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Zaktualizowano VWAP Session [NevoxCore] Pro — Wave
⯁ OVERVIEW
VWAP Session [NevoxCore] Pro — Wave is a clean, lightweight session VWAP suite with wave-smoothed VWAP, configurable σ-bands (k1/k2), a compact HUD (Z-score & distance), and smart alerts for VWAP and band crosses—including a reversion detector that alerts when price returns to VWAP after stretching beyond ±k1σ. Bias-aware fills (up/down) make context obvious at a glance.
⯁ KEY FEATURES
Wave-Smoothed Centerline: EMA smoothing for VWAP and bands for a readable “wave” look.
Adaptive Bands (±σ): Two levels (k1/k2) from rolling stdev of (source – VWAP) with separate visibility toggles.
Bias-Driven Fills: Inner/outer fills auto-switch by VWAP bias (close ≥/＜ VWAP) for instant context.
Reversion Logic: Detects when price stretches outside ±k1σ (lookback-based) and reverts to VWAP—optional alerts.
HUD (Top-Right): Live Z-score, % distance to VWAP, and tick distance.
Multiple Sources: Close, HL2, or HLC3.
NevoxCore Polish: Minimal visual noise, clear tooltips, alert-ready signals.
⯁ SETTINGS (quick)
VWAP • Core:
Show VWAP Bands (±σ): Enable/disable bands.
StDev Lookback (bars): Rolling window for stdev of deviations.
Band 1/2 (k × σ): Strength of inner/outer bands.
Reversion Lookback: Bars to consider for “outside ±k1σ before revert” check.
Price Source: Close / HL2 / HLC3.
VWAP • Display:
Wave smoothing (EMA): Visual smoothing for VWAP & bands.
Center line width: VWAP thickness.
Show inner/outer band: Toggle k1/k2.
Show HUD: Toggle the Z-score/distance table.
VWAP • Alerts:
Cross VWAP / Cross Bands (±σ) / Reversion to VWAP: Enable only what you need.
⯁ ALERTS (built-in)
VWAP — Cross Up / Down
VWAP — Cross Above +k1σ / Cross Below −k1σ
VWAP — Reversion Long / Short (returns to VWAP after being below/above ±k1σ)
⯁ HOW TO USE
Read bias (close vs VWAP) and fills for quick context.
Use k1/k2 to frame mean-reversion vs. expansion; k1 = inner trade zone, k2 = outer stretch.
Track Z-score and % distance in the HUD to quantify stretch.
Enable Reversion alerts to catch “back-to-VWAP” snaps after extended moves.
Adjust wave smoothing to your timeframe: more smoothing for higher TFs, less for scalps.
⯁ NOTES
Bands are derived from deviation of price from session VWAP, not price stdev alone—keeps the focus on VWAP reversion dynamics.
Bias uses current close vs VWAP, yielding intuitive fill changes without repaint.
⯁ WHAT MAKES IT DIFFERENT
A session-true VWAP with wave aesthetics, contextual fills, precise reversion logic, clean HUD, and a tight alert suite—the essentials, polished for speed and clarity.
⯁ DISCLAIMER
Backtest and paper-trade before using live. Not financial advice. Performance depends on market/TF/parameters.
VWAP Session [NevoxCore] Pro — Wave is a clean, lightweight session VWAP suite with wave-smoothed VWAP, configurable σ-bands (k1/k2), a compact HUD (Z-score & distance), and smart alerts for VWAP and band crosses—including a reversion detector that alerts when price returns to VWAP after stretching beyond ±k1σ. Bias-aware fills (up/down) make context obvious at a glance.
⯁ KEY FEATURES
Wave-Smoothed Centerline: EMA smoothing for VWAP and bands for a readable “wave” look.
Adaptive Bands (±σ): Two levels (k1/k2) from rolling stdev of (source – VWAP) with separate visibility toggles.
Bias-Driven Fills: Inner/outer fills auto-switch by VWAP bias (close ≥/＜ VWAP) for instant context.
Reversion Logic: Detects when price stretches outside ±k1σ (lookback-based) and reverts to VWAP—optional alerts.
HUD (Top-Right): Live Z-score, % distance to VWAP, and tick distance.
Multiple Sources: Close, HL2, or HLC3.
NevoxCore Polish: Minimal visual noise, clear tooltips, alert-ready signals.
⯁ SETTINGS (quick)
VWAP • Core:
Show VWAP Bands (±σ): Enable/disable bands.
StDev Lookback (bars): Rolling window for stdev of deviations.
Band 1/2 (k × σ): Strength of inner/outer bands.
Reversion Lookback: Bars to consider for “outside ±k1σ before revert” check.
Price Source: Close / HL2 / HLC3.
VWAP • Display:
Wave smoothing (EMA): Visual smoothing for VWAP & bands.
Center line width: VWAP thickness.
Show inner/outer band: Toggle k1/k2.
Show HUD: Toggle the Z-score/distance table.
VWAP • Alerts:
Cross VWAP / Cross Bands (±σ) / Reversion to VWAP: Enable only what you need.
⯁ ALERTS (built-in)
VWAP — Cross Up / Down
VWAP — Cross Above +k1σ / Cross Below −k1σ
VWAP — Reversion Long / Short (returns to VWAP after being below/above ±k1σ)
⯁ HOW TO USE
Read bias (close vs VWAP) and fills for quick context.
Use k1/k2 to frame mean-reversion vs. expansion; k1 = inner trade zone, k2 = outer stretch.
Track Z-score and % distance in the HUD to quantify stretch.
Enable Reversion alerts to catch “back-to-VWAP” snaps after extended moves.
Adjust wave smoothing to your timeframe: more smoothing for higher TFs, less for scalps.
⯁ NOTES
Bands are derived from deviation of price from session VWAP, not price stdev alone—keeps the focus on VWAP reversion dynamics.
Bias uses current close vs VWAP, yielding intuitive fill changes without repaint.
⯁ WHAT MAKES IT DIFFERENT
A session-true VWAP with wave aesthetics, contextual fills, precise reversion logic, clean HUD, and a tight alert suite—the essentials, polished for speed and clarity.
⯁ DISCLAIMER
Backtest and paper-trade before using live. Not financial advice. Performance depends on market/TF/parameters.
Informacje o Wersji
⯁ OVERVIEWVWAP Session [NevoxCore] Pro — Wave is a clean, lightweight session VWAP suite with wave-smoothed VWAP, configurable σ-bands (k1/k2), a compact HUD (Z-score & distance), and smart alerts for VWAP and band crosses—including a reversion detector that alerts when price returns to VWAP after stretching beyond ±k1σ. Bias-aware fills (up/down) make context obvious at a glance.
⯁ KEY FEATURES
Wave-Smoothed Centerline: EMA smoothing for VWAP and bands for a readable “wave” look.
Adaptive Bands (±σ): Two levels (k1/k2) from rolling stdev of (source – VWAP) with separate visibility toggles.
Bias-Driven Fills: Inner/outer fills auto-switch by VWAP bias (close ≥/＜ VWAP) for instant context.
Reversion Logic: Detects when price stretches outside ±k1σ (lookback-based) and reverts to VWAP—optional alerts.
HUD (Top-Right): Live Z-score, % distance to VWAP, and tick distance.
Multiple Sources: Close, HL2, or HLC3.
NevoxCore Polish: Minimal visual noise, clear tooltips, alert-ready signals.
⯁ SETTINGS (quick)
VWAP • Core:
Show VWAP Bands (±σ): Enable/disable bands.
StDev Lookback (bars): Rolling window for stdev of deviations.
Band 1/2 (k × σ): Strength of inner/outer bands.
Reversion Lookback: Bars to consider for “outside ±k1σ before revert” check.
Price Source: Close / HL2 / HLC3.
VWAP • Display:
Wave smoothing (EMA): Visual smoothing for VWAP & bands.
Center line width: VWAP thickness.
Show inner/outer band: Toggle k1/k2.
Show HUD: Toggle the Z-score/distance table.
VWAP • Alerts:
Cross VWAP / Cross Bands (±σ) / Reversion to VWAP: Enable only what you need.
⯁ ALERTS (built-in)
VWAP — Cross Up / Down
VWAP — Cross Above +k1σ / Cross Below −k1σ
VWAP — Reversion Long / Short (returns to VWAP after being below/above ±k1σ)
⯁ HOW TO USE
Read bias (close vs VWAP) and fills for quick context.
Use k1/k2 to frame mean-reversion vs. expansion; k1 = inner trade zone, k2 = outer stretch.
Track Z-score and % distance in the HUD to quantify stretch.
Enable Reversion alerts to catch “back-to-VWAP” snaps after extended moves.
Adjust wave smoothing to your timeframe: more smoothing for higher TFs, less for scalps.
⯁ NOTES
Bands are derived from deviation of price from session VWAP, not price stdev alone—keeps the focus on VWAP reversion dynamics.
Bias uses current close vs VWAP, yielding intuitive fill changes without repaint.
⯁ WHAT MAKES IT DIFFERENT
A session-true VWAP with wave aesthetics, contextual fills, precise reversion logic, clean HUD, and a tight alert suite—the essentials, polished for speed and clarity.
⯁ DISCLAIMER
Backtest and paper-trade before using live. Not financial advice. Performance depends on market/TF/parameters.
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Informacje i publikacje przygotowane przez TradingView lub jego użytkowników, prezentowane na tej stronie, nie stanowią rekomendacji ani porad handlowych, inwestycyjnych i finansowych i nie powinny być w ten sposób traktowane ani wykorzystywane. Więcej informacji na ten temat znajdziesz w naszym Regulaminie.
Skrypt chroniony
Ten skrypt został opublikowany jako zamknięty kod źródłowy. Możesz jednak używać go swobodnie i bez żadnych ograniczeń – więcej informacji tutaj.
Wyłączenie odpowiedzialności
Informacje i publikacje przygotowane przez TradingView lub jego użytkowników, prezentowane na tej stronie, nie stanowią rekomendacji ani porad handlowych, inwestycyjnych i finansowych i nie powinny być w ten sposób traktowane ani wykorzystywane. Więcej informacji na ten temat znajdziesz w naszym Regulaminie.