Rolling VWAP - Clean Tunnel Bands (Consecutive Fills)
Advanced Rolling Volume Weighted Average Price (RVWAP) indicator with 10 standard deviation bands arranged in clean consecutive zones without overlap.
Key Features:
• Real-time Rolling VWAP calculated over a time-based window (auto or user-defined)
• 10 deviation levels: 0.5σ to 5.0σ
• "Tunnel" visual effect: very transparent bands near VWAP, progressively more opaque toward extremes
• Consecutive fill system (no overlapping fills between bands)
• Individual control for each band: toggle visibility + independent transparency slider
• Automatic timeframe-based period or custom fixed period (Days/Hours/Minutes)
• Minimum bars protection to prevent calculation errors during market gaps and holidays
• Optional info box showing current period
Ideal for:
- Spotting extreme price deviations
- Mean reversion strategies
- Volatility analysis
- Support/resistance zone identification
- Clean visual tunnel for better readability
Based on TradingView's official "Rolling VWAP" indicator, heavily enhanced with clean consecutive fills and full per-band customization.
Recommended default transparency (higher = more transparent):
- Inner bands (0.5σ–1.5σ): 93–98
- Middle bands (2.0σ–3.0σ): 77–89
- Outer bands (3.5σ–5.0σ): 32–68
Enjoy and trade responsibly!
Key Features:
• Real-time Rolling VWAP calculated over a time-based window (auto or user-defined)
• 10 deviation levels: 0.5σ to 5.0σ
• "Tunnel" visual effect: very transparent bands near VWAP, progressively more opaque toward extremes
• Consecutive fill system (no overlapping fills between bands)
• Individual control for each band: toggle visibility + independent transparency slider
• Automatic timeframe-based period or custom fixed period (Days/Hours/Minutes)
• Minimum bars protection to prevent calculation errors during market gaps and holidays
• Optional info box showing current period
Ideal for:
- Spotting extreme price deviations
- Mean reversion strategies
- Volatility analysis
- Support/resistance zone identification
- Clean visual tunnel for better readability
Based on TradingView's official "Rolling VWAP" indicator, heavily enhanced with clean consecutive fills and full per-band customization.
Recommended default transparency (higher = more transparent):
- Inner bands (0.5σ–1.5σ): 93–98
- Middle bands (2.0σ–3.0σ): 77–89
- Outer bands (3.5σ–5.0σ): 32–68
Enjoy and trade responsibly!
Thông báo miễn trừ trách nhiệm
Thông tin và các ấn phẩm này không nhằm mục đích, và không cấu thành, lời khuyên hoặc khuyến nghị về tài chính, đầu tư, giao dịch hay các loại khác do TradingView cung cấp hoặc xác nhận. Đọc thêm tại Điều khoản Sử dụng.
Thông báo miễn trừ trách nhiệm
Thông tin và các ấn phẩm này không nhằm mục đích, và không cấu thành, lời khuyên hoặc khuyến nghị về tài chính, đầu tư, giao dịch hay các loại khác do TradingView cung cấp hoặc xác nhận. Đọc thêm tại Điều khoản Sử dụng.