OPEN-SOURCE SCRIPT
Multi-Exchange VWAP Aggregator (Crypto)
Description:
This advanced VWAP indicator aggregates volume data from up to 9 cryptocurrency exchanges simultaneously, providing a more accurate volume-weighted average price than single-exchange VWAP calculations.
Key Features:
Why Use This?
Traditional VWAP indicators only use volume from a single exchange, which can be misleading in fragmented crypto markets. This indicator provides a comprehensive market-wide VWAP by aggregating volume across major exchanges, giving you a more reliable benchmark for entries, exits, and institutional price levels.
Perfect for traders who want to see where the real volume-weighted price sits across the entire crypto market, not just one exchange.
This advanced VWAP indicator aggregates volume data from up to 9 cryptocurrency exchanges simultaneously, providing a more accurate volume-weighted average price than single-exchange VWAP calculations.
Key Features:
- Multi-Exchange Aggregation - Combines volume from Binance, Coinbase, Bybit, Bitfinex, Bitstamp, Deribit, OKEx, Phemex, and FTX
- Flexible Currency Pairs - Supports both spot (USD, USDT, EUR, USDC, BUSD, DAI) and perpetual futures contracts
- Standard Deviation Bands - Includes customizable 1σ, 2σ, and 3σ bands for identifying overbought/oversold levels
- Multiple Reset Periods - Daily, Weekly, Monthly, or Session-based VWAP calculations
- Volume Calculation Options - Choose between SUM, AVG, MEDIAN, or VARIANCE for volume aggregation
Why Use This?
Traditional VWAP indicators only use volume from a single exchange, which can be misleading in fragmented crypto markets. This indicator provides a comprehensive market-wide VWAP by aggregating volume across major exchanges, giving you a more reliable benchmark for entries, exits, and institutional price levels.
Perfect for traders who want to see where the real volume-weighted price sits across the entire crypto market, not just one exchange.
开源脚本
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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。
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。