ابدأ الآن
OPEN-SOURCE SCRIPT

Periodic Anchored VWAP

1 926
Periodic Anchored VWAP

Overview
The Periodic Anchored VWAP is a professional volume-weighted average price indicator that anchors VWAP calculations to fixed calendar periods. Unlike traditional anchored VWAP tools that require manual point-and-click anchoring, this indicator automatically resets VWAP calculations at predefined interval boundaries (hourly, daily, weekly, monthly), providing a clean, systematic approach to volume-weighted support and resistance analysis.

Key Features
  1. 13 Anchor Periods: 1H, 4H, 6H, 12H, 1D, 3D, 1W, 2W, 1M, 2M, 3M, 6M, 12M
  2. Smart Timeframe Filtering: Automatically hides VWAPs when chart timeframe equals or exceeds anchor period
  3. Individual Period Controls: Toggle each VWAP on/off independently with custom colors
  4. Master Toggle: Global show/hide for all VWAP lines
  5. Dynamic Labels: Real-time price labels at the right edge of chart
  6. Compact Settings: Streamlined input panel with inline color pickers


How It Works
The Golden Rule
VWAP is displayed ONLY when: Chart Timeframe < Anchor Period
This ensures VWAP lines always represent meaningful continuous calculations. For example:
  • 1H VWAP appears only on timeframes smaller than 1 hour (e.g., 15min, 5min, 1min)
  • 1D VWAP appears only on timeframes smaller than daily (e.g., 4H, 1H, 15min)
  • 1W VWAP appears only on timeframes smaller than weekly (e.g., daily, 4H, 1H)


Anchor Logic
Each VWAP resets at its respective period boundary:
  • Intraday Anchors (1H, 4H, 6H, 12H): Reset at the start of each hour/4-hour/6-hour/12-hour period
  • Daily Anchors (1D, 3D): Reset at daily market open
  • Weekly Anchors (1W, 2W): Reset at weekly market open
  • Monthly Anchors (1M, 2M, 3M, 6M, 12M): Reset at month boundaries


Input Settings
Master Control:
VWAP Display Show / Hide Global toggle for all VWAP lines

Intraday Anchors (Default: Off):
  • 1H => Teal => Short-term intraday reference
  • 4H => Pink => Medium-term intraday reference
  • 6H => Magenta => Half-day session reference
  • 12H => Cyan => Full session reference


Anchor VWAP Periods (Default: On):
  • 1D => Yellow/Green => Daily support/resistance
  • 3D => Purple => Multi-day trend reference
  • 1W => Blue => Weekly pivot levels
  • 2W => Light Blue => Bi-weekly trend
  • 1M => Green => Monthly support/resistance
  • 2M => Dark Green => 2-month horizon
  • 3M => Yellow => Quarterly reference
  • 6M => Orange => Semi-annual trend
  • 12M => Red => Annual benchmark


Visual Display
  • VWAP Lines: Colored lines plotted at 2px thickness for clear visibility:
  • Right-Edge Labels: Compact labels showing period and current VWAP value
  • Smart Label Colors: Black or white text automatically based on line color for optimal readability


Use Cases
Intraday Trading:
  • Use 1H, 4H, 6H, 12H VWAPs on lower timeframes (e.g., 5min, 15min) to identify intraday support/resistance levels
  • Multiple intraday VWAPs reveal stacked liquidity zones


Swing Trading:
  • 1D, 3D, 1W, 2W VWAPs help identify trend direction and mean reversion levels
  • Weekly VWAP provides context for daily price action


Position Trading:
  • 1M, 3M, 6M, 12M VWAPs offer long-term benchmarks for valuation assessment
  • Multiple monthly VWAPs show multi-year price distribution


Multi-Timeframe Analysis:
  • Visualize up to 13 VWAP levels simultaneously
  • Identify confluences where multiple VWAP periods align
  • Observe how price interacts with different anchored levels



Important Notes
  1. Timeframe Limitations: VWAPs automatically hide when the chart timeframe is equal to or greater than the anchor period (prevents misleading point-to-point lines)
  2. Intraday Anchors Disabled by Default: Enable only the periods relevant to your trading style to reduce visual clutter
  3. Monthly Anchors: Use 30-day approximation for minute calculations; display logic ensures they only appear on daily or lower timeframes
  4. Label Positioning: Labels appear 1-13 bars to the right of the current bar to prevent overlap with price action


Performance
  • Efficiently coded with looped label management
  • No repainting — all calculations are historical
  • Compatible with all markets and symbols


Version History
  • v.1.0 => Initial release with 13 anchor periods, timeframe validation, and dynamic labels


Start using Periodic Anchored VWAP to elevate your volume-weighted analysis across all timeframes!


نص برمجي مفتوح المصدر

بروح TradingView الحقيقية، قام مبتكر هذا النص البرمجي بجعله مفتوح المصدر، بحيث يمكن للمتداولين مراجعة وظائفه والتحقق منها. شكرا للمؤلف! بينما يمكنك استخدامه مجانًا، تذكر أن إعادة نشر الكود يخضع لقواعد الموقع الخاصة بنا.

BacktestTerminal
Contact me via Telegram: t.me/backtestterminal
أيضا على:
anchoredvwapmultitimeframemultitimeframeanalysisresistancessupportSupport and Resistancesupportandresistancesvolume-weighted-average-pricevolumeweightedaveragepriceVolume Weighted Average Price (VWAP)vwaps

إخلاء المسؤولية

لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.
anchoredvwapmultitimeframemultitimeframeanalysisresistancessupportSupport and Resistancesupportandresistancesvolume-weighted-average-pricevolumeweightedaveragepriceVolume Weighted Average Price (VWAP)vwaps

نص برمجي مفتوح المصدر

بروح TradingView الحقيقية، قام مبتكر هذا النص البرمجي بجعله مفتوح المصدر، بحيث يمكن للمتداولين مراجعة وظائفه والتحقق منها. شكرا للمؤلف! بينما يمكنك استخدامه مجانًا، تذكر أن إعادة نشر الكود يخضع لقواعد الموقع الخاصة بنا.

BacktestTerminal
Contact me via Telegram: t.me/backtestterminal
أيضا على:

إخلاء المسؤولية

لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.