OPEN-SOURCE SCRIPT
Anchored VWAP with Buy/Sell Signals
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).
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).
開源腳本
In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publications is governed by House rules. 您可以收藏它以在圖表上使用。
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