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Macro TWAP

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Macro TWAP shows multiple time-weighted average price levels across long-term and short-term periods, including 30Y, 20Y, 10Y, 5Y, yearly, quarterly, monthly, weekly, and daily TWAP. Useful for identifying macro mean levels, higher-timeframe structure, and dynamic support/resistance.
Notes de version
Macro TWAP — Calculation Update

Fixed an issue where TWAP values could change when switching the chart timeframe.

The indicator now calculates each TWAP using a fixed source timeframe:

• 5-, 10-, 20- and 30-year TWAPs: daily candles.
• Yearly, quarterly and monthly TWAPs: hourly candles.
• Weekly and daily TWAPs: 1-minute candles.

Additional improvements:
• Uses completed source candles for stable updates.
• Corrected period-reset logic that could cause TWAP lines to disappear.
• Added a table displaying all nine TWAP values and their source timestamps in UTC.
• Added an option to hide calculations when the beginning of a period is missing from available history.
• Updated to Pine Script v6.

Tested on XAUUSD across 5-minute, 6-hour and daily charts. Historical curves retain the display resolution of the selected chart timeframe.
Gauder84
Broker I use: PU Prime | Referral/IB link below. I may earn commission from referred trading. Trading involves risk.
Aussi sur:
banksCyclesinstitutionalmacromacroanalysismeanreversionmultitimeframeTrend Analysistwap

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Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
banksCyclesinstitutionalmacromacroanalysismeanreversionmultitimeframeTrend Analysistwap
Gauder84
Broker I use: PU Prime | Referral/IB link below. I may earn commission from referred trading. Trading involves risk.
Aussi sur:

Clause de non-responsabilité

Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.