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M-VWAP

VWAP Suite█ OVERVIEW This indicator is an attempt to bring all VWAP functionalities under one umbrella suite, the existing VWAPs are great and this was made to provide all functionalities. (pending more updates as well) █ FEATURES Multiple VWAPs MTF Individual Band configuration Previous vwap closes Date tracking of previous closes MTF Options Enabling the other VWAPS with any timeframe will allow the user to use the "VWAP Anchor" setting to choose what HTF Vwap to be displayed "Prev Close" This setting enables all historical closes to be displayed with extension "Track Dates" Can be used to keep date information of 2 previous closes and further back █ HOW TO USE IT The indicator is quite straight forward in its application, as you would expect of a normal VWAP. At the top of the settings pane the indicator has some functionality that would control the VWAPs globally, e.g. disabling show bands disables all bands for all the VWAPs. Each VWAP has individual settings that can be controlled such as coloring, which bands enabled, previous closes, labelling... █ SUGGESTION My suggestion for clarity is to use 1 VWAP with bands, and a 2nd with no bands + Previous close enabled at a higher timeframe █ LIMITATIONS OF PINE (Please read) I see many users going on different indicators with MTF in mind and trying to use it for LTF data e.g. 1hour chart, and selecting 5min in chart settings. This is not recommended by the team themselves and should be noted for use always use HTF: www.tradingview.com To understand how to use VWAP please refer to some education that can be found for free online Heres an example of a trader using the tool himself: www.youtube.com █ Future Updates: Previous Close Line extensions Previous Highs and Lows of VWAP mapped out for users Suggestions Welcome!
Pine Script™指标
由spacemanbtc提供
7
󠀠Neo Matrix What is NeonMoney Indicator? NeonMoney Indicator is a trend following indicator which gives strong support and resistance indications with some moving averages. Description After the long research of 2 years along with 100’s of indicators & oscillators we have created this wonderful indicator which can avoid signals in a choppy market & gives perfect signal to buy and sell at a right time with high winning probability and higher reward to risk. Main part of this indicator is timeframe period that is it shifts from one to another pivots , vwap and MAs tf automatically which helps in top down analysis. This indicator is made with Vwap , MA, cpr and fibonacci pivots calculations. It can be useful to trade every market like in crypto, forex, commodities and as well as stock market . To use this indicator trader must have basic understanding of candle pattern and chart pattern identification studies with moving averages retrenchments. This indicator works well & gives better results if you have moving average retrenchment knowledge. When candles are retrenching specific moving average line then also sometimes traders get confuse whether to enter with moving average direction / favor or not. So, to come out from this confusion this indicator is very useful. Because it gives signal in moving average favors and target at pivot levels. So ultimately traders gain some confident on his/her trade that he/she is in the right side of the market. Another advantage of this indicator is in some of the criteria it gives fix signal in-between the candle formation & once signal is given then it will not change. About uses instruction and components. Time frame – 1m, 3m , 15m, 1H, 4H, DailyTF Components: Vwap , MAs, CPR , and Fibonacci Pivots . Dotted line - Vwap Straight gray line and zone - CPR Curvy Gray lines - MAs Colorful lines - Fibonacci pivots
Pine Script™指标
由NeonMoney提供
Automated Anchored VWAPThis was reasonably easy to put together and I can't find one that does this in the Library and I've been wanting one. Of course, the drawing tool is just fantastic, but sometimes it can be forgotten as new pivots emerge. What you'll find elsewhere in the Library is a nice variety of fancier methods for determining an anchor point with labels, lines, timestamps and standard deviations. This is just a simple script to pull the Anchored VWAP off of the most recent pivot and update that as new pivots become defined. I wanted it to be really portable so it could easily work into other things you're working on while also keeping the chart reasonably clean. The way this functions is as follows: A new pivot is found and VWAP is calculated from it. At that point the prior aVWAP is no longer tracked and it picks up from the new pivot . Of course this means that the plot doesn't generate until the pivot is actually confirmed, which in turn means that the plot doesn't reach back to the pivot , it begins based on whatever "right bars" period you end up choosing. I kind of like it that way, because you have your eyes on the one that matters until the new one matters. The downside is that it doesn't track old pivots . The old aVWAP might still be in play. But if you track all of the old one's you'll have a 100 lines on your chart and no one wants that. I recommend when you look back and think the old one is still in play, use the drawing tool to keep it on the chart. Otherwise, let the script do the work for you. Hope its helpful. Let me know what you think should be done to make it better.
Pine Script™指标
由kurtsmock提供
22
JxModi CamarillaAddition to the Camarilla Pivots, This script will allow user to Add 4+1 more Indicators -EMA-9/20/50/200 & VWAP . As well EMA can be change. All the Support(L) and Resistance(H) levels can be enabled / disabled from settings. It will allow to select multiple combinations of support(L) & Resistance(H) levels across levels at any of the Time-frames individually and combined. All EMA & VWAP Indicators can be can be enabled / disabled from settings. Camarilla pivots Support(L) & Resistance(H) levels Can be Changed for any of the Time frames.
Pine Script™指标
由jxmodi提供
1
Big Snapper Alerts R3.0 + Chaiking Volatility condition + TP RSI//@version=5 // // Bannos // #NotTradingAdvice #DYOR // Disclaimer. // I AM NOT A FINANCIAL ADVISOR. // THESE IDEAS ARE NOT ADVICE AND ARE FOR EDUCATION PURPOSES ONLY. // ALWAYS DO YOUR OWN RESEARCH // // Author: Adaptation from JustUncleL Big Snapper by Bannos // Date: May-2022 // Version: R1.0 //Description of this addon - Script using several new conditions to give Long/short and SL levels which was not proposed in the Big Snapper strategy "Big Snapper Alerts R3.0" //" //This strategy is based on the use of the Big Snapper outputs from the JustUncleL script and the addition of several conditions to define filtered conditions selecting signal synchrones with a trend and a rise of the volatility. //Also the strategy proposes to define proportional stop losses and dynamic Take profit using an RSI strategy. // After delivering the temporary ong/short signal and ploting a green or purple signal, several conditions are defined to consider a Signal is Long or short. //Let s take the long signal as example(this is the same process with the opposite values for a short). //step 1 - Long Definition: // Snapper long signal stored in the buffer variable Longbuffer to say that in a close future, we could have all conditions for a long // Now we need some conditions to combine with it: //the second one is to be over the Ma_medium(55) //and because this is not selective enough, the third one is a Volatility indicator "Chaikin Volatility" indicator giving an indication about the volatility of the price compared to the 10 last values // -> Using the volatility indicator gives the possibility to increase the potential rise if the volatility is higher compared to the last periods. //With these 3 signals, we get a robust indication about a potential long signal which is then stored in the variable "Longe" //Now we have a long signal and can give a long signal with its Stop Loss // The Long Signal is automatically given as the 3 conditions above are satisfied. // The Stop loss is a function of the last Candle sizes giving a stop below the 70% of the overall candle which can be assimilated to a Fibonacci level. Below this level it makes sense to stop the trade as the chance to recover the complete Candle is more than 60% //Now we are in an open Long and can use all the mentioned Stop loss condition but still need a Take Profit condition //The take profit condition is based on a RSI strategy consisting in taking profit as soon as the RSI come back from the overbought area (which is here defined as a rsi over 70) and reaching the 63.5 level to trigger the Take Profit //This TP condition is only active when Long is active and when an entry value as been defined. //Entry and SL level appreas as soon as a Long or short arrow signal does appears. The Take profit will be conidtioned to the RSI. //The final step in the cycle is a reinitialization of all the values giving the possibility to detect and treat any long new signal coming from the Big Snapper signal.
Pine Script™策略
由Batosbados提供
18
Key Levels// How it Works \\ Calculating Previous Days, Weeks and Monthly open, high, low, close and vwaps Plots these levels on your chart // Settings \\ You can enable/disable any of the levels you want to see You can also change the amount of bars back the levels are plotted back to // Use Case \\ These levels are often used in different methods of Technical analysis for support and resistance. // Suggestions \\ Happy for anyone to make any suggestions on changes which could improve the script, // Terms \\ Feel free to use the script, If you do use the script could you please just tag me as I am interested to see how people are using it. Good Luck!
Pine Script™指标
由TradingWolf提供
9
Distance from Vwap// How it Works \\ Measuring the distance of the close price from a higher timeframe VWAP - Volume Weighted Average Price There is a threshold which is calculated by looking back at the previous x amount of bars and storing the highest/lowest values If the distance from the vwap stretches above that threshold, the histogram will go green if price is above VWAP and red if its below the vwap If the distance from the vwap reaches below the low threshold you will see the histogram flashes orange // Settings \\ In the settings you have the ability to change what timeframe the indicator is calculated on, as well as this you can change the timeframe the VWAP is calculated on. I always recommend using a higher timeframe vwap as they tend to me more respected e.g on the hourly timeframe, I use the weekly VWAP, on 1 minute timeframe you may want to use 4 hour timeframe but obviously feel free to experiment // Use Case \\ When histogram is flashing green, prices is pulling far away from the vwap, obviously you don't want to be buying a falling knife but if you have levels of confluence this can help spot reversals. I personally wait until the first candle after its been green to get confirmation of the fall weakening. Vica versa for reds and shorts/sells. When you see orange flashes, this shows that price has been consolidating and the price is very close to the higher time frame VWAP which could be considered a safe entry point as they tend to lead to a big move to follow // Suggestions \\ Happy for anyone to make any suggestions on changes which could improve the script, // Terms \\ Feel free to use the script, If you do use the script could you please just tag me as I am interested to see how people are using it. Good Luck!
Pine Script™指标
由TradingWolf提供
6
Y/Q/M/W aVWAP BandsYearly, Quarterly, Monthly or Weekly VWAP with Standard Deviation Envelope Previous Y/Q/M/W VWAP and Band are extended forward automatically* VWAP standard deviation envelope serves as a kind of Value Area, with the boundaries of the envelope acting as support and resistance. Previous envelops often show confluence with price action once price retests them. Helpful to form a bias on the available time frames, find areas of support and resistance, and determine acceptance/rejection from breakouts or consolidations. * this is a unique feature of this script
Pine Script™指标
由crypto_rife提供
VWAP From Multiple Sources With Cloud & Percentage GapVWAP CLOUD FROM CLOSE, OPEN, HIGH & LOW SOURCES WITH CLOUD & PERCENTAGE GAP VWAP stands for volume weighted average price and shows the average price of buys/sells based on volume traded across the current session. This VWAP is based off of the Daily session. ***HOW TO USE*** Use the purple cloud between the VWAPs as your entry points as price will typically bounce from that cloud area. The Yellow Line is the VWAP using the close price as a source. The Green Line is the VWAP using the open price as a source. The Blue Line is the VWAP using the high price as a source. The Purple Line is the VWAP using the low price as a source. When price is above the VWAP cloud, the background will paint green because the trend is bullish. When price is below the VWAP cloud, the background will paint red because the trend is bearish. In the bottom right hand corner, three is a table that will show you the current percentage gap between current price and the VWAP using close as the source. All sources and colors can be easily switched in the settings menu. ***MARKETS*** This indicator can be used as a signal on all markets, including stocks, crypto, futures and forex. ***TIMEFRAMES*** This vwap indicator can be used on all timeframes but is calculated using the daily session. ***TIPS*** Try using numerous indicators of ours on your chart so you can instantly see the bullish or bearish trend of multiple indicators in real time without having to analyze the data. Some of our favorites are our Auto Fibonacci, Volume Profile, Directional Movement Index, Momentum, Auto Support And Resistance and Money Flow Index in combination with this VWAP Cloud. The other indicators all have real time Bullish and Bearish labels as well so you can immediately understand each indicator's trend.
Pine Script™指标
由FriendOfTheTrend提供
4
[GarufiCommunity] Multi Indicator: VWAPs, MA, Pivot PointsThis script provides a collection of indicators to help traders look at multiple trends while maintaining a consistent configuration, even when jumping around different timeframes and symbols. Additionally, this collection is particularly useful when trading decisions involve looking at dozens of indicators and analyzing, in aggregate, their confluence. With this collection of indicators you can configure anchored VWAPs, MA, and Pivot Points: - Anchored VWAPs: For each you define a fixed time and date to anchor it in the graph, and it stays consistent even when you change the symbol. An example use case can be setting one of the VWAPs to always start on the first candle on January 1st 2021, and a second VWAP a decade prior, so you don’t need to keep manually adjusting/adding VWAPs to the graph. At the moment you can define up to 4 anchored VWAPs. - MA and Pivot Points: For each you can set independent timeframes, periods, and types, while using a single configuration panel. This helps reduce the amount of clicking needed when trying different configurations, such as testing different MA and Pivot periods and comparing how each behave in the graph (this personally helps me build trust in indicators). Permits use of up to 3 MAs and 2 Pivot Points. Lastly, this script leverages and reuses modified code from the sources below: - Médias e Tempos-v.2.1 by VeraLucia (with permission); - Multiple Anchored VWAP v1.0 by GuilhermeNogueira (with permission); - Pivot Point by TradingView.
Pine Script™指标
由rafael.ulhoa提供
2
Koalafied RVWAPThis indicator shows both the Rolling VWAP and Standard Deviations as set by the user. The Rolling VWAP calculation is similar to the standard VWAP although it calculates the volume weighted average price over the specified period of time (lookback), resetting for each subsequent bar. The unique aspect of this indicator is that instead of calculating the RVWAP over the current timeframes lookback period, the option is available to select a High-Time-Frame setting instead. This has two different methods of calculation 1 - Based on HTF security requests (both repainting and non-repainting) 2 - Automatic calculation of number of current timeframe bars that make up the HTF lookback period (smoother and non-repainting plot) Additionally a smooth function is included for the HTF input setting.
Pine Script™指标
由Koalafied_3提供
5
Vwap SalvatierraVwap Salvatierra. an indicator that must be accompanied by other volume indicators. Benefits: - Long term Vwap. - Middle Std. deviations, Calculated automatically. - Previous zones available. How to use: when the price is >= stdev+3, look for shorts till came back to vwap whe the price is <= stdev-3, look for longs till came back to vwap if the vwap cannot be broken, as resistance, after several attempts, then sell if the vwap can't be broken, like support, after several tries, then buy.
Pine Script™指标
由Jesus_Salvatierra提供
5
VWAP GapsTheory of untested previous VWAPs acting in similar way to nPOC, where agreed previous 'value' based on volume acts as a liquidity area to be retested. Indicator shows - User selected VWAP - Untested previous VWAPs. The line will disappear once price crosses it's value - Sweeps of previous VWAPs. Show by both bar colours and plotted arrows under different conditions. Sweep Filters 1. Bull or Bear Bar (required for an arrow plot) 2. Sweep Conditions i.e. open below line, high above line, and close below line 3. If current VWAP is below/above the previous VWAP value.
Pine Script™指标
由Koalafied_3提供
2
WAP Maverick - (Dual EMA Smoothed VWAP) - [mutantdog]Short Version: This here is my take on the popular VWAP indicator with several novel features including: Dual EMA smoothing. Arithmetic and Harmonic Mean plots. Custom Anchor feat. Intraday Session Sizes. 2 Pairs of Bands. Side Input for Connection to other Indicator. This can be used 'out of the box' as a replacement VWAP, benefitting from smoother transitions and easy-to-use custom alerts. By design however, this is intended to be a highly customisable alternative with many adjustable parameters and a pseudo-modular input system to connect with another indicator. Well suited for the tweakers around here and those who like to get a little more creative. I made this primarily for crypto although it should work for other markets. Default settings are best suited to 15m timeframe - the anchor of 1 week is ideal for crypto which often follows a cyclical nature from Monday through Sunday. In 15m, the default ema length of 21 means that the wap comes to match a standard vwap towards the end of Monday. If using higher chart timeframes, i recommend decreasing the ema length to closely match this principle (suggested: for 1h chart, try length = 8; for 4h chart, length = 2 or 3 should suffice). Note: the use of harmonic mean calculations will cause problems on any data source incorporating both positive and negative values, it may also return unusable results on extremely low-value charts (eg: low-sat coins in /btc pairs). Long version: The development of this project was one driven more by experimentation than a specific end-goal, however i have tried to fine-tune everything into a coherent usable end-product. With that in mind then, this walkthrough will follow something of a development chronology as i dissect the various functions. DUAL-EMA SMOOTHING At its core this is based upon / adapted from the standard vwap indicator provided by TradingView although I have modified and changed most of it. The first mod is the dual ema smoothing. Rather than simply applying an ema to the output of the standard vwap function, instead i have incorporated the ema in a manner analogous to the way smas are used within a standard vwma. Sticking for now with the arithmetic mean, the basic vwap calculation is simply sum(source * volume) / sum(volume) across the anchored period. In this case i have simply applied an ema to each of the numerator and denominator values resulting in ema(sum(source * volume)) / ema(sum(volume)) with the ema length independent of the anchor. This results in smoother (albeit slower) transitions than the aforementioned post-vwap method. Furthermore in the case when anchor period is equal to current timeframe, the result is a basic volume-weighted ema. The example below shows a standard vwap (1week anchor) in blue, a 21-ema applied to the vwap in purple and a dual-21-ema smoothed wap in gold. Notably both ema types come to effectively resemble the standard vwap after around 24 hours into the new anchor session but how they behave in the meantime is very different. The dual-ema transitions quite gradually while the post-vwap ema immediately sets about trying to catch up. Incidentally. a similar and slower variation of the dual-ema can be achieved with dual-rma although i have not included it in this indicator, attempted analogues using sma or wma were far less useful however. STANDARD DEVIATION AND BANDS With this updated calculation, a corresponding update to the standard deviation is also required. The vwap has its own anchored volume-weighted st.dev but this cannot be used in combination with the ema smoothing so instead it has been recalculated appropriately. There are two pairs of bands with separate multipliers (stepped to 0.1x) and in both cases high and low bands can be activated or deactivated individually. An example usage for this would be to create different upper and lower bands for profit and stoploss targets. Alerts can be set easily for different crossing conditions, more on this later. Alongside the bands, i have also added the option to shift ('Deviate') the entire indicator up or down according to a multiple of the corrected st.dev value. This has many potential uses, for example if we want to bias our analysis in one direction it may be useful to move the wap in the opposite. Or if the asset is trading within a narrow range and we are waiting on a breakout, we could shift to the desired level and set alerts accordingly. The 'Deviate' parameter applies to the entire indicator including the bands which will remain centred on the main WAP. CUSTOM (W)ANCHOR Ever thought about using a vwap with anchor periods smaller than a day? Here you can do just that. I've removed the Earnings/Dividends/Splits options from the basic vwap and added an 'Intraday' option instead. When selected, a custom anchor length can be created as a multiple of minutes (default steps of 60 mins but can input any value from 0 - 1440). While this may not seem at first like a useful feature for anyone except hi-speed scalpers, this actually offers more interesting potential than it appears. When set to 0 minutes the current timeframe is always used, turning this into the basic volume-weighted ema mentioned earlier. When using other low time frames the anchor can act as a pre-ema filter creating a stepped effect akin to an adaptive MA. Used in combination with the bands, the result is a kind of volume-weighted adaptive exponential bollinger band; if such a thing does not already exist then this is where you create it. Alternatively, by combining two instances you may find potential interesting crosses between an intraday wap and a standard timeframe wap. Below is an example set to intraday with 480 mins, 2x st.dev bands and ema length 21. Included for comparison in purple is a standard 21 ema. I'm sure there are many potential uses to be found here, so be creative and please share anything you come up with in the comments. ARITHMETIC AND HARMONIC MEAN CALCULATIONS The standard vwap uses the arithmetic mean in its calculation. Indeed, most mean calculations tend to be arithmetic: sma being the most widely used example. When volume weighting is involved though this can lead to a slight bias in favour of upward moves over downward. While the effect of this is minor, over longer anchor periods it can become increasingly significant. The harmonic mean, on the other hand, has the opposite effect which results in a value that is always lower than the arithmetic mean. By viewing both arithmetic and harmonic waps together, the extent to which they diverge from each other can be used as a visual reference of how much price has changed during the anchored period. Furthermore, the harmonic mean may actually be the more appropriate one to use during downtrends or bearish periods, in principle at least. Consider that a short trade is functionally the same as a long trade on the inverse of the pair (eg: selling BTC/USD is the same as buying USD/BTC). With the harmonic mean being an inverse of the arithmetic then, it makes sense to use it instead. To illustrate this below is a snapshot of LUNA/USDT on the left with its inverse 1/(LUNA/USDT) = USDT/LUNA on the right. On both charts is a wap with identical settings, note the resistance on the left and its corresponding support on the right. It should be easy from this to see that the lower harmonic wap on the left corresponds to the upper arithmetic wap on the right. Thus, it would appear that the harmonic mean should be used in a downtrend. In principle, at least... In reality though, it is not quite so black and white. Rarely are these values exact in their predictions and the sort of range one should allow for inaccuracies will likely be greater than the difference between these two means. Furthermore, the ema smoothing has already introduced some lag and thus additional inaccuracies. Nevertheless, the symmetry warrants its inclusion. SIDE INPUT & ALERTS Finally we move on to the pseudo-modular component here. While TradingView allows some interoperability between indicators, it is limited to just one connection. Any attempt to use multiple source inputs will remove this functionality completely. The workaround here is to instead use custom 'string' input menus for additional sources, preserving this function in the sole 'source' input. In this case, since the wap itself is dependant only price and volume, i have repurposed the full 'source' into the second 'side' input. This allows for a separate indicator to interact with this one that can be used for triggering alerts. You could even use another instance of this one (there is a hidden wap:mid plot intended for this use which is the midpoint between both means). Note that deleting a connected indicator may result in the deletion of those connected to it. Preset alertconditions are available for crossings of the side input above and below the main wap, alongside several customisable alerts with corresponding visual markers based upon selectable conditions. Alerts for band crossings apply only to those that are active and only crossings of the type specified within the 'crosses' subsection of the indicator settings. The included options make it easy to create buy alerts specific to certain bands with sell alerts specific to other bands. The chart below shows two instances with differing anchor periods, both are connected with buy and sell alerts enabled for visible bands. Okay... So that just about covers it here, i think. As mentioned earlier this is the product of various experiments while i have been learning my way around PineScript. Some of those experiments have been branched off from this in order to not over-clutter it with functions. The pseudo-modular design and the 'side' input are the result of an attempt to create a connective framework across various projects. Even on its own though, this should offer plenty of tweaking potential for anyone who likes to venture away from the usual standards, all the while still retaining its core purpose as a traders tool. Thanks for checking this out. I look forward to any feedback below.
Pine Script™指标
由mutantdog提供
12