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Vwapbreakout

Dynamic Swing VWAP [WillyAlgoTrader]📊 Dynamic Swing VWAP is an overlay indicator that anchors a volume-weighted average price (VWAP) to each swing pivot — restarting the calculation every time the market structure changes direction. Unlike session-based VWAP (which resets at midnight) or fixed-anchor VWAP (which you drag manually), this VWAP automatically re-anchors to every swing high or swing low detected by the built-in pivot engine, producing a segmented VWAP line where each segment represents the volume-weighted fair value of the current trend leg. The VWAP is computed using an Exponential Weighted Moving Average (EWMA) with configurable tracking speed that can adapt to ATR-based volatility — plus deviation bands using EWMA-smoothed ATR and full market structure labeling (HH/HL/LH/LL). The core insight: a VWAP anchored to the start of the current swing leg tells you the average price at which volume traded since the trend began — this is where institutional positions are concentrated for this specific move. Price above the swing VWAP = the move is in profit for participants who entered at the start of the leg. Price below = the move is underwater. Each new swing resets the context, keeping the VWAP relevant to the current market structure. 🧩 WHY THESE COMPONENTS WORK TOGETHER Session VWAP tells you the average price for today — but a trend that started three days ago doesn't care about today's session boundary. Fixed-anchor VWAP lets you pick a start point but requires manual adjustment. And standard VWAP has no concept of market structure — it doesn't know when a swing reversal invalidated the previous leg. This indicator solves all three problems: Swing detection → Structure classification (HH/HL/LH/LL) → VWAP anchor at pivot → EWMA VWAP with adaptive tracking → ATR deviation bands → Trend direction coloring The swing detector identifies alternating highs and lows from price action. Each new swing is classified by its relationship to the previous swing of the same type (Higher High, Lower Low, etc.). On each qualifying swing, the VWAP resets and begins accumulating from the pivot bar — so the VWAP always represents the current leg's volume-weighted average. The EWMA tracking speed controls how responsive the VWAP is to new price/volume data. And the ATR bands show where price is extended relative to the VWAP within the current leg. Without swing anchoring, the VWAP drifts from stale reference points. Without structure classification, you don't know if the current swing is trend-continuing (HH/HL) or reversing (LH/LL). Without EWMA tracking, the VWAP would be a rigid cumulative calculation that can't adapt to changing conditions. Without bands, you can't gauge how extended the move is relative to fair value. 🔍 WHAT MAKES IT ORIGINAL 1️⃣ EWMA-based VWAP with half-life tracking. Instead of the standard cumulative VWAP (which weights every bar equally since the anchor), this indicator uses an Exponential Weighted Moving Average approach: alpha = 1 − exp(−ln(2) / APT) Where APT (Adaptive Price Tracking) is the configurable half-life in bars. This means: a bar that is APT bars old has exactly half the weight of the current bar. The EWMA updates: P = (1 − alpha) × P + alpha × (source × volume) V = (1 − alpha) × V + alpha × volume VWAP = P / V This produces a VWAP that naturally decays the influence of older bars — recent volume-weighted prices matter more. With APT=21 (default), a bar from 21 bars ago has half the weight of the current bar, and a bar from 42 bars ago has one-quarter. The key advantage over cumulative VWAP: after 200 bars, a cumulative VWAP barely moves — every new bar is 1/200th of the total. The EWMA VWAP continues to track price meaningfully because old data decays. 2️⃣ ATR-adaptive tracking speed. When "Adapt APT by ATR Ratio" is enabled, the tracking speed automatically adjusts based on current vs average volatility: adjustedAPT = baseAPT / (atrRatio ^ volatilityBias) Where atrRatio = ATR(50) / RMA(ATR, 50). When volatility spikes (ratio > 1), APT decreases → VWAP tracks price faster (captures the volatile move). When volatility contracts (ratio < 1), APT increases → VWAP smooths out (avoids overreacting to noise). The volatility bias parameter (default 10.0) controls the sensitivity — higher values produce more dramatic speed changes. The adjusted APT is clamped to to prevent extreme behavior. 3️⃣ Swing-anchored segment reset with backfill. When a new swing is detected, the VWAP doesn't just reset on the current bar — it backfills from the actual pivot bar to the present. This is critical because pivots are detected with a delay (the swing high/low is only confirmed after prdInput bars have passed). Without backfill, the VWAP would start from the current bar instead of the actual swing point. The backfill process: — Seed the EWMA at the pivot bar with the source price and volume at that bar — Walk forward bar by bar from the pivot to the current bar — Apply the EWMA update at each step — Optionally ramp the alpha (smooth re-anchor) to reduce initial jitter This produces a VWAP line that appears to start exactly at the swing point — even though the detection happened later. 4️⃣ Smooth re-anchor with alpha ramping. When enabled (default), the first 5 bars after a new anchor use a ramped alpha: rampFactor = 0.5 + 0.5 × barsFromSeed/5. This starts at 50% of the full alpha and ramps to 100% over 5 bars. The effect: the VWAP doesn't jerk to the new price immediately but smoothly transitions from the seed — reducing visual noise at segment boundaries. 5️⃣ Volume spike capping. When enabled (default), individual bar volumes are capped at 3× SMA(volume, 20). This prevents a single extreme volume bar (block trade, liquidation cascade, exchange glitch) from disproportionately pulling the VWAP. On crypto and small-cap stocks where volume spikes of 10–50× average are common, this produces a much more stable VWAP. Additionally, zero-volume bars (some instruments report 0 on certain bars) are replaced with the 50-bar median volume — preventing division-by-zero and maintaining continuity. 6️⃣ Market structure labels (HH/HL/LH/LL/EH/EL). Each swing is classified by comparing it to the previous swing of the same type: — HH (Higher High): current swing high > previous swing high — bullish continuation — HL (Higher Low): current swing low > previous swing low — bullish structure — LH (Lower High): current swing high < previous — bearish pressure — LL (Lower Low): current swing low < previous — bearish continuation — EH (Equal High): same level as previous high — potential double top — EL (Equal Low): same level as previous low — potential double bottom — IH/IL (Initial): first swing detected (no previous to compare) These labels are placed at the actual swing bar position (not the detection bar), providing accurate structure mapping. 7️⃣ LL/HH-only anchor filter. When "Only LL/HH Anchors" is enabled, the VWAP only resets on Lower-Low and Higher-High swings — the strongest continuation signals. HL and LH swings still get labels (for visual structure reference) but don't reset the VWAP segment. This produces longer, smoother VWAP segments that only restart on major trend-confirming swings. 8️⃣ EWMA ATR deviation bands. The bands use the same EWMA smoothing applied to ATR values (not a separate calculation): ewmaATR = (1 − alpha) × ewmaATR + alpha × ATR Upper band = VWAP + ewmaATR × bandMultiplier Lower band = VWAP − ewmaATR × bandMultiplier The band multiplier defaults to 0.618 (Fibonacci golden ratio). The bands are rendered as a filled polyline contour — upper points forward, lower points backward, forming a closed polygon. The fill color matches the trend direction (green for bullish, red for bearish) with configurable transparency. 9️⃣ Polyline rendering for clean visual output. The VWAP line and bands use Pine Script's polyline type — not plot(). Each segment is a separate polyline object drawn from the pivot bar to the current bar. On segment reset, the old polyline is finalized (frozen on chart) and a new one begins. This produces clean, non-overlapping segments with distinct colors per direction — something that plot() cannot achieve without workarounds. ⚙️ HOW IT WORKS — CALCULATION FLOW Step 1 — Swing detection: ta.highestbars/ta.lowestbars with configurable period. When the highest bar = current bar → swing high. When lowest = current bar → swing low. Direction tracks which was more recent. Step 2 — Structure classification: Each new swing is compared to the previous swing of the same type → HH/HL/LH/LL/EH/EL label. Step 3 — Anchor decision: If LL/HH filter is off, every swing anchors. If on, only LL and HH (plus initial) anchor. Non-anchoring swings still get labels. Step 4 — VWAP reset + backfill: Seed EWMA at pivot bar. Walk forward applying EWMA update at each bar with alpha from half-life. Optional smooth ramp over first 5 bars. Step 5 — Normal bar update: Each new bar: compute alpha from APT (optionally ATR-adapted), update EWMA P and V, compute VWAP = P/V, push point to polyline, update band contour. Step 6 — Segment visualization: Old segment finalized as frozen polyline. New segment drawn live. Bands rendered as filled contour polygon. 📖 HOW TO USE 🎯 Quick start: 1. Add the indicator — colored VWAP segments appear, anchored to each swing 2. Green line = bullish leg VWAP, red = bearish leg VWAP 3. HH/HL/LH/LL labels show market structure at each pivot 4. Price above VWAP = current leg is in profit, below = underwater 👁️ Reading the chart: — 🟢 Green VWAP line = bullish swing leg (anchored from swing low) — 🔴 Red VWAP line = bearish swing leg (anchored from swing high) — 🟢🔴 Filled bands = deviation from VWAP (brighter = more volatile) — HH / HL labels = bullish structure (trend up) — LH / LL labels = bearish structure (trend down) — EH / EL labels = equal level (potential reversal zone) — Price crosses VWAP from below → bullish (reclaiming fair value) — Price crosses VWAP from above → bearish (losing fair value) 🔧 Tuning guide: — VWAP too smooth (lagging): decrease APT (10–15), or enable ATR adaptation — VWAP too noisy: increase APT (30–50), enable Smooth Re-Anchor — Too many segments (choppy): increase Swing Period (40–80), or enable LL/HH Only mode — Bands too tight: increase Band Multiplier (1.0–1.618) — Bands too wide: decrease Band Multiplier (0.382–0.5) — Volume spikes distorting: enable Cap Volume Spikes (default on) ⚙️ KEY SETTINGS REFERENCE ⚙️ Main: — Swing Period (default 55): lookback for pivot detection — larger = bigger swings — Adaptive Price Tracking (default 21): EWMA half-life in bars — lower = faster tracking — Adapt APT by ATR Ratio (default Off): auto-adjust speed by volatility — Volatility Bias (default 10.0): ATR adaptation sensitivity — Cap Volume Spikes (default On): limit extreme bars to 3× average — Smooth Re-Anchor (default On): gradual alpha ramp on new segments — Only LL/HH Anchors (default Off): reset VWAP only on continuation swings 📐 Bands: — Band Multiplier (default 0.618): ATR × this value for band width — Band Fill Transparency (default 90): fill opacity 🎨 Visual: — Swing labels, trend background (all toggleable) — Line width configurable (1–5) — Auto / Dark / Light theme 🔔 Alerts — 🟢 BULLISH / 🔴 BEARISH — trend direction change with swing label (HH/LL/etc.), ticker, price, timeframe All support plain text and JSON webhook format. Bar-close confirmed. ⚠️ IMPORTANT NOTES — 🚫 No repainting. Alerts require barstate.isconfirmed. Swing pivots are confirmed with equal left/right lookback — the actual swing point is in the past by swingPeriod bars. The VWAP backfills from the confirmed pivot bar to the present, so the line appears at the correct location — this is backfill computation, not repainting of future values. — 📐 The EWMA VWAP is not the same as standard cumulative VWAP . Standard VWAP weights every bar equally since the anchor. EWMA VWAP applies exponential decay — recent bars dominate, old bars fade. This makes the VWAP continue to track price meaningfully even after hundreds of bars, while cumulative VWAP would barely move. — 📊 The half-life parameter (APT) means a bar APT bars ago has exactly half the weight of the current bar. APT=21 → 21 bars ago = 50% weight, 42 bars ago = 25% weight, 63 bars ago = 12.5% weight. — ⚖️ Volume spike capping at 3× SMA(20) prevents single anomalous bars from hijacking the VWAP. Zero-volume bars are replaced with the 50-bar median. Both features ensure VWAP stability on instruments with unreliable volume data. — 🔄 The LL/HH filter mode produces longer VWAP segments because HL and LH swings don't reset the calculation. The VWAP continues accumulating through counter-trend pullbacks, only resetting on trend-confirming swings. — 📏 The polyline contour for bands is rebuilt every bar (old polyline deleted, new one created). Arrays are capped at 2000 points to prevent memory overflow on very long segments. — 🛠️ This is a volume-weighted trend analysis tool , not a signal generator. It shows where volume-weighted fair value sits for the current swing leg, how extended price is from that fair value, and what the market structure looks like — trade decisions remain yours. — 🌐 Works on all markets and timeframes. Volume features auto-adapt to instruments with zero or unreliable volume data.
Wskaźnik Pine Script®
od WillyAlgoTrader
34
Frozen 4H VWAP – Precision AnchoredFrozen 4H VWAP – Precision Anchored Like Ice The Frozen 4H VWAP – Precision Anchored delivers a clean, stable, and reliable view of the 4-hour Volume Weighted Average Price, designed for traders who want higher timeframe insights without intrabar noise or repainting. 🔹 Key Features: Non-Repainting: VWAP value is “frozen” at the close of each 4H candle — no mid-bar updates or flickering. 4H Timeframe Anchoring: Seamlessly pulls 4-hour VWAP values into any timeframe you’re trading on. Clear Trend Reference: Updates only when a new 4H candle begins, acting as a trustworthy anchor for support/resistance. Custom Source Option: Choose from different price sources (default: HLC3) to fit your strategy. Whether you're scalping, day trading, or swing trading, this indicator gives you a powerful edge by grounding your decisions in higher timeframe VWAP data — clear, calm, and frozen in time.
Wskaźnik Pine Script®
od Equanimity_raven
1
ZenAlgo - LevelsThis script combines multiple anchored Volume-Weighted Average Price (VWAP) calculations into a single tool, providing a continuous record of past VWAP levels and highlighting when price has tested them. Typically, VWAP indicators show only the current VWAP for a single anchor period, requiring you to either keep re-anchoring manually or juggle multiple instances of different VWAP tools for each timeframe. By contrast, this script automatically tracks both the ongoing VWAP and previously completed VWAP values, along with real-time detection of “tests” (when price crosses a particular VWAP level). It’s especially valuable for traders who want to see how price has interacted with VWAP over several sessions, weeks, or months—without switching between separate indicators or manually setting anchors. Below is a comprehensive explanation of each component, why multiple VWAP lines working together can be more informative than a single line, and how to adjust the script for various markets and trading styles: Primary VWAP vs. Historical VWAP Lines - Standard VWAP indicators typically focus on the current line only. This script also calculates a primary VWAP, but it “locks in” each completed VWAP value when a new time anchor is detected (e.g., new weekly bar, new monthly bar, new session). As a result, you retain an ongoing history of VWAP lines for every completed anchored period. This is more powerful than manually setting up multiple VWAP tools—one for each desired timeframe—because everything is handled in a single script. You avoid chart clutter and the risk of forgetting to reset your manual VWAP at the correct bar. Why Combine Multiple Anchored VWAP Lines in One Script? - Viewing several anchored VWAP lines together offers synergy . You see not only the current VWAP but also previous ones from different sessions or months, all within the same chart pane. This synergy becomes apparent if multiple historical VWAP lines cluster near the same price level, indicating a potentially significant zone of volume-based support or resistance. Handling this manually would involve repeatedly setting separate VWAP indicators, each reset at specific points, which is time-consuming and prone to error. In this script, the process is automated: as soon as the anchor changes, a completed VWAP line is stored so you can observe how price eventually reacts to it, repeatedly or not at all. Automated “Test” Detection - Once a historical VWAP line is set, the script tracks when price crosses it in subsequent bars. If the high and low of a bar span that line, the script marks it in red (both the line and its label). It also keeps a counter of how many times each line has been tested. This method goes beyond a simple visual approach by quantifying the retests. Because all these lines are created and managed in one place, you don’t have to manually label the lines or check them one by one. Advantages Over Manually Setting Multiple VWAPs You save screen space: Instead of layering several VWAP indicators, each with unique settings, this single script plots them all on one overlay. Automation: When a new anchor period begins, the script “closes out” the old VWAP and starts a new one. You never need to remember to reset it manually. Retest Visualization: The script not only draws each line but also changes color and updates the label automatically if a line gets tested. Doing this by hand would be labor-intensive. Unified Parameters: All settings (e.g., array size, max distance, test count limit) apply uniformly. You can manage them from one place, instead of configuring multiple separate tools. Extended Insight with Multiple VWAP Lines Since VWAP reflects the volume-weighted average price for each chosen period, historical lines can show zones where the market had a fair-value consensus in previous intervals. When the script preserves these lines, you see potential support/resistance areas more distinctly. If, for instance, price continually pivots around an old VWAP line, that may reveal a strong volume-based level. With several older VWAP lines on the chart, you gain an immediate sense of where these volume-derived averages have appeared and how price reacted over time. This wider perspective often proves more revealing than a single “current” VWAP line that does not reflect previous anchor sessions. Handling of Illiquid Markets and Volume Limitations VWAP is inherently tied to volume data, so its reliability decreases if volume reporting is missing or if the asset trades with very low liquidity. In such cases, a single large trade might momentarily skew the VWAP, resulting in “false” test signals when the high/low range intersects an abnormal price swing. If you suspect the data is incomplete or the market is unusually thin, it’s wise to confirm the validity of these VWAP lines before using them for any decision-making. Additionally, unusual market conditions—like after-hours trading or sudden high-volatility events—may cause VWAP to shift quickly, setting up multiple lines in a short time. Key User-Configurable Settings Hide VWAP on Day timeframe and above : Lets you disable the primary VWAP plot on daily or higher timeframes for a cleaner view. Anchor Period : Select from Session, Week, Month, Quarter, Year, Decade or Century. Controls how frequently the script resets and preserves the VWAP line. Offset : Moves the current VWAP line by a specified number of bars if you need a shifted perspective. Max Array Size : Caps how many past VWAP lines the script will remember. Prevents clutter if you’re charting very long histories. Max Distance : Defines how far back (in bar index units) a line is kept. If a line’s start bar is older than this threshold, it’s removed, keeping the chart uncluttered. Max Red Labels : Limits the number of tested (red) VWAP lines that appear. If price tests a large number of old lines, only the newest red labels remain once you hit the set limit. Workflow Overview As soon as a new anchor period begins (e.g., a new weekly candle if “Week” is chosen), the script ends the current VWAP and stores that final value in its internal arrays. It creates a dotted line and label representing the completed VWAP, and keeps track of whether it has been tested or not. Subsequent bars may then cross that line. If a bar’s high/low includes the line’s value, it’s flagged as tested, labeled red, and a test counter increases. As new anchored periods come, old lines remain visible—unless they fall outside your maxDistance or you exceed the maximum stored line count. Real-World Benefits Combining multiple VWAP lines—ranging, for example, from session-based lines for intraday perspectives to monthly or quarterly lines for broader context—provides a layered view of the volume-based fair price. This can help you quickly spot zones where price repeatedly intersects old VWAPs, potentially highlighting where bulls or bears took action historically. Because this script automates the management of all these lines and flags their retests, it removes a great deal of repetitive manual work that would typically accompany multiple, separate VWAP indicators set to different anchors. Limitations & Practical Use As with any volume-related tool, the script depends on reliable volume data. Assets trading on smaller venues or during illiquid periods may produce spurious signals. The script does not signal buy or sell decisions; rather, it helps visually map out where volume-weighted averages from previous periods might still be relevant to market behavior. Always combine the insight from these historical VWAP lines with your existing analytical approach or other technical and fundamental tools you use. Conclusion This script unifies past and present VWAP lines into one overlay, automatically detecting new anchor resets, storing the final VWAP values, and indicating whenever old lines are retested by price. It offers synergy through the simultaneous display of multiple historical VWAP lines, making it quicker and easier to detect potential support/resistance zones and better reflect changing market volumes over time. You no longer need to manually create, configure, or reset multiple VWAP indicators. Instead, the script handles all aspects of line creation, retest detection, and clutter management, giving you a robust framework to observe how historical VWAP data aligns with current price action. By understanding the significance of multiple anchored VWAP lines, you can assess market structure from multiple angles in a single view. As always, ensure you confirm the reliability of the volume data for your particular asset and use these lines in conjunction with other analyses to form a well-rounded perspective on current market behavior.
Wskaźnik Pine Script®
od ZenAlgo_Official
1
VWAP Fibonacci Bands (Zeiierman)█  Overview The VWAP Fibonacci Bands is a sophisticated yet user-friendly indicator designed to assist traders in visualizing market trends, volatility, and potential support/resistance levels. Developed by Zeiierman, this tool integrates the MIDAS (Market Interpretation Data Analysis System) methodology with Standard Deviation Bands and user-defined Fibonacci levels to provide a comprehensive market analysis framework. This indicator is built for traders who want a dynamic and customizable approach to understanding market movements, offering features that adapt to varying market conditions. Whether you're a scalper, swing trader, or long-term investor. █  How It Works ⚪ Anchor Point System The indicator begins its calculations based on an anchor point, which can be set to: A specific date for historical analysis or alignment with significant market events. A timeframe-based reset, dynamically restarting calculations at the beginning of each selected period (e.g., daily, weekly, or monthly). This dual-anchor method ensures flexibility, allowing the indicator to align with various trading strategies. ⚪ MIDAS Calculation The MIDAS calculation is central to this indicator. It uses cumulative price and volume data to compute a volume-weighted average price (VWAP), offering a trendline that reflects the true value weighted by trading activity. ⚪ Standard Deviation Bands The upper and lower bands are calculated using the standard deviation of price movements around the MIDAS line. ⚪ Fibonacci Levels User-defined Fibonacci ratios are used to plot additional support and resistance levels between the bands. These levels provide visual cues for potential price reversals or trend continuations. █  How to Use ⚪ Trend Identification Uptrend: The price remains above the MIDAS line. Downtrend: The price stays below the MIDAS line and aligns with the lower bands. ⚪ Support and Resistance The upper and lower bands act as support and resistance levels. Fibonacci levels provide intermediate zones for potential price reversals. ⚪ Volatility Analysis Wider bands indicate periods of high volatility. Narrower bands suggest low-volatility conditions, often preceding breakouts. ⚪ Overbought/Oversold Conditions Look for the price beyond the upper or lower bands to identify extreme conditions. █  Settings Set Anchor Method Anchor Method: Choose between Timeframe or Date to define the starting point of calculations. Anchor Timeframe: For Timeframe mode, specify the interval (e.g., Daily, Weekly). Anchor Date: For Date mode, set the exact starting date for historical alignment. Set Std Dev Multiplier Controls the width of the bands: Higher values widen the bands, filtering out minor fluctuations. Lower values tighten the bands for more responsive analysis. Set Fibonacci Levels Define custom Fibonacci ratios (e.g., 0.236, 0.382) to plot intermediate levels between the bands. █  Tips for Fine-Tuning ⚪ For Trend Trading: Use higher Std Dev Multipliers to focus on long-term trends and avoid noise. Adjust Anchor Timeframe to Weekly or Monthly for broader trend analysis. ⚪ For Reversal Trading: Tighten the bands with a lower Std Dev Multiplier. Use shorter anchor timeframes for intraday reversals (e.g., Hourly). ⚪ For Volatile Markets: Increase the Std Dev Multiplier to accommodate wider price swings. ⚪ For Quiet Markets: Decrease the Std Dev Multiplier to highlight smaller fluctuations. ----------------- Disclaimer The information contained in my Scripts/Indicators/Ideas/Algos/Systems does not constitute financial advice or a solicitation to buy or sell any securities of any type. 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. My Scripts/Indicators/Ideas/Algos/Systems are only for educational purposes!
Wskaźnik Pine Script®
od Zeiierman
7
VWAP with Trend Alerts [CrossTrade]The VWAP with Trend Alerts indicator is designed to provide a comprehensive visual and analytical tool for traders using the Volume Weighted Average Price (VWAP) along with additional features like custom bar coloring and trend-based signal alerts. Key Components and Functionalities: 1. VWAP Calculation: The core of this indicator is the VWAP, which represents the average price of an asset, weighted by volume. It's a popular tool among traders to identify the general direction and strength of a trend, and for assessing entry and exit points. 2. Standard Deviation Bands: Surrounding the VWAP are multiple bands calculated based on standard deviation values. These bands serve as dynamic support and resistance levels. The script allows up to three bands, each with customizable multipliers, giving insights into price volatility and potential breakout or reversal points. 3. Bar Coloring Options: - Color All Bars: When enabled, all bars on the chart are colored based on whether they close above (green) or below (red) the VWAP. - Trend Bars Only: This option, when selected, colors only the bars that close beyond the second standard deviation band. It helps in identifying stronger trends and significant market movements. 4. Buy and Sell Signal Conditions: The script includes conditions for buy and sell signals specifically tailored for trend bars. A buy signal is generated when a bar closes above both the VWAP and the upper second standard deviation band, indicating a potential strong uptrend. Conversely, a sell signal is triggered when a bar closes below both the VWAP and the lower second standard deviation band, suggesting a strong downtrend. 5. Alert Conditions: To aid in timely decision-making, the script features alert conditions corresponding to the buy and sell signals. Usage and Application: - For Trend Identification: The VWAP and its bands can help identify the prevailing market trend. Bars closing consistently above the VWAP suggest an uptrend, while those closing below indicate a downtrend. - Volatility Assessment: The standard deviation bands provide a visual representation of market volatility. Narrower bands suggest low volatility, while wider bands indicate high volatility. - Signal Alerts for Trading: The buy and sell signals, especially those filtered by the trend bars condition, can be valuable for traders looking for strong movement confirmations. Flexibility and Customization: This indicator is highly customizable and builds off of the core logic found in standard VWAP indicators. By allowing traders to adjust the standard deviation multipliers and choose their preferred bar coloring strategy. It caters to various trading styles, whether focusing on the broader market trend or pinpointing significant trend-based movements.
Wskaźnik Pine Script®
od CrossTradeTeam
Session VWAPS [QuantVue]The Session VWAPS indicator is a designed for traders to enhance their trading analysis by incorporating Volume Weighted Average Price (VWAP) anchored to custom-defined trading sessions. This indicator automatically plots VWAPs at three critical points of a user defined session: 🔹session start 🔹session high 🔹session low Additionally, it provides the option to display the VWAPs from previous sessions, offering a look at potential areas of support and resistance. Anchored VWAP, or Anchored Volume-Weighted Average Price, is a technical analysis tool used to determine the average price of a stock weighted by volume, starting from a specific point in time chosen by the analyst. Unlike traditional VWAP, which starts at the beginning of the trading session, the anchored VWAP allows traders to select any point on the chart, such as a significant event, price low, high, or a breakout, to begin the calculation. VWAP incorporates price and volume in a weighted average and can be used to identify areas of support and resistance on the chart. Indicator Features: Custom Session Definition: Users can define their own trading sessions by specifying start and end times, allowing for tailored analysis according to individual trading strategies or market hours. Anchored VWAP at Three Key Points: 🔹Session Start VWAP: This VWAP is anchored at the start of the defined session. 🔹Session High VWAP: Anchored at the highest price point within the session. 🔹Session Low VWAP: Anchored at the lowest price point within the session. Previous Session VWAPs: The indicator can display VWAPs from the previous session, allowing traders to spot potential areas of support and resistance. Give this indicator a BOOST and COMMENT your thoughts below! We hope you enjoy. Cheers!
Wskaźnik Pine Script®
od QuantVue
5
Consolidation VWAP's [QuantVue]Introducing the Consolidation VWAP's Indicator , a powerful tool designed to identify consolidation periods in stock advance and automatically anchor three distinct VWAPs to key points within the consolidation. Consolidation Period Identification: The indicator automatically detects periods of consolidation or areas on the chart where a stock's price moves sideways within a defined range. This period can be seen as the market taking a "breather" as it digests the previous gains. Consolidations are important because they often act as a base for the next move, either continuing the previous uptrend or reversing direction. Consolidation requirements can be customized by the user to match your instrument and timeframe. Maximum Consolidation Depth Minimum Consolidation Length Maximum Consolidation Length Prior Uptrend Amount Anchored VWAP, or Anchored Volume-Weighted Average Price, is a technical analysis tool used to determine the average price of a stock weighted by volume, starting from a specific point in time chosen by the analyst. Unlike traditional VWAP, which starts at the beginning of the trading session, the anchored VWAP allows traders to select any point on the chart, such as a significant event, price low, high, or a breakout, to begin the calculation. VWAP incorporates price and volume in a weighted average and can be used to identify areas of support and resistance on the chart. VWAP Anchored to Consolidation High: This VWAP is anchored at the highest price point within the identified consolidation period. It helps traders understand the average price paid by buyers who entered at the peak of the consolidation. VWAP Anchored to Consolidation Low: This VWAP is anchored at the lowest price point within the consolidation. It provides insights into the average price paid by buyers who entered at the lowest point of the consolidation. VWAP Anchored to Highest Volume in the Consolidation: This VWAP is anchored at the price level with the highest trading volume during the consolidation. It reflects the average price at which the most trading activity occurred, often indicating a key support or resistance level. The indicator also allows the trader to see past consolidation areas and previous anchored VWAP's. Give this indicator a BOOST and COMMENT your thoughts! We hope you enjoy. Cheers!
Wskaźnik Pine Script®
od QuantVue
2
Advanced VWAP_Pullback Strategy_Trend-Template QualifierGeneral Description and Unique Features of this Script Introducing the Advanced VWAP Momentum-Pullback Strategy (long-only) that offers several unique features: 1. Our script/strategy utilizes Mark Minervini's Trend-Template as a qualifier for identifying stocks and other financial securities in confirmed uptrends. Mark Minervini, a 2x US Investment Champion, developed the Trend-Template, which covers eight different and independent characteristics that can be adjusted and optimized in this trend-following strategy to ensure the best results. The strategy will only trigger buy-signals in case the optimized qualifiers are being met. 2. Our strategy is based on the supply/demand balance in the market, making it timeless and effective across all timeframes. Whether you are day trading using 1- or 5-min charts or swing-trading using daily charts, this strategy can be applied and works very well. 3. We have also integrated technical indicators such as the RSI and the MA / VWAP crossover into this strategy to identify low-risk pullback entries in the context of confirmed uptrends. By doing so, the risk profile of this strategy and drawdowns are being reduced to an absolute minimum. Minervini’s Trend-Template and the ‘Stage-Analysis’ of the Markets This strategy is a so-called 'long-only' strategy. This means that we only take long positions, short positions are not considered. The best market environment for such strategies are periods of stable upward trends in the so-called stage 2 - uptrend. In stable upward trends, we increase our market exposure and risk. In sideways markets and downward trends or bear markets, we reduce our exposure very quickly or go 100% to cash and wait for the markets to recover and improve. This allows us to avoid major losses and drawdowns. This simple rule gives us a significant advantage over most undisciplined traders and amateurs!   'The Trend is your Friend'. This is a very old but true quote. What's behind it??? • 98% of stocks made their biggest gains in a Phase 2 upward trend. • If a stock is in a stable uptrend, this is evidence that larger institutions are buying the stock sustainably. • By focusing on stocks that are in a stable uptrend, the chances of profit are significantly increased. • In a stable uptrend, investors know exactly what to expect from further price developments. This makes it possible to locate low-risk entry points. The goal is not to buy at the lowest price – the goal is to buy at the right price! Each stock goes through the same maturity cycle – it starts at stage 1 and ends at stage 4   Stage 1 – Neglect Phase – Consolidation Stage 2 – Progressive Phase – Accumulation Stage 3 – Topping Phase – Distribution Stage 4 – Downtrend – Capitulation This strategy focuses on identifying stocks in confirmed stage 2 uptrends. This in itself gives us an advantage over long-term investors and less professional traders. By focusing on stocks in a stage 2 uptrend, we avoid losses in downtrends (stage 4) or less profitable consolidation phases (stages 1 and 3). We are fully invested and put our money to work for us, and we are fully invested when stocks are in their stage 2 uptrends. But how can we use technical chart analysis to find stocks that are in a stable stage 2 uptrend? Mark Minervini has developed the so-called 'trend template' for this purpose. This is an essential part of our JS-TechTrading pullback strategy. For our watchlists, only those individual values that meet the tough requirements of Minervini's trend template are eligible. The Trend Template • 200d MA increasing over a period of at least 1 month, better 4-5 months or longer • 150d MA above 200d MA • 50d MA above 150d MA and 200d MA • Course above 50d MA, 150d MA and 200d MA • Ideally, the 50d MA is increasing over at least 1 month • Price at least 25% above the 52w low • Price within 25% of 52w high • High relative strength according to IBD. NOTE: In this basic version of the script, the Trend-Template has to be used as a separate indicator on TradingView (Public Trend-Template indicators are available in TradingView – community scripts). It is recommended to only execute buy signals in case the stock or financial security is in a stage 2 uptrend, which means that the criteria of the trend-template are fulfilled. This strategy can be applied to all timeframes from 5 min to daily. The VWAP Momentum-Pullback Strategy For the JS-TechTrading VWAP Momentum-Pullback Strategy, only stocks and other financial instruments that meet the selected criteria of Mark Minervini's trend template are recommended for algorithmic trading with this startegy. A further prerequisite for generating a buy signals is that the individual value is in a short-term oversold state (RSI). When the selling pressure is over and the continuation of the uptrend can be confirmed by the MA / VWAP crossover after reaching a price low, a buy signal is issued by this strategy. Stop-loss limits and profit targets can be set variably. You also have the option to make use of the trailing stop exit strategy. Relative Strength Index (RSI) The Relative Strength Index (RSI) is a technical indicator developed by Welles Wilder in 1978. The RSI is used to perform a market value analysis and identify the strength of a trend as well as overbought and oversold conditions. The indicator is calculated on a scale from 0 to 100 and shows how much an asset has risen or fallen relative to its own price in recent periods. The RSI is calculated as the ratio of average profits to average losses over a certain period of time. A high value of the RSI indicates an overbought situation, while a low value indicates an oversold situation. Typically, a value > 70 is considered an overbought threshold and a value < 30 is considered an oversold threshold. A value above 70 signals that a single value may be overvalued and a decrease in price is likely , while a value below 30 signals that a single value may be undervalued and an increase in price is likely. For example, let's say you're watching a stock XYZ. After a prolonged falling movement, the RSI value of this stock has fallen to 26. This means that the stock is oversold and that it is time for a potential recovery. Therefore, a trader might decide to buy this stock in the hope that it will rise again soon. The MA / VWAP Crossover Trading Strategy This strategy combines two popular technical indicators: the Moving Average (MA) and the Volume Weighted Average Price (VWAP). The MA VWAP crossover strategy is used to identify potential trend reversals and entry/exit points in the market. The VWAP is calculated by taking the average price of an asset for a given period, weighted by the volume traded at each price level. The MA, on the other hand, is calculated by taking the average price of an asset over a specified number of periods. When the MA crosses above the VWAP, it suggests that buying pressure is increasing, and it may be a good time to enter a long position. When the MA crosses below the VWAP, it suggests that selling pressure is increasing, and it may be a good time to exit a long position or enter a short position. Traders typically use the MA VWAP crossover strategy in conjunction with other technical indicators and fundamental analysis to make more informed trading decisions. As with any trading strategy, it is important to carefully consider the risks and potential rewards before making any trades. This strategy is applicable to all timeframes and the relevant parameters for the underlying indicators (RSI and MA/VWAP) can be adjusted and optimized as needed. Backtesting Backtesting gives outstanding results on all timeframes and drawdowns can be reduced to a minimum level. In this example, the hourly chart for MCFT has been used. Settings for backtesting are: - Period from Jan 2020 until March 2023 - Starting capital 100k USD - Position size = 25% of equity - 0.01% commission = USD 2.50.- per Trade - Slippage = 2 ticks Other comments - This strategy has been designed to identify the most promising, highest probability entries and trades for each stock or other financial security. - The combination of the Trend-Template and the RSI qualifiers results in a highly selective strategy which only considers the most promising swing-trading entries. As a result, you will normally only find a low number of trades for each stock or other financial security per year in case you apply this strategy for the daily charts. Shorter timeframes will result in a higher number of trades / year. - Consequently, traders need to apply this strategy for a full watchlist rather than just one financial security.
Strategia Pine Script®
od JS_TechTrading
3
JS-TechTrading: VWAP Momentum_Pullback StrategyGeneral Description and Unique Features of this Script Introducing the VWAP Momentum-Pullback Strategy (long-only) that offers several unique features: 1. Our script/strategy utilizes Mark Minervini's Trend-Template as a qualifier for identifying stocks and other financial securities in confirmed uptrends. NOTE: In this basic version of the script, the Trend-Template has to be used as a separate indicator on TradingView (Public Trend-Template indicators are available on TradingView – community scripts). It is recommended to only execute buy signals in case the stock or financial security is in a stage 2 uptrend, which means that the criteria of the trend-template are fulfilled. 2. Our strategy is based on the supply/demand balance in the market, making it timeless and effective across all timeframes. Whether you are day trading using 1- or 5-min charts or swing-trading using daily charts, this strategy can be applied and works very well. 3. We have also integrated technical indicators such as the RSI and the MA / VWAP crossover into this strategy to identify low-risk pullback entries in the context of confirmed uptrends. By doing so, the risk profile of this strategy and drawdowns are being reduced to an absolute minimum. Minervini’s Trend-Template and the ‘Stage-Analysis’ of the Markets This strategy is a so-called 'long-only' strategy. This means that we only take long positions, short positions are not considered. The best market environment for such strategies are periods of stable upward trends in the so-called stage 2 - uptrend. In stable upward trends, we increase our market exposure and risk. In sideways markets and downward trends or bear markets, we reduce our exposure very quickly or go 100% to cash and wait for the markets to recover and improve. This allows us to avoid major losses and drawdowns. This simple rule gives us a significant advantage over most undisciplined traders and amateurs!   'The Trend is your Friend'. This is a very old but true quote. What's behind it??? • 98% of stocks made their biggest gains in a Phase 2 upward trend. • If a stock is in a stable uptrend, this is evidence that larger institutions are buying the stock sustainably. • By focusing on stocks that are in a stable uptrend, the chances of profit are significantly increased. • In a stable uptrend, investors know exactly what to expect from further price developments. This makes it possible to locate low-risk entry points. The goal is not to buy at the lowest price – the goal is to buy at the right price! Each stock goes through the same maturity cycle – it starts at stage 1 and ends at stage 4   Stage 1 – Neglect Phase – Consolidation Stage 2 – Progressive Phase – Accumulation Stage 3 – Topping Phase – Distribution Stage 4 – Downtrend – Capitulation This strategy focuses on identifying stocks in confirmed stage 2 uptrends. This in itself gives us an advantage over long-term investors and less professional traders. By focusing on stocks in a stage 2 uptrend, we avoid losses in downtrends (stage 4) or less profitable consolidation phases (stages 1 and 3). We are fully invested and put our money to work for us, and we are fully invested when stocks are in their stage 2 uptrends. But how can we use technical chart analysis to find stocks that are in a stable stage 2 uptrend? Mark Minervini has developed the so-called 'trend template' for this purpose. This is an essential part of our JS-TechTrading pullback strategy. For our watchlists, only those individual values that meet the tough requirements of Minervini's trend template are eligible. The Trend Template • 200d MA increasing over a period of at least 1 month, better 4-5 months or longer • 150d MA above 200d MA • 50d MA above 150d MA and 200d MA • Course above 50d MA, 150d MA and 200d MA • Ideally, the 50d MA is increasing over at least 1 month • Price at least 25% above the 52w low • Price within 25% of 52w high • High relative strength according to IBD. NOTE: In this basic version of the script, the Trend-Template has to be used as a separate indicator on TradingView (Public Trend-Template indicators are available in TradingView – community scripts). It is recommended to only execute buy signals in case the stock or financial security is in a stage 2 uptrend, which means that the criteria of the trend-template are fulfilled. This strategy can be applied to all timeframes from 5 min to daily. The VWAP Momentum-Pullback Strateg y For the JS-TechTrading VWAP Momentum-Pullback Strategy, only stocks and other financial instruments that meet the selected criteria of Mark Minervini's trend template are recommended for algorithmic trading with this startegy. A further prerequisite for generating a buy signals is that the individual value is in a short-term oversold state (RSI). When the selling pressure is over and the continuation of the uptrend can be confirmed by the MA / VWAP crossover after reaching a price low, a buy signal is issued by this strategy. Stop-loss limits and profit targets can be set variably. Relative Strength Index (RSI) The Relative Strength Index (RSI) is a technical indicator developed by Welles Wilder in 1978. The RSI is used to perform a market value analysis and identify the strength of a trend as well as overbought and oversold conditions. The indicator is calculated on a scale from 0 to 100 and shows how much an asset has risen or fallen relative to its own price in recent periods. The RSI is calculated as the ratio of average profits to average losses over a certain period of time. A high value of the RSI indicates an overbought situation, while a low value indicates an oversold situation. Typically, a value > 70 is considered an overbought threshold and a value < 30 is considered an oversold threshold. A value above 70 signals that a single value may be overvalued and a decrease in price is likely , while a value below 30 signals that a single value may be undervalued and an increase in price is likely. For example, let's say you're watching a stock XYZ. After a prolonged falling movement, the RSI value of this stock has fallen to 26. This means that the stock is oversold and that it is time for a potential recovery. Therefore, a trader might decide to buy this stock in the hope that it will rise again soon. The MA / VWAP Crossover Trading Strategy This strategy combines two popular technical indicators: the Moving Average (MA) and the Volume Weighted Average Price (VWAP). The MA VWAP crossover strategy is used to identify potential trend reversals and entry/exit points in the market. The VWAP is calculated by taking the average price of an asset for a given period, weighted by the volume traded at each price level. The MA, on the other hand, is calculated by taking the average price of an asset over a specified number of periods. When the MA crosses above the VWAP, it suggests that buying pressure is increasing, and it may be a good time to enter a long position. When the MA crosses below the VWAP, it suggests that selling pressure is increasing, and it may be a good time to exit a long position or enter a short position. Traders typically use the MA VWAP crossover strategy in conjunction with other technical indicators and fundamental analysis to make more informed trading decisions. As with any trading strategy, it is important to carefully consider the risks and potential rewards before making any trades. This strategy is applicable to all timeframes and the relevant parameters for the underlying indicators (RSI and MA/VWAP) can be adjusted and optimized as needed. Backtesting Backtesting gives outstanding results on all timeframes and drawdowns can be reduced to a minimum level. In this example, the hourly chart for MCFT has been used. Settings for backtesting are: - Period from April 2020 until April 2021 (1 yr) - Starting capital 100k USD - Position size = 25% of equity - 0.01% commission = USD 2.50.- per Trade - Slippage = 2 ticks Other comments • This strategy has been designed to identify the most promising, highest probability entries and trades for each stock or other financial security. • The RSI qualifier is highly selective and filters out the most promising swing-trading entries. As a result, you will normally only find a low number of trades for each stock or other financial security per year in case you apply this strategy for the daily charts. Shorter timeframes will result in a higher number of trades / year. • As a result, traders need to apply this strategy for a full watchlist rather than just one financial security.
Strategia Pine Script®
od JS_TechTrading
3
VXD SupercycleVXD is a brand new indicator and still developing. to minimize stop losses and overcome sideways market conditions, Higher Timeframe are recommended Trend lines -using Rolling VWAP as trend line to determined if Volume related to a certain price. -you can switch RVWAP to EMA in the setting ATR -trailing 12*ATR and 2.4 Mutiplier Pivot point and Rejected Block Pivot show last High and low of a price in past bars Rejected Block show when that High or Low price are important level to determined if it's Hidden Divergence or Divergence Symbols on chart show Premium and Discount Prices X-Cross - show potential reversal trend with weak volume . O-circle - show potential reversal trend with strong volume . Setting Momentum: RSI = 25 , RSI MA = 14 Trend: Rolling VWAP and ATR and Subhag Trailing STOP: ATR 12 x 2.4 Highlight Bars color when volume is above SMA 6 SMA200 act as TP Line Risk:Reward Calculation if Buy your Stoploss will be previous Pivot low if Sell your Stoploss will be previous Pivot high and will be calculated form there, then show TP in Orange color line VXD เป็นระบบเทรดที่ผมทดลองเอาหลาย ๆ ไอเดีย ทั้งจาก Youtube facebook และกลุ่มคนต่าง ๆ มารวบรวมไว้ แล้วตกผลึกขึ้นมาเป็นระบบนี้ ใน Timeframe ใหญ่ ๆ สามารถลากได้ทั้ง Cycle กันเลย Trend lines -ใช้ Rolling VWAP ของแอพ Tradingview (สามารถตั้งแค่าเป็น EMA ได้) ATR -ใช้ค่า ATR 12 Mutiplier 2.4 Pivot point and Rejected Block Pivot โชว์เส้น High low และมีผลกับออเดอร์ หากแท่งเทียนปิดทะลุเส้นนี้ Rejected Block วาดแนวรับ-ต้าน อัตโนมัติ ใช้ประกอบ RSI ว่ามี Divergence หรือไม่ สัญลักษณ์ต่าง ๆ X-Cross - แท่งกลืนกิน วอลุ่มน้อย O-circle - แท่งกลืนกิน มีวอลุ่ม Setting Momentum: RSI = 25 , RSI MA = 14 Trend: Rolling VWAP and ATR and Subhag Trailing STOP: ATR 12 x 2.4 Highlight Bars color when volume is above SMA 6 SMA200 act as TP Line Risk:Reward Calculation หาก Buy จุด SL จะอยู่ที่ Pivot low หาก Sell จุด SL จะอยู่ที่ Pivot high และระบบจะคำนวณจากตรงนั้น จากนั้นแสดงเป็นเส้น TP สีส้ม This Strategy Combined the following indicators and conditioning by me ATR , RSI , EMA , SMA Rolling VWAP - /script/ZU2UUu9T-Rolling-VWAP/ Regression Lines - Subhag form Subhag Ghosh /script/LHHBVpQu-Subhag-Ghosh-Algo-Version-for-banknifty/ Rejection Block , Pivots , High Volume Bars and PPDD form Super OrderBlock / FVG / BoS Tools by makuchaku & eFe /script/aZACDmTC-Super-OrderBlock-FVG-BoS-Tools-by-makuchaku-eFe/ ขอให้รวยครับ.
Strategia Pine Script®
od Vvaz_
11
VWAP From Multiple Sources With Cloud & Percentage GapVWAP CLOUD FROM CLOSE, OPEN, HIGH & LOW SOURCES WITH CLOUD & PERCENTAGE GAP VWAP stands for volume weighted average price and shows the average price of buys/sells based on volume traded across the current session. This VWAP is based off of the Daily session. ***HOW TO USE*** Use the purple cloud between the VWAPs as your entry points as price will typically bounce from that cloud area. The Yellow Line is the VWAP using the close price as a source. The Green Line is the VWAP using the open price as a source. The Blue Line is the VWAP using the high price as a source. The Purple Line is the VWAP using the low price as a source. When price is above the VWAP cloud, the background will paint green because the trend is bullish. When price is below the VWAP cloud, the background will paint red because the trend is bearish. In the bottom right hand corner, three is a table that will show you the current percentage gap between current price and the VWAP using close as the source. All sources and colors can be easily switched in the settings menu. ***MARKETS*** This indicator can be used as a signal on all markets, including stocks, crypto, futures and forex. ***TIMEFRAMES*** This vwap indicator can be used on all timeframes but is calculated using the daily session. ***TIPS*** Try using numerous indicators of ours on your chart so you can instantly see the bullish or bearish trend of multiple indicators in real time without having to analyze the data. Some of our favorites are our Auto Fibonacci, Volume Profile, Directional Movement Index, Momentum, Auto Support And Resistance and Money Flow Index in combination with this VWAP Cloud. The other indicators all have real time Bullish and Bearish labels as well so you can immediately understand each indicator's trend.
Wskaźnik Pine Script®
od FriendOfTheTrend
5