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

Nanda86 已更新 

This script has the Vwap and three standard deviation to it. Used for mean reversion

DasanC 已更新 

This is a fun little project that allows you to anchor the Volume Weighed Average Price (VWAP) to a specific day and plot up to 4 standard deviations up or down. I've also added a Volume Weighted Moving Average (VWMA) plot and accompanying cloud to more easily visualize how volume-based momentum affects trends. Typically, you'll see price respecting the VWMA...

ZFelds 已更新 

VWAP with 3 standard deviations, based on the "Orderflow VWAP from NinjaTrader. When Price is ABOVE VWAP = VWAP turns GREEN When Price is BELOW VWAP = VWAP turns RED The Standard Deviation Bands are considered "echoes" of the VWAP with different multipliers, acting as support/resistance and areas of interest. Big thanks to @CryptoMF and @Barnz from The Cave...

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.

CryptoKick

This indicator provides numerous indicator tools/functions all related to Volume Weighted Price Averages (VWAPs). Specifically the ability to add multiple anchored VWAPs to arbitrary points (highs, lows, significant events such as earnings , flash crashes, etc...) is a very powerful way to see where market participants that were active at those times are in...

abashinfection

ProfitTrailer buy/sell study for MVWAPPERCENTAGE strategy. The script highlights the region where trailing is most likely to succeed.

abashinfection 已更新 

ProfitTrailer buy/sell study for VWAPPERCENTAGE strategy. The script highlights the region where trailing is most likely to succeed.

syrinxflunki

Simple version of the ZWAPometer Measures bars since ZWAP peak, effectively showing trend strength. See previous indicator for more detail. This does not show trend direction, only when it is exhausted, whether it is bull or bear will require other confirmation. So in summary, this tracks bars since price hit a peak distance away from VWAP , indicating price...

syrinxflunki

Here with another VWAP based indicator, this time using ZWAP (distance from VWAP) and flagging the extremities and crosses of each side, and graphing the bars since the last breach. This basically gives a Bull / Bear energy / momentum Yellow highlights = zero crossing , not entirely sure this is useful as of yet, but can give an early warning of a change -...

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.

Zalaparta

Chart Killer B combines five well known algorithms (VWAP, MFI, RSI, Stoch, Wave Trend) Primary Triggers: Green Dots – Leading buy signals that excel in sideways and upward trends. Red Dots – Leading sell signals that excel in sideways and downward trends. Purple Waves – You are looking for overbought and oversold readings for the most part here, but to get the...

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...