OPEN-SOURCE SCRIPT
Atualizado Rolling VWAPs Proximity & Alerts [HYPR-run]
DESCRIPTION:
Rolling VWAPs across six time horizons on one chart. See where
volume-weighted fair value sits at chart TF, 7D, 30D, 60D, 90D and 365D
without switching timeframes. Unlike session VWAP that resets daily, rolling
VWAP uses a fixed window that slides forward continuously, giving you
dynamic support/resistance levels that institutional traders watch.
The PROXIMITY filter is the key feature. Turn on all six periods, set a
threshold, and only RVWAPs near current price appear on chart. Far lines
hide automatically; when price approaches, they show up. This keeps charts
clean while making sure you never miss a level that matters.
DISCOVERING EDGE
We have found that the first bounce/reject of a RVWAP is the most reliable and when there is a XO/XU it is a clear sign the boundary is broken. Hence, this indicator has a contextual positioning table of where price is relative to the other lookback periods while highlighting bounces and rejects with XO/XU alert signals.
ROLLING VWAP vs SESSION/ANCHORED VWAP
Session VWAP resets daily and loses all context beyond today.
Anchored VWAP requires picking the "right" date. Rolling VWAP slides
forward continuously across 7D to 365D, showing dynamic fair value
at every institutional time horizon without manual anchoring.
- Proximity filter surfaces only the RVWAPs near current price; far
lines hide automatically and appear as price approaches.
- Events row catches bounces and rejections ranked by period
significance (365D highest); when a key MA and RVWAP sit at the
same price and both bounce, that's institutional-grade confluence.
- Webhook alerts on configurable RVWAP cross with full bar filter;
30D for frequent signals, 90D for swing-level changes, 365D for
the macro signal.
FEATURES
- Six rolling VWAP periods: Chart TF, 7D, 30D, 60D, 90D, 365D
- Proximity filter: only relevant lines appear near price
- Bounce/reject detection at each RVWAP level
- Webhook alerts on selected RVWAP cross (long/short)
- Dashboard: row 1 positioning context (above/below each RVWAP), row 2 live events (bouncing, rejecting, XO, XU)
- Polyline labels with proximity % from price
- Toggle each period independently
- Dashboard dark/light theme toggle for any chart background
HOW IT WORKS
Rolling VWAP calculates cumulative (price x volume) / cumulative volume
over a fixed lookback window. The 30D RVWAP always reflects the last 30
calendar days of volume-weighted price. When price crosses above it, the
market is trading above recent fair value; crossing below means price has
fallen below where volume concentrated. Bounces confirm support holding;
rejects confirm resistance holding.
DASHBOARD
Two-row dynamic dashboard that updates every bar.
- Row 1 (positioning): which RVWAPs price is above or below, grouped with
"&" separators. The 365D RVWAP is separated as the anchor by a pipe.
7-tier color gradient based on how many of the four key RVWAPs
(30d, 60d, 90d, 365d) price is above, with heavyweight distinction
(90d and 365d carry more weight than 30d/60d): bright green (all
four), green (3/4 with both heavyweights), dark green (3/4 missing a
heavyweight), yellow (2/4), dark red (1/4 with a heavyweight), red
(1/4 only lightweight), bright red (none)
- Row 2 (events): up to 3 simultaneous events, most significant period
first (365D → 90D → 60D → 30D → 7D). Bouncing (support holding),
rejecting (resistance holding), XO (crossover), XU (crossunder). Color
intensity maps to event significance. Dark gray when idle
- Runs independently of display toggles; events fire for all periods even
if the line is hidden by the proximity filter
ALERTS
Two alert systems. XO/XU fires when price crosses the selected RVWAP
(default: 30D). Bounce/Reject fires when price wicks into the selected
RVWAP from the correct side and closes confirming support (bounce) or
resistance (reject). Both fire JSON payloads; works with any webhook
receiver.
POSITIONING TABLE (row 1, all 16 configurations)
BADGE COLOR (header, positioning x event combination)
TIMEFRAME RECOMMENDATIONS
- 7D: best on 8hr and below
- 30D: the default, works on most timeframes
- 60D: best on 3-Day and below
- 90D: best on Weekly and below
- 365D: works on Monthly and below
CREDITS
Rolling VWAP calculation: PineCoders/ConditionalAverages library
Rolling VWAPs across six time horizons on one chart. See where
volume-weighted fair value sits at chart TF, 7D, 30D, 60D, 90D and 365D
without switching timeframes. Unlike session VWAP that resets daily, rolling
VWAP uses a fixed window that slides forward continuously, giving you
dynamic support/resistance levels that institutional traders watch.
The PROXIMITY filter is the key feature. Turn on all six periods, set a
threshold, and only RVWAPs near current price appear on chart. Far lines
hide automatically; when price approaches, they show up. This keeps charts
clean while making sure you never miss a level that matters.
DISCOVERING EDGE
We have found that the first bounce/reject of a RVWAP is the most reliable and when there is a XO/XU it is a clear sign the boundary is broken. Hence, this indicator has a contextual positioning table of where price is relative to the other lookback periods while highlighting bounces and rejects with XO/XU alert signals.
ROLLING VWAP vs SESSION/ANCHORED VWAP
Session VWAP resets daily and loses all context beyond today.
Anchored VWAP requires picking the "right" date. Rolling VWAP slides
forward continuously across 7D to 365D, showing dynamic fair value
at every institutional time horizon without manual anchoring.
- Proximity filter surfaces only the RVWAPs near current price; far
lines hide automatically and appear as price approaches.
- Events row catches bounces and rejections ranked by period
significance (365D highest); when a key MA and RVWAP sit at the
same price and both bounce, that's institutional-grade confluence.
- Webhook alerts on configurable RVWAP cross with full bar filter;
30D for frequent signals, 90D for swing-level changes, 365D for
the macro signal.
FEATURES
- Six rolling VWAP periods: Chart TF, 7D, 30D, 60D, 90D, 365D
- Proximity filter: only relevant lines appear near price
- Bounce/reject detection at each RVWAP level
- Webhook alerts on selected RVWAP cross (long/short)
- Dashboard: row 1 positioning context (above/below each RVWAP), row 2 live events (bouncing, rejecting, XO, XU)
- Polyline labels with proximity % from price
- Toggle each period independently
- Dashboard dark/light theme toggle for any chart background
HOW IT WORKS
Rolling VWAP calculates cumulative (price x volume) / cumulative volume
over a fixed lookback window. The 30D RVWAP always reflects the last 30
calendar days of volume-weighted price. When price crosses above it, the
market is trading above recent fair value; crossing below means price has
fallen below where volume concentrated. Bounces confirm support holding;
rejects confirm resistance holding.
DASHBOARD
Two-row dynamic dashboard that updates every bar.
- Row 1 (positioning): which RVWAPs price is above or below, grouped with
"&" separators. The 365D RVWAP is separated as the anchor by a pipe.
7-tier color gradient based on how many of the four key RVWAPs
(30d, 60d, 90d, 365d) price is above, with heavyweight distinction
(90d and 365d carry more weight than 30d/60d): bright green (all
four), green (3/4 with both heavyweights), dark green (3/4 missing a
heavyweight), yellow (2/4), dark red (1/4 with a heavyweight), red
(1/4 only lightweight), bright red (none)
- Row 2 (events): up to 3 simultaneous events, most significant period
first (365D → 90D → 60D → 30D → 7D). Bouncing (support holding),
rejecting (resistance holding), XO (crossover), XU (crossunder). Color
intensity maps to event significance. Dark gray when idle
- Runs independently of display toggles; events fire for all periods even
if the line is hidden by the proximity filter
ALERTS
Two alert systems. XO/XU fires when price crosses the selected RVWAP
(default: 30D). Bounce/Reject fires when price wicks into the selected
RVWAP from the correct side and closes confirming support (bounce) or
resistance (reject). Both fire JSON payloads; works with any webhook
receiver.
POSITIONING TABLE (row 1, all 16 configurations)
BADGE COLOR (header, positioning x event combination)
TIMEFRAME RECOMMENDATIONS
- 7D: best on 8hr and below
- 30D: the default, works on most timeframes
- 60D: best on 3-Day and below
- 90D: best on Weekly and below
- 365D: works on Monthly and below
CREDITS
Rolling VWAP calculation: PineCoders/ConditionalAverages library
Notas de Lançamento
HOW TO USEAdd to chart, enable the periods you want to track, and set the proximity threshold. Start with the default 30D RVWAP; it works on most timeframes. Turn on 90D and 365D for swing and macro context. Read the dashboard: row 1 shows structural positioning (above/below each key RVWAP), row 2 shows live events (bouncing, rejecting, XO, XU). The first bounce or reject of a RVWAP is the most reliable interaction; when a bounce fires on 90D or 365D, that's institutional-grade support confirmation. Create alert: condition = this indicator, "Any alert() function call". Select which RVWAP to alert on in settings; 30D for frequent signals, 90D for swing-level changes, 365D for the macro signal.
TIME PERIODS
7D: short-term fair value, best on 8hr and below. 30D: the default, monthly fair value, works on most timeframes. 60D: quarterly context, best on 3-Day and below. 90D: institutional rebalancing horizon, best on Weekly and below. 365D: yearly fair value, the ultimate mean reversion anchor.
BOUNCE / REJECT DETECTION
Bounce: price is above the RVWAP, the low wick touches within 0.5% of it, and the bar closes green. The RVWAP is acting as support. Reject: price is below the RVWAP, the high wick reaches within 0.5% of it, and the bar closes red. The RVWAP is acting as resistance. These are the highest priority events in the dashboard because they represent active interaction with the level.
PROXIMITY FILTER
When enabled, RVWAPs far from current price are hidden. When price approaches, the line appears automatically. Events fire independently of display toggles; you see bounces and rejects for all periods even if the line is hidden.
Script de código aberto
Em verdadeiro espírito do TradingView, o criador deste script o tornou de código aberto, para que os traders possam revisar e verificar sua funcionalidade. Parabéns ao autor! Embora você possa usá-lo gratuitamente, lembre-se de que a republicação do código está sujeita às nossas Regras da Casa.
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As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.
Script de código aberto
Em verdadeiro espírito do TradingView, o criador deste script o tornou de código aberto, para que os traders possam revisar e verificar sua funcionalidade. Parabéns ao autor! Embora você possa usá-lo gratuitamente, lembre-se de que a republicação do código está sujeita às nossas Regras da Casa.
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.