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Macro TWAP

Macro TWAP shows multiple time-weighted average price levels across long-term and short-term periods, including 30Y, 20Y, 10Y, 5Y, yearly, quarterly, monthly, weekly, and daily TWAP. Useful for identifying macro mean levels, higher-timeframe structure, and dynamic support/resistance.

Sürüm Notları

Macro TWAP — Calculation Update

Fixed an issue where TWAP values could change when switching the chart timeframe.

The indicator now calculates each TWAP using a fixed source timeframe:

• 5-, 10-, 20- and 30-year TWAPs: daily candles.
• Yearly, quarterly and monthly TWAPs: hourly candles.
• Weekly and daily TWAPs: 1-minute candles.

Additional improvements:
• Uses completed source candles for stable updates.
• Corrected period-reset logic that could cause TWAP lines to disappear.
• Added a table displaying all nine TWAP values and their source timestamps in UTC.
• Added an option to hide calculations when the beginning of a period is missing from available history.
• Updated to Pine Script v6.

Tested on XAUUSD across 5-minute, 6-hour and daily charts. Historical curves retain the display resolution of the selected chart timeframe.

Gauder84

Broker I use: PU Prime | Referral/IB link below. I may earn commission from referred trading. Trading involves risk.

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Feragatname

Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.

Gauder84

Broker I use: PU Prime | Referral/IB link below. I may earn commission from referred trading. Trading involves risk.

Aynı zamanda::