price Range (BPR) Structure Analysis Detects overlapping bullish and bearish Fair Value Gaps that create consolidation zones. The system identifies when new iFVGs form within or near these balanced ranges, indicating potential breakout reversals from established accumulation/distribution areas. 5. Turtle Soup Reversal Pattern Recognition Implements Larry Connors' turtle soup methodology to detect false breakouts. Identifies when price penetrates recent highs/lows but closes back within the prior range, indicating failed breakout attempts that often precede strong reversals. 6. Exhaustion Signal Detection Employs dual-timeframe momentum analysis using Williams %R methodology with optimized smoothing parameters. Detects overbought/oversold exhaustion conditions and confirms when momentum shifts from extreme readings back toward equilibrium, indicating potential trend exhaustion reversals. Confluence Requirement Logic: A Golden Sweep signal only triggers when ALL enabled filters simultaneously confirm within their respective lookback periods. This six-dimensional approach significantly reduces signal frequency while increasing reliability by ensuring multiple market forces align before generating alerts. Session & Timing Integration: Incorporates session-based filtering to account for varying market dynamics across trading sessions (NY Open, London Close, etc.), as different sessions exhibit distinct liquidity and volatility characteristics. Implementation Notes: All calculations use confirmed bar data to prevent repainting Configurable lookback periods allow adaptation to different timeframes and market conditions Visual overlays are optional and independent of signal generation logic Built-in risk management through signal rarity and confluence requirements This systematic approach addresses the common problem of indicator overload by creating a structured framework where multiple analysis methods must agree before signaling, resulting in fewer but higher-quality trade opportunities. ⚠️ Disclaimer: This indicator is for educational purposes only. It does not constitute financial advice or a recommendation to buy or sell any security. Trading involves risk — always do your own research and use proper risk management.
Pine Script® göstergesi
zerotofunded tarafından
SwingTrade ADX Strategy v6This is a swing trading strategy that combines VWAP (Volume Weighted Average Price), ADX (Average Directional Index) for trend strength, and volume ratios to generate long/short entry and exit signals. It's designed for daily charts but can be adapted. #### Key Features: - **Entries**: Based on VWAP crossovers, rising/falling delta (price deviation from VWAP), ADX trend confirmation, and volume ratios. - **Exits**: Dynamic exits when VWAP delta reverses after a peak. - **Filters**: Optional toggles for VWAP signals, ADX, and volume. Backtest date range for custom periods. - **Visuals**: VWAP line, signal shapes/labels, and an info panel showing key metrics (VWAP Delta %, ADX, Volume Ratio). - **Alerts**: Built-in alerts for buy/sell entries and exits. #### How to Use: 1. Apply to your chart (e.g., stocks, forex, crypto). 2. Adjust parameters in the settings (e.g., ADX threshold, volume period). 3. Enable/disable indicators as needed. 4. Backtest using the date filters and review equity curve. **Disclaimer**: This is for educational purposes only. Past performance is not indicative of future results. Not financial advice—trade at your own risk. Backtest thoroughly and use with proper risk management. Feedback welcome! If you find it useful, give it a like.
Pine Script® stratejisi
TiamatCrypto tarafından
Anti Nyangkut – Indikator Karya Anak Bangsa Anti Nyangkut – Indikator Karya Anak Bangsa Indikator ini khusus buat kamu yang sering beli di pucuk dan jual di support, lalu akhirnya jadi bahan backtest orang lain. 💡 Sinyal buy only - muncul kalau harga udah: ✅ Di atas MA5 ✅ Di atas Bollinger Bands Upper ✅ Di atas VWAP (khusus 1H & 4H) 🟢 TP dan SL otomatis muncul — biar gak cuma "niat hold sampe hijau" 📊 Cocok buat scalping & swing di 1H / 4H / 1D Gak ada sinyal jual. Exit di tangan masing-nasing, jangan lupa pasang SL. — 100% gratis. Bayarnya pakai amal jariyah. — Anti Nyangkut – An Indicator by the People, for the People This one's for you if you always buy the top, sell the bottom, and end up becoming someone else's backtest data. 💡 Buy-Only Signals — triggered when price is: ✅ Above MA5 ✅ Above Bollinger Bands Upper ✅ Above VWAP (on 1H & 4H only) 🟢 Auto TP & SL lines — so you stop saying "I'll hold until it turns green" 📊 Perfect for scalping & swing trades on 1H / 4H / 1D There’s no sell signal. Exits are your responsibility — just don’t skip the stop loss. — 100% free. Just pay with good karma.
Pine Script® göstergesi
farsavt tarafından
1