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已更新 Rolling VWAP Levels

Rolling VWAP Levels Indicator
Overview
Dynamic horizontal lines showing rolling Volume Weighted Average Price (VWAP) levels for multiple timeframes (7D, 30D, 90D, 365D) that update in real-time as new bars form.
Who This Is For
How To Trade With It
Mean Reversion Strategies:
Breakout Trading:
Support/Resistance Trading:
Risk Management:
Key Features
Settings Explained
Technical Implementation
Best Practices
Market Applications
Overview
Dynamic horizontal lines showing rolling Volume Weighted Average Price (VWAP) levels for multiple timeframes (7D, 30D, 90D, 365D) that update in real-time as new bars form.
Who This Is For
- Day traders using VWAP as support/resistance
- Swing traders analyzing multi-timeframe price structure
- Scalpers looking for mean reversion entries
- Options traders needing volatility bands for strike selection
- Institutional traders tracking volume-weighted fair value
- Risk managers requiring dynamic stop levels
How To Trade With It
Mean Reversion Strategies:
- Buy when price is below VWAP and showing bullish divergence
- Sell when price is above VWAP and showing bearish signals
- Use multiple timeframes - enter on shorter, confirm on longer
- Target opposite VWAP level for profit taking
Breakout Trading:
- Watch for price breaking above/below key VWAP levels with volume
- Use 7D VWAP for intraday breakouts
- Use 30D/90D VWAP for swing trade breakouts
- Confirm breakout with move beyond first standard deviation band
Support/Resistance Trading:
- VWAP levels act as dynamic support in uptrends
- VWAP levels act as dynamic resistance in downtrends
- Multiple timeframe VWAP confluence creates stronger levels
- Use standard deviation bands as additional S/R zones
Risk Management:
- Place stops beyond next VWAP level
- Use standard deviation bands for position sizing
- Exit partial positions at VWAP levels
- Monitor distance table for overextended moves
Key Features
- Real-time Updates: Lines move and extend as new bars form
- Individual Styling: Custom colors, widths, styles for each timeframe
- Standard Deviation Bands: Optional volatility bands with custom multipliers
- Smart Labels: Positioned above, below, or diagonally relative to lines
- Distance Table: Shows percentage distance from each VWAP level
- Alert System: Get notified when price crosses VWAP levels
- Memory Efficient: Automatically cleans up old drawing objects
Settings Explained
- Display Group: Show/hide labels, font size, line transparency, positioning
- Individual VWAP Groups: Color, line width (1-5), line style for each timeframe
- Standard Deviation Bands: Enable bands with custom multipliers (0.5, 1.0, 1.5, 2.0, etc.)
- Labels Group: Position (8 options including diagonal), custom text, price display
- Additional Info: Distance table, alert conditions
Technical Implementation
Uses rolling arrays to maintain sliding windows of price*volume data. The core calculation function processes both VWAP and standard deviation efficiently. Lines are created dynamically and updated every bar. Memory management prevents object accumulation through automatic cleanup.
Best Practices
- Start with 7D and 30D VWAP for most strategies
- Add 90D/365D for longer-term context
- Use standard deviation bands when volatility matters
- Position labels to avoid chart clutter
- Enable distance table during high volatility periods
- Set alerts for key VWAP level breaks
Market Applications
- Forex: Major pairs during London/NY sessions
- Stocks: Large cap names with good volume
- Crypto: Bitcoin, Ethereum, major altcoins
- Futures: ES, NQ, CL, GC with continuous volume
- Options: Use SD bands for strike selection and volatility assessment
版本注释
- Ease of Life Fix on the Lower Timeframes版本注释
- Added Session Vwap Levels版本注释
- lol版本注释
- DPOC VWAP Bug Fix- Development Mode Added
- Band Fills Added
版本注释
- 30D Update版本注释
- Timeframe Display Fix版本注释
- Table fix on 1 m版本注释
- Quarterly OPEX- Omni Alert
版本注释
- Fixed Alerts Issues版本注释
- If You are on Essential Plan , simply disable use aggregated volume版本注释
- Fixed Request Security Issue for Users with Low Tier TV Sub版本注释
- Returned Displaying Multiple Vwaps on Same Timeframe版本注释
- ATR Filter版本注释
- DPOC Implementation on Higher Timeframes版本注释
- Clean版本注释
- Confirmation Mode Added版本注释
- OK版本注释
- TWAP版本注释
- Cleaner TWAP版本注释
- MOMO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。
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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。