成交量加權平均 Volume Weighted Average Price (VWAP)

J-Streak 已更新 

So here's an updated version of my automatic Pivot Point detector. If you don't like having a bunch of Pivots on your chart at once, or having to cycle through various resolutions to see different ones, this is for you! What does this indicator do? It automatically detects the nearest daily, weekly, and monthly pivot points both above and below the current...

xdecow 已更新 

This script plots 6 anchored vwap from the selected bars. The labels are only to help identify the starting points and can be disabled in the options.

mikeram1971

This indicator, with the addition of a standard VWAP indicator to the 5m chart, helps the operator when using a closing candle Price to initiate a VWAP Reversal strategy. The strategy involves Price gapping up, look for a Close below the 1st 5m candle Low; else look for a Close above the 1st 5m candle High. On a break of VWAP, take the trade in the opposite...

areznichenko 已更新 

This simple indicator measure the difference between price and VWAP line The VWAP Gap indicator works best on intraday charts SET-UP INFO 1. Add VWAP to your chart and set it up 2. Open "VWAP Gap Indicator" settings 3. Change source to "VWAP" Enjoy! Alex R.

gumbtg

=========================================================== 8/Feb/2020 02:57 PM AUTHOR: Brandon Gum - DESCRIPTION: This is a timeframe aware VWAP indicator. The built-in VWAP indicator was changed in late 2019 which resulted in it no longer being restricted to low timeframes. As a result the indicator would plot on higher timeframe charts and create "noise"...

NorthStarDayTrading 已更新 

Allows you to plot 3 VWAP's with 3 different start times. Very useful for trading futures where there are multiple sessions involved. Can also be used with stocks to set as previous day, pre-market, and market open.

FLeite28

Adapted ATR-stop with only VWAP and ATR. Didnt test it, feel free to use it the way you want. You can turn off the bar color function and change any config.

MichelT

Pine implementation of VWAP, similar to build-in, with anchors to Session, Week, Month and Year

FLeite28 已更新 

Adapted ATR that i am using in BTC 15M charts. It is an usual ATR-Stop smoothed by a VWAP and a VWMA. This crazy config i am using only for BTC, but i found others configs with others assets, like brlusd contracts. You can turn off the barcolor function and change the lenght of the VWAP and VWMA.

Senthaamizh

An intraday indicator which plots the 3 different VWAP. 1. D-VWAP shows VWAP from the first candle of the day 2. W-VWAP shows VWAP from the first candle of the week 3. M-VWAP shows VWAP from the first candle of the month

SyedMehdi 已更新 

Draws a line today at yesterdays VWAP.

realchinny 已更新 

I am a big fan of Kite Crossing Oscillator by Kloov. In an effort to see the actual vwap values I created a simple overlay of the vwaps with adjustable intervals.

paaax

Hello guys, another day, another method for detecting support and resistance level. This time it's all about the VWAP and daily gaps it might produce. How does it work? The indicator detects when a new daily candle begins and the VWAP makes a big move in either direction. Often it produces a gap and this is where the support or resistance level will be...

QuantNomad

Study version of EVWMA VWAP MACD Strategy I pulished recently:

king_mob

Mean reversion strategy which lets you set a VWAP length, ATR length - then creates signal when distance closing price from VWAP is greater than ATR x a multiplier which you set

auroagwei

The "AC-P" version of the Derivative Oscillator is my personal customized version of Constance Brown's Derivative Oscillator (using Everget's implementation of it as the base), with the the following modifications and additions: VWAP Indication - option to show whether the price input option is above or below the Daily VWAP (red triangles = price input is...

ChuckBanger

VWAP Bands/Ribbons

markmiotke

This is an enhance version of Momentum 4 Ways that shows 4 ways to calculate momentum and display each one along with their combined average value. This study was created to compare 4 different momentum values against their combined average using different display styles to allow the user to experiment with different views of momentum. - Added the ability to...