QTN | Money CirculatingQTN | Money Circulating | VWAP-based turnover Multi Time Frames
This indicator visualizes real money flow in a stock by calculating the turnover (trading value) using volume multiplied by VWAP across daily, weekly, and monthly timeframes. It applies EMA smoothing to provide a clearer trend of money circulating in the market.
Features:
• VWAP-based turnover calculation for more accurate money flow measurement.
• EMA smoothing with customizable period.
• Table display of daily, weekly, and monthly turnover values in millions (M) for quick reference.
• Clean, color-coded visualization for easy interpretation.
Usage:
Ideal for traders and investors who want to gauge market participation intensity and detect shifts in trading momentum across multiple timeframes.
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Disclaimer
This indicator is for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any security. Trading involves risk, and users should conduct their own research or consult with a financial advisor before making investment decisions. The author is not responsible for any trading losses.
成交量加權平均 Volume Weighted Average Price (VWAP)
VWAP&5EMA📘 VWAP + 5 EMA Combo
This indicator provides a clean and modular framework for tracking key moving averages and VWAP levels. Ideal for intraday and swing traders, it allows full control over which components to display.
✅ Features:
Rolling VWAP – volume-weighted moving average over a custom period
Session VWAP – standard intraday VWAP
Daily EMA (D1) – from higher timeframe
Intraday EMA – based on current chart
5 Custom EMAs – fully adjustable and individually toggleable (default: 9, 21, 50, 100, 200)
🎯 Use Case:
Quickly assess dynamic support/resistance, confluence zones, and trend alignment across timeframes – without clutter. All lines are optional and independently configurable.
🔥 Delta Emo + VWAP HUD (Clean) Delta Emo + VWAP HUD (Clean)
Overview
The Delta Emo + VWAP HUD (Clean) is a powerful and visually intuitive Pine Script® indicator designed to provide traders with real-time market insights directly on their charts. This all-in-one heads-up display (HUD) consolidates critical technical metrics—price action, volume surges, VWAP, RSI, MACD, and session time—into a sleek, customizable table. Built for traders who value clarity and efficiency, this indicator helps you stay focused on key market dynamics without cluttering your workspace.
Key Features
Price & Change Tracking : Displays the current price and percentage change, color-coded for quick identification of bullish (lime) or bearish (red) movements.
Volume Surge Detection : Identifies high-volume "HYPE" moments (volume > 1.5x the 20-period SMA) and directional volume trends (UP, DOWN, or NEUTRAL), highlighted with vivid orange for surges.
VWAP Integration : Tracks the Volume Weighted Average Price (VWAP) and signals whether the price is above (bullish, lime) or below (bearish, red) the VWAP line.
RSI Analysis : Monitors the 14-period Relative Strength Index (RSI), labeling overbought (>70), oversold (<30), or neutral conditions with dynamic color coding (orange for overbought, lime for oversold, gray for neutral).
MACD Trend : Evaluates the MACD (12, 26, 9) to display bullish (lime), bearish (red), or flat (gray) trends based on the MACD line's position relative to the signal line.
Session Clock : Shows the current time (HH:MM) for real-time session awareness.
Clean HUD Design : Presents all metrics in a compact, top-right table with a professional black background and white text, ensuring readability and minimal chart obstruction.
Why Use This Indicator?
The Delta Emo + VWAP HUD is ideal for traders seeking a streamlined, data-driven approach to decision-making. Whether you're a day trader, swing trader, or scalper, this indicator delivers actionable insights at a glance. The combination of volume surge detection, VWAP positioning, RSI conditions, and MACD trends empowers you to gauge market momentum, identify potential reversals, and align with broader trends—all from a single, user-friendly interface.
How It Works
The HUD updates on every bar, ensuring real-time data accuracy.
Color-coded metrics (lime for bullish, red for bearish, orange for high-energy states, gray for neutral) make it easy to interpret market conditions instantly.
The indicator is lightweight, overlay-friendly, and designed to complement any trading setup without overwhelming the chart.
Usage Tips
Scalping : Use volume surges ("HYPE") and VWAP positioning to time entries and exits during high-momentum periods.
Swing Trading : Leverage RSI and MACD signals to confirm trend direction and avoid overbought/oversold traps.
Customization : Adjust the RSI period, MACD settings, or volume surge threshold in the code to match your trading style.
License
This script is released under the Mozilla Public License 2.0 (mozilla.org).
Author
© StanTheTradingMan
Get Started
Add the Delta Emo + VWAP HUD (Clean) to your TradingView chart and take control of your trading with real-time, actionable insights. Stay ahead of the market with this clean, professional, and powerful tool!
Rolling VWAPsThe Rolling VWAP Indicator is a powerful tool designed for traders seeking to analyze price trends with enhanced precision on TradingView. This indicator calculates and displays up to five distinct Volume Weighted Average Prices (VWAPs) over user-defined time periods, allowing for a customizable rolling window measured in days. By incorporating volume into the price averaging process, the Rolling VWAP provides a more accurate representation of the market's true average price, highlighting key support and resistance levels over multiple timeframes.
Quantum Volume Pulse Screener - Multi TimeframeQuantum Volume Pulse Screener - Multi Timeframe
Overview
The Quantum Volume Pulse Screener is a powerful Pine Script® indicator designed for TradingView to monitor multiple symbols across user-selected timeframes (1-minute or 5-minute). This tool provides traders with real-time insights into price action, Volume Weighted Average Price (VWAP), Relative Strength Index (RSI), and buy/sell signals for a curated list of high-profile stocks and ETFs, including SPY, QQQ, AAPL, AMZN, GOOG, GOOGL, META, AVGO, TSLA, and NFLX. The screener displays data in a clean, customizable table, enabling quick decision-making for active traders. Fully customizable to any ETFs or Stocks.
Key Features
Multi-Symbol Analysis: Tracks up to 10 user-defined symbols, defaulting to major ETFs (SPY, QQQ) and leading tech stocks (AAPL, AMZN, GOOG, GOOGL, META, AVGO, TSLA, NFLX).
Customizable Timeframe: Toggle between 1-minute and 5-minute timeframes for flexible analysis.
Comprehensive Metrics: Displays real-time data for:
Price: Current closing price with color-coded daily change (green for positive, pink for negative).
VWAP: Volume Weighted Average Price for intraday trend analysis.
RSI: 14-period RSI with overbought (>70, pink) and oversold (<30, green) highlights.
Signals: Generates "BUY" (RSI < 30), "SELL" (RSI > 70), or neutral ("-") signals.
Dynamic Table Display: Presents data in a clear, top-center table with up to 500 labels for historical reference.
Error Handling: Alerts users to invalid data (e.g., incorrect symbols or timeframes) and displays a weekend warning for stale data.
Real-Time Updates: Refreshes data on every bar to ensure accuracy during live trading sessions.
How It Works
The script fetches real-time data for each symbol using TradingView’s request.security function, calculating:
Price: Based on the current bar’s close.
VWAP: Computed using the HLC3 (High + Low + Close / 3) formula.
RSI: 14-period RSI to identify momentum and potential reversals.
Daily Change: Percentage change in price to gauge short-term performance.
Signals: RSI-based buy/sell triggers for quick trade identification.
The data is organized into arrays and displayed in a table with color-coded visuals for easy interpretation. Green indicates bullish conditions (e.g., RSI < 30 or positive daily change), while pink highlights bearish conditions (e.g., RSI > 70 or negative daily change).
Usage Instructions
Add to Chart: Apply the indicator to any TradingView chart.
Configure Settings:
Select the desired timeframe (1-minute or 5-minute) via the input menu.
Customize symbols by editing the ticker inputs (defaults to SPY, QQQ, AAPL, etc.).
Interpret the Table:
Monitor the table at the top-center of the chart for real-time updates.
Look for "BUY" or "SELL" signals based on RSI thresholds.
Use VWAP and price data to confirm trends or reversals.
Check for Warnings:
If "INVALID" appears, verify the symbol or timeframe settings.
On weekends, a warning advises switching to a daily timeframe due to potentially stale data.
Notes
License: This script is licensed under the Mozilla Public License 2.0 (mozilla.org).
Author: © StanTheTradingMan.
Limitations: Ensure symbols are correctly formatted (e.g., "NASDAQ:AAPL" for stocks, "SPY" for ETFs). Invalid symbols or unavailable data may trigger error messages.
Best Use Case: Ideal for day traders and swing traders monitoring multiple assets for short-term opportunities.
Why Use This Screener?
The Quantum Volume Pulse Screener consolidates critical market data into a single, visually intuitive interface, saving traders time and enhancing decision-making. Whether tracking major indices or individual stocks, this tool provides a real-time edge in fast-moving markets.
For support or feedback, refer to TradingView’s community forums or contact the author via TradingView. Happy trading!
VWAP 14 & EMA 8 RibbonIndicator that shows when 8 EMA crosses the VWAP 14. I have found this cross to be very bullish on the weekly timeframe. The VWAP 14 on its own serves as a good support and resistance as well. Very effective on the daily as well and even the 4 hour timeframe.
Momentum HUD (Enhanced with VWAP)*********** TRADERS YOU MUST DOUBLE CLICK THE MOMENTUM HUD TO SET WHAT YOU'RE TRADING, DROP DOWN FOR ETH SET FOR SPY SPX QQQ IWM NDX or OTHER STOCKS and below you PICK YOUR STOCK so it will form the 13 EMA 48 EMA 200 EMA and VWAP for you ***********
This one took all weekend, enjoy fam!!!!
The Momentum HUD (Enhanced with VWAP) is a powerful, all-in-one trading indicator designed to identify high-probability buy and sell signals for ETH-based indices (QQQ, SPY, SPX, IWM, NDX) or custom stocks like AAPL. It combines momentum, RSI, MACD, ADX, EMAs (13, 48, 200), VWAP, and volume analysis to generate actionable "CALLS" (buy) and "PUTS" (sell) signals. A customizable heads-up display (HUD) table provides real-time insights into key metrics, making it ideal for traders seeking a comprehensive technical analysis tool.
This indicator also supports support and resistance analysis indirectly through price interactions with EMAs and VWAP, which often act as dynamic support (e.g., 200 EMA) or resistance (e.g., VWAP rejection). Signals are filtered by an ATR-based volatility check and a cooldown period to reduce noise, ensuring robust trading decisions.
Key Features
Multi-Indicator Signals: Combines Momentum, RSI, MACD, ADX, EMAs, and VWAP for precise buy/sell signals.
Dynamic Support/Resistance: Uses EMA 13, EMA 48, EMA 200, and VWAP to highlight key price levels (e.g., price crossing EMA 13 for support or rejecting VWAP for resistance).
Customizable HUD Table: Displays real-time metrics (Momentum, RSI, MACD, ADX, EMA 200, VWAP) with bullish/bearish status and thresholds.
Symbol Flexibility: Supports ETH-based indices (QQQ, SPY, SPX, IWM, NDX) or any custom stock via user input.
Volatility Filter: Optional ATR filter ensures signals align with sufficient market volatility.
Cooldown Mechanism: Prevents over-signaling with a user-defined cooldown period.
Visual Cues: Plots EMAs, VWAP, buy/sell triangles, and labels for clear visualization.
Alert System: Configurable alerts for buy ("CALLS") and sell ("PUTS") signals.
How It Works
The indicator generates signals based on a confluence of conditions:
Buy Signals (CALLS): Triggered when price crosses above EMA 13 or bounces off VWAP, with positive momentum, RSI > 65, MACD bullish crossover, ADX > 25, price above EMA 200/VWAP, and high volume.
Sell Signals (PUTS): Triggered when price crosses below EMA 48 or rejects EMA 200/VWAP, with negative momentum, RSI < 35, MACD bearish crossover, ADX > 25, price below EMA 200/VWAP, and high volume.
Support/Resistance Context: EMA 200 and VWAP often act as support (e.g., ETH at $2,531–$2,600) or resistance (e.g., ETH at $2,695–$2,800), enhancing signal reliability.
HUD Table: Displays real-time values, status (Bullish/Bearish), and thresholds for all metrics, positioned at a user-defined chart location.
Usage Instructions
Add to Chart: Open TradingView’s Pine Editor, paste the script, and click “Add to Chart.”
Select Symbol: Choose from QQQ (ETH), SPY (ETH), SPX (ETH), IWM (ETH), NDX (ETH), or enter a custom stock symbol (e.g., AAPL).
Adjust Settings: Customize inputs (see below) to match your trading style and timeframe (e.g., intraday or daily).
Interpret Signals:
Green Triangles (CALLS): Indicate buy opportunities below the price bar.
Red Triangles (PUTS): Indicate sell opportunities above the price bar.
EMA/VWAP Lines: Monitor for price interactions (e.g., bounces or rejections) to confirm support/resistance levels.
Set Alerts: Use the built-in alert conditions (“Momentum Buy Signal” or “Momentum Sell Signal”) to receive notifications.
Combine with Analysis: Pair with additional tools (e.g., pivot-based support/resistance scripts) to validate key levels like ETH’s $2,531 support or $2,695 resistance.
Input Settings
Momentum Length: Period for momentum calculation (default: 14).
RSI Length: RSI period (default: 14).
RSI Buy/Sell Thresholds: RSI levels for buy (default: 65) and sell (default: 35).
MACD Fast/Slow/Signal Lengths: MACD settings (default: 12/26/9).
ADX Length/Threshold: ADX period (default: 14) and trend strength threshold (default: 25).
EMA Lengths: Periods for EMA 13, 48, and 200 (default: 13, 48, 200).
Volume Threshold: Multiplier for volume above 20-period average (default: 1.5x).
Signal Cooldown: Bars between signals to reduce noise (default: 5).
ATR Volatility Filter: Enable/disable ATR filter (default: true) and set ATR length (default: 14) and threshold (default: 0.75% of price).
Table Position: HUD placement (options: top_right, top_left, bottom_right, bottom_left).
Symbol Choice: Select ETH-based indices or custom stock (default: QQQ (ETH)).
Custom Stock Symbol: Input ticker for custom stocks (default: AAPL).
Label Colors: Customize text colors for EMA 13, EMA 48, EMA 200, and VWAP labels (default: black).
Example Use Case
For ETH (via QQQ): On a daily chart, set symbol_choice to “QQQ (ETH).” Monitor for buy signals when ETH crosses above $2,600 (EMA 13) with RSI > 65 and high volume, confirming support. Sell signals may trigger if ETH rejects $2,695 (VWAP) with RSI < 35, indicating resistance.
For Stocks (e.g., AAPL): Set custom_symbol to “AAPL.” Look for buy signals when price bounces off EMA 200 (support) and sell signals when price rejects VWAP (resistance).
Notes
Timeframe: Works on any timeframe, with intraday defaulting to the chart’s period and others to daily.
Support/Resistance: Combine with a pivot-based script (e.g., pivot highs/lows) to explicitly plot static support/resistance levels alongside dynamic EMAs/VWAP.
Risk Management: Always use proper risk management, as indicators are not foolproof.
Performance: Best used in trending markets (ADX > 25) and with confirmation from other tools.
Disclaimer
This indicator is for educational and informational purposes only and should not be considered financial advice. Always conduct your own research and consult a financial advisor before trading.
This info page is ready for TradingView’s publication requirements. It highlights the script’s functionality, ties in support/resistance context (per your ETH request), and provides clear instructions. Before publishing, ensure your TradingView account meets their requirements (e.g., verified profile). If you need tweaks or additional features (e.g., explicit support/resistance plotting), let me know!
VWAP + Vol Labels AlertThis script displays real-time VWAP (Volume Weighted Average Price), current 1-minute volume, and the 20-bar volume average for BTC/GBP. It also emits these values in structured JSON format via the alert() function, enabling easy integration with automation systems like GPT-based bots, Discord alerts, or trading webhooks.
Neural Adaptive VWAPNeural Adaptive VWAP with ML Features is an advanced trading indicator that enhances traditional Volume Weighted Average Price (VWAP) calculations through machine learning-inspired adaptive algorithms and predictive volume modeling.
🌟 Key Features:
🧠 Machine Learning-Inspired Adaptation
Dynamic weight adjustment system that learns from prediction errors
Multi-feature volume prediction using time-of-day patterns, price momentum, and volatility
Adaptive learning mechanism that improves accuracy over time
📊 Enhanced VWAP Calculation
Combines actual and predicted volume for forward-looking VWAP computation
Session-based reset with proper daily anchoring
Confidence bands based on rolling standard deviation for dynamic support/resistance
🎯 Advanced Signal Generation
Volume-confirmed crossover signals to reduce false entries
Color-coded candle visualization based on VWAP position
Multi-level strength indicators (strong/weak bullish/bearish zones)
⚙️ Intelligent Feature Engineering
Normalized volume analysis with statistical z-score
Time-series pattern recognition for intraday volume cycles
Price momentum and volatility integration
Sigmoid activation functions for realistic predictions
📈 How It Works:
The indicator employs a sophisticated feature engineering approach that extracts meaningful patterns from:
Volume Patterns: Normalized volume analysis and historical comparisons
Temporal Features: Time-of-day and minute-based cyclical patterns
Market Dynamics: Price momentum, volatility, and rate of change
Adaptive Learning: Error-based weight adjustment similar to neural network training
Unlike static VWAP indicators, this system continuously adapts its calculation methodology based on real-time market feedback, making it more responsive to changing market conditions while maintaining the reliability of traditional VWAP analysis.
🔧 Customizable Parameters:
VWAP Length (1-200 bars)
Volume Pattern Lookback (5-50 periods)
Learning Rate (0.001-0.1) for adaptation speed
Prediction Horizon (1-10 bars ahead)
Adaptation Period for weight updates
📊 Visual Elements:
Blue Line: Adaptive VWAP with predictive elements
Red/Green Bands: Dynamic confidence zones
Colored Candles: Position-based strength visualization
Signal Arrows: Volume-confirmed entry points
Info Table: Real-time performance metrics and weight distribution
🎯 Best Use Cases:
Intraday Trading: Enhanced execution timing with volume prediction
Institutional-Style Execution: Improved VWAP-based order placement
Trend Following: Adaptive trend identification with confidence zones
Support/Resistance Trading: Dynamic levels that adjust to market conditions
2-Day Volume Weighted Average Price (VWAP)This indicator extends TradingView’s built-in VWAP by calculating a volume-weighted average price over a continuous two-day window (yesterday + today), anchoring VWAP at the start of yesterday’s session and carrying it through to today’s close, but only plotting the segment that falls within the current trading session—yesterday’s data feeds into the calculation to ensure today’s VWAP reflects the prior session’s volume and price action, while the line drawn on your chart always begins at today’s session open.
Standard Deviation Bands: Optional ±1σ, ±2σ, and ±3σ envelopes, exactly as in the default VWAP, but based on the rolling two-day data.
Leslie's EMA Ribbon: 5/9/21 + VWAPEMA + VWAP Crossover Indicator with Alerts
This script blends three Exponential Moving Averages (5, 9, 21) with VWAP to identify momentum shifts and volume-confirmed trend signals. It’s optimized for the Daily timeframe, but also adaptable to shorter-term trading.
🔍 Why this combination?
EMAs provide fast and reliable trend signals:
- 5/9 EMA crossover → short-term shifts (more frequent)
- 9/21 EMA crossover → swing confirmation (less noise)
- VWAP adds volume context used by institutions for fair value tracking.
- 9EMA crossing VWAP confirms price action supported by volume.
Together, these tools offer a multi-layered view of market momentum — combining speed, confirmation, and conviction.
⚙️ Features:
Clean plots with dynamic labels on latest bar
Adjustable line weights for clarity
Alerts included for all crossovers:
- 5EMA / 9EMA
- 9EMA / 21EMA
- 9EMA / VWAP
✅ How to Use:
- Best on the Daily timeframe
- Use 5/9 as early signals, 9/21 for trend filtering, and 9/VWAP for volume-backed setups
- Turn on alerts to stay informed of key shifts without staring at charts
Adjustable Quad VWAPOverview
A powerful multi-timeframe VWAP indicator that displays four customizable rolling VWAPs with advanced features for comprehensive trend analysis and signal generation.
Key Features
🔧 Four Adjustable VWAPs
Fast VWAP: Default 7 days (1-365 adjustable)
Slow VWAP: Default 30 days (1-365 adjustable)
Medium VWAP: Default 90 days (1-365 adjustable)
Long VWAP: Default 365 days (1-365 adjustable)
VWAP Adaptive (RelVol-Adjusted)This indicator provides an Adaptive VWAP that adjusts volume weighting using RelVol (Relative Volume at Time), offering a more accurate and context-aware price reference during sessions with irregular volume behavior.
Classic VWAP calculates the average price weighted by raw volume, without considering the time of day. This becomes a serious limitation during major market events such as CPI releases, FOMC announcements, NFP, or large-cap earnings. These events often trigger massive volume spikes within one or two candles. As a result, the classic VWAP gets pulled toward those extreme prices and becomes permanently skewed for the rest of the session.
In such conditions, classic VWAP becomes unreliable. It no longer reflects fair value and often misleads traders relying on it for dynamic support, resistance, or reversion signals.
This Adaptive VWAP improves on that by using RelVol, which compares the current volume to the average volume seen at the same time over previous sessions. It gives more weight to price when volume is typical for that moment, and adjusts the influence when volume is statistically abnormal. This reduces the impact of isolated volume spikes and stabilizes the VWAP path, even in high-volatility environments.
For example, on SPY 1-minute or 5-minute charts during a CPI release, a massive spike in volume and price can occur within a single candle. Classic VWAP will immediately anchor itself to that spike. Adaptive VWAP using RelVol softens that effect and maintains a more realistic trajectory.
Key features:
- Adaptive VWAP weighted by time-adjusted Relative Volume (RelVol)
- Designed to maintain VWAP reliability during macroeconomic events
- Flexible anchoring: Session, Week, Month, Quarter, Earnings, etc.
- Optional display of Classic VWAP for comparison
- Up to 3 customizable deviation bands (standard deviation or percentage)
This tool is ideal for intraday traders who need a VWAP that remains usable and unbiased, even in volatile sessions. It adds robustness to VWAP-based strategies by incorporating time-sensitive volume normalization.
Retail Pain Index (RPIx) (RPIx) Retail Pain Index (DAFE)
See the Market’s Pain. Trade the Edge.
The Retail Pain Index (RPIx) is a next-generation volatility and sentiment tool designed to reveal the hidden moments when retail traders are most likely being squeezed, stopped out, or forced to capitulate. This is not just another oscillator—it’s a behavioral market scanner that quantifies “pain” as price rips away from the average entry zone, often marking the fuel for the next big move.
Why is RPIx so Unique?
Behavioral Volatility Engine:
RPIx doesn’t just track price or volume. It measures how far price is moving away from where the crowd has recently entered (using a rolling VWAP average), then normalizes this “distance” into a Z-score. The result? You see when the market is inflicting maximum pain on the most participants.
Dynamic, Intuitive Coloring:
The main RPIx line is purple in normal conditions, but instantly turns red when pain is extreme to the upside (+2.00 or higher) and green when pain is extreme to the downside (-2.00 or lower). This makes it visually obvious when the market is entering a “max pain” regime.
Threshold Lines for Clarity:
Dashed red and green lines at +2.00 and -2.00 Z-score levels make it easy to spot rare, high-pain events at a glance.
Signature Dashboard & Info Line:
Dashboard: A compact, toggleable panel in the top right of the indicator pane shows the current Z-score, threshold, and status—perfect for desktop users who want a quick read on market stress.
Info Line: For mobile or minimalist traders, a single-line info label gives you the essentials without cluttering your screen.
Inputs & Customization
Entry Cluster Lookback: Adjusts how many bars are used to calculate the “entry zone” (VWAP average). A higher value smooths the signal, a lower value makes it more responsive.
Pain Z-Score Threshold:
Sets the sensitivity for what counts as “extreme pain.” Default is ±2.00, but you can fine-tune this to match your asset’s volatility or your own risk appetite.
Show Dashboard / Show Compact Info Label:
Toggle these features on or off to fit your workflow and screen size.
How to utilize RPIx's awesomeness:
Extreme Readings = Opportunity:
When RPIx spikes above +2.00 (red) or below -2.00 (green), the market is likely running stops, liquidating weak hands, or forcing retail traders to capitulate. These moments often precede sharp reversals, trend accelerations, or volatility expansions.
Combine with Price Action:
Use RPIx as a confirmation tool for your existing strategy, or as a standalone alert for “pain points” where the crowd is most vulnerable.
Visual Edge:
The color-coded line and threshold levels make it easy to spot regime shifts and rare events—no more squinting at numbers or guessing when the market is about to snap.
Why RPIx?
Works on Any Asset, Any Timeframe:
Stocks, futures, crypto, forex—if there’s a crowd, there’s pain, and RPIx will find it.
Behavioral Alpha:
Most indicators lag. RPIx quantifies the psychological stress in the market, giving you a real-time edge over the herd.
Customizable, Clean, and Powerful:
Designed for both power users and mobile traders, with toggles for every workflow.
See the pain. Trade the edge.
Retail Pain Index: Because the market’s next move is written in the crowd’s discomfort.
For educational purposes only. Not financial advice. Always use proper risk management
Use with discipline. Trade your edge.
— Dskyz , for DAFE Trading Systems, for DAFE Trading Systems
Multi VWAPsMulti VWAPs Inspired by Biran Shannon and his book:
"MAXIMUM TRADING GAINS WITH ANCHORED VWAP . The Perfect Combination of Price, Time & Volume."
(ISBN 9798986868004)
A comprehensive VWAP (Volume Weighted Average Price) indicator that combines multiple timeframes and sessions in one view. Perfect for day trading and swing trading across different markets.
Features:
• Multiple VWAP Timeframes:
- Daily VWAP
- Weekly VWAP
- Monthly VWAP
- Quarterly VWAP
- Yearly VWAP
• Session-specific VWAPs:
- London Session (3:00 AM - 11:30 AM NY time)
- New York Session (9:30 AM - 4:00 PM NY time)
• Additional Indicators:
- Midnight Price Line (Previous day's closing price)
- 5-Day Moving Average
- 50-Day Moving Average
• Customization Options:
- Toggle individual VWAPs and indicators
- Customize colors for each component
- Adjustable label positioning
- MA smoothing settings
- Option to show/hide previous day's midnight price
• Smart Features:
- Auto-adjusting calculations based on timeframe
- Clear session boundaries
- Optimized for all chart timeframes
- Clean label system
Perfect for:
• Day traders tracking multiple timeframe momentum
• Swing traders using longer-term VWAPs
• Session traders focusing on London/NY hours
• Multi-timeframe analysis
• Price action trading with VWAP support/resistance
This indicator combines essential trading tools in one clean interface, helping you make informed decisions without cluttering your chart.
Money Flow Index + VWAP Trend FilterThis indicator combines the volume-weighted momentum analysis of the Money Flow Index (MFI) with the trend-filtering capabilities of the Volume Weighted Average Price (VWAP) to generate reliable buy and sell signals. By requiring MFI overbought/oversold conditions to align with the trend direction relative to VWAP, this indicator reduces false signals, making it ideal for trading on timeframes like 5-minute to 4-hour charts.
How It Works
The indicator uses two technical components to produce signals:
Money Flow Index (MFI) for Momentum Extremes:
The MFI, calculated over a default 14-period length, measures buying and selling pressure using price and volume data. A buy signal is triggered when MFI crosses above the oversold level (default: 20), indicating potential buying pressure, while a sell signal occurs when MFI crosses below the overbought level (default: 80), suggesting selling pressure.
Volume Weighted Average Price (VWAP) for Trend Direction:
The VWAP calculates the average price of an asset, weighted by volume, resetting at the start of each trading session (e.g., daily for stocks). It acts as a dynamic support/resistance level. A bullish trend is confirmed when the price is above the VWAP, and a bearish trend when the price is below the VWAP. This ensures MFI signals are filtered to align with the broader trend direction, plotted as a purple line on the chart.
Signal Generation
Signals are generated using the previous bar’s values to prevent repainting:
Buy Signal: The MFI crosses above the oversold level, and the price is above the VWAP (bullish trend). Displayed as a green upward triangle below the bar.
Sell Signal: The MFI crosses below the overbought level, and the price is below the VWAP (bearish trend). Displayed as a red downward triangle above the bar.
TLC sessionA Professional Intraday Session Tracker with VWAP and Economic Event Integration
Description
This indicator provides visual tracking of major trading sessions (Asian, London, New York) combined with VWAP calculations and macroeconomic event zones. It's designed for intraday traders who need to monitor session overlaps, liquidity periods, and high-impact news events.
The basic script of trading sessions was taken as a basis and refined for greater convenience.
Key Features:
Customizable Session Tracking: Visualize up to 3 trading sessions with adjustable time zones (supports IANA & GMT formats)
Dynamic VWAP Integration: Built-in Volume-Weighted Average Price calculation
Macro Event Zones: Highlights key economic announcement windows (adjustable for summer/winter time)
Price Action Visualization: Displays open/close prices, session ranges, and average price levels
Automatic DST Adjustment: Uses IANA timezone database for daylight savings awareness
How It Works
1. Trading Session Detection
Three fully configurable sessions (e.g., Asia, London, New York)
Each session displays:
Colored background zone
Opening price (dashed line)
Closing price (dashed line)
Average price (dotted line)
Optional label with session name
2. VWAP Calculation
Standard Volume-Weighted Average Price plotted as circled line
Helps identify fair value within each session
3. Macro Event Zones
Special highlighted period for economic news releases
Automatically adjusts for summer/winter time
Default set to 1000-1200 (summer) or 0900-1100 (winter) GMT-5 (US session open)
Why This Indicator is Unique
Multi-Session Awareness
Unlike simple session indicators, this tool:
Tracks price development within each session
Shows session overlaps (critical for volatility periods)
Maintains separate VWAP calculations across sessions
Professional-Grade Features
IANA timezone support (automatic DST handling)
Customizable visual elements (toggle labels, ranges, averages)
Object-based architecture (clean, efficient rendering)
News event integration (helps avoid trading during high-impact releases)
Usage Recommendations
Best Timeframes
1-minute to 1-hour charts (intraday focus)
Not recommended for daily+ timeframes
Trading Applications
1. Session Breakout Strategy: Trade breakouts when London/New York sessions open
2. VWAP Reversion: Fade moves that deviate too far from VWAP
3. News Avoidance: Reduce position sizing during macro event windows
Visual Example
Asian session (red)
London session (blue)
New York session (purple)
Macro event zone (white)
VWAP line (gold circles)
The basic script of trading sessions was taken as a basis and refined for greater convenience.
Moving Volume-Weighted Avg Price, % Channel, BBsThis script includes:
- Moving Volume-Weighted Average Price line.
- User-defined % band above and below, very useful for "breakout" signals, and mentally adjusting to the magnitude of price swings when viewing an automatic scale on the price axis.
- Volume-Weighted Bollinger Bands, which are more sensitive to volume.
More detail:
- This is like TV's basic VWAP in concept, except the major flaw in that is that it has reset periods that you can't override, and the volume is cumulative until the next hard reset. The 'reset' is OK for securities trading, that resets every day anyway. But not for crypto - and not if/when securities trading goes 24/7. Also, the denominator accumulating over the entire period is also *not* OK, because then what is shown means something different as the day progresses - which kind of makes it useless. In other words, it starts out very sensitive to volume, and gets progressively more numb to it as they day progresses, and starts flattening out.
- This fixes both problems, by using a user-definable moving window for the average. Essentially combining SMA with volume-weighting.
- You may also find an invaluable trading aid, in the % bands above and below.
- What can optionally be shown is standard deviation bands, aka Bollinger bands. The advantage over regular BB is that it's volume-weighted. Since it is already calculated on a moving average, the period for the standard deviation has been shortened by default, and the magnitude increased, to better approximate regular Bollinger Bands - but it's still more responsive to volume.
Multi-VWAP System🚀 Multi-VWAP System — Anchored VWAP & Deviation Bands
Overview
The Multi-VWAP System provides traders with a professional-grade approach to anchored VWAP analysis. Inspired by Brian Shannon's pioneering work on Anchored VWAP, this indicator automatically calculates and plots:
Current Session VWAP
Previous Session VWAP (also known as "2-Day VWAP")
High-of-Day (HOD) Anchored VWAP
Each VWAP can also display optional Standard Deviation Bands to highlight statistically significant deviations from the volume-weighted average price.
🔍 Why Anchored VWAP Matters
Volume Weighted Average Price (VWAP) is among the most critical institutional indicators, as it represents the average price paid for a stock adjusted by trading volume. This makes VWAP crucial for identifying fair value and significant areas of institutional activity.
Institutions utilize VWAP extensively to guide their execution algorithms. For instance, if price dips below a 2-day anchored VWAP (anchored to the previous session's open), many institutions interpret this as a discounted entry, potentially triggering large-scale buy programs. Conversely, sustained movement above VWAP signals strong buying pressure and bullish sentiment.
📌 Why Multiple Anchors?
Traders commonly anchor VWAPs at critical reference points:
Current Session VWAP:
Essential for day traders as a reference for intraday sentiment. Price action above this line generally indicates bullish sentiment, while price below signals bearish sentiment.
Previous Session (2-Day) VWAP:
Heavily used by institutions and swing traders, it provides insight into multi-session sentiment. Institutions commonly activate buy or sell programs based on whether price is trading at a premium or discount relative to this VWAP.
High-of-Day (HOD) VWAP:
Frequently used by momentum traders, this anchor captures sentiment after the most recent intraday high. Price above the HOD VWAP suggests sustained bullish momentum, while price below might signal weakening momentum.
🌟 Standard Deviation Bands
Each anchored VWAP in this indicator includes optional Standard Deviation Bands, highlighting statistical extremes. Traders use these bands to:
Identify potentially overextended moves (beyond +2σ or +3σ).
Gauge momentum strength (holding above +1σ).
Spot mean-reversion setups when price returns to VWAP after extreme moves.
🎨 Dynamic Background and Momentum Colorization
To visually highlight strength or weakness in price action relative to VWAP:
Dynamic Background Fill between Current and Previous VWAPs:
Green background appears when the Current VWAP is above the Previous VWAP and the linear regression slope (adjustable length) is positive, indicating bullish sentiment.
Red background appears when the Current VWAP is below the Previous VWAP and the slope is negative, indicating bearish sentiment.
No fill when conditions are mixed or momentum is uncertain.
Gold Fill above HOD VWAP:
When price action is above the High-of-Day VWAP and momentum (linear regression slope) is positive, a subtle gold shading appears, quickly highlighting bullish momentum.
⚙ Fully Customizable Settings
Session Times: Adjust session start and end times to match your specific market hours.
Standard Deviation Bands: Enable or disable each VWAP’s deviation bands individually and select how many bands (1σ, 2σ, or 3σ) you'd like to display.
Momentum Slope Length: Adjustable lookback for linear regression slope calculation—giving you full control of trend sensitivity.
🎯 Who Should Use This Indicator?
This indicator is perfect for:
Day Traders who want quick insights into intraday sentiment shifts.
Swing Traders tracking institutional footprints and seeking optimal entry/exit points.
Momentum Traders who rely on clearly visible momentum signals from HOD anchored VWAPs.
Institutional Traders and Professionals seeking sophisticated, institutionally-inspired VWAP analysis without manual anchoring.
📈 Summary of Features
✅ Automatic VWAP Anchors (Current Session, Previous Session, High-of-Day)
✅ Optional Standard Deviation Bands for each VWAP anchor
✅ Dynamic Background Coloring based on price action and momentum conditions
✅ Gold Momentum Highlight for quick bullish momentum identification above HOD VWAP
✅ Fully Customizable Inputs for precise personalization and flexibility
📢 Conclusion
The Multi-VWAP System isn't just another VWAP indicator. It's an institutional-level, dynamic, multi-dimensional analysis tool inspired by the work of Brian Shannon and leading institutional traders. It takes the guesswork out of anchoring and analysis, leaving you free to focus on identifying and executing high-probability trade setups.
Enjoy trading smarter—not harder. Happy Trading! 🚀📊
Volume-Weighted Pivot BandsThe Volume-Weighted Pivot Bands are meant to be a dynamic, rolling pivot system designed to provide traders with responsive support and resistance levels that adapt to both price volatility and volume participation. Unlike traditional daily pivot levels, this tool recalculates levels bar-by-bar using a rolling window of volume-weighted averages, making it highly relevant for intraday traders, scalpers, swing traders, and algorithmic systems alike.
-- What This Indicator Does --
This tool calculates a rolling VWAP-based pivot level, and surrounds that central pivot with up to five upper bands (R1–R5) and five lower bands (S1–S5). These act as dynamic zones of potential resistance (R) and support (S), adapting in real time to price and volume changes.
Rather than relying on static session or daily data, this indicator provides continually evolving levels, offering more relevant levels during sideways action, trending periods, and breakout conditions.
-- How the Bands Are Calculated --
Pivot (VWAP Pivot):
The core of this system is a rolling Volume-Weighted Average Price, calculated over a user-defined window (default 20 bars). This ensures that each bar’s price impact is weighted by its volume, giving a more accurate view of fair value during the selected lookback.
Volume-Weighted Range (VW Range):
The highest high and lowest low over the same window are used to calculate the volatility range — this acts as a spread factor.
Support & Resistance Bands (S1–S5, R1–R5):
The bands are offset above and below the pivot using multiples of the VW Range:
R1 = Pivot + (VW Range × multiplier)
R2 = R1 + (VW Range × multiplier)
R3 = R2 + (VW Range x multiplier)
...
S1 = Pivot − (VW Range × multiplier)
S2 = S1 − (VW Range × multiplier)
S3 = S2 - (VW Range x multiplier)
...
You can control the multiplier manually (default is 0.25), to widen or tighten band spacing.
Smoothing (Optional):
To prevent erratic movements, you can optionally toggle on/off a simple moving average to the pivot line (default length = 20), providing a smoother trend base for the bands.
-- How to Use It --
This indicator can be used for:
Support and resistance identification:
Price often reacts to R1/S1, and the outer bands (R4/R5 or S4/S5) act as overshoot zones or strong reversal areas.
Trend context:
If price is respecting upper bands (R2–R3), the trend is likely bullish. If price is pressing into S3 or lower, it may indicate sustained selling pressure or a breakdown.
Volatility framing:
The distance between bands adjusts based on price range over the rolling window. In tighter markets, the bands compress — in volatile moves, they expand. This makes the indicator self-adaptive.
Mean reversion trades:
A move into R4/R5 or S4/S5 without continuation can be a sign of exhaustion — potential for reversal toward the pivot.
Alerting:
Built-in alerts are available for crosses of all major bands (R1–R5, S1–S5), enabling trade automation or scalp alerts with ease.
-- Visual Features --
Fuchsia Lines: Mark all Resistance (R1–R5) levels.
Lime Lines: Mark all Support (S1–S5) levels.
Gray Circle Line: Marks the rolling pivot (VWAP-based).
-- Customizable Settings --
Rolling Length: Number of bars used to calculate VWAP and VW Range.
Multiplier: Controls how wide the bands are spaced.
Smooth Pivot: Toggle on/off to smooth the central pivot.
Pivot Smoothing Length: Controls how many bars to average when smoothing is enabled.
Offset: Visually shift all bands forward/backward in time.
-- Why Use This Over Standard Pivots? --
Traditional pivots are based on previous session data and remain fixed. That’s useful for static setups, but may become irrelevant as price action evolves. In contrast:
This system updates every bar, adjusting to current price behavior.
It includes volume — a key feature missing from most static pivots.
It shows multiple bands, giving a full view of compression, breakout potential, or trend exhaustion.
-- Who Is This For? --
This tool is ideal for:
Day traders & scalpers who need relevant intraday levels.
Swing traders looking for evolving areas of confluence.
Algorithmic/systematic traders who rely on quantifiable, volume-aware support/resistance.
Traders on all assets: works on crypto, stocks, futures, forex — any chart that has volume.
3 Zero Lag + 3 Moving Averages + 3 RVWAPThe "3 Zero Lag + 3 Moving Averages + 3 RVWAP" (ZMR) indicator combines three groups of tools for technical analysis.
1. Three Customizable Moving Averages (MAs):
Configuration for Each MA:
Choice of 7 types (SMA, EMA, WMA, HMA, VWMA, LSMA, SMMA).
Independent periods and price sources for each line.
Visualization:
MA1 (Blue), MA2 (Red), MA3 (Green).
2. Three Zero Lag EMAs (ZLEMA) with Individual Settings:
Lag Reduction: Corrects traditional EMA lag using:
Adjusted Price = 2 * Current Price - Price .
Flexibility:
Unique lengths (20, 50, 70) and individual price sources for each ZLEMA (HLC3, HL2, Close, etc.).
Colors:
ZLEMA1 (Yellow), ZLEMA2 (Orange), ZLEMA3 (Purple).
3. Three Rolling VWAPs with Custom Parameters:
Volume-Weighted Average Price (VWAP):
Calculated for three periods (20, 50, 100) with dedicated price sources for each VWAP.
Colors:
VWAP1 (Pink), VWAP2 (Light Blue), VWAP3 (Neon Green).
Stochastic and RSI2 entriesStochastic and RSI2 entries, v1.0
This indicator combines Stochastic and RSI to facilitate "RSI2" entry signals. Buy signals will be shown at the bottom.
The default configuration uses non-standard settings for the underlying indicators to tailor it for this type of entry strategy.
This is an entry strategy that tries to find entries close to "the dip".
A combination of Stochastic crossovers, VWAP, daily SMA50 and daily SMA200 are used to verify buy signals.
This indicator is written for bullish signals and aims to find the start of short trends or cheap entries for longer positions.
Like with any strategy, some signals will be false, and the user is advised to do some own research before using the buy signals for actual entries.
Happy trading!
Akshay - TheOne, TheMostWanted, TheUnbeatable, TheEnd➤ All-in-One Solution (❌ No repaint):
This Technical Chart contains, MA24 Condition, Supertrend Indicator, HalfTrend Signal, Ichimoku Cloud Status, Parabolic SAR (P_SAR), First 5-Minute Candle Analysis (ORB5min), Volume-Weighted Moving Average (VWMA), Price-Volume Trend (PVT), Oscillator Composite, RSI Condition, ADX & Trend Strength.
Technicals don't lie.
🚀 Overview and Key Features
Comprehensive Multi-Indicator Approach:
The script is built to be an all-in-one technical indicator on TradingView. It integrates several well-known indicators and overlays—including Supertrend, HalfTrend, Ichimoku Cloud, various moving averages (EMA, SMA, VWMA), oscillators (Klinger, Price Oscillator, Awesome Oscillator, Chaikin Oscillator, Ultimate Oscillator, SMI Ergodic Oscillator, Chande Momentum Oscillator, Detrended Price Oscillator, Money Flow Index), ADX, and Donchian Channels—to create a composite picture of market sentiment.
Signal Generation and Alerts:
It not only calculates these indicators but also aggregates their output into “Master Candle” signals. Vertical lines are drawn on the chart with corresponding alerts to indicate potential buy or sell opportunities based on robust, combined conditions.
Visual Layering:
Through the use of colored histograms, custom candle plots, trend lines, and background color changes, the script offers a multi-layered visual representation of data, providing clarity about both short-term signals and overall market trends.
⚙️ How It Works and Functionality
MA24 Condition:
Uses the 24-period moving average as a proxy; if the price is above it, the bar is colored green, and red if below, with neutrality when conditions aren’t met.
Supertrend Indicator:
Evaluates price relative to the Supertrend level (calculated via ATR), coloring green when price is above it and red when below.
HalfTrend Signal:
Determines trend shifts by comparing the current close to a calculated trend level; green indicates an upward trend, while red suggests a downtrend.
Ichimoku Cloud Status:
Analyzes the relationship between the Conversion and Base lines; a bullish (green) signal is given when price is above both or the Conversion line is higher than the Base line.
Parabolic SAR (P_SAR):
Colors the signal based on whether the current price is above (green) or below (red) the Parabolic SAR marker, indicating stop and reverse conditions.
First 5-Minute Candle Analysis (ORB5min):
Uses key levels from the first 5-minute candle; if price exceeds the candle’s low, VWAP, and MA, it’s bullish (green), otherwise bearish (red).
Volume-Weighted Moving Average (VWMA):
Compares the current price to volume-weighted averages; a price above these levels is shown in green, below in red.
Price-Volume Trend (PVT):
Determines bullish or bearish momentum by comparing PVT to its VWAP—green when above and red when below.
Oscillator Composite:
Aggregates signals from multiple oscillators; a majority of positive results turn it green, while negative dominance results in red.
RSI Condition:
Uses a simple RSI threshold of 50, with values above signifying bullish (green) momentum and below marking bearish (red) conditions.
ADX & Trend Strength:
Reflects overall trend strength through ADX and directional movements; a combination favoring bullish conditions colors it green, with red signaling bearish pressure.
Master Candle Overall Signal:
Combines multiple indicator outputs into one “Master” signal—green for a consensus bullish trend and red for a bearish outlook.
Scalp Signal Variation:
Focused on short-term price changes, this signal adjusts quickly; green indicates improving short-term conditions, while red signals a downturn.
📊 Visualizations and 🎨 User Experience (❌ no repaint)
Dynamic Histograms & Bar Plots:
Each indicator is represented as a colored bar (with added vertical offsets) to facilitate easy comparison of their respective bullish or bearish contributions.
Clear Color-Coding & Labels:
Green (e.g., GreenFluorescent) indicates bullish sentiment.
Red (e.g., RedFluorescent) indicates bearish sentiment.
Custom labels and descriptive text accompany each bar for clarity.
Interactive Charting:
The overall background color adapts based on the “Master Candle” condition, offering an instant read on market sentiment.
The current candlestick is overlaid with color cues to reinforce the indicator’s signal, enhancing the trading experience.
Real-Time Alerts:
Vertical lines appear on signal events (buy/sell triggers), complemented by alerts that help traders stay on top of actionable market moves.
Sharp lines:
The Sharp lines are plotted based upon the EMA5 cross over with the same market trend, marks this as good time to reentry.
🔧 Settings and Customization
Flexible Timeframe Input:
Users can select their preferred timeframe for analysis, making the indicator adaptable to intraday or longer-term trading styles.
Customizable Indicator Parameters:
➤ Supertrend: Adjust ATR length and multiplier factors.
➤ HalfTrend: Tweak amplitude and channel deviation settings.
➤ Ichimoku Cloud & Oscillators: Fine-tune the conversion/base lines and oscillator lengths to match individual trading strategies.
Visual Customization:
The script’s color schemes and plotting styles can be altered as needed, giving users the freedom to tailor the interface to their taste or existing chart setups.
🌟 Uniqueness of the Concept
Integrated Multi-Indicator Synergy:
Combines a diverse range of trend, momentum, and volume-based indicators into a single cohesive system for a holistic market view.
Master Candle Aggregation:
Consolidates numerous individual signals into a "Master Candle" that filters out noise and provides a clear, consensus-based trading signal.
Layered Visual Feedback:
Uses color-coded histograms, adaptive background cues, and dynamic overlays to deliver a visually intuitive guide to market sentiment at a glance.
Customization and Flexibility:
Offers adjustable parameters for each indicator, allowing users to tailor the system to fit diverse trading styles and market conditions.
✅ Conclusion:
Robust Trading Tool & Non-Repainting Reliability:
This versatile technical analysis tool computes an extensive range of indicators, aggregates them into a stable, non-repainting “Master Candle” signal, and maintains consistent, verifiable outputs on historical data.
Holistic Market Insight & Consistent Signal Generation:
By combining trend detection, momentum oscillators, and volume analysis, the indicator delivers a comprehensive snapshot of market conditions and generates dependable signals across varying timeframes.
User-Centric Design with Rich Visual Feedback:
Customizable settings, clear color-coded outputs, adaptive backgrounds, and real-time alerts work together to provide actionable, transparent feedback—enhancing the overall trading experience.
A Unique All-in-One Solution:
The integrated approach not only simplifies complex market dynamics into an easy-to-read visual guide but also empowers systematic traders with a powerful, adaptable asset for accurate decision-making.
❤️ Credits:
Pine Script™ User Manual
Supertrend
Ichimoku Cloud
Parabolic SAR
Price Volume Trend (PVT)
Average Directional Index (ADX)
Volume Oscillator
HalfTrend
Donchian Trend
