OPEN-SOURCE SCRIPT
Rolling VWAP (7D/30D/90D/365D)
his indicator calculates Volume-Weighted Average Price (VWAP) across multiple
rolling time periods: 7 days, 30 days, 90 days, and 365 days.
KEY FEATURES:
- Multi-timeframe VWAP calculation using hourly and daily data
- Automatic data source selection for stablecoin pairs (USDT/USDC/USD)
- Intelligent fallback system: attempts Binance data first, then uses current chart
- Three display modes: Lines, Bands (with volatility ranges), and Horizontal Lines
- Customizable colors, labels, and text for all timeframes
HOW IT WORKS:
- VWAP = Σ(Typical Price × Volume) / Σ(Volume) over specified period
- For 7D/30D/90D: uses 60-minute intervals (168/720/2160 bars)
- For 365D: uses daily intervals
- Bands mode adds ±5% standard deviation ranges around VWAP
- Updates in real-time for Lines/Bands modes
- Updates on confirmed bars for Horizontal Lines mode
rolling time periods: 7 days, 30 days, 90 days, and 365 days.
KEY FEATURES:
- Multi-timeframe VWAP calculation using hourly and daily data
- Automatic data source selection for stablecoin pairs (USDT/USDC/USD)
- Intelligent fallback system: attempts Binance data first, then uses current chart
- Three display modes: Lines, Bands (with volatility ranges), and Horizontal Lines
- Customizable colors, labels, and text for all timeframes
HOW IT WORKS:
- VWAP = Σ(Typical Price × Volume) / Σ(Volume) over specified period
- For 7D/30D/90D: uses 60-minute intervals (168/720/2160 bars)
- For 365D: uses daily intervals
- Bands mode adds ±5% standard deviation ranges around VWAP
- Updates in real-time for Lines/Bands modes
- Updates on confirmed bars for Horizontal Lines mode
开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
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。
开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
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。