Rolling VWAP - Clean Tunnel Bands (Consecutive Fills)
Advanced Rolling Volume Weighted Average Price (RVWAP) indicator with 10 standard deviation bands arranged in clean consecutive zones without overlap.
Key Features:
• Real-time Rolling VWAP calculated over a time-based window (auto or user-defined)
• 10 deviation levels: 0.5σ to 5.0σ
• "Tunnel" visual effect: very transparent bands near VWAP, progressively more opaque toward extremes
• Consecutive fill system (no overlapping fills between bands)
• Individual control for each band: toggle visibility + independent transparency slider
• Automatic timeframe-based period or custom fixed period (Days/Hours/Minutes)
• Minimum bars protection to prevent calculation errors during market gaps and holidays
• Optional info box showing current period
Ideal for:
- Spotting extreme price deviations
- Mean reversion strategies
- Volatility analysis
- Support/resistance zone identification
- Clean visual tunnel for better readability
Based on TradingView's official "Rolling VWAP" indicator, heavily enhanced with clean consecutive fills and full per-band customization.
Recommended default transparency (higher = more transparent):
- Inner bands (0.5σ–1.5σ): 93–98
- Middle bands (2.0σ–3.0σ): 77–89
- Outer bands (3.5σ–5.0σ): 32–68
Enjoy and trade responsibly!
Key Features:
• Real-time Rolling VWAP calculated over a time-based window (auto or user-defined)
• 10 deviation levels: 0.5σ to 5.0σ
• "Tunnel" visual effect: very transparent bands near VWAP, progressively more opaque toward extremes
• Consecutive fill system (no overlapping fills between bands)
• Individual control for each band: toggle visibility + independent transparency slider
• Automatic timeframe-based period or custom fixed period (Days/Hours/Minutes)
• Minimum bars protection to prevent calculation errors during market gaps and holidays
• Optional info box showing current period
Ideal for:
- Spotting extreme price deviations
- Mean reversion strategies
- Volatility analysis
- Support/resistance zone identification
- Clean visual tunnel for better readability
Based on TradingView's official "Rolling VWAP" indicator, heavily enhanced with clean consecutive fills and full per-band customization.
Recommended default transparency (higher = more transparent):
- Inner bands (0.5σ–1.5σ): 93–98
- Middle bands (2.0σ–3.0σ): 77–89
- Outer bands (3.5σ–5.0σ): 32–68
Enjoy and trade responsibly!
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。