Rolling VWAP - Clean Tunnel Bands (Consecutive Fills)
Advanced Rolling Volume Weighted Average Price (RVWAP) indicator with 10 standard deviation bands arranged in clean consecutive zones without overlap.
Key Features:
• Real-time Rolling VWAP calculated over a time-based window (auto or user-defined)
• 10 deviation levels: 0.5σ to 5.0σ
• "Tunnel" visual effect: very transparent bands near VWAP, progressively more opaque toward extremes
• Consecutive fill system (no overlapping fills between bands)
• Individual control for each band: toggle visibility + independent transparency slider
• Automatic timeframe-based period or custom fixed period (Days/Hours/Minutes)
• Minimum bars protection to prevent calculation errors during market gaps and holidays
• Optional info box showing current period
Ideal for:
- Spotting extreme price deviations
- Mean reversion strategies
- Volatility analysis
- Support/resistance zone identification
- Clean visual tunnel for better readability
Based on TradingView's official "Rolling VWAP" indicator, heavily enhanced with clean consecutive fills and full per-band customization.
Recommended default transparency (higher = more transparent):
- Inner bands (0.5σ–1.5σ): 93–98
- Middle bands (2.0σ–3.0σ): 77–89
- Outer bands (3.5σ–5.0σ): 32–68
Enjoy and trade responsibly!
Key Features:
• Real-time Rolling VWAP calculated over a time-based window (auto or user-defined)
• 10 deviation levels: 0.5σ to 5.0σ
• "Tunnel" visual effect: very transparent bands near VWAP, progressively more opaque toward extremes
• Consecutive fill system (no overlapping fills between bands)
• Individual control for each band: toggle visibility + independent transparency slider
• Automatic timeframe-based period or custom fixed period (Days/Hours/Minutes)
• Minimum bars protection to prevent calculation errors during market gaps and holidays
• Optional info box showing current period
Ideal for:
- Spotting extreme price deviations
- Mean reversion strategies
- Volatility analysis
- Support/resistance zone identification
- Clean visual tunnel for better readability
Based on TradingView's official "Rolling VWAP" indicator, heavily enhanced with clean consecutive fills and full per-band customization.
Recommended default transparency (higher = more transparent):
- Inner bands (0.5σ–1.5σ): 93–98
- Middle bands (2.0σ–3.0σ): 77–89
- Outer bands (3.5σ–5.0σ): 32–68
Enjoy and trade responsibly!
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.