OPEN-SOURCE SCRIPT
已更新 VWAP - London Session, Labelled + Ranges
VWAP auto anchored to the start of London session
Labelled that changes color to match the line color
The first calculation next to the VWAP name is the points distance from the VWAP to the Standard Dev Band. If you want to know the distance from one Std Dev +1 to -1 then double this
number.
The Ext is the real time points value of the current price outside of the Std Dev +1 or -1 band
Labelled that changes color to match the line color
The first calculation next to the VWAP name is the points distance from the VWAP to the Standard Dev Band. If you want to know the distance from one Std Dev +1 to -1 then double this
number.
The Ext is the real time points value of the current price outside of the Std Dev +1 or -1 band
版本注释
Replaced the Delta Triangle with a directional triangle that changes direction to weather above or below the VWAP版本注释
Update:- Fixed: a calculation bug where the VWAP could get skewed on active symbols — the running total was being re-added on every price tick of the still-forming bar instead of once per closed bar.
- Fixed: labels now update correctly during Bar Replay — previously they didn't appear until replay caught all the way up to the live bar.
- Fixed: a data gap (missing price/volume) no longer risks corrupting the running VWAP total.
- Added: a warning label on symbols with no volume data, instead of the indicator silently drawing nothing.
- Added: "Show Current Price on Label" option — displays the live price alongside the VWAP label, toggle on/off as preferred.
版本注释
Update:- Changed: "Show Current Price on Label" replaced with two separate toggles — "Show Price on VWAP Label" and "Show Price on Band Labels" (the latter applies to both UB and LB together).
- Fixed: each label now shows its own value (VWAP labels show the VWAP price, band labels show that band's price) instead of all three showing the same current market price.
版本注释
Update notes:Fixed a VWAP accuracy bug where the running total was being recalculated on every price tick of the still-forming bar, causing that bar's volume to be counted multiple times before it closed. VWAP now only commits a bar's contribution once, when it closes.
Fixed a Bar Replay bug where the VWAP line and labels wouldn't draw until replay caught all the way up to the current live bar.
Added the option to show each line's own current price directly on its label. Two independent toggles: one for the VWAP label, and one shared toggle for the Upper/Lower Band labels together.
Added a toggle to show/hide the band-width and extension-distance info (the "▲: X pts | Ext: Y pts" text) on the VWAP label, for anyone who just wants the plain label name (and price, if enabled).
版本注释
Update notes:Fixed a VWAP accuracy bug where the running total was being recalculated on every price tick of the still-forming bar, causing that bar's volume to be counted multiple times before it closed. VWAP now only commits a bar's contribution once, when it closes.
Fixed a Bar Replay bug where the line and labels wouldn't draw until replay caught all the way up to the current live bar.
Added the option to show each line's own current price directly on its label. Two independent toggles: one for the VWAP label, and one shared toggle for the Upper/Lower Band labels together. Both now default to on.
Added a toggle to show/hide the band-width and extension-distance info on the VWAP label, for anyone who just wants the plain label name (and price). Defaults to on.
开源脚本
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免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。