立即開始

M-VWAP

VWAP Boulevard [vnhilton](OVERVIEW) The idea of this indicator comes from traders identifying supply to mainly look for shorts. Scenarios would be gap ups or pump & dumps where huge volume is transacted, & bag-holders are present. Some traders would draw resistance lines, I myself used to draw supply zones using the volume profile on that day, & others used the day VWAP on those days. VWAP Boulevard (I believe the name comes from the trader named team3dstocks) draws day VWAP lines from the highest volume days for a given period (excluding the current day). (FEATURES) - Draws horizontal & vertical lines from up to 250 highest volume days out of up to 3568 days, with the ability to hide either of these lines, their thicknesses, styles - Extend/cut horizontal lines, or extend them all the way to the right - Show the day VWAP, volume & age for these days in labels, with the ability to show what information you want to see only - Separate customizable color forms for the lines & labels - ordinary (1 color); volume (2 color gradient from lowest to highest volume of the highest volume days); age (2 color gradient from youngest to oldest volume of the highest volume days) - Edit offset & size of labels, & hide them - Hide vertical lines From left to right: Age color; ordinary color; volume color 250 highest volume days in the past year. Very messy so it's very likely you won't be using this but the ability to draw lines from 250 highest volume days is there if needed (DRAWDOWNS) - This indicator will only on the daily timeframe (error message will show up if unaware of this, & can be toggled off). Unfortunately, this would mean you would have to draw the lines manually yourself if you wish to use them on intraday timeframes. - You may also encounter the 'Pine cannot determine the referencing length of a series. Try using max_bars_back' error. This occurs when the lookback period is very high & the indicator attempts to recalculate I believe. If this happens then reload the indicator. The logic I used to obtain the highest volume days were to put all of the volume days in a given period in 1 array, then to sort them from highest to lowest, & also store their sorted indices in an separate array as well, so that drawings for each volume day could be done from the 2 arrays. //Volume for last N periods var int pastVol = array.new_int(lookbackPeriodFixed) for i = 0 to lookbackPeriodFixed - 1 array.set(pastVol, i, int(volume )) sortedIndices = array.sort_indices(pastVol, order.descending) //All Indices of sorted volume from highest to lowest sortedIndices2 = array.slice(sortedIndices, 0, highestVolDays) //Indices of sorted volume from highest to lowest array.sort(pastVol, order.descending) //All Volume sorted from highest to lowest pastVol2 = array.slice(pastVol, 0, highestVolDays) //Volume sorted from highest to lowest //Drawings for i = 0 to highestVolDays - 1 index := array.get(sortedIndices, i) vol := array.get(pastVol, i) Since these array sizes were determined from the lookback period, it would mean that the request.security() function used to obtain daily values on intraday timeframes wouldn't work for a lookback period >20 (20 * 2 values I believe, which are the day VWAP & the day volume) as TradingView has put a maximum amount of calls of 40 in 1 script. Therefore, for intraday plots to work I would have to change the logic for getting the day VWAP & day volume for the highest days, as the request.security() function doesn't work on for loops, & this would also mean that the user would only be able to draw lines from up to 20 highest volume days instead of 250. I couldn't go forward with this as I wasn't able to find the logic to pick the highest volume days & their day VWAPs & times (indexes) without using a for loop. If anyone has any solutions (including for the 'Pine cannot determine the referencing length of a series. Try using max_bars_back' error) then please let me know. I've also left commented-out code for dealing with intraday drawings for future use.
Pine Script®指標
由vnhilton提供
12
Power Indicator - EMAs + VWAP + Volume BarThe Power Indicator is intended to return some exponential moving average, vwap, volume bar, and others. With this compilation, you will be able to use them as one indicator in Trading View. The components are: - EMA9 - Exponential Moving Average of 9 days - EMA21 - Exponential Moving Average of 21 days - EMA50 - Exponential Moving Average of 50 days - EMA200 - Exponential Moving Average of 200 days - Volume Bar - This indicator provides the volume of the candle and its strength by showing different colors. It's a way to check expressive volume in one bar. - Vwap line - Indicator If you have any questions, let me know!
Pine Script®指標
由Trading_Bites提供
5
Custom_AVWAP_Harpal's-AnchorsAutomated VWAP Indicator written in PineScript for TradingView charts. Automatically Anchored at key swing H/L levels extracted from price and volume time-series. Indicator takes one Argument, "LookBack (# of Periods)", and then for a given security finds three key anchors, the highest and lowest values in the 'hlc3' column (average of high low and close on the daily timeframe) in the last 'LookBack' # of days. The script displays up to three color coded time-series corresponding to a trailing Volume Weighted Average Price beginning at the anchor dates corresponding to the anchor points listed above.
Pine Script®指標
由ak2k2提供
5
Kioseff Trading - AI-Optimized RSIAI-Optimized RSI Introducing AI-Optimized RSI: a streamlined solution for traders of any skill level seeking to rapidly test and optimize RSI. Capable of analyzing thousands of strategies, this tool cuts through the complexity to identify the most profitable, reliable, or efficient approaches. Paired with TradingView's native backtesting capabilities, the AI-Optimized RSI learns from historical performance data. Set up is easy for all skill levels, and it makes fine-tuning trading alerts and RSI straightforward. Features Purpose : Uncover optimal RSI settings and entry levels with precision. Say goodbye to random guesses and arbitrary indicator use—this tool provides clear direction based on data. Target Performance : You set the goal, and AI-RSI seeks it out, whether it's maximizing profits, efficient trading, or achieving the highest win rate. AI-Powered : With intelligent AI recommendations, the tool dynamically fine-tunes your RSI approach, steering you towards ideal strategy performance. Rapid Testing : Evaluate thousands of RSI strategies. Dual Direction : Perfect both long and short RSI strategies with equal finesse. Deep Insights : Access detailed metrics including profit factor, PnL, win rate, trade counts, and more, all within a comprehensive strategy script. Instant Alerts : Set alerts and trade. Full Customization : Test and optimize all RSI settings, including cross levels, profit targets and stop losses. Simulated Execution : Explore the impact of limit orders and other trade types through simulation. Integrative Capability : Combine your own custom indicators or others from the TradingView community for a personalized optimization experience. Flexible Timeframes : Set your optimization and backtesting to any date range. Key Settings The image above shows explanations for a list of key settings for the optimizer. Direction : This setting controls trade direction: Long or Short. Entry Condition : Define RSI entry: Select whether to trigger trades on RSI crossunders or crossovers. RSI Lengths Range : Choose the range of RSI periods to test and find the best one.The AI will find the best RSI period for you. RSI Cross Range : Set the range for RSI levels where crosses trigger trade signals. The AI will find the best level for you. Combinations : Select how many RSI strategies to compare. Optimization Type : Choose the goal for optimization and the AI: profit, win rate, or efficiency. Profit Target : Set your profit target with this setting. Stop Loss : Decide your maximum allowable loss (stop loss) per trade. Limit Order : Specify whether to include limit orders in the strategy. Stop Type : Choose your stop strategy: a fixed stop loss or a trailing stop. How to: Find the best RSI for trading It's important to remember that merely having the AI-Optimized RSI on your chart doesn't automatically provide you with the best strategy. You need to follow the AI's guidance through an iterative process to discover the optimal RSI settings and strategy. 1.Starting Your Strategy Setup Begin by deciding your goals for each trade: your profit target and stop loss. You'll also choose how to manage your stops – whether they stay put (fixed) or move with the price (trailing), and whether you want to exit trades at a specific price (limit orders). Keep the initial settings for RSI lengths and cross ranges at their default to give the tool a broad testing field. The AI's guidance will refine these settings to pinpoint the most effective ones through a process of comprehensive testing. The image above shows our chart prior to any optimization efforts. Note: the settings shown above in the key settings section will be used to start our demonstration. 2. Follow AI’s suggestions Optimization Prompt: After loading your strategy, the indicator will prompt you to change the RSI length range and RSI level range to a better performing range. Continue changing the RSI length range and RSI level range to match the indicator's suggestions until "Best Found" is displayed! The image above shows results after we applied the tool’s suggestions. New suggestions have appeared, and we will continue to apply them. Continue to adjust settings as recommended by the optimizer. If no better options are found, the optimizer will suggest increasing the number of combinations. Repeat this process until the optimizer indicates that the optimal setting has been identified. Success! With the "Best Found" notification, an optimized RSI is now active. The AI will keep refining the strategy based on ongoing performance, ensuring continuous optimization. AI Mode AI Mode incorporates Heuristic-Based Adaptive Learning to fine-tune trading strategies in a continuous manner. This feature consists of two main components: Heuristic-Based Decision Making: The algorithm evaluates multiple RSI-based trading strategies using specific metrics such as Profit and Loss (PNL), Win Rate, and Most Efficient Profit. These metrics act as heuristics to assist the algorithm in identifying suitable strategies for trade execution. Online Learning: The algorithm updates the performance evaluations of each strategy based on incoming market data. This enables the system to adapt to current market conditions. Incorporating both heuristic-based decision-making and online learning, this feature aims to provide a framework for trading strategy optimization. Settings AI Mode Aggressiveness: Description: The "AI Mode Aggressiveness" setting allows you to fine-tune the AI's trading behavior. This setting ranges from “Low” to “High”, with “High” indicating a more assertive trading approach. Functionality: This feature filters trading strategies based on a proprietary evaluation method. A higher setting narrows down the strategies that the AI will consider, leaning towards more aggressive trading. Conversely, a lower setting allows for a more conservative approach by broadening the pool of potential strategies. Adaptive Learning Aggressiveness: Description: When Adaptive Learning is enabled, the "Adaptive Learning Aggressiveness" setting controls how dynamically the AI adapts to market conditions using selected performance metrics. Functionality: This setting impacts the AI's responsiveness to shifts in strategy performance. By adjusting this setting, you can control how quickly the AI moves away from strategies that may have been historically successful but are currently underperforming, towards strategies that are showing current promise. Optimization Trading system optimization is immensely advantageous when executed with prudence. Technical-oriented, mechanical trading systems work when a valid correlation is methodical to the extent that an objective, precisely-defined ruleset can consistently exploit it. If no such correlation exists, or a technical-oriented system is erroneously designed to exploit an illusory correlation (absent predictive utility), the trading system will fail. Evaluate results practically and test parameters rigorously after discovery. Simply mining the best-performing parameters and immediately trading them is unlikely a winning strategy. Put as much effort into testing strong-performing parameters and building an accompanying system as you would any other trading strategy. Automated optimization involves curve fitting - it's the responsibility of the trader to validate a replicable sequence or correlation and the trading system that exploits it.
Pine Script®策略
由KioseffTrading提供
10
VWAP PredatorUsing VWAP as a start point, the VWAP Predator uses proprietary Fibonacci bands to help determine signal criteria. Most traders use VWAP in a simple way to determine whether an instrument is in a bearish or bullish state, but that doesn't help choosing the correct time to go long or short. The xBat VWAP Predator uses behavioural analysis with volume, price action with open and close proximities to the Fibonacci bands/zones (Fib Zones). The following describes how the xBrat VWAP Predator is different to any standard use of Volume Weighted Average Price and uses xBrat Proprietary Behavioural logic to determine high probability long and Short signals. All of this heavy lifting and logic is done behind the scenes, keeping traders charts clean. Long Trading Signals - Candle Coloured in Blue - There are many states with the logic to produce these signals, which are briefly described below: 1. The only standard criteria here - The price action must be above the VWAP Line 2. The Price must open below the boundary of one Fib Zone and close into the next Fib Zone 3. That Same Candle has to be an Accumulation Candle (more volume than the preceding candle and More Buyers) - This is determined with our proprietary logic coding 4. The Same signal candle also has to be higher than average volume. Again, our proprietary xBrat Logic just doesn't look back over a set number of bars, it looks at times of day and day of week, plus more to determine a true valuation of higher, lower or equal to average volume. 5. Only when these states are met, plus two more ema proximity logic, Does the xBrat VWAP predator give a Long Signal. 6. Trade Management is either set targets or indeed a simple ema cross which we provide as a ribbon on the chart to help traders. These ema's are different to entry logic. When the Ribbon turns from green to red, the trader should consider exiting the trade Short Trading Signals - Candle Coloured in Pink - There are many states with the logic to produce these signals, which are briefly described below: 1. The only standard criteria here - The price action must be below the VWAP Line 2. The Price must open above the boundary of one Fib Zone and close into the next Fib Zone 3. That Same Candle has to be a Distribution Candle (more volume than the preceding candle and More Sellers) - This is determined with our proprietary logic coding 4. The Same signal candle also has to be higher than average volume. Again, our proprietary xBrat Logic just doesn't look back over a set number of bars, it looks at times of day and day of week, plus more to determine a true valuation of higher, lower or equal to average volume. 5. Only when these states are met, plus two more ema proximity logic, Does the xBrat VWAP predator give a Short Signal. 6. Trade Management is either set targets or indeed a simple ema cross which we provide as a ribbon on the chart to help traders. These ema's are different to entry logic. When the Ribbon turns from red to green, the trader should consider exiting the trade. VWAP Predator is a day trading and scalping signals trading indicator.
Pine Script®指標
由PBratbyOfficial提供
ZenBot Signals - Trend StrengthI developed this indicator as a "regime detection" for my algo trading bot. It uses the ADX +/- values with a few twists. - If ADX DI+ is over 30 and DI- is below 20 and falling (inverse for shorts) - Price action rising/falling thru various VWAP standard deviations indicates a strong trend break - Some other custom juju (open source so have fun). I use this primarily to monitor the SPY index as a backdrop for my long and short trades. If the colored line below price bars is red or green, a strong trend is present and there is a decent trade environment.
Pine Script®指標
由glst0rm提供
1
Outlier Detecting Cumulative Moving Average (ODCMA)This is a simple moving average with a rolling length that resets whenever there is an outlier in the data. I have also included volume weighting. The length represents the lookback period for the outlier detection and the "Outlier Detection" is the deviation level to trigger the detection. You can select from: price detection, volume detection, price or volume detection, price and volume detection. I hope you can find this script useful. Its like a session weighted moving average but instead it retriggers the cumulative sum whenever there is an outlier.
Pine Script®指標
由The_Peaceful_Lizard提供
2
GIRISH indicatorHello traders, This indicator is the enhancement to my previous indicator (RSI+OBV). There is combined RSI and OBV with DMI. This new indicator is combination of RSI and OBV with VWAP . I have been using this indicator for intraday trades in NIFTY & BANKNIFTY . The white line indicates the movement of VWAP wrt current price. There default range for this has been defined as -40 to 40 . Entry for long: When white line goes below -40, we need to wait for green background. Entry has to be taken when green background appears. If price goes below the entry point, averaging can be done once. Price will surely go long and give us good profit. Entry for short: When white line goes above 40 , we need to wait for red background (if darker red comes, it is better) . Entry has to be taken when red background appears. If price goes above the entry point, averaging can be done once. Price will surely go down and give us good profit on short side. PS: Please do back testing in chart before taking trades.
Pine Script®指標
由email_analysts提供
3
VWAP Market Session AnchoredVWAP Market Session Anchored differs from the traditional VWAP or VWAP Auto Anchored indicator in that the Volume Weighted Average Price calculation is automatically anchored to four major market session starts: Sydney, London, Tokyo, New York. Settings Source: the source for the VWAP calculation. Offset: changing this number will move the VWAP either Forwards or Backwards, relative to the current market. Zero is the default. Band: enabling this will show Standard Deviation bands. Band Multiplier: the value the Standard Deviation bands will be multiplied by before being plotted on the chart. Sessions : enabling the sessions will plot the respective anchored VWAP on chart. Custom: enabling this will show a custom user-defined session. Custom UTC : the custom session is defined by a starting UTC hour followed by the ending UTC hour. Usage Similar to the traditional VWAP, VWAP Market Session Anchored is a technical analysis tool used to measure the average price weighted by volume. VWAP Market Session Anchored can be used to identify the trend during a specific market session. Limitations When setting a custom session, be mindful that calculations are based off of the Coordinated Universal Time (UTC) time, you must convert your local time zone to UTC in order to have an accurate representation of your custom session. It is not recommended to use this indicator on timeframes above 1 hour as market sessions only last a few hours.
Pine Script®指標
由DeltaSeek提供
7
VWAP & Previous VWAP - MTF█ Volume Weighted Average Price & Previous Volume Weighted Average Price - Multi Timeframe This script can display the daily, weekly, monthly, quarterly, yearly and rolling VWAP but also the previous ones. █ Volume Weighted Average Price (VWAP) The VWAP is a technical analysis tool used to measure the average price weighted by volume. VWAP is typically used with intraday charts as a way to determine the general direction of intraday prices. VWAP is similar to a moving average in that when price is above VWAP, prices are rising and when price is below VWAP, prices are falling. VWAP is primarily used by technical analysts to identify market trends. █ Rolling VWAP The typical VWAP is designed to be used on intraday charts, as it resets at the beginning of the day. Such VWAPs cannot be used on daily, weekly or monthly charts. Instead, this rolling VWAP uses a time period that automatically adjusts to the chart's timeframe. You can thus use the rolling VWAP on any chart that includes ​volume information in its data feed. Because the rolling VWAP uses a moving window, it does not exhibit the jumpiness of VWAP plots that reset. For the version with standard deviation bands. MTF VWAP & StDev Bands
Pine Script®指標
由Yatagarasu_提供
2
Adaptive VWAP Stdev BandsIntroduction Heyo, here are some adaptive VWAP Standard Deviation Bands with nice colors. I used Ehlers dominant cycle theories and ZLSMA smoothing to create this indicator. You can choose between different algorithms to determine the dominant cycle and this will be used as reset period. Everytime bar_index can be divided through the dominant cycle length and the result is zero VWAP resets if have chosen an adaptive mode in the settings. The other reset event you can use is just a simple time-based event, e.g. reset every day. Usage I think people buy/sell when it reaches extreme zones. Enjoy! --- Credits to: @SandroTurriate - VWAP Stdev Bands @blackcat1402 - Dominant Cycle Analysis @DasanC - Dominant Cycle Analysis @veryfid - ZLSMA (Sry, too lazy for linking) I took parts of their code. Ty guys for your work! Just awesome.
Pine Script®指標
由simwai提供
6
Volume Weighted Average Price STHello everyone. I am using vwap standard deviation to find trades. Above standard deviation 1 is buy Below standard deviation -1 is sell Price crossunder of vwap after Buy signal is exit for long trade Price crossover of vwap after Sell signal is exit for short trade You can set target points(optional) You can limit number of trades every day. Background color changes to gray when today range matches to ATR(14) or you can enable label to see the value at last bar Contact me for more details if you have any queries.
Pine Script®策略
由Intradayindexprofiter提供
VWAP - Volume-Weighted Average PriceVolume-Weighted Average Price (VWAP) is calculating day, week, month or year average price where transaction prices are weighted with the volume value. This way script is estimating the average price based on both volume and price. Features: Drawing VWAP for days, weeks, months or years Drawing initial periods (% with or without weekends) Drawing last close value 3 standard deviation slots Labels with values Script Settings: | Volume-Weighted Average Price visualization | Type - Chart type selection: D(ay) - Daily Volume Weighted Average Price W(eek) - Weekly Volume Weighted Average Price M(onth) - Monthly Volume Weighted Average Price Y(ear) - Annual Volume Weighted Average Price Draw VWAP - VWAP visiblity checkbox, color and line width used for VWAP visualization, checkbox for label with value. Previous close - Drawing last VWAP close value. Color and line width used for drawing. checkbox for label with value. Establishing period - Drawing initial area (described as % of the chart type period). Color picker for warning box background. VWAP is restarted with each period start. In the initial period VWAP value and it's deviations are not accurate and some traiding technics recommend to skip initial periods. Include weekends - Checkbox if establishing period calculations should include weekends. Stock exchanges are not working during weekends (should be not checked) and crypto markets are working 7 days a week (should be checked). | Standard deviation | Slot1 - Standard deviation multiplier (0 is hiding), color and line width. Slot2 - Standard deviation multiplier (0 is hiding), color and line width. Slot3 - Standard deviation multiplier (o is hiding), color and line width. Troubleshooting: In case of any problems, please contact the author of the script. To improve speed of solving problem first check if script is drawn, and if there is a "!" character after script params. If you can see "!" character, move cursor over it for detail. Send message with error details, ticker and interval to us. The more precise will be your description the faster we will be able to help you.
Pine Script®指標
由Investor_R提供
1
Volume Weighted Reversal BandsThis is a vwap & vwma hybrid with upper & lower deviation bands that provide excellent price channels and reversal areas. It can be used on lower & higher timeframes, just increase the deviation % for higher timeframes. Try out the 1 minute timeframe with .5% deviation for great scalping levels. Here is the calculation used for the main line. (VWMA100 + VWMA500 + VWMA1000 + VWAP) / 4 So it combines 3 VWMAs with the VWAP and divides that number by 4 to give us a moving average. Then we add new levels above and below that moving average to get our channels. The channels are separated by the % deviation you choose in the settings. For tighter bands, lower the percentage deviation and for wider bands, increase the percentage deviation. The fattest line in the middle is the main moving average and you can expect price to regularly return to this level. The thick lines are the main moving average plus or minus the percentage deviation you have set. There are 10 levels in each direction from the main moving average. The is also a thin short term moving average as well with a custom calculation. It takes 4 different length moving averages that are weighted and 4 more that are volume weighted and divides the total by 8.The lines will be green when price is above the line and red when price is below the line. The thin white line is the VWAP on its own. These lines will act as dynamic support and resistance so you can scalp them back and forth. These levels work so well because they are volume weighted and the algos hedge their positions back and forth constantly. For best results, use this indicator on tickers with the highest volume and trading action as the price will stick to these levels better when the big money players are hedging. Some great tickers for this indicator are APPL, SPY, BTC, ETH. All colors and linewidths can be customized in the settings easily as well as turning off the VWAP or short moving average and adjusting the percentage deviation for the channels. ***MARKETS*** This indicator can be used on all markets, including stocks, crypto, futures and forex. ***TIMEFRAMES*** This indicator can be used on all timeframes. ***TIPS*** Try using numerous indicators of ours on your chart for extra confirmation. Our favorites to pair with these bands are the Scalper Ribbon and Trend Friend Signals. The 3 combined give you a lot of extra confirmation on whether the market is going to reverse at these levels.
Pine Script®指標
由FriendOfTheTrend提供
6
VWAP Bollinger BandsWhat makes this different from vwap bands / bollinger bands? This indicator takes a bit of inspiration from bollinger but instead of utilizing built in pine script std dev that uses simple moving average internally, this version replaces that with vwap. Also instead of traditional bollinger band basis of 20 period simple moving average, the basis here for the bands is the vwap. How to use it? Usage is similar to vwap itself, though the standard deviation bands will expand and contract like normal bollinger bands instead of vwap bands that just widen as the market movement continues. The bands tell a slightly different story from bollinger bands as the underlying data utilized is the vwap itself. Which markets is this meant for? Any market. What conditions? This aids in finding conditions of entry standard to vwap, but the bands could give key areas of focus for entries and exits better than standard bollinger bands or vwap bands.
Pine Script®指標
由TradeSeekers提供
5
VWAP Anchored Date with multiplierA modified version from the default VWAP indicator with 2 major enhancements: 1- Start date: instead of being limited to applying the indicator on the entire chart, this script allows you to select the start time to show the VWAP. You can also use this option to show VWAP on an instrument starting from a specific time, all time high for example. 2- Multiplier: You can choose a period multiplier for VWAP, like 2 days, 4 month, 3 years and so on
Pine Script®指標
由majalad提供
3
Aggregated Rolling VWAP +Edit of TradingView's original Rolling VWAP Edit log: Added Volume Aggregation Capabilities to the Script - Price Action is impacted by volume executed in all exchanges. Even though a single exchange RVWAP can be useful, using aggregated data makes it more accurate and saves time in symbol switching. - Aggregation is preset to be done for Bitcoin Spot Pairs. However this can be changed to Aggregate Volume from any other symbol at the bottom of the setup menu. Added Symmetrical Deviations to the Script - Symmetrical deviations create range of "tolerance" around the RVWAP at a fixed % distance. This helps in situations when price does not respect the exact RVWAP level and goes slightly above/under. - Adding multiple Symmetrical Deviations at different percentage values can give relevant levels for scalping, entries and range trading. Switched default option to manual TF instead of automatic TF Added TF Presets for quick switching between different settings. (Feature intended for mobile charting) Added ON/OFF Switch to all individual deviations to make it easier, faster and cleaner to display different data. (Feature intended for mobile charting)
Pine Script®指標
由In_Finito_提供
7