OPEN-SOURCE SCRIPT
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Anchored VWAP with Buy/Sell Signals

1 400
Anchored VWAP Calculation:

The script calculates the AVWAP starting from a user-defined anchor point (anchor_date).

The AVWAP is calculated using the formula:

AVWAP
=

(
Volume
×
Average Price
)

Volume
AVWAP=
∑Volume
∑(Volume×Average Price)


where the average price is
(
h
i
g
h
+
l
o
w
+
c
l
o
s
e
)
/
3
(high+low+close)/3.

Buy Signal:

A buy signal is generated when the price closes above the AVWAP (ta.crossover(close, avwap)).

Sell Signal:

A sell signal is generated when the price closes below the AVWAP (ta.crossunder(close, avwap)).

Plotting:

The AVWAP is plotted on the chart.

Buy and sell signals are displayed as labels on the chart.

Background Highlighting:

The background is highlighted in green for buy signals and red for sell signals (optional).
Notes de version
Buy Signal:

A buy signal is generated when the price closes above the AVWAP (ta.crossover(close, avwap)).

Sell Signal:

A sell signal is generated when the price closes below the AVWAP (ta.crossunder(close, avwap)).

Plotting:

The AVWAP is plotted on the chart.

Buy and sell signals are displayed as labels on the chart.

Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.