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W-VWAP

ATR from VWAP📌 ATRs from VWAP – Intraday Volatility Tracker This script measures how far price is from VWAP in ATR units, helping traders assess short-term overextension and reversion potential. 🔹 Key Features: ✅ ATR Distance from VWAP – Calculates how many ATRs the price is from the VWAP. ✅ Dynamic Table Display – Shows ATR distance in real-time for quick decision-making. ✅ Intraday Focus – Designed for scalpers and day traders using minutes or hourly timeframes. 📊 How to Use: Look for price moving away from VWAP to identify extended moves. Use as a reversion signal when price deviates too far from VWAP.
Indicateur Pine Script®
par Yanni_Nicolaides
Multi-Period Rolling VWAPMulti-Period Rolling VWAP (MP-RVWAP) This indicator plots multiple Rolling Volume-Weighted Average Price (RVWAP) lines over different time periods (7, 14, 30, 60, 90, 180, and 360 days) on a single chart. Each RVWAP is calculated using a user-defined timeframe and source (default: HLC3), ensuring consistency across chart resolutions. Key Features: Customizable Periods: Toggle visibility for each period (7d, 14d, 30d, 60d, 90d, 180d, 360d) and adjust their colors. Labels: Each RVWAP line is labeled at the end (e.g., "7d", "360d") for easy identification. Standard Deviation Bands: Optional bands can be added above and below each RVWAP, with customizable multipliers (set to 0 to hide). Flexible Timeframe: Define a single timeframe (default: 1D) for all RVWAP calculations, independent of the chart’s timeframe. Minimum Bars: Set a minimum number of bars (default: 10) to ensure reliable calculations. Usage: Ideal for traders analyzing price trends across multiple time horizons. Enable/disable specific RVWAPs, tweak colors, and add bands to suit your strategy.
Indicateur Pine Script®
par skullcap_ftm
1
Volume-Weighted MA Crossover [AlphaAlgos]Volume-Weighted MA Crossover Overview: The Volume-Weighted MA Crossover is a sophisticated trend-following indicator designed to capture reliable trend reversals and trend continuation signals using volume and price action. By combining the power of Volume-Weighted Moving Averages (VWMA) and the simplicity of Simple Moving Averages (SMA) , this indicator provides a more robust and reliable trend filter. It ensures that trend signals are supported by strong market volume, offering a deeper insight into market strength and potential price movements. How It Works: The Volume-Weighted MA Crossover indicator calculates a Volume-Weighted Moving Average (VWMA) of the chosen price source (typically close ), which takes into account both the price and volume of each bar. This ensures that price movements with higher volume are weighted more heavily, providing a better reflection of actual market sentiment. In conjunction with the VWMA, a traditional Simple Moving Average (SMA) is used to filter out noise and smooth price data, providing a more stable trend direction. The crossover between the VWMA and SMA serves as the primary trading signal: Long Signal (Bullish Crossover) : The VWMA crosses above the SMA, indicating that a strong bullish trend is likely underway, supported by increased volume and price action. Short Signal (Bearish Crossover) : The VWMA crosses below the SMA, signaling that a bearish trend is emerging, backed by decreasing volume and price reversal. The Volume-Weighted MA Crossover can be used as a standalone indicator or in conjunction with other tools to enhance your trading strategy, offering both trend-following and volume confirmation. Key Features: Volume Sensitivity : The VWMA adjusts the moving average based on volume, providing a more accurate representation of price action during high-volume periods. This makes the indicator more sensitive to market dynamics, ensuring that price movements during significant volume spikes are prioritized. Trend Confirmation : The crossover of the VWMA and SMA offers clear and actionable signals, helping traders identify trend reversals early and with more confidence. Clean Signal Presentation : With color-coded signal markers , this indicator makes it easy to spot actionable entry points. Customizable Settings : Tailor the VWMA and SMA periods, volume multiplier, and source price according to your preferred market conditions and timeframes, allowing the indicator to fit your trading style. How to Use It: Trend Direction : Look for crossovers between the VWMA and SMA to identify potential trend changes: Volume Confirmation : The volume-weighted aspect of this indicator ensures that trends are confirmed by volume. A bullish trend with a VWMA crossing above the SMA suggests that the upward movement is supported by strong market sentiment (high volume). Conversely, a bearish trend with a VWMA crossing below the SMA indicates a reversal is supported by volume reduction. Trend Continuation & Reversal : This indicator works particularly well during strong trending markets. However, it can also identify potential reversals, particularly during periods of high volume and rapid price changes. Best Timeframe to Use: This indicator is adaptable to multiple timeframes and can be used across various market types. However, it tends to work most effectively on medium to long-term charts (such as 1-hour, 4-hour, and daily charts) where trends have the potential to develop more clearly and with more volume participation. Ideal for: Trend-following traders looking for reliable signals that are confirmed by both price action and volume. Swing traders who want to enter trades at the beginning of a new trend or after a confirmed trend reversal. Day traders seeking clear and easy-to-read signals on intra-day charts, helping to pinpoint optimal entry and exit points during volatile market conditions. Conclusion: The Volume-Weighted MA Crossover is an essential tool for any trader looking to improve their trend-following strategy. By incorporating both volume and price action into a VWMA and SMA crossover , it offers a more refined approach to identifying and confirming trends. Whether you're a trend follower , swing trader , or day trader , this indicator provides clear, actionable signals backed by volume confirmation, giving you the confidence to execute your trades with precision.
Indicateur Pine Script®
par AlphaNatt
VWAPv6The VWAP ( Volume Weighted Average Price ) Deviation script is a powerful tool designed for traders to analyze the relationship between price and volume . By calculating deviations around the VWAP , the script allows users to identify key support and resistance levels that can help in making better-informed trading decisions. The script calculates VWAP based on the chosen data source (default is closing price) and then computes deviations above and below the VWAP using either the Average Deviation or the Standard Deviation method. The user can select the desired method through the script's input options. These deviations are then plotted as bands on the chart, providing a visual representation of the areas where the price may potentially revert or experience a breakout. A unique and valuable feature of this script is the addition of a monitor that counts the number of times the price crosses above the Upper Deviation level 2 and below the Lower Deviation level 2 within a user-defined lookback period. This monitor is displayed as a table in the bottom right corner of the chart and can be enabled or disabled through an input option. The cross count monitor serves as a valuable aid to traders by providing insights into the historical frequency of price crossing the deviation levels. This information can be used to identify potential trading opportunities based on historical price behavior around these levels.
Indicateur Pine Script®
par seto76
VWAP Balance Zones - SessionsVWAP Balance Zones Sessions Version is an alternate take on the Original VWAP Balance Zones indicator. The Sessions version allows users to select a specific session to view the VWAP Balance Zones at while still utilizing the full ETH Data. The Session version provides a better focused display while still maintaining the core functions of the original script with mindful optimizations. Author's Note: "VBZ Sessions was made with logistics in mind, for the users who only trade within certain times of the day. While it displays the same core concepts, it is not as "Raw" of a display as the Original. For this reason, some users may prefer the Original VWAP Balance Zones, which is why I have opted to release this alternate version instead of updating the original." > What are VWAP Balance Zones? "VWAP Balance Zones" is an original concept aimed at identifying the equilibrium area between market participants within the current trend by averaging the Daily Extremes and the Daily VWAP. Refer to the illustration below for a better understanding of exactly how VWAP Balance Zones are formed: These zones are displayed for the Daily, Weekly, and Monthly VWAPs, with the most interactive timeframe being the Daily. > Features 1. The Session Version uses ETH data at all times, and does not solely rely on the chart's data to create the VWAPs or Zones. This allows the user to focus on a specific trading session, while not losing out on the full VBZ Calculation, with the notable benefit of a cleaner display. The Original VBZ starts drawing at the beginning of the chart's "Day", and would produce different results when using an RTH chart vs an ETH chart. Along with creating a bird's nest of unusable data at the beginning of the day. 2. Session Start and End lines are displayed for easier identification of the designated trading session. 3. The extreme "Close" Lines are no longer displayed to reduce noise and redundancy. 4. Additionally, the interior VWAP lines are no longer displayed. Ultimately, this was to reduce noise and focus the script on the 50% zones. 5. Weekly and Monthly Zones are now displayed due to the reduced noise! 6. As with the original, the weekly display will yield to the daily, and the monthly display will yield to the weekly. In the screenshot below, you can observe this behavior. Enjoy!
Indicateur Pine Script®
par SamRecio
1
Multiple AVWAP [OmegaTools]The Multiple AVWAP indicator is a sophisticated trading tool designed for professional traders who require precision in volume-weighted price tracking. This indicator allows for the deployment of multiple Anchored Volume Weighted Average Price (AVWAP) calculations simultaneously, offering deep insights into price movements, dynamic support and resistance levels, and trend structures across multiple timeframes. This indicator caters to both institutional and retail traders by integrating flexible anchoring methods, multi-timeframe adaptability, and enhanced visualization features. It also includes deviation bands for statistical analysis, making it a comprehensive volume-based trading solution. Key Features & Functionalities 1. Multiple AVWAP Configurations Users can configure up to four distinct AVWAP calculations to track different market conditions. Supports various anchoring methods: Fixed: A traditional AVWAP that starts from a defined historical point. Perpetual: A rolling VWAP that continuously adjusts over time. Extension: An extension-based AVWAP that projects from past calculations. High Volume: Anchors AVWAP to the highest volume bar within a specified period. None: Option to disable AVWAP calculation if not required. 2. Advanced Deviation Bands Implements standard deviation bands (1st and 2nd deviation) to provide a statistical measure of price dispersion from the AVWAP. Serves as a dynamic method for identifying overbought and oversold conditions relative to VWAP pricing. Deviation bands are customizable in terms of visibility, color, and transparency. 3. Multi-Timeframe Support Users can assign different timeframes to each AVWAP calculation for macro and micro analysis. Helps in identifying long-term institutional trading levels alongside short-term intraday trends. 4. Z-Score Normalization Mode Option to standardize oscillator values based on AVWAP deviations. Converts price movements into a statistical Z-score, allowing traders to measure price strength in a normalized range. Helps in detecting extreme price dislocations and mean-reversion opportunities. 5. Customizable Visual & Aesthetic Settings Fully customizable line colors, transparency, and thickness to enhance clarity. Users can modify AVWAP and deviation band colors to distinguish between different levels. Configurable display options to match personal trading preferences. 6. Oscillator Mode for Trend & Momentum Analysis The indicator converts price deviations into an oscillator format, displaying AVWAP strength and weakness dynamically. This provides traders with a momentum-based perspective on volume-weighted price movements. User Guide & Implementation 1. Configuring AVWAPs for Optimal Use Choose the mode for each AVWAP instance: Fixed (set historical point) Perpetual (rolling, continuously updated AVWAP) Extension (projection from past AVWAP levels) High Volume (anchored to highest volume bar) None (disables the AVWAP line) Adjust the length settings to fine-tune calculation sensitivity. 2. Utilizing Deviation Bands for Market Context Activate deviation bands to see statistical boundaries of price action. Monitor +1 / -1 and +2 / -2 standard deviation levels for extended price movements. Consider price action outside of deviation bands as potential mean-reversion signals. 3. Multi-Timeframe Analysis for Institutional-Level Insights Assign different timeframes to each AVWAP to compare: Daily VWAP (institutional trading levels) Weekly VWAP (swing trading trends) Intraday VWAPs (short-term momentum shifts) Helps identify where institutional liquidity is positioned relative to price. 4. Activating the Oscillator for Momentum & Bias Confirmation The oscillator converts AVWAP deviations into a normalized value. Use overbought/oversold levels to determine strength and potential reversals. Combine with other indicators (RSI, MACD) for confluence-based trading decisions. Trading Applications & Strategies 5. Trend Confirmation & Institutional VWAP Tracking If price consistently holds above the primary AVWAP, it signals a bullish trend. If price remains below AVWAP, it indicates selling pressure and a bearish trend. Monitor retests of AVWAP levels for potential trend continuation or reversal. 6. Dynamic Support & Resistance Levels AVWAP lines act as dynamic floating support and resistance zones. Price bouncing off AVWAP suggests continuation, whereas breakdowns indicate a shift in momentum. Look for confluence with high-volume zones for stronger trade signals. 7. Mean Reversion & Statistical Edge Trading Prices that deviate beyond +2 or -2 standard deviations often revert toward AVWAP. Mean reversion traders can fade extended moves and target AVWAP re-tests. Helps in identifying exhaustion points in trending markets. 8. Institutional Liquidity & Volume Footprints Institutions often execute large trades near VWAP zones, causing price reactions. Tracking multi-timeframe AVWAP levels allows traders to anticipate key liquidity areas. Use higher timeframe AVWAPs as macro support/resistance for swing trading setups. 9. Enhancing Momentum Trading with AVWAP Oscillator The oscillator provides a momentum-based measure of AVWAP deviations. Helps in confirming entry and exit timing for trend-following trades. Useful for pairing with stochastic oscillators, MACD, or RSI to validate trade decisions. Best Practices & Trading Tips Use in Conjunction with Volume Analysis: Combine with volume profiles, OBV, or CVD for increased accuracy. Adjust Timeframes Based on Trading Style: Scalpers can focus on short-term AVWAP, while swing traders benefit from weekly/daily AVWAP tracking. Backtest Different AVWAP Configurations: Experiment with different anchoring methods and lookback periods to optimize trade performance. Monitor Institutional Order Flow: Identify key VWAP zones where institutional traders may be active. Use with Other Technical Indicators: Enhance trading confidence by integrating with moving averages, Bollinger Bands, or Fibonacci retracements. Final Thoughts & Disclaimer The Multiple AVWAP indicator provides a comprehensive approach to volume-weighted price tracking, making it ideal for professional traders. While this tool enhances market clarity and trade decision-making, it should be used as part of a well-rounded trading strategy with risk management principles in place. This indicator is provided for informational and educational purposes only. Trading involves risk, and past performance is not indicative of future results. Always conduct your own analysis and due diligence before executing trades. OmegaTools - Enhancing Market Clarity with Precision Indicators
Indicateur Pine Script®
par OmegaTools
4
AVWAP CurvesThis indicator calculates and displays Anchored Volume-Weighted Average Price (AVWAP) for the 15-minute, 1-hour, and 4-hour timeframes. It helps identify volume-weighted support/resistance levels and trends based on volume and price data. Multiple Timeframes: Displays AVWAP curves for 15m, 1h, and 4h. Users can toggle visibility for each timeframe. Price Anchor Selection: Choose between Low, High, or HL2 as the price anchor for the AVWAP calculation. Custom Date & Time Anchor: Set a specific start time for the AVWAP calculation. Alerts: Alerts are triggered when the price crosses above or below any AVWAP curve.
Indicateur Pine Script®
par abuzka
AVWAP Band✨ AVWAP Band by Mars ✨ The AVWAP Band indicator eliminates the guesswork of selecting multipliers for your VWAP analysis. Instead of using arbitrary deviations, this indicator provides three distinct VWAP lines calculated from different price points - giving you a complete VWAP band with just one tool. What Makes This Different From Standard VWAP Traditional VWAP indicators use multipliers (1.0, 2.0, 3.0) which require constant adjustment across different markets and timeframes. The AVWAP Band simplifies this by using natural price points: Low-based VWAP (green) - acts as support High-based VWAP (red) - acts as resistance HL2-based VWAP (gray) - acts as the centerline Key Features Reduces cognitive load - no more guessing which multiplier to use User-selected anchor point (click to set date) Customizable colors and line styles Built-in alerts for all crossover/crossunder events Visual anchor point marker How To Use It After adding the indicator to your chart, you have to click on your anchor point Watch for price reactions at each VWAP line Look for crossovers between price and the different VWAPs Use the HL2 VWAP as a centerline to determine overall bias Trading Applications Support/Resistance levels for intraday trading Mean-reversion signals when price touches band extremes Trend confirmation when price holds above/below centerline Range identification between upper and lower bands Volatility assessment based on band width Customization Options Toggle each VWAP line individually Adjust line colors to match your chart theme Control line width and transparency Enable/disable anchor point label This indicator simplifies VWAP analysis by giving you natural price-based bands without the need to adjust multipliers across different markets. The high, low, and HL2 sources create a complete VWAP picture with just one tool. VIDEO Feedback and suggestions welcome!
Indicateur Pine Script®
par marsrides
4
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.
Indicateur Pine Script®
par ZenAlgo_Official
1
VWAP Horizon Suite Optimized - CoffeeKillerVWAP Horizon Suite Optimized - User Guide Overview The VWAP Horizon Suite Optimized is a comprehensive technical analysis tool for TradingView designed to enhance your trading strategy with Volume Weighted Average Price (VWAP) analysis, standard deviation bands, and customizable Exponential Moving Averages (EMAs). This indicator provides a robust framework for identifying potential support and resistance levels, price momentum, and market trends. Key Features - **Daily VWAP with Session Reset**: Automatically resets at 17:00 (5:00 PM) each day - **Customizable Standard Deviation/Percentage Bands**: Up to 3 bands above and below VWAP - **High/Low Point Detection**: Visual markers for significant price levels - **Multiple Customizable EMAs**: 8 different EMAs that can be individually toggled and styled - **Visual Customization**: Adjustable colors, fills, and styles for all elements VWAP Settings - **Source**: Determines the price data used to calculate VWAP (default: HLC3 - High, Low, Close average) Bands Settings - **Bands Calculation Mode**: Choose between "Standard Deviation" or "Percentage" methods - **Show Band #1, #2, #3**: Toggle visibility for each band - **Band Multiplier #1, #2, #3**: Adjust the distance from VWAP (in standard deviations or percentage) - **Show Fills**: Enable colored fills between bands for better visualization Visualization Settings - **Show High/Low Markers**: Display diamond markers for local high and low points relative to VWAP, these reset based on the price crossing the VWAP Line. EMA Settings The indicator provides 8 customizable EMAs (8, 13, 21, 26, 48, 50, 100, and 200) with individual controls: - **Show EMA X**: Toggle visibility for each EMA - **EMA X Period**: Adjust the period length for calculation - **EMA X Color**: Customize the color of each EMA - **EMA Line Width**: Set the width for all EMA lines How to Use Basic VWAP Analysis The core VWAP line (blue) represents the average price weighted by volume since the start of the session (17:00 daily reset). This serves as a dynamic support/resistance level and reference point for intraday trading. 1. **Price above VWAP**: Generally bullish short-term sentiment 2. **Price below VWAP**: Generally bearish short-term sentiment 3. **Crosses of VWAP**: Potential shift in short-term momentum Standard Deviation Bands The bands surrounding VWAP help identify potential support, resistance, and volatility levels: - **Band #1 (±1σ)**: Price often reverts to VWAP when reaching these levels - **Band #2 (±2σ)**: Stronger support/resistance areas, possible reversal zones - **Band #3 (±3σ)**: Extreme price levels, often indicating overbought/oversold conditions High/Low Point Detection Purple and yellow diamond markers identify significant swing highs and lows relative to VWAP, helping you recognize potential reversal points or continuation patterns. (These repaint in a effort to find the max high/low point from the VWAP Line) EMA Strategy The customizable EMAs can be used to: - Find potential support/resistance levels - Create crossover systems - Analyze market structure Common EMA combinations include: - 8 & 21 for short-term trends - 50 & 200 for long-term trends and the "Golden Cross/Death Cross" - 13 & 48 for the "New Golden Cross" - a modern alternative gaining popularity among traders - 8, 13, 21 for complex short-term momentum analysis Advanced Usage Tips For Day Traders 1. **Opening Range Analysis**: Watch how price reacts to VWAP in the first hour of trading 2. **VWAP Reversions**: Look for trades when price touches outer bands and reverses toward VWAP 3. **Band Breakouts**: Strong moves beyond Band #2 may indicate momentum for continuation For Swing Traders 1. **Use alongside daily/weekly support-resistance levels** 2. **Combine with EMA crossovers for trend confirmation** 3. **Identify potential reversal zones where price reaches Band #3** Combined Strategies - **EMA + VWAP Confluence**: Strong signals occur when EMA lines and VWAP/bands align at the same price level - **High/Low + Band Touch**: When a high/low marker appears near a band, it may indicate a stronger support/resistance level Conclusion The VWAP Horizon Suite Optimized provides a comprehensive set of tools for price analysis based on volume-weighted data and exponential averages. By understanding and properly configuring the various components, you can create a powerful visual framework for identifying potential trading opportunities across multiple timeframes. Remember that no indicator provides perfect signals, and the VWAP Horizon Suite works best when used as part of a complete trading strategy that includes risk management, multiple confirmation tools, and proper analysis of market conditions. DISCLAIMER **DISCLAIMER: This indicator and its signals are intended solely for educational and informational purposes. They do not constitute financial advice. Trading involves significant risk of loss. Always conduct your own analysis and consult with financial professionals before making trading decisions.**
Indicateur Pine Script®
par CoffeeKiller
8
MM Labelled AVWAPTradingView provides a tool to show anchored VWAP plots on your screen, but there is no way to label the plots to add additional context to the level. Instead, users are forced to use the plot style (color, line style, line thickness, etc) to indicate what the plots are for and then they have to remember that meaning when looking at different charts. It also means that for key market-wide moments, users will need to add the plot for every symbol. Now, for the first time on TradingView, you can create anchored VWAP plots with labels on them so you can understand the meaning behind the key moments you care about and don't need to remember what they mean by using styles like color or thickness. You can use this indicator to track key moments like the 2022 market bottom, or the Aug 9, 2024 "Carry Trade Unwind" bottom. The labelled AVWAP plots are visible on every chart by default. If you have an AVWAP moment that is only relevant to a small number of symbols, you can configure the indicator to only appear on those symbols.
Indicateur Pine Script®
par jmosullivan
6
Heatmap Suite [PhenLabs]📊 Heatmap Suite Version: PineScript™ v6 📌 Description The Heatmap Suite is an advanced technical analysis tool that combines multiple density calculation methods with dynamic visualization to identify significant price levels and trading activity zones. It features a sophisticated analysis system that processes price and volume data through various kernel methods, providing traders with insights into market structure, support/resistance zones, and potential price reaction areas. 🚀 Points of Innovation: Multi-method density calculation incorporating three distinct approaches Adaptive visualization system with dynamic color gradients Real-time dashboard with key market metrics Significant level detection with automatic threshold adjustment 🚨 Important🚨 🔸Comprehensive tooltips included in the PhenLabs dashboard for in depth guidance 🔧 Core Components Density Analysis: Multiple calculation methods for price distribution assessment Heat Mapping: Dynamic visualization of price congestion zones Level Detection: Automatic identification of significant price levels Dashboard System: Real-time market metrics and analysis 🔥 Key Features The indicator provides comprehensive analysis through: Kernel Density: Traditional balanced view of price distribution Exponential Kernel: Time-weighted analysis emphasizing recent price action Volume-Weighted: Focus on high-volume price areas Significant Levels: Automatic detection of important price zones Heat Distribution: Color-coded visualization of price congestion 🎨 Visualization Heat Zones: Shows intensity of price activity Significant Lines: Key level indicators Color Gradients: Indicates density strength Dashboard Display: Real-time metrics Dynamic Opacity: Reflects density intensity 📖 Usage Guidelines The indicator offers several customization options: Basic Settings: Calculation Method: Choose between three density calculation approaches Lookback Period: Analysis timeframe adjustment Zone Count: Price range division granularity Heat Sensitivity: Contrast adjustment for visualization 🎛️ Visual Settings: Dashboard Size: Text size customization Position: Dashboard placement options Color Scheme: Heat map gradient visualization Level Display: Significant price zone indicators ✅ Best Use Cases: Identify strong support/resistance zones through high-density areas Spot potential price reversal zones at significant levels Analyze price congestion patterns Monitor real-time changes in market structure ⚠️ Limitations Requires sufficient historical data Computational intensity increases with longer lookback periods Heat sensitivity needs adjustment based on market conditions Dashboard placement may need adjustment based on price action 💡 What Makes This Unique Multi-method Analysis: Three distinct calculation approaches Adaptive Visualization: Dynamic color gradient system Real-time Metrics: Comprehensive dashboard display Automatic Level Detection: Significant price zone identification Memory-efficient Design: Optimized calculation methods 🔬 How It Works The indicator processes market data through four main components: 1. Density Calculation: Processes price and volume data Applies selected kernel method Generates density distribution 2. Heat Mapping: Converts density values to color gradients Updates visualization in real-time Displays price congestion zones 3. Level Detection: Identifies significant price levels Applies threshold filtering Marks important zones 4. Dashboard Updates: Calculates real-time metrics Updates display components Provides market context 💡Note: The indicator performs best with adequate historical data and proper sensitivity settings. Its sophisticated density analysis provides valuable insights into market structure beyond traditional support/resistance indicators.
Indicateur Pine Script®
par PhenLabs
Multi-Timeframe VWAP Master ProThe Multi-Timeframe VWAP Suite is a comprehensive and highly customizable indicator designed for traders who rely on Volume-Weighted Average Price (VWAP) across multiple timeframes and periods. This tool provides a complete suite of VWAP calculations, including daily, weekly, monthly, quarterly, yearly, and custom VWAPs, allowing traders to analyze price action and volume trends with precision. Whether you're a day trader, swing trader, or long-term investor, this indicator offers unparalleled flexibility and depth for your trading strategy. Multi-Timeframe VWAPs: Daily, Weekly, Monthly, Quarterly, and Yearly VWAPs: Track VWAP across various timeframes to identify key support and resistance levels. Customizable Timeframes: Use the SMA timeframe input to adjust the period for moving averages and other calculations. Previous Period VWAPs: Previous Daily, Weekly, Monthly, and Quarterly VWAPs: Analyze historical VWAP levels to understand past price behavior and identify potential reversal zones. Previous Year Quarterly VWAPs: Compare current price action to VWAP levels from specific quarters of the previous year. Custom VWAPs: Custom Start Date and Timeframe: Define your own VWAP periods by specifying a start date and timeframe, allowing for tailored analysis. Dynamic Custom VWAP Calculation: Automatically calculates VWAP based on your custom inputs, ensuring flexibility for unique trading strategies. Seasonal and Yearly VWAPs: April, July, and October VWAPs: Analyze seasonal trends by tracking VWAP levels for specific months. Yearly VWAP: Get a broader perspective on long-term price trends with the yearly VWAP. SMA Integration: SMA Overlay: Combine VWAP analysis with a Simple Moving Average (SMA) for additional confirmation of trends and reversals. Customizable SMA Length and Timeframe: Adjust the SMA settings to match your trading style and preferences. User-Friendly Customization: Toggle Visibility and Labels: Easily enable or disable the display of specific VWAPs and their labels to keep your chart clean and focused. Color Customization: Each VWAP line and label is color-coded for easy identification and can be customized to suit your preferences. Dynamic Labeling: Automatic Labels: Labels are dynamically placed on the last bar, providing clear and concise information about each VWAP level. Customizable Label Text: Labels include detailed information, such as the timeframe or custom period, for quick reference. Flexible Timeframe Detection: Automatic Timeframe Detection: The indicator automatically detects new days, weeks, months, and quarters, ensuring accurate VWAP calculations. Support for Intraday and Higher Timeframes: Works seamlessly on all chart timeframes, from 1-minute to monthly charts. Previous Year Quarterly VWAPs: Q1, Q2, Q3, Q4 VWAPs: Compare current price action to VWAP levels from specific quarters of the previous year. User-Selectable Year: Choose the year for which you want to calculate previous quarterly VWAPs. Persistent Monthly VWAPs: Option to Persist Monthly VWAPs Year-Round: Keep monthly VWAP levels visible even after the month ends for ongoing analysis. Comprehensive Analysis: Combines multiple VWAP timeframes and periods into a single tool, eliminating the need for multiple indicators. Customizable and Flexible: Tailor the indicator to your specific trading strategy with customizable timeframes, periods, and settings. Enhanced Decision-Making: Gain deeper insights into price action and volume trends across different timeframes, helping you make more informed trading decisions. Clean and Organized Charts: Toggle visibility and labels to keep your chart clutter-free while still accessing all the information you need. Ideal For: Day Traders: Use daily and intraday VWAPs to identify intraday support and resistance levels. Swing Traders: Analyze weekly and monthly VWAPs to spot medium-term trends and reversals. Long-Term Investors: Leverage quarterly and yearly VWAPs to understand long-term price behavior and key levels. Seasonal Traders: Track April, July, and October VWAPs to capitalize on seasonal trends. The Multi-Timeframe VWAP Suite is a powerful and versatile tool for traders of all styles and timeframes. With its comprehensive suite of VWAP calculations, customizable settings, and user-friendly design, it provides everything you need to analyze price action and volume trends with precision and confidence. Whether you're looking to fine-tune your intraday strategy or gain a broader perspective on long-term trends, this indicator has you covered.
Indicateur Pine Script®
par starseedmaster1
2
RVMM IndicatorRVMM Indicator RVMM Indicator combines four indicators: RSI, VWAP, MFI, and Momentum to provide comprehensive technical analysis. This indicator helps traders identify potential market conditions based on the interaction of these indicators. Components of the RVMM Indicator 1. RSI (Relative Strength Index) RSI is a momentum indicator that measures the speed and change of price movements. RSI oscillates between 0 and 100 and is used to identify overbought and oversold conditions in the market. Buy Level: Set at 30. When RSI falls below 30, the market is considered oversold, which may suggest a potential upward trend reversal. Sell Level: Set at 70. When RSI rises above 70, the market is considered overbought, which may suggest a potential downward trend reversal. 2. VWAP (Volume Weighted Average Price) VWAP is an indicator that combines price and volume to calculate the average price weighted by volume. VWAP is used to identify support and resistance areas and assess the strength of price movements. Interpretation: If the price is above the VWAP line, the market is likely in an uptrend. If the price is below the VWAP line, the market is in a downtrend. 3. MFI (Money Flow Index) MFI is a momentum indicator that considers both price and volume. MFI oscillates between 0 and 100 and is used to identify overbought and oversold conditions in the market. Oversold Level: Set at 20. When MFI falls below 20, the market is considered oversold. Overbought Level: Set at 80. When MFI rises above 80, the market is considered overbought. 4. Momentum Momentum is an indicator that measures the speed of price changes. This indicator is used to identify the strength of a trend. Interpretation: High momentum values indicate a strong uptrend, while low momentum values indicate a strong downtrend. How to Use the RVMM Indicator Interpreting Market Conditions: RSI : Check RSI values below 30 to identify oversold conditions, and above 70 to identify overbought conditions. VWAP : Observe whether the price is above or below the VWAP line to determine if the market is in an uptrend or downtrend. MFI : Check if MFI is below 20 to identify oversold conditions, and above 80 to identify overbought conditions. Momentum : Analyze momentum values to gauge the strength of the current trend. Confirming Market Conditions: Use VWAP, MFI, and Momentum to confirm market conditions identified by RSI. If the price is above the VWAP line, and MFI and Momentum indicate the strength of the uptrend, the market may be in a bullish phase. If the price is below the VWAP line, and MFI and Momentum indicate the strength of the downtrend, the market may be in a bearish phase. Risk Management: Set stop-loss and take-profit levels based on technical analysis and your trading preferences. Monitor the market and adjust stop-loss and take-profit levels as market conditions change. Example of Application Here is an example of how to use the RVMM Indicator in practice: Bullish Phase: When the price is above the VWAP line, RSI is below 30, and MFI and Momentum indicate the strength of the uptrend, the market is likely in a bullish phase. Bearish Phase: When the price is below the VWAP line, RSI is above 70, and MFI and Momentum indicate the strength of the downtrend, the market is likely in a bearish phase.
Indicateur Pine Script®
par cryptosada
My auto dual avwap with Auto swing low/pivot low finderWelcome to My Auto Dual AVWAP with Auto Swing Low/Pivot Low Finder – an open-source TradingView indicator designed to enhance your technical analysis toolbox. This indicator is published under the Mozilla Public License 2.0 and is available for anyone to study, modify, and distribute. Key Features Auto Pivot/Swing Low Finder: In addition to VWAP lines, the indicator incorporates an automatic detection mechanism for swing lows/pivot lows. This feature assists in identifying potential support areas and price reversals, further enhancing your trading strategy. Dual VWAP Calculation with high/low range: The indicator calculates two separate volume-weighted average price (VWAP) lines based on different price inputs (low and high prices) and defined time sessions. This allows traders to gain a more nuanced view of market activity during specific trading periods. Customizable Time Sessions: You can specify distinct start and end times for each VWAP calculation session. This flexibility helps you align the indicator with your preferred trading hours or market sessions, making it adaptable to various time zones and trading styles. Easy to Customize: With clear code structure and detailed comments, the script is designed to be accessible even for traders who want to customize or extend its functionality. Whether you're a seasoned coder or just starting out, the code is written with transparency in mind. How It Works Session Initialization: The script sets up two distinct time sessions using user-defined start and end times. For each session, it detects the beginning of the trading period to reset cumulative values. Cumulative Calculations: During each session, the indicator accumulates the product of price and volume as well as the total volume. The VWAP is then computed as the ratio of these cumulative values. Dual Data Sources: Two separate data inputs (using low and high prices) are used to calculate two VWAP lines. This dual approach provides a broader perspective on market trends and can help in identifying dynamic support and resistance levels. Visualization: The calculated VWAP lines are plotted directly on your chart with distinct colors and thickness settings for easy visualization. This makes it simple to interpret the data at a glance. Why Use This Indicator? Whether you are a day trader, swing trader, or simply looking to refine your market analysis, My Auto Dual AVWAP with Auto Swing Low/Pivot Low Finder offers a robust set of features that can help you identify key price levels and improve your decision-making process. Its open-source nature invites collaboration and customization, ensuring that you can tailor it to fit your unique trading style. Feel free to explore, modify, and share this indicator. Happy trading!
Indicateur Pine Script®
par doqkhanh
2
Anchored VWAPAnchored VWAP with 3 Standard Deviation Bands 📈 Version: Pine Script v5 📌 Author: Aymen Haddaji 🔍 Overview This indicator calculates an Anchored Volume-Weighted Average Price (AVWAP), allowing traders to anchor the VWAP calculation from a user-defined date and time. It also plots three standard deviation bands above and below the AVWAP to help identify potential areas of overbought and oversold conditions. 📊 Features & Functionality ✔ Custom Anchor Point: Select a specific date and time to start the AVWAP calculation. ✔ OHLC/4 Calculation: Uses the average of Open, High, Low, and Close to smooth the price input. ✔ Three Standard Deviation Bands: 1st Deviation (Green): Moderate volatility zone. 2nd Deviation (Orange): High volatility zone. 3rd Deviation (Red): Extreme overbought/oversold areas. ✔ Real-Time Calculation: Updates dynamically with each price movement. ✔ Clear Visuals: AVWAP (Blue Line) represents the fair market price from the anchor. Deviation Bands (Dashed Lines) show potential support and resistance levels. 🛠 How It Works VWAP Calculation Uses a cumulative sum of price × volume divided by cumulative volume. Calculation starts from the user-defined anchor time. Standard Deviation Bands Measures the price dispersion around the AVWAP. The wider the bands, the higher the volatility. When price touches or exceeds the 3rd deviation, a potential reversal zone is indicated. Trading Strategies with AVWAP & Deviation Bands Trend Confirmation: Price above AVWAP = Uptrend (bullish). Price below AVWAP = Downtrend (bearish). Support & Resistance: AVWAP acts as dynamic support or resistance. 1st & 2nd deviations often act as secondary levels. Mean Reversion Trading: When price reaches the 3rd standard deviation, a pullback is likely. Breakout Confirmation: A strong close above/below the 3rd deviation may indicate trend continuation. ⚙️ Input Settings 📍 Anchor Time: Allows you to set the exact date and time to start the AVWAP calculation. 🎯 Ideal For ✅ Intraday traders looking for short-term mean reversion plays. ✅ Swing traders identifying key support/resistance zones. ✅ Trend traders confirming long-term market direction. ✅ Volatility traders using standard deviation for trade entries.
Indicateur Pine Script®
par Aymen_Haddaji
1
Uptrick: Zero Lag HMA Trend Suite1. Name and Purpose Uptrick: Zero Lag HMA Trend Suite is a Pine Version 6 script that builds upon the Hull Moving Average (HMA) to offer an advanced trend analysis tool. Its purpose is to help traders identify trend direction, potential reversals, and overall market momentum with reduced lag compared to traditional moving averages. By combining the HMA with Average True Range (ATR) thresholds, slope-dependent coloring, Volume Weighted Average Price (VWAP) ribbons, and optional reversal signals, the script aims to give a detailed view of price activity in various market environments. 2. Overview This script begins with the calculation of a Hull Moving Average, a method that blends Weighted Moving Averages in a way designed to cut down on lag while still smoothing out price fluctuations. Next, several enhancements are applied. The script compares current HMA values to previous ones for slope-based coloring, which highlights uptrends and downtrends at a glance. It also plots buy and sell signals when price moves beyond or below thresholds determined by the ATR and the user’s chosen signal multiplier. An optional VWAP ribbon can be shown to confirm bullish or bearish conditions relative to a volume-weighted benchmark. Additionally, the script can plot reversal signals (labeled with B) at points where price crosses back toward the HMA from above or below. Taken together, these elements allow traders to visualize both the short-term momentum and the broader context of how price interacts with volatility and overall market direction. 3. Why These Indicators Have Been Linked Together The reason the Hull Moving Average, the Average True Range, and the VWAP have been integrated into one script is to tackle multiple facets of market analysis in a single tool. The Zero Lag Hull Moving Average provides a responsive trend line, the ATR offers a measure of volatility that helps distinguish significant price shifts from typical fluctuations, and the VWAP acts as a reference for fair value based on traded volume. By layering all three, the script helps traders avoid the need to juggle multiple separate indicators and offers a holistic perspective. The slope-based coloring focuses on trend direction, the ATR-based thresholds refine possible buy and sell zones, and the VWAP ribbons provide insight into how price stands relative to an important volume-weighted level. The inclusion of up and down signals and reversal B labels further refines entries and exits. 4. Why Use Uptrick: Zero Lag HMA Trend Suite The Hull Moving Average is already known for reacting more quickly to price changes compared to other moving averages while retaining a degree of smoothness. This suite enhances the basic HMA by showing colored gradients that make it easy to spot trend direction changes, highlighting potential entry or exit points based on volatility-driven thresholds, and optionally layering a volume-based measure of bullish or bearish market sentiment. By relying on a zero lag approach and additional data points, the script caters to those wanting a more responsive method of identifying shifts in market dynamics. The added reversal signals and up or down alerts give traders extra confirmation for potential turning points. 5. How This Extension Improves on the Basic HMA This extension not only plots the Hull Moving Average but also includes data-driven alerts and visual cues that traditional HMA lines do not provide. First, it offers multi-layered slope coloring, making up or down trends quickly apparent. Second, it uses ATR-based thresholds to pinpoint moments when price may be extending beyond normal volatility, thus generating buy or sell signals. Third, the script introduces an optional VWAP ribbon to indicate whether the market is trading above or below this pivotal volume-weighted benchmark, adding a further confirmation step for bullish or bearish conditions. Finally, it incorporates optional reversal signals labeled with B, indicating points where price might swing back toward the main HMA line. 6. Core Components The script can be broken down into several primary functions and features. a. Zero Lag HMA Calculation Uses two Weighted Moving Averages (half-length and full-length) combined through a smoothing step based on the square root of the chosen length. This approach is designed to reduce lag significantly compared to other moving averages. b. Slope Detection Compares current and prior HMA values to determine if the trend is up or down. The slope-based coloring changes between turquoise shades for upward movement and magenta shades for downward movement, making trend direction immediately visible. c. ATR-Based Thresholding for Up and Down Signals The script calculates an Average True Range over a user-defined period, then multiplies it by a signal factor to form two bands around the HMA. When price crosses below the lower band, an up (buy) signal appears; when it crosses above the upper band, a down (sell) signal is shown. d. Reversal Signals (B Labels) Tracks when price transitions back toward the main HMA from an extreme zone. When enabled, these reversal points are labeled with a B and can help traders see potential turning points or mean-reversion setups. e. VWAP Bands An optional Volume Weighted Average Price ribbon that plots above or below the HMA, indicating bullish or bearish conditions relative to a volume-weighted price benchmark. This can also act as a kind of support/ resistance. 7. User Inputs a. HMA Length Controls how quickly the moving average responds to price changes. Shorter lengths react faster but can lead to more frequent signals, whereas longer lengths produce smoother lines. b. Source Specifies the price input, such as close or an alternative source, for the calculation. This can help align the HMA with specific trading strategies. c. ATR Length and Signal Multiplier Defines how the script calculates average volatility and sets thresholds for buy or sell alerts. Adjusting these values can help filter out noise or highlight more aggressive signals. d. Slope Index Determines how many bars to look back for detecting slope direction, influencing how sensitive the slope coloring is to small fluctuations. e. Show Buy and Sell Signals, Reversal Signals, and VWAP Lets users toggle the display of these features. Turning off certain elements can reduce chart clutter if traders prefer a simpler layout. 8. Calculation Process The script’s calculation follows a step-by-step approach. It first computes two Weighted Moving Averages of the selected price source, one over half the specified length and one over the full length. It then combines these using 2*wma1 minus wma2 to reduce lag, followed by applying another weighted average using the square root of the length. Simultaneously, it computes the ATR for a user-defined period. By multiplying ATR by the signal multiplier, it establishes upper and lower bands around the HMA, where crossovers generate buy (up) or sell (down) signals. The script can also plot reversal signals (B labels) when price crosses back from these bands in the opposite direction. For the optional VWAP feature, Pine Script’s ta.vwap function is used, and differences between the HMA and VWAP levels determine the color and opacity of the ribbon. 9. Signal Generation and Filtering The ATR-based thresholds reduce the influence of small, inconsequential price swings. When price falls below the lower band, the script issues an up (buy) signal. If price breaks above the upper band, a down (sell) signal appears. These signals are visible through labels placed near the bars. Reversal signals, labeled with B, can be turned on to help detect when price retraces from an extended area back toward the main HMA line. Traders can disable or enable these signals to match their preferred level of chart detail or risk tolerance. 10. Visualization on the Chart The Zero HMA Lag Trend Suite aims for visual clarity. The HMA line is plotted multiple times with increasing transparency to create a gradient effect. Turquoise gradients indicate upward slopes, and magenta gradients signify downward slopes. Bar coloring can be configured to align with the slope direction, providing quick insight into current momentum. When enabled, buy or sell labels are placed under or above the bars as price crosses the ATR-defined boundaries. If the reversal option is active, B labels appear around areas where price changes direction. The optional VWAP ribbons form background bands, using distinct coloration to signal whether price is above or below the volume-weighted metric. 11. Market Adaptability Because the script’s parameters (HMA length, ATR length, signal multiplier, and slope index) are user-configurable, it can adapt to a wide range of markets and timeframes. Intraday traders may prefer a shorter HMA length for quick signals, while swing or position traders might use a longer HMA length to filter out short-lived price changes. The source setting can also be adjusted, allowing for specialized data inputs beyond just close or open values. 12. Risk Management Considerations The script’s signals and labels are based on past price data and volatility readings, and they do not guarantee profitable outcomes. Sharp market reversals or unforeseen fundamental events can produce false signals. Traders should combine this tool with broader risk management strategies, including stop-loss placement, position sizing, and independent market analyses. The Zero HMA Lag Trend Suite can help highlight potential opportunities, but it should not be relied upon as the sole basis for trade decisions. 13. Combining with Other Tools Many traders choose to verify signals from the Zero HMA Lag Trend Suite using popular indicators like the Relative Strength Index (RSI), Moving Average Convergence Divergence (MACD), or even simple volume-based metrics to confirm whether a price movement has sufficient momentum. Conventional techniques such as support and resistance levels, chart patterns, or candlestick analysis can also supplement signals generated by the script’s up, down, or reversal B labels. 14. Parameter Customization and Examples a. Short-Term Day Trading Using a shorter HMA length (for instance, 9 or 14) and a slightly higher ATR multiplier might provide timely buy and sell signals, though it may also produce more whipsaws in choppy markets. b. Swing or Position Trading Selecting a longer HMA length (such as 50 or 100) with a moderate ATR multiplier can help users track more significant and sustained market moves, potentially reducing the effect of minor fluctuations. c. Multiple Timeframe Blends Some traders load two versions of the indicator on the same chart, one for short-term signals (with frequent B label reversals) and another for the broader trend direction, aligning entry and exit decisions with the bigger picture. 15. Realistic Expectations Even though the Hull Moving Average helps minimize lag and the script incorporates volatility-based filters and optional VWAP overlays, it cannot predict future market behavior with complete accuracy. Periods of low liquidity or sudden market shocks can still lead to signals that do not reflect longer-term trends. Frequent parameter review and manual confirmation are advised before executing trades based solely on the script’s outputs. 16. Theoretical Background The Hull Moving Average formula aims to balance smoothness with reactivity, accomplished by combining Weighted Moving Averages at varying lengths. By subtracting a slower average from a faster one and then applying another smoothing step with the square root of the original length, the HMA is designed to respond more promptly to price changes than typical exponential or simple moving averages. The ATR component, introduced by J. Welles Wilder, calculates the average range of price movement over a user-defined period, allowing the script to assess volatility and adapt signals accordingly. VWAP provides a volume-weighted benchmark that many institutional traders track to gauge fair intraday value. 17. Originality and Uniqueness Although multiple HMA-based indicators can be found, Uptrick: Zero Lag HMA Trend Suite sets itself apart by merging slope-based coloring, ATR thresholds, VWAP ribbons, up or down labels, and optional reversal signals all in one cohesive platform. This synergy aims to reduce chart clutter while still giving traders a comprehensive look at trend direction, volatility, and volume-based sentiment. 18. Summary Uptrick: Zero Lag HMA Trend Suite is a specialized trading script designed to highlight potential market trends and reversals with minimal delay. It leverages the Hull Moving Average for an adaptive yet smooth price line, pairs ATR-based thresholds for detecting possible breakouts or dips, and provides VWAP-based ribbons for added volume-weighted context. Traders can further refine their entries and exits by enabling up or down signals and reversal labels (B) where price may revert toward the HMA. Suitable for a wide range of timeframes and instrument types, the script encourages a disciplined approach to trade management and risk control. 19. Disclaimer This script is provided for informational and educational purposes only. Trading and investing involve significant financial risk, and no indicator can guarantee success under all conditions. Users should practice robust risk management, including the placement of stop losses and position sizing, and should confirm signals with additional analysis tools. The developer of this script assumes no liability for any trading decisions or outcomes resulting from its use.
Indicateur Pine Script®
par Uptrick
14
OHLC/4 Daily vs Quarterly CrossOHLC/4 Daily vs Quarterly Cross The "OHLC/4 Daily vs Quarterly Cross" indicator is a powerful tool designed to provide traders with insights into trend alignment and potential market turning points. By calculating the average of the open, high, low, and close prices (OHLC/4), this script compares the daily average price action with the quarterly average to identify significant crossover events. This indicator features two distinct lines: the Daily OHLC/4 and the Quarterly OHLC/4, each plotted in different colors for easy differentiation. A crossover occurs when the daily OHLC/4 moves above the quarterly average, potentially signaling bullish momentum or a shift in market direction. Conversely, a crossunder marks the daily OHLC/4 moving below the quarterly level, indicating potential bearish sentiment or a reversal. With real-time plotting and built-in alert conditions, this script enables traders to stay ahead of critical market movements by setting automated notifications for crossover events. Whether you're seeking to confirm trends or identify new opportunities, the "OHLC/4 Daily vs Quarterly Cross" delivers clarity and actionable insights for more informed decision-making.
Indicateur Pine Script®
par MACDaddyTrader
1
Multi-Timeframe VWAP Strategy [JARUTIR]Multi-Timeframe VWAP with Price Above VWAP Marker This indicator allows you to view the Volume-Weighted Average Price (VWAP) across multiple timeframes on a single chart. The VWAP is a popular technical analysis tool used by traders to determine the average price of an asset weighted by volume. It helps identify the overall market trend and is especially useful for intraday trading. Key Features : Multiple Timeframes: Choose from 1-minute, 5-minute, 15-minute, 30-minute, 1-hour, and 1-day VWAPs. You can enable or disable the VWAP for any timeframe based on your preference. Customizable: Easily toggle on/off the VWAP for each timeframe via checkboxes in the settings. Price Above VWAP Marker: A clear green up arrow is displayed above the price bar whenever the price is above the current VWAP, helping you quickly spot potential bullish signals. Flexible & Easy to Use: Adjust the settings for any timeframe and see the VWAPs on your chart without clutter. Whether you are trading in the short term or analyzing longer-term trends, this tool provides you with the flexibility you need. How to Use : VWAP as Trend Indicator: The VWAP is commonly used to identify whether the price is trending above or below the average price for the session. Price above the VWAP generally signals bullish momentum, while price below the VWAP can indicate bearish pressure. Price Above VWAP Marker: The green up arrow is your signal for when the price is above the VWAP, which can be used as a potential entry point for long trades. Customize Timeframes: Whether you're focusing on ultra-short-term movements (like 1-min or 5-min) or need a broader view (like 1-hour or 1-day), this indicator lets you tailor the analysis to your preferred time horizon. Ideal For : Intraday Traders looking for quick signals on different timeframes. Swing Traders who want to track the overall market trend with multiple VWAP levels. Scalpers needing to monitor fast price movements alongside volume-weighted averages
Indicateur Pine Script®
par JARUTIR
Multi SMA EMA VWAP1. Moving Average Crossover This is one of the most common strategies with moving averages, and it involves observing crossovers between EMAs and SMAs to determine buy or sell signals. Buy signal: When a faster EMA (like a short-term EMA) crosses above a slower SMA, it can indicate a potential upward movement. Sell signal: When a faster EMA crosses below a slower SMA, it can indicate a potential downward movement. With 4 EMAs and 5 SMAs, you can set up crossovers between different combinations, such as: EMA(9) crosses above SMA(50) → buy. EMA(9) crosses below SMA(50) → sell. 2. Divergence Confirmation Between EMAs and SMAs Divergence between the EMAs and SMAs can offer additional confirmation. If the EMAs are pointing in one direction and the SMAs are still in the opposite direction, it is a sign that the movement could be stronger and continue in the same direction. Positive divergence: If the EMAs are making new highs while the SMAs are still below, it could be a sign that the market is in a strong trend. Negative divergence: If the EMAs are making new lows and the SMAs are still above, you might consider that the market is in a downtrend or correction. 3. Using EMAs as Dynamic Support and Resistance EMAs can act as dynamic support and resistance in strong trends. If the price approaches a faster EMA from above and doesn’t break it, it could be a good entry point for a long position (buy). If the price approaches a slower EMA from below and doesn't break it, it could be a good point to sell (short). Buy: If the price is above all EMAs and approaches the fastest EMA (e.g., EMA(9)), it could be a good buy point if the price bounces upward. Sell: If the price is below all EMAs and approaches the fastest EMA, it could be a good sell point if the price bounces downward. 4. Combining SMAs and EMAs to Filter Signals SMAs can serve as a trend filter to avoid trading in sideways markets. For example: Bullish trend condition: If the longer-term SMAs (such as SMA(100) or SMA(200)) are below the price, and the shorter EMAs are aligned upward, you can look for buy signals. Bearish trend condition: If the longer-term SMAs are above the price and the shorter EMAs are aligned downward, you can look for sell signals. 5. Consolidation Zone Between EMAs and SMAs When the price moves between EMAs and SMAs without a clear trend (consolidation zone), you can expect a breakout. In this case, you can use the EMAs and SMAs to identify the direction of the breakout: If the price is in a narrow range between the EMAs and SMAs and then breaks above the fastest EMA, it’s a sign that an upward trend may begin. If the price breaks below the fastest EMA, it could indicate a potential downward trend. 6. "Golden Cross" and "Death Cross" Strategy These are classic strategies based on crossovers between moving averages of different periods. Golden Cross: Occurs when a faster EMA (e.g., EMA(50)) crosses above a slower SMA (e.g., SMA(200)), which suggests a potential bullish trend. Death Cross: Occurs when a faster EMA crosses below a slower SMA, which suggests a potential bearish trend. Additional Recommendations: Combining with other indicators: You can combine EMA and SMA signals with other indicators like the RSI (Relative Strength Index) or MACD (Moving Average Convergence/Divergence) for confirmation and to avoid false signals. Risk management: Always use stop-loss and take-profit orders to protect your capital. Moving averages are trend-following indicators but don’t guarantee that the price will move in the same direction. Timeframe analysis: It’s recommended to use different timeframes to confirm the trend (e.g., use EMAs on hourly charts along with SMAs on daily charts). VWAP 1. VWAP + EMAs for Trend Confirmation VWAP can act as a trend filter, confirming the direction provided by the EMAs. Buy Signal: If the price is above the VWAP and the EMAs are aligned in an uptrend (e.g., short-term EMAs are above longer-term EMAs), this indicates that the trend is bullish and you can look for buy opportunities. Sell Signal: If the price is below the VWAP and the EMAs are aligned in a downtrend (e.g., short-term EMAs are below longer-term EMAs), this suggests a bearish trend and you can look for sell opportunities. In this case, VWAP is used to confirm the overall trend. For example: Bullish: Price above VWAP, EMAs aligned to the upside (e.g., EMA(9) > EMA(50) > EMA(200)), buy. Bearish: Price below VWAP, EMAs aligned to the downside (e.g., EMA(9) < EMA(50) < EMA(200)), sell. 2. VWAP as Dynamic Support and Resistance VWAP can act as a dynamic support or resistance level during the day. Combining this with EMAs and SMAs helps you refine your entry and exit points. Support: If the price is above VWAP and starts pulling back to VWAP, it could act as support. If the price bounces off the VWAP and aligns with bullish EMAs (e.g., EMA(9) crossing above EMA(50)), you can consider entering a buy position. Resistance: If the price is below VWAP and approaches VWAP from below, it can act as resistance. If the price fails to break through VWAP and aligns with bearish EMAs (e.g., EMA(9) crossing below EMA(50)), it could be a good signal for a sell.
Indicateur Pine Script®
par laguiler
Swing-Based VWAPSwing-Based VWAP Summary: The "Swing-Based VWAP" indicator enhances traditional VWAP calculations by incorporating swing-based logic. It dynamically adapts to market conditions by identifying key swing highs and lows and calculating VWAP levels around these pivot points. This makes it a versatile tool for traders seeking actionable price insights. Explanation: What is Swing-Based VWAP? The Swing-Based VWAP is a modified version of the Volume-Weighted Average Price (VWAP). It calculates VWAP not only for a chosen timeframe (e.g., session, week) but also adapts dynamically to market swings. By identifying swing highs and lows, it offers more precise levels for potential price action. Unique Features: 1. Dynamic Swing Integration: - Uses pivot points to determine significant price levels. - Calculates VWAP based on these points to adapt to market trends. 2. User-Friendly Settings: - Includes options to hide VWAP on higher timeframes for chart clarity. - Flexible swing size input for adjusting sensitivity. How to Use: 1. Configuring Swing Settings: - Use the "Swing Setting" input to determine the sensitivity of swing detection. - Higher values identify broader swings, while smaller values capture more granular movements. 2. Enabling/Disabling VWAP: - Toggle VWAP visibility using the "Use VWAP" option. - The "Hide VWAP on 1D or Above" setting lets you control visibility on higher timeframes. 3. Anchor Period: - Select your preferred anchoring period (e.g., session, week) to match your trading style. 4. Adjusting the Data Source: - Use the "Source" input to select the price source (default: HLC3). 5. Visualizing Swing-Based VWAP: - The script plots a dynamic VWAP line based on detected swing points. - This line highlights average price levels weighted by volume and swing pivots.
Indicateur Pine Script®
par TJalam