OPEN-SOURCE SCRIPT
Zaktualizowano VWAP & VWMA Dashboard + AVWAP
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.
Informacje o Wersji
Simple fixesInformacje o Wersji
Can now used in Pinescript ScreenerInformacje o Wersji
FixInformacje o Wersji
SomefixesInformacje o Wersji
PictureSkrypt open-source
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Informacje i publikacje nie stanowią i nie powinny być traktowane jako porady finansowe, inwestycyjne, tradingowe ani jakiekolwiek inne rekomendacje dostarczane lub zatwierdzone przez TradingView. Więcej informacji znajduje się w Warunkach użytkowania.
Skrypt open-source
W zgodzie z duchem TradingView twórca tego skryptu udostępnił go jako open-source, aby użytkownicy mogli przejrzeć i zweryfikować jego działanie. Ukłony dla autora. Korzystanie jest bezpłatne, jednak ponowna publikacja kodu podlega naszym Zasadom serwisu.
Wyłączenie odpowiedzialności
Informacje i publikacje nie stanowią i nie powinny być traktowane jako porady finansowe, inwestycyjne, tradingowe ani jakiekolwiek inne rekomendacje dostarczane lub zatwierdzone przez TradingView. Więcej informacji znajduje się w Warunkach użytkowania.