成交量加权平均价(VWAP)

Gunzo Market SR Gunzo Market SR is a set of 3 tools combined for trend analysis on day trading strategy. VWAP (Volume Weighted Average Price) : The VWAP indicator is generally used for trend analysis. For example if the VWAP line is under the closing price for a long period of time, the trend is strong. In this script, the VWAP has been optimized for day trading as the indicator is calculated inside the daily range, and resets when a new day starts. This way the indicator reflects the daily trend and not t

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由Gunzo_TV提供

Strongholds - Objective & Accurate Reference Points / Structures Very early in my trading career, I came across Pivot Points only to find out that there are as many calculations as one pleases. It was hard to find out which ones work. Most of them probably did only out of randomness, so I ditched the strategy and looked for something else. I previously used my Oracle Eye and Reference Points scripts but it is time for an upgrade. Stronghold is a script I have used for quite some time now. I ditched daily and weekly closing prices as not that important.

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由OrcChieftain提供

Cvwap-Pvwap 2.0 A simple vwap based Intraday trend indicator. Volume-Weighted Average Price (VWAP) - the average price weighted by volume, starts when trading opens and ends when it closes. This can help institutions buy or sell in large orders, without disturbing the market. After buying or selling, institutions compare instrument price to closing VWAP values at end of the day. For big financial institutions; A buy order executed below the VWAP value, considered a good fill because the security was boug

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由CrazyKishore74提供

Origin VWAP: OVWAP Draw a VWAP support/resistance line anchored to the origin of the data series (like a daily VWAP, but from the beginning of time, never resetting). Ideally the origin would be the first bar after the IPO. Tradingview (or your connected broker) doesn't always have a complete dataset, and in that case the OVWAP will be 'wrong', but converging to the correct value over time. You can try to simulate this with the built-in VWAP indicator but it has several bugs and limitations. Firstly, the longest

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Flunki VWAP minus MA Oscillator Herewith a simple oscillator that show the difference in price between a Moving Average of the price, and the current VWAP This show as a histogram On top of that is a Moving Average of the histogram value, shown as a blue / red line with an option to hight these crossing and also crossing zero Simple idea ; code open.

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由syrinxflunki提供

VWAP + Standard Deviation VWAP + Standard Deviations for 2 Standard Deviations

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由JoshWTrades提供

MACD + vwap RSI Putting the MacD and vRSI onto one indicator line

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由str1nger提供

VWAP with Standard Deviation Bands Volume Weighted Average Price (VWAP), with Standard Deviation Bands VWAP is a moving average with weighting for traded volume, so heavier trading activity has a greater impact on its direction. Low volume periods will move the VWAP less than high volume periods. The VWAP is important because institutional investors often use it to determine what is ‘fair value’. You can often see the market reacting when it gets close to the VWAP. This version is time segmented VWAP. It reset ma values when s

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VBand Strategy VBand Strategy is simply used Vwap funcation and atr 14 for find the entry and exit points. This simple Strategy.

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由R_Saravanan_TE提供

|AG| VWAP ANALYSIS |AG| VWAP ANALYSIS The volume-weighted average price (VWAP) is a trading benchmark used by traders that gives the average price security has traded throughout the day, based on both volume and price. It is important because it provides traders with insight into both the trend and value of the security. VWAP is calculated by adding up the $ traded for every transaction (price multiplied by the number of shares traded) and then dividing by the total shares traded. A detailed formula and calcu

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由Anderson-FX提供

VWAP offset % calc Calculate offset percentage from VWAP

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由byXrom提供

Triple VWAP for FOREX Sessions This script runs on my previous script Masterwork VWAP . ►It uses regular built-in VWAP improved to avoid weird connecting of the line with its yesterday's value. ►It starts a new VWAP when London session opens . You can select to end it next morning or when the session is about to close. ►It starts a new VWAP when New York session opens . You can select to end it next morning or when the session is about to close. ►You can select intelligent_enabler function to plot the VWAPs on your ch

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由OrcChieftain提供

VWAP_X_EMA VWAP and EMA 50 combo indicators Long : if the close is above the VWAP and EMA Short : Viceversa

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由justvishu91提供

BBofVWAP with entry at Pivot Point This strategy uses BB of VWAP and Pivot point to enter and exit the Long position. settings BB length 50 BB Source VWAP Entry When VWAP crossing up BB midline and price/close is above weekly PivotPoint ( you can also use Daily pivot point ) Exit When VWAP is crossing down BB lower band Stop Loss Stop loss defaulted to 5% Note : Long will position will be exited on either VWAP crossing down BB lower band or stop loss is hit - whichever comes first . Being said that some ti

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由ediks123提供

ARR VWAP Intraday Intra day VWAP Strategy Strategy is Buy when vwap goes up and RSI above 50 (Can be modified) . Sell wehn vwap goes down and rsi bellow 50 (Can be modified) Exit all at market close hour specified

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由ALLURI_RAJU提供

VWAPmP (ATR as % Version)This indicator displays a histogram for the distance of closing price from a VWAP value. The VWAP length is rolling and its value is user defined. Additionally, there are 3 bands which are based on the %-value of the underlying ATR. The ATR's length can be chosen by the user, and the distance multipliers may also be chosen. Lastly, there are two simple moving averages which have user-defined lengths and are based on the histograms value.

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由king_mob提供

Divergence RSI-VWAP Combination of the script from XaviZ of RSI-VWAP and divergence detector from Libertus.

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由kensoka提供

VWAP + Fibo Dev Extensions Strategy Based on my VWAP + Fibo deviations indicator, I tested some strategies to see if the indicator can be profitable; and I got it ! This strategy uses: H1 timeframe Weekly VWAP +1.618 / +2.618 / -1.618 / -2.618 Deviations Extensions to create 2 bands The value of the deviation First, the 2 bands are plotted : +1.618/+2.618 painted in red and -1.618/-2.618 painted in lime. Then, we wait for the deviation value to reach at least 150 (see thumbnail) to avoid littles moves when the gaps betw

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由UnknownUnicorn4889556提供

MTF VWAP + Fibo Incremental deviations I made a Fibo variant of my first script "VWAPs + devs" : This new indicator give you the possibility to plot multi timeframes VWAP (D, W, M, 3M and 12M ) and Fibo deviations for each one. VWAP is a powerfull indicator which is used by big players to get informations if the price is "overbought" or "oversold". Deviations give the opportunity to have supports and resistances in those "over"-zones. I searched for better results and found those defaults values : Fib 1 level : 0.618 Fib 2

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由UnknownUnicorn4889556提供

Ultimate VWAP Bands - Ultimate VWAP Bands is a script that helps to decide and further clarify areas of oversold and overbought conditions. - For example, when the price is in the lowest band it is extremely oversold relative to the VWAP . Hence it should be considered a good place to buy with a high risk to reward payoff. - Each band is set at a fixed offset away from the VWAP . The "VWAP Band Multiplier" adjusts this and is a key part of the script. This allows the indicator to be adjusted based on the assets v

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由Pinnacle_Investor提供

Nic's Anchored VWAP 4 Poor mans anchored vwap. Allows you to identified the volume weighted average price from 4 specific points in time. Best used on key pivot point high's and lows'

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由NicTheMajestic提供

RSI on VWAP Upgraded strategy First of all, the idea of apply RSI to VWAP was inspired by XaviZ; at least, that where I first saw that. I simply applied the idea and searched for apply this on lower timeframe (M15) to increase the number of positions and improve the profit factor. The conditions to enter are the same : long : enter on RSI crossover oversold level short : enter on RSI crossunder oversell level To close position, I found a little change to apply : long : close position when RSI(VWAP) went in overbo

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由UnknownUnicorn4889556提供

CC - Array-meta Consolidated Interval Display (ACID)This script extends my other two Array examples (which I've also provided to you open source): The Ticker-centric 5m,15m,45m,1h,4h,1d resolution labels using arrays: And the more Macro VIX,GLD,TLT,QQQ,SPY,IWM 1d resolution labels using arrays: This script aims to show how to use min/max/avg with Arrays easily. My next example after this will be exploring the usage of variance versus covariance ratios over different periodic interval resolutions. Currently, this is using the following interv

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由maigcaloctopus提供

Growth Producer Applicable to FTX:ETHPERP 15 min Relative volatility index (RVI) that will determine the entry and exit points only when the volatility will start to increase and Money Flow index as an additional point for entry. IMPORTANT • Input Partial take profits in your Bot settings • This is a trend strategy and works better in the trending market • We added the trend identifier using the EMA and SMA interaction • We added Take profit and stop loss levels • We added inputs for the period s

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由WunderTrading提供