Aggiornato
Multi-Period VWAP (7D / 30D / 90D)
This indicator plots three rolling Volume-Weighted Average Price (VWAP) lines calculated over trailing 7-day, 30-day, and 90-day windows, giving you a read on where price sits relative to volume-weighted "fair value" across short, medium, and long-term horizons.
Unlike a standard anchored VWAP that resets to zero at a fixed point (session, week, month), these lines are true rolling averages — they continuously reflect the most recent N days of trading and shift smoothly bar to bar, making them useful for spotting mean-reversion zones, confluence with order blocks/key levels, and gauging trend strength when the shorter VWAP is stacked above or below the longer ones.
Features:
- Adjustable lookback lengths for all three periods (defaults: 7 / 30 / 90 days)
- Toggle each VWAP on/off independently
- Customizable colors per line
- Choice of price source (HLC3, Close, or OHLC4)
- Optional "confirmed bars only" mode to prevent the lines from repainting as the current day's volume accumulates
- Live value labels on the last bar for each active VWAP
Built with crypto's 24/7 markets in mind, so the daily boundaries used for the rolling calculation aren't disrupted by traditional session gaps.
Unlike a standard anchored VWAP that resets to zero at a fixed point (session, week, month), these lines are true rolling averages — they continuously reflect the most recent N days of trading and shift smoothly bar to bar, making them useful for spotting mean-reversion zones, confluence with order blocks/key levels, and gauging trend strength when the shorter VWAP is stacked above or below the longer ones.
Features:
- Adjustable lookback lengths for all three periods (defaults: 7 / 30 / 90 days)
- Toggle each VWAP on/off independently
- Customizable colors per line
- Choice of price source (HLC3, Close, or OHLC4)
- Optional "confirmed bars only" mode to prevent the lines from repainting as the current day's volume accumulates
- Live value labels on the last bar for each active VWAP
Built with crypto's 24/7 markets in mind, so the daily boundaries used for the rolling calculation aren't disrupted by traditional session gaps.
Note di rilascio
Noticed that it wasn't a true rolling daily VWAP as price values changed per timeframe. This now calculates on the Daily timeframe then fixes it on other TFs.Note di rilascio
Changed VWAP to calculate on 30min timeframe instead of 1 day. Still within TV's 5000 candle limit but instead of a flat line for each day, now VWAP lines use the next 30min bar to recalculate looking back 7/30/90 days.
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Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.