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Mức giá Trung bình có trọng số (VWAP)

CandelaCharts - Killzone VWAP📝 Overview The CandelaCharts - Killzone VWAP indicator provides a specialized Volume Weighted Average Price (VWAP) calculation for specific intraday sessions (Killzones) and the daily period. It includes advanced features like Standard Deviation bands and Rolling VWAP calculation, making it a powerful tool for volume-based trend analysis. 📦 Features 5 Customizable Sessions : Tracks VWAP across Asia, London, NY AM, NY Lunch, and NY PM sessions. Daily VWAP Modes : Classic : Resets at the start of each daily session. Rolling : Provides a 24-hour continuous rolling average for a smoother representation of long-term volume-weighted price. Standard Deviation Bands : Up to two levels of bands (±1, ±2) for volatility analysis and identifying overextended price levels. Historical Labels : Automatically marks session-end levels with labels to identify where previous institutional interest concluded. Session Backgrounds : Highlights active killzones with distinct background highlights for better visual organization. Session Dividers : Clear vertical dividers with customizable line styles and widths. ⚙️ Settings Source : Price source for VWAP calculation (default: `hlc3`). StDev Mult (1 & 2) : Custom multipliers for the volatility bands. Timezone : Supports Exchange, UTC, and America/New_York. Line Width & Opacity : Customize the appearance of StDev bands. Session Name & Time : Configure exact labels and windows. Show Std Dev Bands : Toggle volatility bands for this specific session. Show Labels : Toggle current and historical session-end labels. Show Background & Divider : Visual organizers for the active period. Daily VWAP : Toggle, choose calculation type (Classic/Rolling), and configure bands/labels. Dividers : Global style, width, and color settings for vertical lines. ⚡️ Showcase VWAP Line VWAP with Standard Deviation Bands Daily Rolling VWAP Session Backgrounds and Session Dividers 🚨 Alerts Standard TradingView alerts for session start/end can be configured based on the visualized periods. ⚠️ Disclaimer Trading involves significant risk, and many participants may incur losses. The content on this site is not intended as financial advice and should not be interpreted as such. Decisions to buy, sell, hold, or trade securities, commodities, or other financial instruments carry inherent risks and are best made with guidance from qualified financial professionals. Past performance is not indicative of future results.
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của CandelaCharts
BoaBias: Anchored Swing VWAP (MTF) - Touch, Alerts, Stats█  WHAT IT DOES Chart timeframe: Multiple anchored VWAP curves from swing pivots—not session VWAP. Resistance-anchored paths (swing highs) and support-anchored paths (swing lows) draw as polylines and clear after confirmation (same rules as the inputs: one qualifying close or N bars in a row ). Optional touch markers when the bar range spans VWAP (green below / red above). Higher timeframes: Optional HTF 1–3 reuse the same pivot + anchored-VWAP logic inside request.security with barmerge.gaps_off and barmerge.lookahead_off . Display as a ribbon (midline ± % of price) or stepped lines . Up to five concurrent VWAP slots per HTF (plot budget). Alerts: Separate alert() channels—chart VWAP touches and optional HTF 1–3 midline touches when the chart bar’s range crosses the HTF VWAP. Prefixes: Chart VWAP touch / HTF VWAP touch with ticker, price, time, and touched lines on HTF. Create Alert → this script → Any alert() function call . Alert frequency input applies to every alert() from this script (once per bar / once per bar close / all ticks). Reaction statistics (optional table): A compact on-chart table aggregates how closed swing-anchored lines behaved on the chart timeframe only —not HTF curves. Toggle in inputs; Show stats table is on in factory defaults for this build (disable to reduce on-chart load). Cohort splits include touched vs no-touch, K/M-style breakout vs bounce windows after first touch, ATR pierce vs hold, and simple marginal “first event” proxies (swing-side pivot, opposite-side VWAP range touch, close beyond last swing). Numbers are descriptive context, not trade signals or guaranteed forward behaviour. When the table is enabled, lifecycle logic shares a small Pine library module ( BoaBiasVwapSwingRxStats ) so stats stay aligned with line confirmation. █  REACTION STATS TABLE — WHAT EACH ROW MEANS Percent row labels use short tags: b = “ b ” bucket, br = “ br ” (break) bucket in the K/M and ATR rules defined in code (not a broker term). Counts and % are descriptive on history —not forecasts. Row 0 (headers) — TF / Support / Resistance / All : TF shows the chart’s period. Columns 1–2 are support- and resistance-anchored closed lines. All = mixed view for FE totals and the combined line count. Line 1 — n= and X lines : Support / Resistance show how many touched lines of that type finished (had at least one bar with range spanning VWAP before the line was confirmed and removed). The All cell shows the total completed lines: support + resistance anchors that were cleared by confirmation, including no-touch cases. No-touch row: For lines that never had low ≤ VWAP ≤ high before the line was confirmed, split by S/R. Percent (where shown) = no-touch count ÷ all completed lines of that side (touched + no-touch). K/M b% and K/M br% : Denominator = touched S/R lines only. After the first touch , the script tracks consecutive closes on the break side of VWAP (K bars) in a post-touch window, and a flag if that ever reaches K (see inputs). A line is bucketed as K/M br (break) if, at the confirmation bar, either: (1) the bar is still within M bars after the first touch, or (2) the K-hold was reached in the tracked window. Otherwise, among touched lines, it counts in K/M b ( b = non-`br` in this K/M sense). The All cell on the K/M rows shows the active K / M from inputs. ATR b% and ATR br% : Denominator = touched S/R. Uses ATR = R ×ATR from VWAP (R and ATR length from inputs). A line is ATR br if, with touch, the confirmation bar is still within M_atr bars after the first touch or a pierce of that ATR band occurred in the tracked window. Otherwise the touched line is counted in ATR b . The All cell shows ATR length / R / M_atr used for the rule. FE (marginal) rows — P(≥1) , P(swing) , P(opp) , P(cls) , P(none) : Only for touched lines: before confirmation, the script can record the first bar of three optional “events” if they occur. P(≥1): % where at least one event occurred. P(swing): a pivot of the favourable side (for a resistance-anchored line, a swing low bar is relevant; for support, a swing high ) is present in the path and used for the timing flag. P(opp): the range first crosses another active line of the opposite type (its VWAP in range). P(cls): close beyond the last recorded swing high (for support) or low (for resistance) before confirm. P(none): % where none of the three event types fired before the line closed. The All column pools S+R for the FE P(*) All percentages. Avg life row: Average number of chart bars from the anchor to confirmation, over all completed lines. One merged cell in the table shows the value. █  HOW IT WORKS Pivots: ta.pivothigh / ta.pivotlow with configurable left/right length. Each anchor seeds cumulative typical-price × volume from the anchor forward; VWAP = cumulative TPV / cumulative volume along that line’s active segment. Touch: low ≤ VWAP ≤ high on an active curve. Confirmation: Line removal when closes satisfy the far-side rule after the minimum post-anchor bars— One bar or N bars in a row , per inputs. HTF packaging: Same mechanics on selected higher TFs; values are pulled without lookahead from the security call. Stats path: When the stats table is on, the script runs the shared library helpers so counters and polylines use the same confirmation and touch definitions as the visual path; HTF series do not feed those counters. █  WHY THESE PIECES TOGETHER Swing-anchored VWAP gives a volume path from structure; MTF ribbons or lines place that structure on a second axis of time; touch markers and alerts flag range overlap without claiming execution edges; optional stats summarize historical line outcomes for research. The bundle is one overlay for context and notification—not a black-box signal service. █  HOW TO USE First use: If the indicator appears in the wrong scale (squashed or fullscreen), right-click the indicator → Pin to scale → Pin to right scale. Tune pivot length and confirmation mode; enable or disable touch markers, HTF layers, and each alert channel. Add alert → this script → Any alert() function call ; respect HTF toggles and that HTF alerts need the HTF layer shown and a higher TF than the chart. Higher-timeframe VWAPs: Show HTF 1–3 on the same chart to reduce time and clicks switching TFs. The higher-TF midlines/ribbons add structural context (where swing-based volume paths sit) without leaving the current timeframe. Reaction stats: The optional table is on by default; turn it off if the on-chart table or extra compute is not needed. It aggregates how past closed chart-TF lines behaved (cohort splits, not a live edge claim). That helps reason about relative bounce/break and related counts on history—useful for testing hypotheses and ideas (what-if inputs, not guaranteed forward odds). As a set: HTF + chart VWAP + optional stats supports exploring a wide range of VWAP interaction ideas on the same price history. Position it as a research and strategy-development layer (iterate rules on the chart, risk management stays separate)—not a turnkey signal. █  LIMITATIONS Meaningful volume improves the curves. Five HTF VWAP slots max per HTF (plot cap). HTF alerts use the midline VWAP, not ribbon edges. Stats are chart-TF only and historical. Structural / educational tool— not financial advice and not a substitute for independent risk management.
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của Goldfinch_song
BoaBiasVwapSwingRxStatsLibrary "BoaBiasVwapSwingRxStats" reset_slot_rx(idx, slotTouched, firstTouchBar, cohortConsec, kMetInWindow, atrMetInWindow, feFirstSwingBar, feFirstOppBar, feFirstBeyondBar, noTouchSent, feUnset)   Parameters:      idx (int)      slotTouched (array)      firstTouchBar (array)      cohortConsec (array)      kMetInWindow (array)      atrMetInWindow (array)      feFirstSwingBar (array)      feFirstOppBar (array)      feFirstBeyondBar (array)      noTouchSent (int)      feUnset (int) chart_cum_pass(anchorBars, cumTPVs, cumVols, tested, maxLines, bar_index, high, low, close, volume)   Parameters:      anchorBars (array)      cumTPVs (array)      cumVols (array)      tested (array)      maxLines (int)      bar_index (int)      high (float)      low (float)      close (float)      volume (float) chart_build_snap(snapVwap, anchorBars, cumTPVs, cumVols, tested, maxLines, bar_index)   Parameters:      snapVwap (array)      anchorBars (array)      cumTPVs (array)      cumVols (array)      tested (array)      maxLines (int)      bar_index (int) chart_slot_rx_close(i, snapVwap, anchorBars, fromHigh, tested, consecBars, slotTouched, firstTouchBar, cohortConsec, kMetInWindow, atrMetInWindow, feFirstSwingBar, feFirstOppBar, feFirstBeyondBar, rxCounts, sumLifeHolder, bar_index, high, low, close, swingHighPx, swingLowPx, lastSwingHighPx, lastSwingLowPx, pivotLen, confirmMode, confirmBars, kHoldBars, mBarsAfterTouch, atrVal, atrRMult, mAtrWindow, noTouchSent, feUnset, maxLines)   Parameters:      i (int)      snapVwap (array)      anchorBars (array)      fromHigh (array)      tested (array)      consecBars (array)      slotTouched (array)      firstTouchBar (array)      cohortConsec (array)      kMetInWindow (array)      atrMetInWindow (array)      feFirstSwingBar (array)      feFirstOppBar (array)      feFirstBeyondBar (array)      rxCounts (array)      sumLifeHolder (array)      bar_index (int)      high (float)      low (float)      close (float)      swingHighPx (float)      swingLowPx (float)      lastSwingHighPx (float)      lastSwingLowPx (float)      pivotLen (int)      confirmMode (string)      confirmBars (int)      kHoldBars (int)      mBarsAfterTouch (int)      atrVal (float)      atrRMult (float)      mAtrWindow (int)      noTouchSent (int)      feUnset (int)      maxLines (int)
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của Goldfinch_song
Volatility-Driven VWAP Structure (Zeiierman)█ Overview Volatility-Driven VWAP Structure (Zeiierman) is a VWAP-based market structure tool that adapts its regime logic using volatility, Z-score normalization, and reversal-anchored VWAP profiles. The script builds a rolling VWAP structure and adjusts its transition distance using an adaptive volatility engine. The result is a dynamic structure line that shifts only when VWAP displacement is strong enough relative to current volatility conditions. When a structure reversal occurs, the script resets an anchored VWAP profile from that point and builds deviation bands around it, allowing traders to track the active post-reversal value area. █ How It Works ⚪ Rolling VWAP Base The script first calculates a rolling VWAP using price multiplied by volume over the selected lookback period. float rollingVwap = math.sum(src * volume, vwapLengthInput) / math.sum(volume, vwapLengthInput) This creates a volume-weighted fair value line that updates continuously without relying on fixed session, daily, weekly, or monthly anchors. ⚪ Adaptive Volatility Engine The structure step is not fixed. It is based on ATR, a slow ATR comparison, and a Z-score volatility reading. float atrZ = atrDev != 0 ? (atrFast - atrMean) / atrDev : 0.0 float volRatio = atrSlow != 0 ? atrFast / atrSlow : 1.0 This allows the script to identify whether volatility is currently expanding or contracting compared to its recent behavior. ⚪ Sigmoid Volatility Mapping The volatility ratio and Z-score are blended into a sigmoid function. float sigmoidInput = 4.0 * (volRatio - 1.0) + 0.75 * atrZClamped float sigmoid = 1.0 / (1.0 + math.exp(-sigmoidInput)) The sigmoid smooths extreme volatility changes, converting them into a controlled, adaptive multiplier. This helps prevent the structure from becoming too sensitive during noise while still expanding during stronger volatility regimes. ⚪ VWAP Structure Engine The rolling VWAP is compared against adaptive upper and lower structure levels. When VWAP expands far enough beyond the current structure range, the script shifts the structure higher or lower. float upsideExpansion = rollingVwap - (structureUpper + structureStep) float downsideExpansion = (structureLower - structureStep) - rollingVwap If the expansion is strong enough, a new structure direction is assigned: int nextDirection = expandsHigher ? 1 : expandsLower ? -1 : direction This creates bullish and bearish VWAP structure regimes based on volume-weighted displacement, not just candle closes. ⚪ Structure Mean The main plotted line is the midpoint of the active VWAP structure range. float structureMid = (structureUpper + structureLower) / 2.0 This line acts as the active structure mean: When the regime is bullish, it uses the bullish color. When the regime is bearish, it uses the bearish color. ⚪ Reversal-Anchored VWAP Profile Every time the VWAP structure reverses, a new anchored VWAP profile begins. bool anchorReset = isReversed or na(anchorSumPV) From that reversal point, the script accumulates: price × volume volume price² × volume These values are used to calculate the active anchored VWAP and its weighted deviation. float anchoredVwap = anchorSumV != 0 ? anchorSumPV / anchorSumV : na float anchoredDev = not na(anchoredVar) ? math.sqrt(math.max(anchoredVar, 0)) : na This creates a fresh value profile after every structural shift. ⚪ Anchored Deviation Bands The script plots one or two deviation bands around the reversal-anchored VWAP. float anchorUpper1 = anchoredVwap + anchoredDev * bandMult1 float anchorLower1 = anchoredVwap - anchoredDev * bandMult1 These bands help visualize the active post-reversal value area and potential stretched-price zones. █ How to Use ⚪ Read the Structure Mean Bullish color → VWAP structure is in an upward regime Bearish color → VWAP structure is in a downward regime The structure mean can be used as a dynamic guide for trend bias, continuation, regime changes, and identifying good areas to look for retests on the mean. ⚪ Watch for Structure Reversals A reversal occurs when the adaptive VWAP structure changes direction. These reversals reset the anchored VWAP profile, marking the start of a new active value phase. ⚪ Use the Anchored VWAP After a reversal, the anchored VWAP shows the volume-weighted average price from that new structure point. Price above anchored VWAP → stronger bullish control Price below anchored VWAP → stronger bearish control ⚪ Use the Deviation Bands The deviation bands show how far the price has moved from the active anchored VWAP. Band 1 → normal value expansion Band 2 → stronger price extension Touches of the outer bands can be used to identify extended conditions, reaction zones, or continuation pressure. █ Settings Rolling VWAP Length: Controls the lookback period for the rolling VWAP calculation. Structure Multiplier: Controls how wide the adaptive structure transitions are. Volatility Length: Controls the ATR length used in the volatility engine. Band 1 Multiplier: Controls the first anchored VWAP deviation band. Band 2 Multiplier: Controls the second anchored VWAP deviation band. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
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của Zeiierman
4
Confluence HunterConfluence Hunter is a multi-factor confluence engine that fuses six independent dimensions of market behavior into one signal. Instead of firing on a single condition (a moving average cross, an RSI level), it only triggers when at least 4 of 6 factors agree on the same bar — dramatically cutting false signals. THE SIX FACTORS 1. EMA STACK (Trend) — 9 / 21 / 50 / 200 EMAs. Stacked up = uptrend; stacked down = downtrend; mixed = chop, stay out. 2. SESSION VWAP (Fair Value) — Volume-weighted average price anchored to the daily session, with a configurable ±σ band. Price above VWAP = bulls in control. 3. LIQUIDITY SWEEPS (Structure) — Detects stop hunts: bars that pierce a recent swing high/low and snap back with a strong rejection wick (≥40% of range by default). These are the highest-edge structural events on the chart and act as the trigger. 4. ORDER FLOW DELTA (Intent) — Bar-by-bar buy/sell pressure derived from close position within range × volume, smoothed with an EMA. Strong-delta bars are highlighted with circle markers below/above. 5. SESSION VOLUME PROFILE (Acceptance) — Plots POC, VAH, and VAL for the active session using a configurable bin count (default 40 rows) and Value Area % (default 70%). Trading above POC with the trend = strong continuation; below POC against the trend = caution. 6. RSI(14) (Momentum) — Tiebreaker confirming momentum supports the bias. CONFLUENCE SCORING Each factor returns +1 (bullish), 0 (neutral), or −1 (bearish). The dashboard in the top-right shows the live status of each. A green BUY label fires only when bullish count ≥ 4 AND bearish count ≤ 1 (defaults). The same logic mirrors for SELL labels. HOW TO USE FOR STOCK SELECTION Step 1 — Filter by regime: throw it on the daily chart of every name in your watchlist. Skip anything with a MIXED EMA stack or trading on the wrong side of the 200 EMA. Step 2 — Rank by Net Score: cycle the survivors and rank by the dashboard's Net Score (bullCount − bearCount, max ±6). +5 or +6 = A-tier setup. Step 3 — Wait for a structural trigger: don't enter at +6 alone (you're late). Wait for either a fresh BUY/SELL label or a sweep arrow near a key level (VWAP, POC, or VAL). Step 4 — Confirm on lower timeframe: drop to 1H/15m and require the same bullish/bearish state. Multi-timeframe alignment cuts losers significantly. ENTRY / STOP / TARGET FRAMEWORK - Entry: close of the BUY/SELL bar, or pullback to VWAP / 9-21 EMA on the next bar. - Stop: just beyond the wick of the sweep bar. - Target 1: opposite VWAP band (take 50% off). - Target 2: prior session POC or next swing high; trail rest with 21 EMA. INPUTS All factors are tunable: swing lookback, sweep strictness (wick ratio), VWAP band width, volume profile rows and value area %, EMA lengths, and minimum confluence threshold (default 4 of 6 — raise to 5 for fewer/cleaner signals, lower to 3 for more visual analysis). ALERTS Built-in alerts for: Confluence BUY, Confluence SELL, Bullish Liquidity Sweep, Bearish Liquidity Sweep. LIMITATIONS - The order-flow delta is a proxy from close-position-in-range × volume. Pine Script does not have access to real exchange tick/footprint data. It is directionally useful but not equivalent to true CVD. - Volume Profile is session-anchored (resets daily), not visible-range. For multi-day profiles, layer TradingView's built-in Volume Profile Visible Range on top. - For Forex (where volume is tick-based, not real volume) the OF and VP factors are weaker — lean more on EMAs + VWAP + sweeps. Works on any market: equities, futures, commodities, crypto, forex. Best on 1H, 4H, and Daily timeframes. This script is free and open-source. Feedback and forks welcome.
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của novascotiamuman
SHK 3 MA | SIGNAL STRENGTH MA [HA/ST/UT] | VWAP | TRIANGLE CROSS🔷 SHK 3 MA | Signal MA | VWAP | ▲▼ Cross Labels An all-in-one trend-following overlay that combines three fully customizable Moving Averages, an intelligent colour-coded Signal MA, a manually anchored VWAP, and automatic triangle labels on every MA crossover — all in a single clean indicator. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📐 THREE MOVING AVERAGES (MA 1 · MA 2 · MA 3) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Each MA is independently configurable with: • Type — EMA | SMA | WMA | HMA | TEMA | DEMA | ZLEMA • Length — 1 to 500 • Colour — fully customizable Use them as trend bias lines, dynamic support/resistance, or a classic 9/21/50 ribbon setup. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 SIGNAL MA — 3-FILTER VOTING SYSTEM ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ A dedicated Signal MA whose colour dynamically reflects market bias, scored from three independent filters: ✅ Heiken Ashi — Synthetic HA (non-repainting, real OHLC based) ✅ Supertrend — ATR-based trend direction ✅ UT Bot — ATR trailing stop momentum filter 🟢 Green = majority bullish (score > 0) 🔴 Red = majority bearish (score < 0) ⚪ Grey = conflicting / neutral (score = 0) Each filter can be toggled ON/OFF independently. Line width is also adjustable (1–5). ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 VWAP (Manual Anchor) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Custom-built VWAP (not ta.vwap) with selectable anchor: Session | Week | Month | Quarter | Year The cumulative TPV/Volume resets cleanly at each anchor period, giving accurate institutional price reference across all timeframes. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▲▼ MA CROSS LABELS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Triangle labels auto-plot at every crossover between: • MA 1 × MA 2 • MA 2 × MA 3 ▲ Up-triangle (below bar) = bullish cross ▼ Down-triangle (above bar) = bearish cross Label text shows the exact period pair (e.g. 9×21). Colour matches the respective MA colour. Up to 500 labels displayed. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔔 ALERTS (6 pre-built conditions) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ • MA1 crossed above/below MA2 • MA2 crossed above/below MA3 • Signal MA flipped Bullish 🟢 • Signal MA flipped Bearish 🔴 Signal MA flip alerts fire only once per state change (not on every bar), keeping notifications clean and actionable. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ RECOMMENDED SETTINGS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Scalping / Intraday → 9 / 21 / 50 EMA | VWAP: Session Swing Trading → 20 / 50 / 200 EMA | VWAP: Week/Month All filters ON for strongest Signal MA confirmation. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📌 NOTES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ • Built in Pine Script® v6 • Overlay indicator — works on any symbol and timeframe • Heiken Ashi is synthetic (does not repaint real price values) • UT Bot uses HA close as source for noise-filtered signals • No repainting on MA or cross label logic Best used on NSE / BSE instruments (Nifty, BankNifty, stocks) on 5m, 15m, or 1H charts with all three filters enabled for high-confidence trend confirmation. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ DISCLAIMER ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ This indicator is published for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instrument. All trading involves substantial risk of loss. Past performance of any indicator or strategy does not guarantee future results. You are solely responsible for your own trading decisions. This script does not repaint on MA or cross label logic; however, the Signal MA colour (HA · ST · UT filters) is calculated on the current bar and may update until the bar closes. Always wait for bar close confirmation before acting on any signal. The author is not a SEBI-registered investment advisor. Use this tool at your own risk. Always apply proper risk management and consult a qualified financial professional before making any trading decisions. © SHK — All rights reserved. Please do not copy, reproduce, or publish this script without the author's permission.
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của Syed_Hussain_K
ORB Trading DashboardORB Trading Dashboard is a multi-factor intraday decision-support indicator built for fast market context. It combines opening range behavior, trend structure, momentum, volume, and key levels into a single table with a weighted directional bias. Features Multi-timeframe ORB Status (5m / 15m / 30m) Location-based ORB logic after each window completes Bullish above ORB high Bearish below ORB low Inside = price within range Time gates: 5m after 9:35 ET 15m after 9:45 ET 30m after 10:00 ET Weighted Bias Model (max +/-21) Converts multiple market factors into a single directional score Bias states: Strong Bull Bullish Lean Bull Neutral Lean Bear Bearish Strong Bear EMA Trend Structure Price vs Daily EMA 8 / 21 / 50 / 100 / 200 EMA stacking used to grade trend quality VWAP Context with Volatility Bands Session VWAP with SD1 / SD2 levels Bias adjusts based on price relative to VWAP and SD1 Key Level Context Yesterday high/low behavior Premarket high/low behavior Session position (top / mid / bottom of intraday range) Higher Timeframe Directional Filter Current week open status Current month open status Momentum & Participation DMI / ADX direction and trend strength Relative Volume (RVOL) confirmation or low-conviction penalty Extension Awareness ATR multiples from Daily EMA50 to identify trend health vs overextension Practical Dashboard Metrics LoD distance % ATR / DTR % RVOL Weekly / monthly status Optional EMA and key level plots Settings Display Options Table position Text size Toggle rows: ORB 5-Min ORB 30-Min Session High/Low Toggle chart plots: Daily EMA 8 / 21 / 50 / 100 / 200 Yesterday High/Low Premarket High/Low Alert Options Enable 5-Min ORB alerts Enable 15-Min ORB alerts Enable 30-Min ORB alerts Indicator Inputs DMI/ADX length ADX smoothing How to Use Use the bias score as a structured context layer, not as a standalone signal. Combine it with your own entries, risk management, and session awareness. Optional: How to Read the Table Bias: composite directional score ORB 5/15/30: opening range state (Bullish / Bearish / Inside) VWAP / SD1 / SD2: mean and volatility context ADX / DI: trend strength and direction Key levels: yesterday, premarket, session positioning Metrics: LoD %, ATR/DTR, ATR vs EMA50, RVOL Disclaimer This indicator is for educational and informational purposes only. Always perform your own analysis and manage risk appropriately.
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của pavankjadda
VWAP Mensuel Auto-Ancre (3 Deviations)Monthly Auto-Anchored VWAP (3 Deviations) – Indicator Overview Name: Monthly Auto-Anchored VWAP (3 Deviations) Short Title: Monthly VWAP 3D Type: Overlay Indicator (Plotted on Price Chart) Key Features This indicator calculates a Volume-Weighted Average Price (VWAP) anchored to the start of each month, providing a dynamic reference point for intramonth trading. It includes three customizable standard deviation bands, allowing traders to assess volatility, mean reversion zones, and potential support/resistance levels. Customization Options 1. Calculation Settings Source: Choose the price input (default: HLC/3). Break Lines at New Month: Toggle whether to reset the VWAP and deviation lines at the start of each month. 2. Main VWAP Line Visibility: Show/hide the primary VWAP line. Appearance: Adjust color, line width (1–5), and style (solid, dashed, or dotted). 3. Deviation Bands (1–3) Each deviation band is fully configurable: Visibility: Show/hide individual bands. Multiplier: Set the standard deviation multiplier (e.g., 1.0, 2.0, 3.0). Appearance: Customize color, line width, and style (solid, dashed, or dotted). How It Works VWAP Calculation: Computes the volume-weighted average price from the start of the month, resetting automatically at month-end (or continuing seamlessly if disabled). Standard Deviation Bands: Plots upper/lower bands based on the selected multipliers, helping identify overbought/oversold conditions relative to the monthly VWAP. Auto-Anchoring: Eliminates manual anchor point selection, ideal for swing trading or intramonth analysis. Use Cases Trend Confirmation: Price above/below VWAP may signal bullish/bearish bias. Mean Reversion: Deviations act as dynamic support/resistance zones. Volatility Assessment: Wider bands indicate higher volatility; tighter bands suggest consolidation. Why This Indicator? Adaptive: Automatically adjusts to new monthly data. Flexible: Customize bands to fit your trading strategy (e.g., tighter for scalping, wider for swing trading). Clarity: Clean, non-cluttered visualization with user-defined styling. Ideal for: Traders seeking a structured, volume-aware tool to gauge monthly trends and volatility without manual adjustments. Personal Note : "This indicator is like a wise old trader—it doesn’t just show you the average; it maps the battlefield of price and volume. Use it to spot when the market is stretching too far (deviations) or when it’s coiling for a move (VWAP as magnet). But remember: even the best tools need context. Combine it with volume spikes or momentum oscillators for higher-probability setups. And if the bands are too wide? The market’s whispering ‘caution’—listen."
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của ben_haeckler
VWAP Mensuel Auto-Ancre (3 Deviations)Monthly Auto-Anchored VWAP (3 Deviations) – Indicator Overview Name: Monthly Auto-Anchored VWAP (3 Deviations) Short Title: Monthly VWAP 3D Type: Overlay Indicator (Plotted on Price Chart) Key Features This indicator calculates a Volume-Weighted Average Price (VWAP) anchored to the start of each month, providing a dynamic reference point for intramonth trading. It includes three customizable standard deviation bands, allowing traders to assess volatility, mean reversion zones, and potential support/resistance levels. -Customization Options- 1. Calculation Settings Source: Choose the price input (default: HLC/3). Break Lines at New Month: Toggle whether to reset the VWAP and deviation lines at the start of each month. 2. Main VWAP Line Visibility: Show/hide the primary VWAP line. Appearance: Adjust color, line width (1–5), and style (solid, dashed, or dotted). 3. Deviation Bands (1–3) Each deviation band is fully configurable: Visibility: Show/hide individual bands. Multiplier: Set the standard deviation multiplier (e.g., 1.0, 2.0, 3.0). Appearance: Customize color, line width, and style (solid, dashed, or dotted). -How It Works- VWAP Calculation: Computes the volume-weighted average price from the start of the month, resetting automatically at month-end (or continuing seamlessly if disabled). Standard Deviation Bands: Plots upper/lower bands based on the selected multipliers, helping identify overbought/oversold conditions relative to the monthly VWAP. Auto-Anchoring: Eliminates manual anchor point selection, ideal for swing trading or intramonth analysis. -Use Cases Trend Confirmation: Price above/below VWAP may signal bullish/bearish bias. Mean Reversion: Deviations act as dynamic support/resistance zones. Volatility Assessment: Wider bands indicate higher volatility; tighter bands suggest consolidation. -Why This Indicator? Adaptive: Automatically adjusts to new monthly data. Flexible: Customize bands to fit your trading strategy (e.g., tighter for scalping, wider for swing trading). Clarity: Clean, non-cluttered visualization with user-defined styling. Ideal for: Traders seeking a structured, volume-aware tool to gauge monthly trends and volatility without manual adjustments. Personal note: "This indicator is like a wise old trader—it doesn’t just show you the average; it maps the battlefield of price and volume. Use it to spot when the market is stretching too far (deviations) or when it’s coiling for a move (VWAP as magnet). But remember: even the best tools need context. Combine it with volume spikes or momentum oscillators for higher-probability setups. And if the bands are too wide? The market’s whispering ‘caution’—listen."
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của ben_haeckler
VWAP Cross Flow Engine [AGPro Series]VWAP Cross Flow Engine 🔹 OVERVIEW VWAP Cross Flow Engine is a precision scoring system for price-to-VWAP crossovers. Instead of treating every VWAP cross as a binary signal, this indicator measures the QUALITY of each crossover event in real time using a weighted composite score derived from momentum, volume expansion and optional sigma-band confluence. The engine is designed for intraday scalpers and swing traders who rely on VWAP as a dynamic equilibrium reference and need a structured way to separate high- conviction continuation crosses from low-quality noise flips. The script plots an anchored Volume-Weighted Average Price line with optional volume-weighted standard-deviation bands, detects every price/VWAP crossover event, scores each one on a 0–100 scale and visualizes the result through compact X markers, directional bar coloring, a retrospective quality dashboard and a dynamic bias zone anchored on the strongest crosses. 🔸 UNIQUE EDGE Most VWAP-based tools stop at plotting the line and marking raw crossovers. VWAP Cross Flow Engine adds a multi-factor quality layer on top of the crossover itself: • Every cross receives a composite score, not a pass/fail flag • Momentum sub-score derived from RSI distance from 50 at cross bar • Volume sub-score derived from current volume vs SMA baseline • Optional confluence bonus when cross occurs beyond 2-sigma envelope • Retrospective follow-through measurement in ATR units • Session-aware counters with automatic daily-vs-higher-timeframe label switching • ATR-based cooldown filter that prevents label overlap on any timeframe, not just bar-count cooldowns that fail on daily charts The combination of live scoring + retrospective success tracking in a single panel is the core differentiator. It allows the trader to both filter new crosses and study the historical reliability of VWAP cross behavior on any symbol and timeframe. 🔷 METHODOLOGY 1. VWAP CALCULATION Volume-weighted average of HLC3 (configurable) anchored to the Session, Week or Month boundary. Cumulative price*volume and cumulative volume series are reset at every anchor change. 2. SIGMA BANDS (optional) Volume-weighted variance computed as E − E ² where X is the source price weighted by volume. Square root produces the true volume-weighted standard deviation. 1σ and 2σ envelopes are drawn around the VWAP line. 3. CROSS DETECTION Standard ta.crossover / ta.crossunder between close and VWAP. 4. QUALITY SCORING • Momentum sub-score: |RSI(14) − 50|, scaled to 0–40 range • Volume sub-score: volume / SMA(20), capped at 3x, scaled 0–30 • Confluence bonus: +5 if prior bar touched the opposing 2σ band • Total live score (max 70 or 75) is rescaled to 0–100 5. COOLDOWN FILTER A new cross is only plotted if BOTH conditions are met: • At least N bars since the last plotted cross • At least K × ATR price distance from the last plotted cross 6. FOLLOW-THROUGH TRACKING Each cross is stored with its direction, price and ATR at the time of the event. After N bars, the displacement (in the cross direction) is measured. Success rate and average follow-through in ATR units are maintained inside a rolling lookback window. 7. QUALITY ZONE A rectangle zone (0.8 × ATR tall by default, 60 bars long) is drawn at every strong cross (score ≥ 70). The zone acts as a dynamic bias area anchored on high-conviction VWAP interactions. 🔶 SIGNALS & ALERTS The indicator fires five distinct alert conditions: 1. High-Quality VWAP Cross Up — bullish cross above the min quality threshold with cooldown satisfied. 2. High-Quality VWAP Cross Down — bearish cross above the min quality threshold with cooldown satisfied. 3. Strong VWAP Cross (≥70) — score 70 or higher; anchors a new quality zone. 4. Price Reached +2σ Band — price extended to the upper sigma band (optional, requires bands enabled). 5. Price Reached −2σ Band — price extended to the lower sigma band (optional, requires bands enabled). 🔹 KEY INPUTS VWAP Reference • Source — price series used for VWAP (default HLC3) • Anchor Type — Session / Week / Month • Show VWAP Line Sigma Bands • Show Sigma Bands (default OFF) • Inner Band Multiplier (default 1.0) • Outer Band Multiplier (default 2.0) Quality Engine • Momentum (RSI) Length • Volume Average Length • Follow-Through Bars • ATR Length • Min Quality To Plot (default 50) • Use Sigma Confluence Bonus • Cooldown — Minimum Bars (default 5) • Cooldown — Minimum ATR Distance (default 0.5) Visuals • Show Cross X Labels • Show Target Projection (default OFF) • Show Quality Zone • Quality Zone Height (ATR) / Length (Bars) • Color Bars By Cross Strength • Auto Label Size (upscale on 1D+) Panel • Show Dashboard Panel • Panel Position (6 positions) • Panel Theme (Dark / Light) • Panel Font Size • Success Rate Lookback Bars 🔸 HOW TO USE • INTRADAY SCALPING — use Session anchor on 5m–1h charts. Focus on crosses scoring 70 or higher. The quality zone becomes a short-term bias area: price holding above a bull zone mid-line tends to favor continuation, breaks back through the mid-line tend to indicate weakening conviction. • SWING BIAS — use Week or Month anchor on 4h and daily charts. Treat strong crosses as potential regime-shift events. Monitor the Success Rate metric to calibrate expectations for the current market and instrument. • MEAN-REVERSION — enable sigma bands and confluence bonus. Crosses that form after a 2σ stretch tend to score higher and mark statistically meaningful reversal attempts. • FILTER CALIBRATION — raise Min Quality To Plot to 60 or 70 for high-selectivity environments; lower to 40 for noisier instruments where you want earlier confirmation. The dashboard gives at-a-glance context: how many crosses have fired this session, how many were strong, what the historical win rate looks like in the current lookback window, the average ATR-normalized follow-through, and whether price is currently above or below VWAP. 🔷 LIMITATIONS & TRANSPARENCY • This is NOT a strategy and does not generate buy/sell orders. • Score is a quality filter, not a directional prediction. A high- score cross still carries market risk and can fail. • Follow-through statistics depend on lookback window size and timeframe; adjust Success Rate Lookback to match your trading horizon. • Sigma bands require a reliable volume feed. On low-liquidity instruments the bands may be noisy or meaningless. • Anchored VWAP resets at each new anchor (Session / Week / Month); early-in-anchor values use fewer samples and are less stable. • The indicator repaints only within the cross bar itself (like any crossover detector). Once a bar closes, the plotted cross and its score are fixed. 🔶 RISK DISCLOSURE This script is a technical analysis tool intended for educational and analytical purposes. It does not constitute financial advice, investment advice or a recommendation to buy or sell any asset. Trading financial markets involves substantial risk of loss. Past performance of any indicator is not indicative of future results. Users are fully responsible for their own trading decisions and should combine this tool with independent analysis and proper risk management.
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của AGProLabs
6
Percentile Stretch Bands [AGPro Series]Percentile Stretch Bands 🔹 OVERVIEW Percentile Stretch Bands is an empirical, distribution-free overextension map. Instead of plotting standard deviation envelopes that assume a normal distribution of price behavior, this indicator samples the actual historical distance between price and a chosen reference (EMA, VWAP, or Anchored VWAP) and draws context-specific Stretch and Extreme bands directly from the empirical percentile distribution. The result is a visual reference of how stretched price is relative to its own historical behavior, adapted to the asset and timeframe being viewed. 🔹 UNIQUE EDGE Most "stretch" or "volatility band" tools on the platform rely on parametric assumptions — standard deviation multipliers, ATR multiples, or fixed percentage offsets. These approaches collapse when the underlying return distribution is skewed, fat-tailed, or regime-dependent, which is the rule rather than the exception across crypto and FX assets. Percentile Stretch Bands takes a different path: • Distribution-free: bands are drawn from the actual empirical percentile of price-to-reference distance, not from a Gaussian assumption. • Side-specific sampling: upper and lower distances are collected into separate samples, so asymmetric behavior (trending markets, one-sided regimes) is preserved rather than averaged away. • Regime-aware rendering: when Focus Active Side is enabled, each bar displays only the side relevant to price position, producing a clean single-story chart without visual competition. • Readiness gating: bands appear only once a minimum number of observations is reached on the active side, with the status panel clearly indicating the collection stage. 🔹 METHODOLOGY For every bar in the configured lookback window, the signed percent distance between close and the selected reference is computed and partitioned into two historical samples: positive distances (upper extensions) and negative distances in absolute terms (lower extensions). Each sample is sorted and two percentile cut-offs are extracted independently: • Stretch percentile (default 80) — the threshold beyond which a distance is considered materially extended. • Extreme percentile (default 95) — the threshold beyond which a distance is statistically rare within the chosen lookback. These cut-offs are then translated from percent-distance back into absolute price bands around the active reference, producing four levels: Upper Stretch, Upper Extreme, Lower Stretch, Lower Extreme. The current distance is also ranked against its side's sample and displayed as an ordinal percentile (for example, "Upper P87") in the status panel. 🔹 SIGNALS AND ALERTS The indicator is a visual overextension map and does not generate directional trade signals. Four alert conditions are exposed for users who want to be notified of boundary events: • Upper Stretch Cross — close crosses above the Upper Stretch band. • Upper Extreme Cross — close crosses above the Upper Extreme band. • Lower Stretch Cross — close crosses below the Lower Stretch band. • Lower Extreme Cross — close crosses below the Lower Extreme band. These alerts mark entries into statistically extended zones relative to the empirical sample. They are contextual flags, not trade recommendations. 🔹 KEY INPUTS Reference • Reference Mode — EMA, VWAP, or Anchored VWAP baseline • EMA Length — smoothing length for the EMA reference • AVWAP Anchor Time — starting timestamp for Anchored VWAP Statistics • Lookback — bars used to build the empirical distribution (default 500) • Minimum Side Sample — observations required before bands appear • Stretch Percentile — primary extension threshold (default 80) • Extreme Percentile — rare-extension threshold (default 95) Display • Focus Active Side — regime-aware single-story rendering • Show Active Stretch Zone Box — right-side zone anchor on the active side • Zone Forward Projection — forward visibility of the active zone • Band Color Profile — Soft, Premium, or Bold • Panel Text Size and Label Text Size — Small, Normal, or Large Level Tags • Show Level Tags, Show Reference Tag, Tag Mode, Tag Offset Bars 🔹 HOW TO USE 1. Select a reference that fits the asset and timeframe. EMA is a robust default across all instruments. VWAP is suited to intraday equities and futures. Anchored VWAP is used when a specific event origin (earnings, news, structural low) is relevant. 2. Let the status panel reach the "Ready" state. The panel reports active samples and readiness — bands are intentionally withheld until the side-specific sample is sufficient. 3. Read the current percentile rank in the Zone cell. Values near the center indicate price trading close to the reference; values approaching P95 or above indicate the sample's rare extensions. 4. Treat Stretch and Extreme bands as context, not as triggers. A move into the Extreme zone reflects a statistically rare extension on the chosen sample, not a directional signal. 5. Combine with structural tools — trend context, market structure, higher-timeframe bias — before any discretionary decision. 🔹 LIMITATIONS AND TRANSPARENCY • The indicator is descriptive, not predictive. Percentile bands describe past behavior within the lookback window; they do not forecast future price action. • Regime shifts can temporarily invalidate historical bands. A sudden volatility expansion will push price beyond extreme levels while the sample re-stabilizes. • Empirical percentiles require sufficient observations. On very new symbols or short lookbacks, the "Collecting" state is the correct and expected behavior. • Anchored VWAP mode depends on a meaningful anchor choice. A poorly chosen anchor produces a reference line without structural relevance. • The active stretch zone box is a visual anchor for screenshots and review, not a projection of future levels. 🔹 RISK DISCLOSURE This script is a visual analytics tool and is not a strategy, signal service, or financial advice. It does not place orders, manage positions, or recommend directional exposure. Trading involves risk of loss. Users are responsible for their own analysis, risk management, and trading decisions.
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của AGProLabs
Session VWAP Reaction Engine [AGPro Series]Session VWAP Reaction Engine Session VWAP Reaction Engine builds the active intraday session VWAP as a reaction anchor and classifies confirmed price behaviour around it into three clear event types — Reclaim, Bounce, and Reject — each validated by a configurable confirmation window, a minimum prior-side bar filter, and an optional VWAP slope alignment filter. A volatility-scaled reaction corridor, compact reaction zones, a session box, and a minimal right-side bias panel turn raw session flow into a clean, publication-ready read on acceptance, rejection, and continuation. 🔷 OVERVIEW Most session VWAP tools simply plot the line. Session VWAP Reaction Engine goes further: it reads how price behaves around the line inside a selected session window (Asia, London, New York, or Custom) and labels that behaviour using three structural event classes: • Reclaim — a confirmed cross and acceptance on the new side of session VWAP, after price has spent a minimum number of bars on the opposite side. • Bounce — a test of the reaction corridor edge that closes back on the prevailing side, with body-range and slope alignment quality checks feeding a Strong / Clean / Weak strength read. • Reject — a wick into session VWAP that fails to accept on the other side, resolving as pressure against the crossing attempt. Each confirmed event paints a compact rectangular reaction zone, a single label near the zone, and updates a right-side bias panel so the current session's story is always readable at a glance. 🟦 WHAT MAKES IT DIFFERENT ▸ Event classification, not just a line. Reclaim, Bounce, and Reject are treated as distinct structural events — each with its own confirmation path and visual signature — instead of blending into a single "crossed VWAP" signal. ▸ Corridor-based reaction detection. Bounce and Reject use a volatility-scaled ATR corridor around session VWAP rather than a single-pixel touch, which matches how VWAP is typically tested in real intraday flow. ▸ Slope-aware trend filter. Optional VWAP slope alignment biases bounce events toward the prevailing session direction and filters out counter-flow reactions that tend to fail. ▸ Reaction Strength read. Bounces are classified Strong / Clean / Weak using body-to-range ratio, close location in range, and slope alignment — turning every bounce into a quality-graded event. ▸ Active-Only and Publish Focus visual modes. The chart stays clean by surfacing only the latest session and the latest confirmed reaction, with older structure fading or removed. Ideal for decision-making and presentation. 🟣 METHODOLOGY 1) Session anchor. The selected session (Asia / London / New York / Custom) resets a cumulative PV / V VWAP on every new session bar, giving a fresh reaction reference for that window. 2) Prior-side filter. Before any Reclaim or opposite-side reaction can qualify, price must have spent a minimum configurable number of bars on one side of session VWAP. This isolates structural interactions and rejects chop. 3) Reclaim confirmation. A raw cross must be followed by N consecutive confirmed closes on the new side (default 2) before the Reclaim is validated and painted. 4) Corridor reactions. A volatility-scaled corridor (ATR × user multiplier) around session VWAP defines where Bounce and Reject qualify. Bounces require a corridor-edge test plus a close back on the prevailing side with body confirmation; Rejects require a wick into session VWAP that closes on the originating side. 5) Bias and state synthesis. Live Bias (Bullish / Bearish Acceptance or Pressure, or Neutral Rotation) is derived from close position relative to VWAP and corridor. Reaction State reflects the latest confirmed event (Bullish Acceptance, Bearish Acceptance, Bounce Support, Bounce Resistance, Reject Pressure, Reject Lift). 6) Post-session context. After the session ends, the last session VWAP and corridor stay on the chart for a configurable number of bars so recent structure remains visible without polluting older history. 🟢 SIGNALS & ALERTS Eight alertcondition hooks are provided, all bar-close confirmable: • Bullish Session VWAP Reclaim Confirmed • Bearish Session VWAP Reclaim Confirmed • Bullish Session VWAP Bounce Confirmed • Bearish Session VWAP Bounce Confirmed • Bullish Session VWAP Reject Confirmed • Bearish Session VWAP Reject Confirmed • Reaction State Shifted Bullish • Reaction State Shifted Bearish A "Confirmed Alerts Only" toggle restricts firing to barstate.isconfirmed so alerts will not repaint before close. 🟡 KEY INPUTS Session Engine • Selected Session — Asia / London / New York / Custom • Custom Session — HHmm-HHmm format (used when Custom is selected) • Session Timezone — Exchange / UTC / London / New York / Singapore Reaction Engine • Reclaim Confirm Bars — number of confirmed closes required after a cross (default 2) • Minimum Prior Side Bars — whipsaw filter on the opposite side before qualifying (default 2) • Reaction Corridor Width (ATR) — half-width of the ATR corridor around VWAP (default 0.20) • Reaction Zone Length (Bars) — how far a confirmed zone extends right (default 14) • Use VWAP Slope Alignment — trend filter for bounce events (default on) • VWAP Slope Lookback — slope estimation window (default 3) • Post-Session Context Bars — how long last session structure stays visible (default 18) Visual Story • Active-Only Mode, Publish Focus Mode, Show Previous Reaction Ghost • Show Session Box, Show VWAP Reaction Corridor, Show Confirmed Reaction Zone • Show Reaction Label, Show Session VWAP, Show Right-Edge SVWAP Tag • Visible History Bars (default 700), Label Font Size (default Normal) Panel • Show Bias Panel (top-right), Panel Font Size (default Normal) Alerts • Confirmed Alerts Only (default on) 🟠 HOW TO USE 1) Apply to any intraday timeframe (1m–4h). Session VWAP requires intraday data to anchor the session reference. 2) Choose the session that best fits your market focus — New York for US equities and US-hours crypto, London for FX and European hours, Asia for Asian-session flow, or a Custom window. 3) Watch the corridor as the session develops. Bounce and Reject events inside the corridor describe how the session is defending or failing the VWAP reference. 4) Use Reclaim events as session-context shifts — combine with your own structure (HTF trend, S/R, order flow) rather than treating them as standalone entries. 5) Read the right-side Bias Panel for a compact summary: Session Status, Bias, Last Reaction, Reaction Strength, Signal Age, Reaction State, and Latest Line status. 6) For screenshots and presentation use, keep Publish Focus Mode and Active-Only Mode enabled — older sessions fade and only the latest structure remains dominant. 🟤 LIMITATIONS & TRANSPARENCY • Intraday-only. Session VWAP is meaningful only on intraday timeframes; on daily and higher, the indicator will remain idle. • Session VWAP resets at the start of each selected session. Reactions are evaluated within that window only. • Confirmed events use bar-close logic. Intra-bar touches of the corridor are not counted as events until the bar closes. • Volume-dependent. Session VWAP uses symbol volume. On symbols without meaningful volume, VWAP accuracy will be limited. • The Reaction Corridor is a volatility-scaled visual and detection band, not a support/resistance guarantee. ⚠️ RISK DISCLOSURE This indicator is an analytical and visualisation tool. It is not a trading strategy, does not generate buy/sell recommendations, does not predict future price direction, and does not guarantee any specific outcome. All signals, zones, and panel readings describe past and current price behaviour around session VWAP, not forecasts. Markets carry risk of loss. Always use independent risk management, position sizing, and your own trading plan. Past behaviour of any signal does not imply future performance.
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của AGProLabs
AGNI MOMENTUM - Ultimate Swing StrategyThe AGNI MOMENTUM is a high-performance swing trading system developed by The Stock Yogi. Designed specifically for the 1-Hour, 4-Hour, and Daily timeframes, this strategy is built to identify and ride major market waves while maintaining professional-grade risk controls. Why "AGNI" Momentum? In the Indian markets, catching a trend at the right moment is like capturing fire. This strategy uses a triple-layered approach to ensure you only enter when the "spark" is confirmed and the trend has the fuel to continue. Technical Pillars: The Institutional Anchor (VWAP): We only look for Long opportunities when the price is trading above the Volume Weighted Average Price, ensuring we are on the side of institutional money. The Momentum Trigger (Stochastic RSI): A precision-tuned oscillator that identifies overextended markets and triggers entries exactly as momentum shifts in our favor. The Volatility Shield (ATR): Instead of fixed-point stops, we use Average True Range. This allows your stop loss to adjust automatically based on market "Garam-Hawa" (volatility), preventing unnecessary stop-outs. The Trailing Sentinel: A built-in trailing stop follows the price, protecting your "Kamai" (earnings) as the trade progresses. Key Features: Optimized for Indian Markets: Defaulted to IST (GMT+5:30) with customizable session windows. Aggressive Reward: Set to a default 1:3 Risk-to-Reward ratio to ensure long-term profitability. Clean Visuals: Thick Target/SL lines and "AGNI Stickers" ($) make the trade status clear at a glance. Toggle Flexibility: Easily switch off Sell trades to focus on a "Buy Only" trending market. How to Use: Preferred Timeframes: 1H, 4H for aggressive swings, 1D for structural wealth building. Assets: Optimized for Nifty, BankNifty, and high-volume Blue-chip stocks.
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của The_Stock_Yogi
Multi-Anchor VWAP Grid [AGPro Series]Multi-Anchor VWAP Grid 🔹 Overview Multi-Anchor VWAP Grid is a volume-weighted analysis tool that plots five independently anchored VWAP lines on the same chart — anchored from swing high, swing low, higher-timeframe pivot, all-time high, and session open. Each anchored VWAP includes optional ±1σ and ±2σ standard deviation bands, forming a dynamic grid of volume-weighted support and resistance levels. When three or more VWAPs converge within a tight ATR-based band, the indicator draws a rectangular confluence zone highlighting the area as a higher-probability price reaction region. The script is fully automatic. All five anchors are detected by internal engines (pivot detection, session detection, timeframe change detection, all-time-high tracker) and require no manual date picking or retroactive anchor placement. Install the indicator, select which anchors you want active, and the grid builds itself. 🔹 What It Does Differently Most anchored VWAP tools plot one anchor at a time and require the user to manually place the anchor each time a new swing or event is identified. This script plots five anchors simultaneously and lets them compete for relevance. When multiple independent anchors agree on a price level, that agreement itself becomes the signal — visualized as a confluence zone. A single VWAP is one data point. Five VWAPs intersecting within 0.5 ATR of each other is a structural event. The confluence detection engine tests each active VWAP as a reference point, counts how many others fall within the user-defined ATR tolerance, and picks the densest cluster on each bar. A minimum VWAP count threshold (default 3) prevents noise, and a lifecycle manager extends, adaptively resizes, and expires zones based on bar age and midpoint drift. 🔹 Methodology **Anchor engines** Swing High and Swing Low VWAPs reset on each confirmed pivot using the standard ta.pivothigh / ta.pivotlow detector with a configurable lookback length. HTF Pivot VWAP resets at the start of each selected higher-timeframe period (daily, weekly, or monthly) using timeframe.change. ATH VWAP resets whenever a new all-time high is printed on the visible chart. Session Open VWAP resets at the first bar of each trading session defined by the session window input. **VWAP calculation** Each anchor maintains three running accumulators since its last reset: sum of (price × volume), sum of volume, and sum of (price² × volume). VWAP is computed as the first divided by the second. Standard deviation is derived from the variance identity: sqrt(E − E ²), where E and E are computed from the running accumulators. Bands are plotted at configurable multipliers of this running standard deviation. **Confluence engine** On each bar, the script evaluates every active VWAP as a potential cluster center. For each candidate center, it counts how many other active VWAPs fall within ATR × tolerance distance. The cluster with the highest count wins. If the winning count meets or exceeds the minimum threshold, the bar is marked as confluence-active. **Zone lifecycle** When confluence becomes active, a new rectangular zone is created spanning the min/max of the clustered VWAPs. As long as confluence remains active and the cluster midpoint drifts less than 0.5 ATR from its original midpoint, the zone extends to the current bar and adaptively resizes with rate-limited expansion (maximum 1 ATR growth per bar per direction, preventing erratic stretching). If the midpoint drifts more than 0.5 ATR, a new zone is created. A 5-bar debounce prevents micro-breaks in confluence from prematurely closing active zones. Zones auto-expire after a configurable age limit (default 120 bars). 🔹 Signals and Panel Readouts The information panel in the top-right corner (position and theme configurable) displays: - **Price Bias** — count of VWAPs price is currently above vs below, with an overall BULL / BEAR / MIXED classification - **Confluence** — current status (active with cluster count, or none) and the minimum-count threshold in use - **Closest VWAP** — which of the five VWAPs is currently closest to price, and the distance in ATR units - **Active VWAPs** — each enabled VWAP's current value and percent distance from close Two alert conditions are built in: new confluence zone detection, and price crossing any active VWAP line. 🔹 Key Inputs **Anchor Points group** — toggle each of the five VWAPs on or off, set swing pivot lookback length, choose HTF timeframe (D/W/M), define the session window for intraday anchoring. **Deviation Bands group** — toggle bands on or off, configure band 1 and band 2 multipliers, enable or disable gradient fills between VWAP and the first band. **Confluence Zones group** — toggle zones on or off, set minimum VWAPs required for a confluence (2 to 5), adjust the ATR-based tolerance, define maximum zone age in bars. **Panel group** — toggle panel, choose location (six positions), select Dark or Light theme, set font size (Small / Normal / Large). **Labels group** — toggle the compact end-of-line labels that identify each VWAP at the right edge of the chart. 🔹 How to Use This indicator is designed as a context layer, not a standalone entry signal. Suggested workflow: **1. Identify structural bias.** Check the Price Bias row in the panel. If 4 or 5 VWAPs sit below price (BULL), the market is trading above its most relevant volume-weighted averages across multiple timeframes and event contexts. The opposite applies for BEAR. **2. Watch for confluence formation.** When the panel shows Confluence ACTIVE with 3 or more VWAPs clustered, a meaningful volume-weighted support or resistance area is forming. These zones often precede reaction or reversal behavior. **3. Use bands for context.** When price trades near the ±1σ band of a single VWAP, reversion back toward that VWAP is statistically more likely. ±2σ extensions indicate volatility outliers. **4. Cross-reference with your own tools.** This script is most useful combined with price action, volume profile, or a trend filter of your choice. It does not generate entries or exits on its own. 🔹 Tips - On crypto 24h markets, set Session Window to 0000-2359 for a full-day session VWAP. - Higher Swing Pivot Length values (30–50) filter noise on higher timeframes; lower values (10–15) are better for intraday. - If the chart feels visually crowded, disable the ±2σ bands or reduce the number of active anchors. All five are rarely needed simultaneously. - For the strongest confluence signals, increase Min VWAPs for Confluence to 4 — rarer but higher conviction. 🔹 Limitations and Transparency - The script uses standard Pine Script pivot detection for swing anchors. Pivots are confirmed only after the pivot length has passed, which means swing VWAP anchors are placed retrospectively by that many bars. This is an inherent limitation of all pivot-based tools, not a bug. - ATH tracking is limited to the visible chart range. On timeframes or symbols where the chart does not load full history, the "ATH" anchor represents the highest point within loaded data, not the true all-time high. - Standard deviation bands assume price dispersion around each VWAP is approximately normal over the anchored period. In strongly trending markets, this assumption weakens and bands may widen significantly. - Confluence zones are descriptive, not predictive. They mark areas where multiple volume-weighted averages happen to agree. They do not guarantee price reaction, only indicate where reaction is more plausible than average. - Session Window input must match the instrument's trading hours to produce a meaningful intraday VWAP. Incorrect session definitions will produce misleading anchor points. 🔹 Risk Disclosure This indicator is provided for educational and analytical purposes only. It is not financial advice, investment advice, or a recommendation to buy, sell, or hold any asset. All trading involves substantial risk of loss. Past chart behavior and historical VWAP reactions do not guarantee future results. Users are solely responsible for their own trading decisions and risk management. Always combine indicator output with independent analysis and appropriate position sizing. The author accepts no responsibility for any financial outcome resulting from the use of this script.
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của AGProLabs
Daily VWAP Bands + Strict Delta ConfluenceThis indicator plots: Daily resetting VWAP (yellow line) ±1 SD and ±2 SD bands around VWAP (teal/red) It also generates strict buy/sell signals (green "BUY" and red "SELL" labels) based on strong confluence: Buy Signal: Price touches the lower 2nd SD band, rejects strongly (bullish candle), and Cumulative Delta is positive and holding/improving. Sell Signal: Price touches the upper 2nd SD band, rejects strongly (bearish candle), and Cumulative Delta is negative and holding/improving. The signals are designed to be infrequent and higher-probability by requiring both extreme price deviation from VWAP and supporting order flow (delta strength). In short: A mean-reversion tool that only shows potential reversal zones when both VWAP bands and Cumulative Volume Delta agree.
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của Scottt8
SHK 3 MA EMA WMA | VWAP | TRIANGLE CROSS━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SHK 3 MA EMA WMA | VWAP | ▲▼ CROSS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ A clean and powerful multi-purpose trend indicator combining 3 fully customisable Moving Averages with crossover signals and an anchored VWAP — all in one overlay. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ MOVING AVERAGES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ • 3 independent Moving Averages — MA1, MA2, MA3 • Each MA is individually selectable as EMA / SMA / WMA • Each MA has its own length input • Default lengths: MA1 = 9 | MA2 = 21 | MA3 = 50 • Color, opacity, thickness and line style controlled directly from the chart legend (click the line name) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ CROSSOVER SIGNALS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Two sets of cross signals with triangle labels: ▲ MA1 × MA2 — Bullish cross (triangle below bar) Label shows actual lengths e.g. "9×21" ▼ MA1 × MA2 — Bearish cross (triangle above bar) Label shows reversed lengths e.g. "21×9" ▲ MA2 × MA3 — Bullish cross (triangle below bar) Label shows actual lengths e.g. "21×50" ▼ MA2 × MA3 — Bearish cross (triangle above bar) Label shows reversed lengths e.g. "50×21" Triangle colors match their respective MA line colors. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ VWAP ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ • Volume Weighted Average Price (VWAP) • Selectable anchor period: Session | Week | Month | Quarter | Year • Toggle on/off from settings • Color, opacity, thickness and line style controlled from chart legend ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ALERTS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 4 built-in alert conditions: • MA1 Crossed Above MA2 ▲ (Bullish) • MA1 Crossed Below MA2 ▼ (Bearish) • MA2 Crossed Above MA3 ▲ (Bullish) • MA2 Crossed Below MA3 ▼ (Bearish) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO USE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 1. Add indicator to chart 2. Set MA types and lengths in Settings 3. Click any line name in chart legend to adjust color, opacity, thickness and style 4. Use VWAP as dynamic support/resistance 5. Set alerts from the Alerts menu ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ DISCLAIMER ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ This indicator is for educational and informational purposes only. It does NOT constitute financial advice, investment advice, or a recommendation to buy or sell any financial instrument. Past performance of any indicator or strategy does not guarantee future results. Trading involves significant risk of loss and is not suitable for all investors. Always do your own research and consult a qualified financial advisor before making any trading decisions. The author accepts no responsibility for any losses incurred from the use of this indicator. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ © SHK — All rights reserved ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
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của Syed_Hussain_K
Recent IPO VWAP (<= 4yrs)CREDITS TO VENU FOR THE IDEA X: x.com IPO Anchored VWAP with 4-Year Age Filter Overview This script automatically plots an Anchored VWAP (AVWAP) starting from the very first bar of data (IPO) for any given ticker. To maintain clean charts and focus on relevant high-growth names, the indicator features a built-in logic gate that only displays the line if the stock's trading history is 4 years or less. Why use this? For many trend traders (following methodologies like CAN SLIM or Mark Minervini’s Trend Template), the IPO VWAP represents the ultimate "institutional average cost basis." However, manually anchoring this on every new chart is tedious. This script solves two problems: Automation: It finds the IPO bar instantly without manual clicking. Decluttering: It automatically hides itself on "legacy" stocks (like AAPL or MSFT) where the IPO anchor is no longer technically relevant for short-to-medium term trading. Key Features Auto-Anchor: Dynamically calculates bar_index == 0 to find the start of trading. Age Filter: Uses a time-based calculation to ensure the line only plots on companies that IPO'd within the last 4 years (approx. 1,461 days). Lightweight: Minimal Pine Script footprint for fast chart loading. How to use Simply add the script to your chart. When you flip through your watchlist: Recent IPOs (under 4 years): You will see the red AVWAP line. Established Stocks (over 4 years): The chart will remain clean and the line will be hidden.
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của Fedele
Custom Risk Interval VWAPHLC3-based VWAP anchored to the 6:00 PM Globex open with user-defined mirrored “risk interval” bands. These bands represent fixed point deviations from VWAP, helping identify when price is extended from fair value. In a non-volatile market, inner bands tend to highlight areas wher price is overextended from vwap for mean reversion setups. Outer bands highlight areas where price is more likely to mean revert or require strong momentum to continue. Use for: mean reversion at extremes continuation on acceptance beyond bands avoiding chasing entries in overextended conditions Best used alongside key levels, session structure, and orderflow.
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của IAmTheLiquidity2
1
gobucs1314 indicatorHere's the order execution logic from gobucs the 🐐! Gobucs1314 is an elliot wave trader and top analyst in the webull community. Basic logic • The indicator is for order execution / confirmation, not for regime detection or beta work (user must handle that separately). • It watches EMA 9, EMA 21, and VWAP. • A LONG signal prints only when, on the same bar: 1. Price is above VWAP, 2. Price is above the 9 EMA, 3. The 9 EMA crosses above the 21 EMA. • A SHORT signal prints only when, on the same bar: 1. Price is below VWAP, 2. Price is below the 9 EMA, 3. The 9 EMA crosses below the 21 EMA. All three must be true; otherwise no signal
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của Wild_Will_Stewart