Volume Weighted Average Price (VWAP)

VWAP MVWAP with Opening range The indicator plots the opening range of different time frame useful for intraday for range breakouts. It is combined with VWAP and MVWAP( EMA on VWAP ) to look for low risk areas to take positions and also filters whipsaws

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by Trader_Shyam

Rolling Multiday VWAP Couldn't find a VWAP script that worked the way I needed so I created this one. Basically, it provides a multiday rolling VWAP. I made the rolling period configurable, but I primarily use it to add a 2 day VWAP to my chart alongside the standard VWAP indicator. This unique thing that this indicator does is dynamically anchor to the configured period, but starting from today backwards. Basically, this indicator ensures VWAP never anchors to the current day, but instead always shows a 2 day VWA

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by CapitalMastery

VWAP_ multi exchanges for crypto market vwap of multiple exchanges to smooth the signal. above the ribbon long. under the ribbon short

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1m/1W VWAPs X WVWAP VWAP indicator great for intraday trading. Includes a 1-minute VWAP, Weekly VWAP colored red/green, and an adjustable MVWAP with the default set to 21.

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VWAP Pedrosa VWAP with Period em Multi TF (W, D, H4, H1 and M15).

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SPY Expected Move by VIX This indicator shows 1 and 2 standard deviation price move from the VWAP based on VIX. Implied Volatility (IV) is being used extensively in the Option world to project the Expected Move for the underlying instrument. VIX is used as a proxy for SPY's IV for 30 days. This indicator is meaningful only for SPY but can be used in any other instrument which has a strong correlation to SPY.

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(JS) Multi-Time Frame Pivot Point Detector 2.0 So here's an updated version of my automatic Pivot Point detector. If you don't like having a bunch of Pivots on your chart at once, or having to cycle through various resolutions to see different ones, this is for you! What does this indicator do? It automatically detects the nearest daily, weekly, and monthly pivot points both above and below the current price and automatically plots them for you. It's really just as simple as that. You select how far back you want it to plot with the "Piv

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Midas 6 Anchored VWAP [xdecow]This script plots 6 anchored vwap from the selected bars. The labels are only to help identify the starting points and can be disabled in the options.

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My VWAP Reversal + Pivot Points Standard This indicator, with the addition of a standard VWAP indicator to the 5m chart, helps the operator when using a closing candle Price to initiate a VWAP Reversal strategy. The strategy involves Price gapping up, look for a Close below the 1st 5m candle Low; else look for a Close above the 1st 5m candle High. On a break of VWAP, take the trade in the opposite direction of the gap, hence the VWAP Reversal. Not my own strat, credit to T3 Newsbeat, publicly posted on YouTube. The Pivot Points Stand

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VWAP Gap [AR]This simple indicator measure the difference between price and VWAP line The VWAP Gap indicator works best on intraday charts SET-UP INFO 1. Add VWAP to your chart and set it up 2. Open "VWAP Gap Indicator" settings 3. Change source to "VWAP" Enjoy! Alex R.

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by areznichenko

VWAP TF-Aware =========================================================== 8/Feb/2020 02:57 PM AUTHOR: Brandon Gum - DESCRIPTION: This is a timeframe aware VWAP indicator. The built-in VWAP indicator was changed in late 2019 which resulted in it no longer being restricted to low timeframes. As a result the indicator would plot on higher timeframe charts and create "noise" between candles. This Version of vwap only displays vwap on 30 minute and below times frames. ===========================================

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NSDT Triple VWAP with Adjustable Start Times Allows you to plot 3 VWAP's with 3 different start times. Very useful for trading futures where there are multiple sessions involved. Can also be used with stocks to set as previous day, pre-market, and market open.

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by NorthStarDayTrading

VWAP-ATRstop Adapted ATR-stop with only VWAP and ATR. Didnt test it, feel free to use it the way you want. You can turn off the bar color function and change any config.

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Anchored VWAP Pine implementation of VWAP, similar to build-in, with anchors to Session, Week, Month and Year

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VWAPVWMAATR Adapted ATR that i am using in BTC 15M charts. It is an usual ATR-Stop smoothed by a VWAP and a VWMA. This crazy config i am using only for BTC, but i found others configs with others assets, like brlusd contracts. You can turn off the barcolor function and change the lenght of the VWAP and VWMA.

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Multiple VWAP An intraday indicator which plots the 3 different VWAP. 1. D-VWAP shows VWAP from the first candle of the day 2. W-VWAP shows VWAP from the first candle of the week 3. M-VWAP shows VWAP from the first candle of the month

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Yesterdays VWAP Line Draws a line today at yesterdays VWAP.

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4-VWAP overlay I am a big fan of Kite Crossing Oscillator by Kloov. In an effort to see the actual vwap values I created a simple overlay of the vwaps with adjustable intervals.

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[PX] VWAP Gap Level Hello guys, another day, another method for detecting support and resistance level. This time it's all about the VWAP and daily gaps it might produce. How does it work? The indicator detects when a new daily candle begins and the VWAP makes a big move in either direction. Often it produces a gap and this is where the support or resistance level will be plotted. The idea behind it is, that those gaps get filled at some point in time. You can control how big a VWAP movement ("gap") has to be

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EVWMA VWAP Cross Strategy [QuantNomad]Continue to experiement with VWAP and EVWMA. It seems that just simple crosses between VWAP and EVWMA can be pretty good signals. VWAP is a bit choppy so you can use VWAP smoothing input to smoth it a bit. Here are few other strategies based on EVWMA: EVWMA VWAP MACD Strategy QuantNomad - EVWMA MACD Strategy

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EVWMA VWAP MACD Alerts [QuantNomad]Study version of EVWMA VWAP MACD Strategy I pulished recently:

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EVWMA VWAP MACD Strategy [QuantNomad]Based on comment of @coondawg71 I tried to compare VWAP and EVWMA. Both are sort of moving averages so I decided to create a MACD based on these 2 indicators. In parameters you can set EVWMA Length and 2 smoothing lengths for "macd" and "signal". Strategy seems to work pretty good at 2h-8h timeframes for crypto. What do you thing about it?

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VWAP ATR mean reeeeeeeeee Mean reversion strategy which lets you set a VWAP length, ATR length - then creates signal when distance closing price from VWAP is greater than ATR x a multiplier which you set

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Derivative Oscillator Cu [ID: AC-P]The "AC-P" version of the Derivative Oscillator is my personal customized version of Constance Brown's Derivative Oscillator (using Everget's implementation of it as the base), with the the following modifications and additions: VWAP Indication - option to show whether the price input option is above or below the Daily VWAP (red triangles = price input is below vwap, green triangles = price input is above vwap) Bullish and Bearish phases from shayankm's Waddah Attar Explosion V2 () is i

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by UnknownUnicorn2796841