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VWAP Mensuel Auto-Ancre (3 Deviations)

Monthly Auto-Anchored VWAP (3 Deviations) – Indicator Overview
Name: Monthly Auto-Anchored VWAP (3 Deviations)
Short Title: Monthly VWAP 3D
Type: Overlay Indicator (Plotted on Price Chart)
Key Features
This indicator calculates a Volume-Weighted Average Price (VWAP) anchored to the start of each month, providing a dynamic reference point for intramonth trading. It includes three customizable standard deviation bands, allowing traders to assess volatility, mean reversion zones, and potential support/resistance levels.
-Customization Options-
1. Calculation Settings
Source: Choose the price input (default: HLC/3).
Break Lines at New Month: Toggle whether to reset the VWAP and deviation lines at the start of each month.
2. Main VWAP Line
Visibility: Show/hide the primary VWAP line.
Appearance: Adjust color, line width (1–5), and style (solid, dashed, or dotted).
3. Deviation Bands (1–3)
Each deviation band is fully configurable:
Visibility: Show/hide individual bands.
Multiplier: Set the standard deviation multiplier (e.g., 1.0, 2.0, 3.0).
Appearance: Customize color, line width, and style (solid, dashed, or dotted).
-How It Works-
VWAP Calculation: Computes the volume-weighted average price from the start of the month, resetting automatically at month-end (or continuing seamlessly if disabled).
Standard Deviation Bands: Plots upper/lower bands based on the selected multipliers, helping identify overbought/oversold conditions relative to the monthly VWAP.
Auto-Anchoring: Eliminates manual anchor point selection, ideal for swing trading or intramonth analysis.
-Use Cases
Trend Confirmation: Price above/below VWAP may signal bullish/bearish bias.
Mean Reversion: Deviations act as dynamic support/resistance zones.
Volatility Assessment: Wider bands indicate higher volatility; tighter bands suggest consolidation.
-Why This Indicator?
Adaptive: Automatically adjusts to new monthly data.
Flexible: Customize bands to fit your trading strategy (e.g., tighter for scalping, wider for swing trading).
Clarity: Clean, non-cluttered visualization with user-defined styling.
Ideal for: Traders seeking a structured, volume-aware tool to gauge monthly trends and volatility without manual adjustments.
Personal note:
"This indicator is like a wise old trader—it doesn’t just show you the average; it maps the battlefield of price and volume. Use it to spot when the market is stretching too far (deviations) or when it’s coiling for a move (VWAP as magnet). But remember: even the best tools need context. Combine it with volume spikes or momentum oscillators for higher-probability setups. And if the bands are too wide? The market’s whispering ‘caution’—listen."
Name: Monthly Auto-Anchored VWAP (3 Deviations)
Short Title: Monthly VWAP 3D
Type: Overlay Indicator (Plotted on Price Chart)
Key Features
This indicator calculates a Volume-Weighted Average Price (VWAP) anchored to the start of each month, providing a dynamic reference point for intramonth trading. It includes three customizable standard deviation bands, allowing traders to assess volatility, mean reversion zones, and potential support/resistance levels.
-Customization Options-
1. Calculation Settings
Source: Choose the price input (default: HLC/3).
Break Lines at New Month: Toggle whether to reset the VWAP and deviation lines at the start of each month.
2. Main VWAP Line
Visibility: Show/hide the primary VWAP line.
Appearance: Adjust color, line width (1–5), and style (solid, dashed, or dotted).
3. Deviation Bands (1–3)
Each deviation band is fully configurable:
Visibility: Show/hide individual bands.
Multiplier: Set the standard deviation multiplier (e.g., 1.0, 2.0, 3.0).
Appearance: Customize color, line width, and style (solid, dashed, or dotted).
-How It Works-
VWAP Calculation: Computes the volume-weighted average price from the start of the month, resetting automatically at month-end (or continuing seamlessly if disabled).
Standard Deviation Bands: Plots upper/lower bands based on the selected multipliers, helping identify overbought/oversold conditions relative to the monthly VWAP.
Auto-Anchoring: Eliminates manual anchor point selection, ideal for swing trading or intramonth analysis.
-Use Cases
Trend Confirmation: Price above/below VWAP may signal bullish/bearish bias.
Mean Reversion: Deviations act as dynamic support/resistance zones.
Volatility Assessment: Wider bands indicate higher volatility; tighter bands suggest consolidation.
-Why This Indicator?
Adaptive: Automatically adjusts to new monthly data.
Flexible: Customize bands to fit your trading strategy (e.g., tighter for scalping, wider for swing trading).
Clarity: Clean, non-cluttered visualization with user-defined styling.
Ideal for: Traders seeking a structured, volume-aware tool to gauge monthly trends and volatility without manual adjustments.
Personal note:
"This indicator is like a wise old trader—it doesn’t just show you the average; it maps the battlefield of price and volume. Use it to spot when the market is stretching too far (deviations) or when it’s coiling for a move (VWAP as magnet). But remember: even the best tools need context. Combine it with volume spikes or momentum oscillators for higher-probability setups. And if the bands are too wide? The market’s whispering ‘caution’—listen."
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。
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。