Şimdi başlat

Hacim Ağırlıklı Ortalama Fiyat (VWAP)

ZWAP (ZigZag Anchored VWAP) [Kioseff Trading]Hello! Quick script showcasing the new polyline function for Pine Script! Features Up to 100 high/low pivot points auto anchored VWAP Visible range auto anchored VWAP Curved ZigZag (Adjustable!) With the new polyline function, auto-anchored VWAP at specific price points is more viable. When using line.new() only 500 lines can exist on the chart concurrently and, since VWAP is calculated on every update, a "proper" VWAP drawn using line.new() can extend 500 bars at most, to which no
Gösterge
KioseffTrading tarafından
14
VWAP with CharacterizationThis indicator is a visual representation of the VWAP (Volume Weighted Average Price), it calculates the weighted average price based on trading volume. Essentially, it provides a measure of the average price at which an asset has traded during a given period, but with a particular focus on trading volume. In our case, the indicator calculates the VWAP for the current trading symbol, using a predefined simple moving average (SMA) with a period of 14. This volume-weighted moving average offers a
Gösterge
RandyPanda1 tarafından
Kviatek - Multi Hour VWAPThis is an experimental script, that plots 24 VWAPs, each starting at a new hour and lasting for 24hours. After using session anchored VWAPs i kept wondering if the price reacts to VWAPs that begin at periods lower than sessions. Color of each VWAP changes upon crossovers of the following VWAP, giving us an understanding of trends and whether we're trading with the trend or against it. By the nature of the script I recommend using it on low timeframes, 5 and 15-minute ones ideally.
Gösterge
hundredtoamillion tarafından
6
Kviatek - Multi Day VWAPThis indicator plots VWAPs anchored to each day of the week. VWAPs are considered "fair price" for both sellers and buyers and it's often times where the liquidity is found. From my trading I noticed how often times price likes to come back to the daily VWAP from the previous week, especially at the beginning and end of each week. For example, if we enter a long on Friday, last Friday's VWAP tends to act as a target for the price. Another use for it is to get an understanding of how the trend de
Gösterge
hundredtoamillion tarafından
3
VWAP Divergence | Flux ChartsThe VWAP Divergence indicator aims to find divergences between price action and the VWAP indicator. It uses filters to filter out many of the false divergences and alert high quality, accurate signals. Red dots above the candle represent bearish divergences, while green dots below the candle represent bullish divergences. The main filter for divergences focuses on ATR and the price movement in the past candles up to the lookback period. Divergences are determined when a price movement
Gösterge
fluxchart tarafından
15
Temporary imbalancesThis indicator is designed to identify imbalances in order flow and market liquidity, It highlights candles with significant imbalances and draws reference lines The indicator calculates imbalance based on changes in closing prices and volume. It uses the standard deviation to determine the significant imbalance threshold. Candles with bullish imbalances are highlighted in green, while candles with bearish imbalances are highlighted in red. Furthermore, the indicator includes features of laten
Gösterge
rafaelfutuoso tarafından
Bank Nifty ScalpingThis indicator is designed for scalping purposes. Users have the option to input the desired source and enable or disable the following indicators: Multiple EMA (Exponential moving average) Simultaneously displays multiple moving averages to quickly identify shifts in momentum and obtain confirmation from slower-moving averages. By default, the EMA display settings are configured to show the 20-day EMA and the 200-day EMA. However, users have the flexibility to modify the display settings a
Gösterge
DanSib tarafından
33
VWAP angle TrendThe VWAP Angle Trend is an indicator built with the aim of providing valuable insights into the reversal points of the #VWAP using Angle This is achieved by calculating the angle between the current VWAP and its previous value over a customizable lookback period and normalizing it with ATR By analyzing the angle, we can gain an understanding of the strength and direction of the VWAP, which can help them identify potential trend reversals or continuations. After observing the market ove
Gösterge
TZack88 tarafından
7
Anchored VWAP+This indicator is an enhanced version of the Anchored VWAP indicator with additional functions: 1. Anchored AP (average price). It removes the volume weighting step in Anchored VWAP, and can display the average price over a period of time. For example, if the price of the stock in the last 3 days is 100, 200, 300, then AP is their average value of 200 2. Anchored AC (average cost). The average cost over time can be displayed. For example, if the price of the stock in the last 2 days is 100,300,
Gösterge
Seansnote97 tarafından
2
Anchored VWAP (Auto High & Low)OVERVIEW This script plots, and auto-updates, 3 separate VWAPs: a traditional VWAP, a VWAP anchored to a trends high, and another anchored to a trends low. VWAP and Anchored VWAPs are commonly used by institutions responsible for the majority of market volume on a given day. Citadel Trading, for example, accounts for approximately 35% of all U.S. listed retail volume , largely executed through program trades over the course of a day, week, or month. Because VWAP is a prominent market maker t
Gösterge
liquid-trader tarafından
74
VWAP Reset Zones With this indicator, the VWAP is displayed based on two adjustable sources. Close and Open are recommended by default. The zone between the Open and Close VWAP is carried over to the next day as the zone at the end of the period. The zones can be considered as support and resistance zones. The chart illustrates the idea behind it. In addition, the anchor function has been added so that anchor points can be set for session, week and month. Depending on the set anchor and the selected time
Gösterge
Demech tarafından
5
Volatility Weighted Moving Average + Session Average linesHi Traders ! Just finished my Y2 university finals exams, and thought I would cook up a quick and hopefully useful script. VWAP + Session Average Lines : Volatility Weighted Average Price in the standard case is a trading indicator that measures the average trading price for the user defined period, usually a standard session (D timeframe), & is used by traders as a trend confirmation tool. This VWAP script allows for altering of the session to higher dimensions (D, W, M) or those of l
Gösterge
Amjad_S tarafından
3
Moving Averages + BB & R.VWAP StDev (multi-tf)█ Moving Averages + Bollinger Bands and Rolling Volume Weighted Average Price with Standard Deviation Bands (Multi Timeframe) Multiple moving averages can be independently applied. The length , type and timeframe of each moving average are configurable . The lines and colors are customizable too. This script can display: Moving Averages Bollinger Bands Rolling VWAP and Standard Deviation Bands Types of Moving Averages: Simple Moving Average (SMA) Exponential
Gösterge
Yatagarasu_ tarafından
3
VWAP Open Session Anchored by HampehThe VWAP Open Session Anchored indicator differs from traditional VWAP indicators by automatically anchoring the Volume Weighted Average Price calculation to three market session starts Morning, Evening, and Night. Each session represents a distinct time period within the trading day, offering traders and investors a more comprehensive view of the volume-weighted average price within specific sessions. What Is the Volume-Weighted Average Price (VWAP)? The volume-weighted average price (VWAP) is
Gösterge
Hampeh tarafından
2
Anchored VWAP Pinch & Handoff, Intervals, and Signals"Anchored VWAP Pinch & Handoff, Intervals, and Signals" is an AVWAP toolbox for those who like to use various VWAP trading techniques. The indicator is currently comprised of the following three sections: • The Pinch & Handoff section (shown above on chart) allows manually setting an upper and lower AVWAP (Pinch) along with an additional AVWAP (Handoff) by entering dates or by dragging the vertical anchor lines to the desired significant events on chart. Each of these three AVWAPs can al
Gösterge
allanster tarafından
45
VWAP Trendfollow Strategy [wbburgin]This is an experimental strategy that enters long when the instrument crosses over the upper standard deviation band of a VWAP and enters short when the instrument crosses below the bottom standard deviation band of the VWAP. I have added a trend filter as well, which stops entries that are opposite to the current trend of the VWAP. The trend filter will reduce total false breakouts, thus improving the % profitable while maintaining the overall returns of the strategy. Because this is a trend-fo
Strateji
wbburgin tarafından
25
NSDT Horizontal VWAPThis script plots VWAP as a horizontal line starting at the most recent candle and extending backwards for a period of 10 to make it easier to see. (default is 10 but can be changed to fit your needs) You may only want to see where VWAP is currently and not need to see the entire day. Helps keep the chart clean. Colors and line settings can all be modified. You can show the original VWAP plot as well for reference. What Is the Volume-Weighted Average Price (VWAP)? The volume-weighted averag
Gösterge
NorthStarDayTrading tarafından
1
All-In-One Auto Anchored VWAPsA chart isn't trendy without a VWAP (which stands for volume weighted average price). This indicator allows you to choose 3 different anchored VWAPs, and customize the anchor period from one of many different options, including: - Daily - Weekly - Monthly - Quarterly - Yearly - All Time - Specific Pivots - Specific Sessions You can then choose whether you want to anchor to the open, highest or lowest value within that period. The indicator will automatically update every time a new anchor poi
Gösterge
Texmoonbeam tarafından
14
5EMA BollingerBand Nifty Stock Scanner What ? We all heard about (well: over-heard) 5-EMA strategy. Which falls into the broader category of mean reversal type of trading setup. What is mean reversal? Price (or any time series, in fact) tries to follow a mean . Whenever price diverges from the mean it tries to meet it back. It is empirically observed by some traders (I honestly don't know who first time observed it) that in Indian context specially, 5 Exponential Moving Average (5-EMA) works pretty good as that mean. So
Gösterge
pradipandsuvra tarafından
15
PM RTH AH VWAPs [vnhilton]FOR STOCKS ONLY. Simply 3 different VWAPs for the pre-market, regular trading session, and the after hours, using session.is_ variables (not sure if they were recently added. Regardless, it would be nice to have a session.isfirstbar_postmarket variable to avoid having to write the code for calculating VWAP instead of simply using a ta.vwap function). Treats all 3 sections of the day as separate sessions with their own characteristics i.e. differing levels of liquidity and market dynamics. I wo
Gösterge
vnhilton tarafından
VWAP+15EMA with RSIVWAP+EMA+RSI Strategy for the group MelléCasH This strategy will enter a long position when the closing price is above both the VWAP and the 15 EMA, and the RSI is above the specified overbought level. It will exit the position when the price falls by the specified stop loss percentage, rises by the specified take profit percentage, or when the trailing stop loss (which trails the highest price achieved after the position was entered by the specified percentage) is hit. The VWAP, EMA, and RSI i
Strateji
Soeccke tarafından
2
Moonhub IndexMoonhub Index combines several popular technical indicators to create an aggregated index that aims to give a clearer overall picture of the market. The index takes into account the current market condition (trending, ranging, or volatile) to adjust its calculations accordingly. The indicators used in this composite index are: Hull Moving Average (HMA) Fisher Transform (FT) Williams Alligator Moving Average Convergence Divergence (MACD) Average True Range (ATR) On-Balance Volume (OBV) Money Fl
Gösterge
Moonhub tarafından
2
Percent of U.S. Stocks Above VWAPThis indicator plots a line reflecting the percentage of all U.S. stocks above or below their VWAP for the given candle. Horizontal lines have been placed at 40% (oversold), 50% (mid-line), and 60% (overbought). I recommend using this indicator as a market breadth indicator when trading individual stocks. In my experience, this indicator is best utilized while trading the major indices (SPX, SPY, QQQ, IWM) or their futures (ES, NQ, RTY) in the following manner: - When the line crosses 50%, a gr
Gösterge
BigGuavaTrading tarafından
18
[Hoss] VWAP ADThe VWAP ( Volume Weighted Average Price ) Deviation script is a powerful tool designed for traders to analyze the relationship between price and volume . By calculating deviations around the VWAP , the script allows users to identify key support and resistance levels that can help in making better-informed trading decisions. The script calculates VWAP based on the chosen data source (default is closing price) and then computes deviations above and below the VWAP using either the Average Deviat
Gösterge
kiyan111 tarafından
24