OPEN-SOURCE SCRIPT
Rolling VWAP (7D/30D/90D/365D)
his indicator calculates Volume-Weighted Average Price (VWAP) across multiple
rolling time periods: 7 days, 30 days, 90 days, and 365 days.
KEY FEATURES:
- Multi-timeframe VWAP calculation using hourly and daily data
- Automatic data source selection for stablecoin pairs (USDT/USDC/USD)
- Intelligent fallback system: attempts Binance data first, then uses current chart
- Three display modes: Lines, Bands (with volatility ranges), and Horizontal Lines
- Customizable colors, labels, and text for all timeframes
HOW IT WORKS:
- VWAP = Σ(Typical Price × Volume) / Σ(Volume) over specified period
- For 7D/30D/90D: uses 60-minute intervals (168/720/2160 bars)
- For 365D: uses daily intervals
- Bands mode adds ±5% standard deviation ranges around VWAP
- Updates in real-time for Lines/Bands modes
- Updates on confirmed bars for Horizontal Lines mode
rolling time periods: 7 days, 30 days, 90 days, and 365 days.
KEY FEATURES:
- Multi-timeframe VWAP calculation using hourly and daily data
- Automatic data source selection for stablecoin pairs (USDT/USDC/USD)
- Intelligent fallback system: attempts Binance data first, then uses current chart
- Three display modes: Lines, Bands (with volatility ranges), and Horizontal Lines
- Customizable colors, labels, and text for all timeframes
HOW IT WORKS:
- VWAP = Σ(Typical Price × Volume) / Σ(Volume) over specified period
- For 7D/30D/90D: uses 60-minute intervals (168/720/2160 bars)
- For 365D: uses daily intervals
- Bands mode adds ±5% standard deviation ranges around VWAP
- Updates in real-time for Lines/Bands modes
- Updates on confirmed bars for Horizontal Lines mode
開源腳本
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開源腳本
本著TradingView的真正精神，此腳本的創建者將其開源，以便交易者可以查看和驗證其功能。向作者致敬！雖然您可以免費使用它，但請記住，重新發佈程式碼必須遵守我們的網站規則。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。