OPEN-SOURCE SCRIPT
STRYK: DELTA-RVWAP-EMA'S
Stryk: Delta-RVWAP-EMAs puts three reads on one overlay: where price is relative to value, what order flow is doing, and the higher-timeframe backdrop.
Rolling VWAP built for futures sessions
TradingView's Rolling VWAP measures its window in clock time. This version counts trading time, so "1 session" is always one full 23-hour futures session of bars, across the daily halt and the weekend. You can also use a fixed bar count, clock time, TradingView's automatic period, or an anchored VWAP that resets each session, week or month. A session filter lets only regular hours, overnight, Asia, London or a custom window feed the calculation. Three standard-deviation bands are drawn around the VWAP.
Delta candles
Candles are colored by the Delta size HTF engine. Each bar is compared with the value area of the last N higher-timeframe candles (1 hour x 23 by default). Inside value is neutral, above is bullish, below is bearish, and the color strengthens with acceptance, relative volume and movement of the point of control. Four simpler VWAP-based color modes are also available.
Max Delta Prints (MDP)
A bar is marked as an aggression print when its delta is far from its own baseline on heavier volume than that time of day normally sees, and as an absorption print when heavy volume produces unusually little movement. Each print can be tagged by where it happened relative to the VWAP: continuation, reversal or raw. Optional reversal and trend markers build on that tag. They are off by default and are context to study, not trade signals.
Delta source
Delta uses TradingView footprint data where your plan and symbol provide it. That data is classified from lower-timeframe price action. Where it is unavailable, the script estimates delta from the direction of lower-timeframe bars. Neither is exchange aggressor data.
Higher-timeframe lines
A chart EMA (233 bars), a daily EMA (50 days) and a weekly EMA (20 weeks), each with editable length and type. The daily and weekly lines are requested from their own timeframes, so the level is the same on every chart. Three weekly-ATR bands sit around the weekly line. A bias row shows how many lines price is above or below.
Line shape
One control sets how every line is drawn: Smooth (multi-pass smoothing), Raw, or Stepped.
How to use it
Start with the defaults on an intraday futures chart. Group 0 holds a master switch for every block, so turn off what you do not need. The tooltips in each group explain its settings.
Notes
- The VWAP and the EMAs include the forming bar. The daily and weekly lines can include the forming day or week, or use completed bars only.
- Alerts fire on bar close.
- Delta, value-area and absorption reads are estimates built from the data described above.
- Replay mode reduces the data the script requests so it fits Bar Replay.
Credit: the rolling VWAP concept and the automatic time period come from TradingView's built-in Rolling VWAP.
Rolling VWAP built for futures sessions
TradingView's Rolling VWAP measures its window in clock time. This version counts trading time, so "1 session" is always one full 23-hour futures session of bars, across the daily halt and the weekend. You can also use a fixed bar count, clock time, TradingView's automatic period, or an anchored VWAP that resets each session, week or month. A session filter lets only regular hours, overnight, Asia, London or a custom window feed the calculation. Three standard-deviation bands are drawn around the VWAP.
Delta candles
Candles are colored by the Delta size HTF engine. Each bar is compared with the value area of the last N higher-timeframe candles (1 hour x 23 by default). Inside value is neutral, above is bullish, below is bearish, and the color strengthens with acceptance, relative volume and movement of the point of control. Four simpler VWAP-based color modes are also available.
Max Delta Prints (MDP)
A bar is marked as an aggression print when its delta is far from its own baseline on heavier volume than that time of day normally sees, and as an absorption print when heavy volume produces unusually little movement. Each print can be tagged by where it happened relative to the VWAP: continuation, reversal or raw. Optional reversal and trend markers build on that tag. They are off by default and are context to study, not trade signals.
Delta source
Delta uses TradingView footprint data where your plan and symbol provide it. That data is classified from lower-timeframe price action. Where it is unavailable, the script estimates delta from the direction of lower-timeframe bars. Neither is exchange aggressor data.
Higher-timeframe lines
A chart EMA (233 bars), a daily EMA (50 days) and a weekly EMA (20 weeks), each with editable length and type. The daily and weekly lines are requested from their own timeframes, so the level is the same on every chart. Three weekly-ATR bands sit around the weekly line. A bias row shows how many lines price is above or below.
Line shape
One control sets how every line is drawn: Smooth (multi-pass smoothing), Raw, or Stepped.
How to use it
Start with the defaults on an intraday futures chart. Group 0 holds a master switch for every block, so turn off what you do not need. The tooltips in each group explain its settings.
Notes
- The VWAP and the EMAs include the forming bar. The daily and weekly lines can include the forming day or week, or use completed bars only.
- Alerts fire on bar close.
- Delta, value-area and absorption reads are estimates built from the data described above.
- Replay mode reduces the data the script requests so it fits Bar Replay.
Credit: the rolling VWAP concept and the automatic time period come from TradingView's built-in Rolling VWAP.
Script de código abierto
Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que cualquier republicación del código está sujeta a nuestras Normas internas.
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.
Script de código abierto
Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que cualquier republicación del código está sujeta a nuestras Normas internas.
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.