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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.
Nota Keluaran
Simple fixesNota Keluaran
Can now used in Pinescript ScreenerNota Keluaran
FixNota Keluaran
SomefixesNota Keluaran
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Skrip sumber terbuka
Dalam semangat TradingView sebenar, pencipta skrip ini telah menjadikannya sumber terbuka, jadi pedagang boleh menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupuan anda boleh menggunakan secara percuma, ingat bahawa penerbitan semula kod ini tertakluk kepada Peraturan Dalaman.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.