INVITE-ONLY SCRIPT
已更新 MTF TWAP
The MTF TWAP indicator calculates and displays Time Weighted Average Price across multiple timeframes and custom sessions simultaneously. Unlike VWAP which weights by volume, TWAP provides a pure time-based average, making it ideal for analyzing price action in low-volume conditions, comparing against VWAP for divergences, and identifying time-based support/resistance levels.
Key Features
📊 Multi-Timeframe Analysis
7 Standard Timeframes: 30min, 1H, 4H, 8H, Daily, Weekly, Monthly
2 Custom Timeframes: Set any timeframe you need (2H, 3D, etc.)
4 Custom Sessions: Define specific trading hours (Asia, London, NY, etc.)
Track up to 13 different TWAPs simultaneously
🎯 Naked vs Mitigated Levels
Naked TWAPs: Untouched levels that extend until price interaction
Mitigated TWAPs: Levels touched by price, with customizable visual feedback
Option to show only naked levels for cleaner charts
Smart labeling system for both naked and mitigated levels
🏷️ Advanced Labeling System
Flexible Label Positioning: Left (at start), Right (current), or at touch point
Customizable Content: Show timeframe, price, both, or custom text
Mitigated Label Options: Choose left (line start) or right (touch point) placement
Multiple Styles: Label, Text Only, or Bubble display options
Smart Timeframe Display: Custom timeframes show actual period (e.g., "2 Hour" not "Custom 1")
🎨 Visual Customization
Individual colors for each timeframe
Separate styling for naked vs mitigated lines
Line styles: Solid, Dashed, or Dotted
Adjustable line width and transparency
Fade effect for mitigated levels
⏰ Session-Based TWAPs
Calculate TWAP for specific market sessions
Default presets for Asia, London, and NY sessions
Sessions use exchange timezone (ET for US stocks, UTC for crypto)
Perfect for tracking overnight moves or specific market hours
🔔 Alert System
Alerts when price touches any TWAP level
Individual alerts for each timeframe and session
Customizable alert messages
Use Cases
For Day Traders
Track intraday TWAP levels (30min, hourly)
Identify session-based support/resistance
Compare regular hours vs extended hours TWAP
For Swing Traders
Monitor daily/weekly TWAP for trend direction
Identify major untouched levels for potential reversals
Track multi-day accumulation/distribution phases
For Institutional Analysis
Compare TWAP vs VWAP to identify volume anomalies
Track average prices during specific sessions
Identify time-based accumulation zones
For Crypto/Forex
24/7 market analysis with custom sessions
Track TWAP during low-volume periods
Define custom sessions for different global markets
Why TWAP Over VWAP?
Volume-Independent: Works reliably in low-liquidity conditions
Time-Based Fair Value: Shows pure time-weighted average without volume distortion
Better for Thin Markets: Ideal for pre/post-market, overnight sessions
Cleaner Levels: Less susceptible to volume spikes
Session Analysis: Perfect for analyzing specific time periods
Settings Guide
Quick Start
Enable desired timeframes (start with Daily + Weekly)
Choose label position and content preferences
Set "Show Naked Only" for cleaner charts
Add custom sessions for your trading hours
Advanced Setup
Use Custom Timeframes for specific analysis (2H for futures, 3D for swing trades)
Configure session times in exchange timezone
Customize mitigated label positioning
Set up alerts for your active timeframes
Tips
Naked TWAPs often act as magnets for price
Confluence of multiple TWAPs creates strong S/R zones
Session TWAPs help identify overnight vs regular hours dynamics
Compare with VWAP to spot institutional activity
Key Features
📊 Multi-Timeframe Analysis
7 Standard Timeframes: 30min, 1H, 4H, 8H, Daily, Weekly, Monthly
2 Custom Timeframes: Set any timeframe you need (2H, 3D, etc.)
4 Custom Sessions: Define specific trading hours (Asia, London, NY, etc.)
Track up to 13 different TWAPs simultaneously
🎯 Naked vs Mitigated Levels
Naked TWAPs: Untouched levels that extend until price interaction
Mitigated TWAPs: Levels touched by price, with customizable visual feedback
Option to show only naked levels for cleaner charts
Smart labeling system for both naked and mitigated levels
🏷️ Advanced Labeling System
Flexible Label Positioning: Left (at start), Right (current), or at touch point
Customizable Content: Show timeframe, price, both, or custom text
Mitigated Label Options: Choose left (line start) or right (touch point) placement
Multiple Styles: Label, Text Only, or Bubble display options
Smart Timeframe Display: Custom timeframes show actual period (e.g., "2 Hour" not "Custom 1")
🎨 Visual Customization
Individual colors for each timeframe
Separate styling for naked vs mitigated lines
Line styles: Solid, Dashed, or Dotted
Adjustable line width and transparency
Fade effect for mitigated levels
⏰ Session-Based TWAPs
Calculate TWAP for specific market sessions
Default presets for Asia, London, and NY sessions
Sessions use exchange timezone (ET for US stocks, UTC for crypto)
Perfect for tracking overnight moves or specific market hours
🔔 Alert System
Alerts when price touches any TWAP level
Individual alerts for each timeframe and session
Customizable alert messages
Use Cases
For Day Traders
Track intraday TWAP levels (30min, hourly)
Identify session-based support/resistance
Compare regular hours vs extended hours TWAP
For Swing Traders
Monitor daily/weekly TWAP for trend direction
Identify major untouched levels for potential reversals
Track multi-day accumulation/distribution phases
For Institutional Analysis
Compare TWAP vs VWAP to identify volume anomalies
Track average prices during specific sessions
Identify time-based accumulation zones
For Crypto/Forex
24/7 market analysis with custom sessions
Track TWAP during low-volume periods
Define custom sessions for different global markets
Why TWAP Over VWAP?
Volume-Independent: Works reliably in low-liquidity conditions
Time-Based Fair Value: Shows pure time-weighted average without volume distortion
Better for Thin Markets: Ideal for pre/post-market, overnight sessions
Cleaner Levels: Less susceptible to volume spikes
Session Analysis: Perfect for analyzing specific time periods
Settings Guide
Quick Start
Enable desired timeframes (start with Daily + Weekly)
Choose label position and content preferences
Set "Show Naked Only" for cleaner charts
Add custom sessions for your trading hours
Advanced Setup
Use Custom Timeframes for specific analysis (2H for futures, 3D for swing trades)
Configure session times in exchange timezone
Customize mitigated label positioning
Set up alerts for your active timeframes
Tips
Naked TWAPs often act as magnets for price
Confluence of multiple TWAPs creates strong S/R zones
Session TWAPs help identify overnight vs regular hours dynamics
Compare with VWAP to spot institutional activity
版本注释
- Fixed session detection logic.仅限邀请脚本
只有经作者批准的用户才能访问此脚本。您需要申请并获得使用权限。该权限通常在付款后授予。如需了解更多详情，请按照以下作者的说明操作，或直接联系Anth0nyy。
请注意，此私密的、仅限受邀者使用的脚本尚未经过脚本管理员的审核，并且不确定它是否符合网站规则。 除非您完全信任其作者并了解脚本的工作原理，否則TradingView不建议您付费或使用脚本。您还可以在我们的社区脚本中找到免费的开源替代方案。
作者的说明
To request access, please visit **https://anthonyslab.shop/** and complete a subscription purchase. After purchase, you will automatically receive an invite.
提醒：在请求访问权限之前，请阅读仅限邀请脚本指南。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
仅限邀请脚本
只有经作者批准的用户才能访问此脚本。您需要申请并获得使用权限。该权限通常在付款后授予。如需了解更多详情，请按照以下作者的说明操作，或直接联系Anth0nyy。
请注意，此私密的、仅限受邀者使用的脚本尚未经过脚本管理员的审核，并且不确定它是否符合网站规则。 除非您完全信任其作者并了解脚本的工作原理，否則TradingView不建议您付费或使用脚本。您还可以在我们的社区脚本中找到免费的开源替代方案。
作者的说明
To request access, please visit **https://anthonyslab.shop/** and complete a subscription purchase. After purchase, you will automatically receive an invite.
提醒：在请求访问权限之前，请阅读仅限邀请脚本指南。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。