OPEN-SOURCE SCRIPT
Multi-Anchor VWAP
This indicator plots daily, weekly and monthly anchored VWAPs on one chart, with optional standard-deviation bands around the daily anchor.
How it works
Each VWAP accumulates volume-weighted typical price (HLC3) from its anchor point — the start of the day, week or month — and resets when a new period begins. The deviation bands are computed from the volume-weighted variance of price around the daily VWAP, so they widen naturally on volatile days. Each anchor can be toggled independently, and alert conditions fire when price crosses the daily or weekly VWAP.
Notes and limitations
VWAP is meaningful on intraday charts for the daily anchor; on higher timeframes the daily line follows each bar closely. As with all volume-derived tools, data quality depends on the market — forex volume is tick-based. A VWAP is a description of average transacted price, not a prediction of where price will go.
How it works
Each VWAP accumulates volume-weighted typical price (HLC3) from its anchor point — the start of the day, week or month — and resets when a new period begins. The deviation bands are computed from the volume-weighted variance of price around the daily VWAP, so they widen naturally on volatile days. Each anchor can be toggled independently, and alert conditions fire when price crosses the daily or weekly VWAP.
Notes and limitations
VWAP is meaningful on intraday charts for the daily anchor; on higher timeframes the daily line follows each bar closely. As with all volume-derived tools, data quality depends on the market — forex volume is tick-based. A VWAP is a description of average transacted price, not a prediction of where price will go.
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開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。