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Prezzo medio ponderato con i volumi (VWAP)

VWAP Dashboard Globex RTH Multi AssetsDashboard shows 3 assets and what is the current price location in relation to each Globex (full day or overnight) VWAP and the RTH (New York) VWAP. It will also show whether it is inside the Std Dev Bands +-1 (In Value) otherwise it will give the points distance outside in the EXT column. The Dist column shows the distance from the VWAP to the total current price location, not just to the outer band on the other VWAPs I've published. There is a arrow that shows the direction price is currently
Indicatore
di CzechMate06
GEX Levels ES Futures OnlyGEX Levels — Gamma Exposure Trading Map This indicator overlays key Gamma Exposure (GEX) levels directly on your ES futures chart, giving you a real-time structural map of where dealer hedging creates predictable price behavior. What it shows: 🟢 Ceiling (Major Positive Gamma) — The dominant gamma wall. Price gravitates toward this level and tends to reject hard. Strong resistance above, magnet from below. ⚡ Flip Line (Zero Gamma) — The regime boundary. Above it, dealers are long gamma — they
Indicatore
di sunnyp987
11
VWAP ORB Pullback StrategyThis strategy is an Opening Range Breakout pullback system that uses the first X minutes after the market open to define the opening range, then looks for breakout entries that pull back to VWAP for confirmation. It is designed to trade in the direction of momentum after the opening range is established, with ATR-based stop loss and profit target levels. How it works It records the opening range high and low during the first part of the session after the U.S. market opens at 9:30 AM New York ti
Strategia
di TraderTed420
Rolling VWAP by AvenoirRolling VWAP by Avenoir Plots up to five rolling VWAPs (7D, 30D, 90D, 180D, 365D) as dotted historical traces, with clean text labels on the right edge of the chart. Features Five toggleable lookbacks: 7, 30, 90, 180, and 365 days Two calculation modes: Daily Based — pulls daily data via request.security, so the VWAPs stay consistent regardless of your chart timeframe Current Timeframe — calculates from the active chart timeframe using fixed bar lengths Minimal styling: single line color, ad
Indicatore
di AVENOIRxbt
Fib 1-2-3-4 Vol/Delta/ProjOverview This indicator automates a practical Fib 1–2–3–4 workflow on the chart: fractal-style swings define point 1 and point 2, retracements mark the discount/premium zone, and negative extensions mark take-profit style targets. It is built for fast markets (e.g. MNQ / NQ) but works on any symbol the chart supports. Purpose The goal is to keep the chart readable while still showing: Where the active leg is (swing line + optional zone fill) Key retracements (defaults favor 61.8%–88.6%; extras
Indicatore
di attiquekhan23
VWAP DELTA🇬🇧 ENGLISH VWAP DELTA is a Volume Weighted Average Price that uses delta volume magnitude as its weighting factor instead of total volume. Unlike a standard VWAP — where every bar contributes proportionally to its raw volume — VWAP DELTA gives more weight to bars where buyers or sellers clearly dominated, and less weight to bars where volume was balanced between both sides. The result is a price level that better reflects where the market agreed during high-conviction moves. HOW IT WORKS: Delt
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di BullBearSR
PnLFlow Triple M (EMA + VWAP)PnLFlow Triple M (EMA + VWAP) is a precision-based price action indicator designed to highlight liquidity wicks alongside key dynamic levels for high-probability trading decisions. This tool identifies high and low wick rejections, helping traders spot potential liquidity sweeps and reversal zones in real time. It is combined with three essential moving averages (EMA 14, EMA 200, EMA 400) to provide short-term momentum, mid-term trend, and long-term directional bias. Additionally, the buil
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di pnlflow
SHK All-In-One | 3MA - VWAP - Liq - SMC - Marco - ZZ╔══════════════════════════════════════════════════════════════════╗ ║ SHK All-In-One ║ ║ by SHK · Pine Script v6 ║ ╚══════════════════════════════════════════════════════════════════╝ ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🏅 CREDITS & ORIGINAL AUTHORS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ This script is a combined, extended and restructured version of several outstanding open-source indicat
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di Syed_Hussain_K
CandelaCharts - Killzone VWAP📝 Overview The CandelaCharts - Killzone VWAP indicator provides a specialized Volume Weighted Average Price (VWAP) calculation for specific intraday sessions (Killzones) and the daily period. It includes advanced features like Standard Deviation bands and Rolling VWAP calculation, making it a powerful tool for volume-based trend analysis. 📦 Features 5 Customizable Sessions : Tracks VWAP across Asia, London, NY AM, NY Lunch, and NY PM sessions. Daily VWAP Modes : Classic : R
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di CandelaCharts
BoaBias: Anchored Swing VWAP (MTF) - Touch, Alerts, Stats█  WHAT IT DOES Chart timeframe: Multiple anchored VWAP curves from swing pivots—not session VWAP. Resistance-anchored paths (swing highs) and support-anchored paths (swing lows) draw as polylines and clear after confirmation (same rules as the inputs: one qualifying close or N bars in a row ). Optional touch markers when the bar range spans VWAP (green below / red above). Higher timeframes: Optional HTF 1–3 reuse the same pivot + anchored-VWAP logic inside request.security with
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di Goldfinch_song
BoaBiasVwapSwingRxStatsLibrary "BoaBiasVwapSwingRxStats" reset_slot_rx(idx, slotTouched, firstTouchBar, cohortConsec, kMetInWindow, atrMetInWindow, feFirstSwingBar, feFirstOppBar, feFirstBeyondBar, noTouchSent, feUnset)   Parameters:      idx (int)      slotTouched (array)      firstTouchBar (array)      cohortConsec (array)      kMetInWindow (array)      atrMetInWindow (array)      feFirstSwingBar (array)      feFirstOppBar (array)      feFirstBeyondBar (array)      noTouchSent (int)      feUnset (int
Libreria
di Goldfinch_song
Volatility-Driven VWAP Structure (Zeiierman)█ Overview Volatility-Driven VWAP Structure (Zeiierman) is a VWAP-based market structure tool that adapts its regime logic using volatility, Z-score normalization, and reversal-anchored VWAP profiles. The script builds a rolling VWAP structure and adjusts its transition distance using an adaptive volatility engine. The result is a dynamic structure line that shifts only when VWAP displacement is strong enough relative to current volatility conditions. When a structure reversal occurs, the
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di Zeiierman
4