OPEN-SOURCE SCRIPT
Actualizado VWAP & VWMA Dashboard + AVWAP
VWAP, CVD & Auto-Anchored Confluence Dashboard
A complete, rule-based trading system combining order flow momentum (CVD), institutional volume levels (Session VWAPs, VWMA), and dynamic Auto-Anchored VWAP (AVWAP) logic. It provides clear, multi-tier entry signals via a real-time dashboard and dynamic chart coloring.
Core Strategy: Tiered Confluence
The system is built on a strict rule set. Confirmations stack as more volume and order flow parameters align. The chart visualizes this confluence automatically.
🟢 LONG SETUPS
Sentiment Switch (LONG): The initial trigger. Price crosses above the AVWAP Middle Line (the dynamic mean of the auto-anchored high/low VWAPs). Baseline sentiment shifts to bullish.
Confirmation (LONG +): Momentum builds. Price holds above the VWMA 22 AND order flow pushes in (CVD is positive).
Triple Long (LONG ++): The ultimate trend setup. Price is above the AVWAP Middle Line, VWMA 22, CVD is positive, AND price trades above the Session VWAP (NY / RTH) or Daily ETH VWAP. Maximum long confluence.
🔴 SHORT SETUPS
Sentiment Switch (SHORT): Price drops below the AVWAP Middle Line. Baseline sentiment shifts to bearish.
Confirmation (SHORT +): Price holds below the VWMA 22 AND selling pressure increases (CVD is negative).
Triple Short (SHORT ++): Maximum short confluence. Price is below all previously mentioned levels AND below the Session VWAP (NY / RTH) or Daily ETH VWAP.
Key Features
Integrated Auto-Anchored VWAP (AVWAP): Automatically anchors VWAP to new session extremes (high/low) or structural breaks. The resulting AVWAP Middle Line serves as the primary directional filter.
Real-Time HUD Dashboard: A compact on-chart panel showing the live status (BULLISH/BEARISH or LONG/SHORT) of the VWMA 22, RTH/ETH VWAPs, AVWAP Middle Line, and CVD at a glance.
Dynamic Signal Coloring: Changes the chart background or indicator bands based on confluence strength (Triple Long/Short). Built for fast, hesitation-free execution in volatile markets like the NQ.
Intraday CVD (Cumulative Volume Delta): Extracts lower timeframe data (e.g., seconds charts) to track actual buy/sell volume, plotted alongside a moving average filter (CVD MA).
Dual Session VWAPs: Distinct calculations for Regular Trading Hours (US Open / NY) and Extended Trading Hours (Overnight/Daily) to accurately map key liquidity zones.
A complete, rule-based trading system combining order flow momentum (CVD), institutional volume levels (Session VWAPs, VWMA), and dynamic Auto-Anchored VWAP (AVWAP) logic. It provides clear, multi-tier entry signals via a real-time dashboard and dynamic chart coloring.
Core Strategy: Tiered Confluence
The system is built on a strict rule set. Confirmations stack as more volume and order flow parameters align. The chart visualizes this confluence automatically.
🟢 LONG SETUPS
Sentiment Switch (LONG): The initial trigger. Price crosses above the AVWAP Middle Line (the dynamic mean of the auto-anchored high/low VWAPs). Baseline sentiment shifts to bullish.
Confirmation (LONG +): Momentum builds. Price holds above the VWMA 22 AND order flow pushes in (CVD is positive).
Triple Long (LONG ++): The ultimate trend setup. Price is above the AVWAP Middle Line, VWMA 22, CVD is positive, AND price trades above the Session VWAP (NY / RTH) or Daily ETH VWAP. Maximum long confluence.
🔴 SHORT SETUPS
Sentiment Switch (SHORT): Price drops below the AVWAP Middle Line. Baseline sentiment shifts to bearish.
Confirmation (SHORT +): Price holds below the VWMA 22 AND selling pressure increases (CVD is negative).
Triple Short (SHORT ++): Maximum short confluence. Price is below all previously mentioned levels AND below the Session VWAP (NY / RTH) or Daily ETH VWAP.
Key Features
Integrated Auto-Anchored VWAP (AVWAP): Automatically anchors VWAP to new session extremes (high/low) or structural breaks. The resulting AVWAP Middle Line serves as the primary directional filter.
Real-Time HUD Dashboard: A compact on-chart panel showing the live status (BULLISH/BEARISH or LONG/SHORT) of the VWMA 22, RTH/ETH VWAPs, AVWAP Middle Line, and CVD at a glance.
Dynamic Signal Coloring: Changes the chart background or indicator bands based on confluence strength (Triple Long/Short). Built for fast, hesitation-free execution in volatile markets like the NQ.
Intraday CVD (Cumulative Volume Delta): Extracts lower timeframe data (e.g., seconds charts) to track actual buy/sell volume, plotted alongside a moving average filter (CVD MA).
Dual Session VWAPs: Distinct calculations for Regular Trading Hours (US Open / NY) and Extended Trading Hours (Overnight/Daily) to accurately map key liquidity zones.
Notas de prensa
Simple fixesNotas de prensa
Can now used in Pinescript ScreenerNotas de prensa
FixNotas de prensa
SomefixesNotas de prensa
PictureScript 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.