OPEN-SOURCE SCRIPT
STRYK: DELTA-RVWAP-EMA'S
Stryk: Delta-RVWAP-EMAs puts three reads on one overlay: where price is relative to value, what order flow is doing, and the higher-timeframe backdrop.
Rolling VWAP built for futures sessions
TradingView's Rolling VWAP measures its window in clock time. This version counts trading time, so "1 session" is always one full 23-hour futures session of bars, across the daily halt and the weekend. You can also use a fixed bar count, clock time, TradingView's automatic period, or an anchored VWAP that resets each session, week or month. A session filter lets only regular hours, overnight, Asia, London or a custom window feed the calculation. Three standard-deviation bands are drawn around the VWAP.
Delta candles
Candles are colored by the Delta size HTF engine. Each bar is compared with the value area of the last N higher-timeframe candles (1 hour x 23 by default). Inside value is neutral, above is bullish, below is bearish, and the color strengthens with acceptance, relative volume and movement of the point of control. Four simpler VWAP-based color modes are also available.
Max Delta Prints (MDP)
A bar is marked as an aggression print when its delta is far from its own baseline on heavier volume than that time of day normally sees, and as an absorption print when heavy volume produces unusually little movement. Each print can be tagged by where it happened relative to the VWAP: continuation, reversal or raw. Optional reversal and trend markers build on that tag. They are off by default and are context to study, not trade signals.
Delta source
Delta uses TradingView footprint data where your plan and symbol provide it. That data is classified from lower-timeframe price action. Where it is unavailable, the script estimates delta from the direction of lower-timeframe bars. Neither is exchange aggressor data.
Higher-timeframe lines
A chart EMA (233 bars), a daily EMA (50 days) and a weekly EMA (20 weeks), each with editable length and type. The daily and weekly lines are requested from their own timeframes, so the level is the same on every chart. Three weekly-ATR bands sit around the weekly line. A bias row shows how many lines price is above or below.
Line shape
One control sets how every line is drawn: Smooth (multi-pass smoothing), Raw, or Stepped.
How to use it
Start with the defaults on an intraday futures chart. Group 0 holds a master switch for every block, so turn off what you do not need. The tooltips in each group explain its settings.
Notes
- The VWAP and the EMAs include the forming bar. The daily and weekly lines can include the forming day or week, or use completed bars only.
- Alerts fire on bar close.
- Delta, value-area and absorption reads are estimates built from the data described above.
- Replay mode reduces the data the script requests so it fits Bar Replay.
Credit: the rolling VWAP concept and the automatic time period come from TradingView's built-in Rolling VWAP.
Rolling VWAP built for futures sessions
TradingView's Rolling VWAP measures its window in clock time. This version counts trading time, so "1 session" is always one full 23-hour futures session of bars, across the daily halt and the weekend. You can also use a fixed bar count, clock time, TradingView's automatic period, or an anchored VWAP that resets each session, week or month. A session filter lets only regular hours, overnight, Asia, London or a custom window feed the calculation. Three standard-deviation bands are drawn around the VWAP.
Delta candles
Candles are colored by the Delta size HTF engine. Each bar is compared with the value area of the last N higher-timeframe candles (1 hour x 23 by default). Inside value is neutral, above is bullish, below is bearish, and the color strengthens with acceptance, relative volume and movement of the point of control. Four simpler VWAP-based color modes are also available.
Max Delta Prints (MDP)
A bar is marked as an aggression print when its delta is far from its own baseline on heavier volume than that time of day normally sees, and as an absorption print when heavy volume produces unusually little movement. Each print can be tagged by where it happened relative to the VWAP: continuation, reversal or raw. Optional reversal and trend markers build on that tag. They are off by default and are context to study, not trade signals.
Delta source
Delta uses TradingView footprint data where your plan and symbol provide it. That data is classified from lower-timeframe price action. Where it is unavailable, the script estimates delta from the direction of lower-timeframe bars. Neither is exchange aggressor data.
Higher-timeframe lines
A chart EMA (233 bars), a daily EMA (50 days) and a weekly EMA (20 weeks), each with editable length and type. The daily and weekly lines are requested from their own timeframes, so the level is the same on every chart. Three weekly-ATR bands sit around the weekly line. A bias row shows how many lines price is above or below.
Line shape
One control sets how every line is drawn: Smooth (multi-pass smoothing), Raw, or Stepped.
How to use it
Start with the defaults on an intraday futures chart. Group 0 holds a master switch for every block, so turn off what you do not need. The tooltips in each group explain its settings.
Notes
- The VWAP and the EMAs include the forming bar. The daily and weekly lines can include the forming day or week, or use completed bars only.
- Alerts fire on bar close.
- Delta, value-area and absorption reads are estimates built from the data described above.
- Replay mode reduces the data the script requests so it fits Bar Replay.
Credit: the rolling VWAP concept and the automatic time period come from TradingView's built-in Rolling VWAP.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.