OPEN-SOURCE SCRIPT
Aggiornato 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.
Note di rilascio
Simple fixesNote di rilascio
Can now used in Pinescript ScreenerNote di rilascio
FixNote di rilascio
SomefixesNote di rilascio
PictureScript open-source
Nello spirito di TradingView, l'autore di questo script lo ha reso open source, in modo che i trader possano esaminarne e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricordiamo che la ripubblicazione del codice è soggetta al nostro Regolamento.
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.
Script open-source
Nello spirito di TradingView, l'autore di questo script lo ha reso open source, in modo che i trader possano esaminarne e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricordiamo che la ripubblicazione del codice è soggetta al nostro Regolamento.
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.