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Volume Weighted Average Price (VWAP)

Outlier Detecting Cumulative Moving Average (ODCMA)This is a simple moving average with a rolling length that resets whenever there is an outlier in the data. I have also included volume weighting. The length represents the lookback period for the outlier detection and the "Outlier Detection" is the deviation level to trigger the detection. You can select from: price detection, volume detection, price or volume detection, price and volume detection. I hope you can find this script useful. Its like a session weighted moving average but instead it retriggers the cumulative sum whenever there is an outlier.
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oleh The_Peaceful_Lizard
2
GIRISH indicatorHello traders, This indicator is the enhancement to my previous indicator (RSI+OBV). There is combined RSI and OBV with DMI. This new indicator is combination of RSI and OBV with VWAP . I have been using this indicator for intraday trades in NIFTY & BANKNIFTY . The white line indicates the movement of VWAP wrt current price. There default range for this has been defined as -40 to 40 . Entry for long: When white line goes below -40, we need to wait for green background. Entry has to be taken when green background appears. If price goes below the entry point, averaging can be done once. Price will surely go long and give us good profit. Entry for short: When white line goes above 40 , we need to wait for red background (if darker red comes, it is better) . Entry has to be taken when red background appears. If price goes above the entry point, averaging can be done once. Price will surely go down and give us good profit on short side. PS: Please do back testing in chart before taking trades.
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oleh email_analysts
3
VWAP Market Session AnchoredVWAP Market Session Anchored differs from the traditional VWAP or VWAP Auto Anchored indicator in that the Volume Weighted Average Price calculation is automatically anchored to four major market session starts: Sydney, London, Tokyo, New York. Settings Source: the source for the VWAP calculation. Offset: changing this number will move the VWAP either Forwards or Backwards, relative to the current market. Zero is the default. Band: enabling this will show Standard Deviation bands. Band Multiplier: the value the Standard Deviation bands will be multiplied by before being plotted on the chart. Sessions : enabling the sessions will plot the respective anchored VWAP on chart. Custom: enabling this will show a custom user-defined session. Custom UTC : the custom session is defined by a starting UTC hour followed by the ending UTC hour. Usage Similar to the traditional VWAP, VWAP Market Session Anchored is a technical analysis tool used to measure the average price weighted by volume. VWAP Market Session Anchored can be used to identify the trend during a specific market session. Limitations When setting a custom session, be mindful that calculations are based off of the Coordinated Universal Time (UTC) time, you must convert your local time zone to UTC in order to have an accurate representation of your custom session. It is not recommended to use this indicator on timeframes above 1 hour as market sessions only last a few hours.
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oleh DeltaSeek
8
VWAP & Previous VWAP - MTF█ Volume Weighted Average Price & Previous Volume Weighted Average Price - Multi Timeframe This script can display the daily, weekly, monthly, quarterly, yearly and rolling VWAP but also the previous ones. █ Volume Weighted Average Price (VWAP) The VWAP is a technical analysis tool used to measure the average price weighted by volume. VWAP is typically used with intraday charts as a way to determine the general direction of intraday prices. VWAP is similar to a moving average in that when price is above VWAP, prices are rising and when price is below VWAP, prices are falling. VWAP is primarily used by technical analysts to identify market trends. █ Rolling VWAP The typical VWAP is designed to be used on intraday charts, as it resets at the beginning of the day. Such VWAPs cannot be used on daily, weekly or monthly charts. Instead, this rolling VWAP uses a time period that automatically adjusts to the chart's timeframe. You can thus use the rolling VWAP on any chart that includes ​volume information in its data feed. Because the rolling VWAP uses a moving window, it does not exhibit the jumpiness of VWAP plots that reset. For the version with standard deviation bands. MTF VWAP & StDev Bands
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oleh Yatagarasu_
2
Adaptive VWAP Stdev BandsIntroduction Heyo, here are some adaptive VWAP Standard Deviation Bands with nice colors. I used Ehlers dominant cycle theories and ZLSMA smoothing to create this indicator. You can choose between different algorithms to determine the dominant cycle and this will be used as reset period. Everytime bar_index can be divided through the dominant cycle length and the result is zero VWAP resets if have chosen an adaptive mode in the settings. The other reset event you can use is just a simple time-based event, e.g. reset every day. Usage I think people buy/sell when it reaches extreme zones. Enjoy! --- Credits to: @SandroTurriate - VWAP Stdev Bands @blackcat1402 - Dominant Cycle Analysis @DasanC - Dominant Cycle Analysis @veryfid - ZLSMA (Sry, too lazy for linking) I took parts of their code. Ty guys for your work! Just awesome.
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oleh simwai
6
Volume Weighted Reversal BandsThis is a vwap & vwma hybrid with upper & lower deviation bands that provide excellent price channels and reversal areas. It can be used on lower & higher timeframes, just increase the deviation % for higher timeframes. Try out the 1 minute timeframe with .5% deviation for great scalping levels. Here is the calculation used for the main line. (VWMA100 + VWMA500 + VWMA1000 + VWAP) / 4 So it combines 3 VWMAs with the VWAP and divides that number by 4 to give us a moving average. Then we add new levels above and below that moving average to get our channels. The channels are separated by the % deviation you choose in the settings. For tighter bands, lower the percentage deviation and for wider bands, increase the percentage deviation. The fattest line in the middle is the main moving average and you can expect price to regularly return to this level. The thick lines are the main moving average plus or minus the percentage deviation you have set. There are 10 levels in each direction from the main moving average. The is also a thin short term moving average as well with a custom calculation. It takes 4 different length moving averages that are weighted and 4 more that are volume weighted and divides the total by 8.The lines will be green when price is above the line and red when price is below the line. The thin white line is the VWAP on its own. These lines will act as dynamic support and resistance so you can scalp them back and forth. These levels work so well because they are volume weighted and the algos hedge their positions back and forth constantly. For best results, use this indicator on tickers with the highest volume and trading action as the price will stick to these levels better when the big money players are hedging. Some great tickers for this indicator are APPL, SPY, BTC, ETH. All colors and linewidths can be customized in the settings easily as well as turning off the VWAP or short moving average and adjusting the percentage deviation for the channels. ***MARKETS*** This indicator can be used on all markets, including stocks, crypto, futures and forex. ***TIMEFRAMES*** This indicator can be used on all timeframes. ***TIPS*** Try using numerous indicators of ours on your chart for extra confirmation. Our favorites to pair with these bands are the Scalper Ribbon and Trend Friend Signals. The 3 combined give you a lot of extra confirmation on whether the market is going to reverse at these levels.
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oleh FriendOfTheTrend
8
VWAP Bollinger BandsWhat makes this different from vwap bands / bollinger bands? This indicator takes a bit of inspiration from bollinger but instead of utilizing built in pine script std dev that uses simple moving average internally, this version replaces that with vwap. Also instead of traditional bollinger band basis of 20 period simple moving average, the basis here for the bands is the vwap. How to use it? Usage is similar to vwap itself, though the standard deviation bands will expand and contract like normal bollinger bands instead of vwap bands that just widen as the market movement continues. The bands tell a slightly different story from bollinger bands as the underlying data utilized is the vwap itself. Which markets is this meant for? Any market. What conditions? This aids in finding conditions of entry standard to vwap, but the bands could give key areas of focus for entries and exits better than standard bollinger bands or vwap bands.
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oleh TradeSeekers
5
Aggregated Rolling VWAP +Edit of TradingView's original Rolling VWAP Edit log: Added Volume Aggregation Capabilities to the Script - Price Action is impacted by volume executed in all exchanges. Even though a single exchange RVWAP can be useful, using aggregated data makes it more accurate and saves time in symbol switching. - Aggregation is preset to be done for Bitcoin Spot Pairs. However this can be changed to Aggregate Volume from any other symbol at the bottom of the setup menu. Added Symmetrical Deviations to the Script - Symmetrical deviations create range of "tolerance" around the RVWAP at a fixed % distance. This helps in situations when price does not respect the exact RVWAP level and goes slightly above/under. - Adding multiple Symmetrical Deviations at different percentage values can give relevant levels for scalping, entries and range trading. Switched default option to manual TF instead of automatic TF Added TF Presets for quick switching between different settings. (Feature intended for mobile charting) Added ON/OFF Switch to all individual deviations to make it easier, faster and cleaner to display different data. (Feature intended for mobile charting)
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oleh In_Finito_
8
Average Daily Range Lines + VWAP by TenozenOANDA:EURUSD Hello! I created an indicator called ADRL (Average Daily Range Lines). This is my first original work, and I hope it's helpful to you guys. 1. Let me explain a bit of how it works... So first of I need the ADR value, as by default length I use 19 for it. I want this indicator to calculate every start of the new day and break if another new day starts, so if the target level isn't reached, then the value would start to go back to 0 and get the new target level of the day. The target level is based on the first ADR multiplied by how much "percent" we want for the target level to hit, based on the first ADR value of the day. When the new day starts, the algo would start to add up the ADR value. If the added ADR hits the target level, it starts to plot a line by the candlestick by its high, low, and mid-level; it would create a new line if there is a new target being hit. So that's it. About the VWAP, I took Tradingview's VWAP. I added the anchored part so I can plot a line if there is a new target level being hit. I hope that's okay. 2. How to use it... - Using this indicator is pretty easy. When a new box is being plotted, that means that's the time when you should trade, as the box is still fresh. The VWAP helps if the market is trending or not. - You can treat this indicator just like an S&R, as the price tends to respect the box. So best to use it as a pullback trade. - We can assume if the price above the box, is a buy; vice versa. 3. Best Market to use... - I suggest a trade in a nonvolatile market. The more volatile the market is, the harder the box is to be respected by the price. But if you really want to trade in that market, I suggest adjusting the inputs by how the box is being respected. 4. Suggestions... - Use this indicator in 5 minutes chart if you day trade. - Try using 30 minutes and setting the percent input from 100 to 80 and changing the ADR length from 19 to 14, this is much more suitable if you tend to hold trades.
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oleh Tenozen
1
VWAP Push StrategyThis strategy is unfortunately not finished yet. A pretty simple strategy. If price broke through VWAP and had three consecutive candles following the breakthroughs trend, the high of the third candle will be drawn. If this happened after a crossover of the vwap and price breaks through the high of the third candle, strategy will go long. Short will be the same after crossing under the vwap. A long or short will be closed after crossing the vwap in the opposite direction, so the vwap is kind of a trailing stop. Unfortunately, I could not manage to stop the script from entering multiple times into one drawn high or low. Of course, if a high was crossed the script should wait for a new formed high before entering a new long. If someone would find a solution to this, it would be great, because I think it is a nice strategy . Should work great scalping 5min charts (when scripting, I used the SPX for reference).
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oleh christopher451
Bollinger Bands Scalper + VWAPGet more consistent scalps by trading in-between Bollinger Band Deviations. FEATURES: 1) 3 Bollinger Bands with default settings to 1, 2, and 3 deviations for more consistent scalps 2) Trendicator: a dynamic color changing moving average that helps you see trend quickly 3) Robust VWAP tool with up to 3 different deviations as well as different anchor points to help you see strong support and resistances 4) Calming "purple cloud" color palette helps you focus on price action 5) Discover new trading strategies with a wide range of customizability
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oleh primalstef
14
Impatient TS VWAP BandsImpatient VWAP bands are based of Traderskew's VWAP bands but are for more impatient traders. Wicking or crossing down through the upper band indicates a good short trade entry for range-bound trading periods while wicking or crossing up through the lower band indicates a good long entry in range-bound conditions. By default, impatience is disabled. If it is turned on, adjusting impatience determines how quickly the bands approach price: higher impatience approaches price faster. Rebound indicates how far from price the bands bounce after hitting price.
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oleh Austimize
VWAP BANDS [qrsq]Description This indicator is used to find support and resistance utilizing both buying and selling volume. It can be used on lower and higher time frames to understand where price is likely to reject or bounce. How it works Instead of calculating the VWAP using the total volume, this script estimates the buying/selling volume and respectively calculates their individual VWAP's. The standard deviations of these are then calculated to create the set of two bands. The top bands being the VWAP from buying volume and bottom bands are from selling volume, with the option to use a double band on either pair. How to use it I like to use the bands for LTF scalping as well as HTF swings, I also like to use it alongside my SMA VWAP BANDS. For scalping: I tend to use either the 5m or 15m TF I then set the indicator's TF to 1m I will take a scalp based on the bands confluence with other PA methods, if price is being either supported or rejected. For swings: I tend to use a variety of TFs, including: 30m, 1H, 4H, D I then set the indicator's TF to "Chart" I will take a swing based on the bands confluence with other PA methods, if price is being either supported or rejected. I also tend to use them on perpetual contracts as the volume seems to be more consistent and hence results in more accurate support and resistance.
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oleh qrsq
1
Henry's Vwap-VolumeThis Indicator is meant to provide Futures Volume and Vwap Signal in spot charts of Nifty and Banknifty Traders. Concepts and Features of this indicators are as follows : 1) Now u don't have to select and change to futures scrip often or have both spot and futures chart in same window to watch the Futures Volume and Vwap. 2) U get Both Volume and Vwap signal as a indicator in single pane. 3) Its for Nifty and Banknifty Traders specially. 4)Volume with moving average is from the futures chart of banknifty or nifty,also may select any other futures script as per ur need. (MOVING AVERAGE of VOLUME is plotted in Blue columns over the Volume.) 5)Vwap signal is also derived from the futures chart of banknifty or nifty,also may select any other futures script as per ur need. (VWAP SIGNAL is plotted in GREEN or RED as background.If futures price higher than Vwap then Green , opposite for Red. ) 6)The idea of this script is to give extra confirmation of a clear down or uptrend while u are in the spot chart.(nifty and banknifty) 7) U can select and change any scrip u like.But I urge to use futures chart of banknifty or nifty. I hope this indicator will help a lot of retail investor save their hard earned money in the stock market and benefit from Mr. NK's strategy. How to Use : Go Long - when background is Green. Go Short -when background is Red. (Also take confirmation from the blue columns -moving average of volumes.volume higher or less than it.) Limitations : U can only use it for intraday,less than 1D timeframe. Will not work in sideways market. Take help of other indicators also like Rsi,adx,etc. Best of Luck, Henry
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oleh HenryTradingzone
Ultimate IndicatorThis is a combination of all the price chart indicators I frequently switch between. It contains my day time highlighter (for day trading), multi-timeframe long-term trend indicator for current commodity in the bottom right, customizable trend EMA which also has multi-timeframe drawing capabilities, VWAP, customizable indicators with separate settings from the trend indicator including: EMA, HL2 over time, Donchian Channels, Keltner Channels, Bollinger Bands, and Super Trend. The settings for these are right below the trend settings and can have their length and multiplier adjusted. All of those also have multi-timeframe capabilities separate from the trend multi-time settings. The Day Trade Highlight option will draw faint yellow between 9:15-9:25, red between 9:25-9:45, yellow between 9:45-10:05. There will be one white background at 9:30am to show the opening of the market. while the market is open there will be a very faint blue background. For the end of the day there will be yellow between 15:45-15:50, red between 15:50-16:00, and yellow between 16:00-16:05. During the night hours, there is no coloring. The purpose of this highlight is to show the opening / closing times of the market and the hot times for large moves. The indicators can also be colored in the following ways: 1. Simple = Makes all colors for the indicator Gray 2. Trend = Will use the Donchian Channels to get the short-trend direction and by default will color the short-term direction as Blue or Red. Unless using Super Trend, the Donchian Channel is used to find short-term trend direction. 3. Trend Adv = Will use the Donchian Channels to get the short-trend direction and by default will color the short-term direction as Blue or Red. Unless using Super Trend, the Donchian Channel is used to find short-term trend direction. If there is a short-term up-trend during a long-term down-trend, the Blue will become Navy. If short-term down-trend during long-term up-trend, the Red will be Brown. 4. Squeeze = Compares the Bollinger Bands width to the Keltner Channels width and will color based on relative squeeze of the market: Teal = no squeeze. Yellow = little squeeze. Red = decent squeeze. White = huge squeeze. if you do not understand this one, try drawing the Bollinger Bands while using the Squeeze color option and it should become more apparent how this works. I also recommend leaving the length and multiplier to the default 20 and 2 if using this setting and only changing the timeframe to get longer/shorter lengths as I've seen that changing the length or multiplier can more or less make it not work at all. Along with the indicator settings are options to draw lines/labels/fills for the indicator. I enjoy having only fills for a cleaner look. The Labels option will show Buy/Sell signals when the short-term trend flips to agree with the long-term trend. The Trend Bars option will do the same as the Labels option but instead will color the bars white when a Buy/Sell option is given. The Range Bars option shows will color a bar white when the Close of a candle is outside of a respective ranging indicator option (Bollinger or Keltner). The Trend Bars will draw white candles no matter which indicator selection you make (even "Off"). However, Range Bars will only draw white when either Bollinger or Keltner are selected. The Donchian Channels and Super Trend are trending indicators and should be used during trending markets. I like to use the MACD in conjunction with these indicators for possibly earlier entries. The Bollinger Bands and Keltner Channel are ranging indicators and should be used during ranging markets. I like to use the RSI in conjunction with these indicators and will use 60/40 for overbought and oversold areas rather than 70/30. During a range, I wait for an overbought or oversold indication and will buy/sell when it crosses back into the middle area and close my position when it touches the opposite band. I have a MACD/RSI combination indicator if you'd like that as well :D As always, trade at your own risk. This is not some secret indicator that will 100% win. As always, the trades you see in the picture use a 1:1.5 or 1:2 risk to reward ratio, for today (August 8, 2022) it won 5/6 times with one trade still open at the end of the day. Manage your account correctly and you'll win in the long term. Hit me up with any questions or suggestions. Happy Trading!
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oleh theehoganator
14
MTF VWAP & StDev BandsMulti Timeframe Volume Weighted Average Price with Standard Deviation Bands I used the script "Koalafied VWAP D/W/M/Q/Y" by Koalafied_3 and made some changes, such as adding more standard deviation bands. The script can display the daily, weekly, monthly, quarterly and yearly VWAP. Standard deviation bands values can be changed (default values are 0.618, 1, 1.618, 2, 2.618, 3). Also the previous standard deviation bands can be displayed.
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oleh Yatagarasu_
3