Big Money Tracker

5월 14일

OI-Anchored VWAP: Big Money Position Tracker

Understanding VWAP in Big Money Trading
Volume Weighted Average Price (VWAP) is the benchmark most widely used by institutions to assess their execution quality and market timing. It represents the average price a security has traded at throughout the day, weighted by volume.

Why Institutions Care About VWAP:

• Portfolio managers often mandate trades to be executed at or better than VWAP
  
• Large orders are broken down and executed around VWAP to minimize market impact
  
• Trading desks use VWAP as a neutral price to assess if they're buying too high or selling too low
  
• Algorithmic trading systems use VWAP as a key reference for order execution
  

The OI-VWAP Edge
This indicator takes Big Money VWAP trading to the next level by anchoring VWAP calculations to significant Open Interest (OI) changes. This helps identify not just where institutions are trading, but where they're establishing significant positions in the crypto markets.

Key Features:

• Dynamic OI-based VWAP anchoring that identifies where large positions are established
  
• Previous VWAP level tracking to monitor historical Big Money interest points
  
• Smart sweep detection system for both current and previous VWAP levels
  
• Standard deviation bands for volatility context
  

What Makes This Indicator Unique:

• Uses aggregated Open Interest data from major exchanges (Binance, BitMEX, Bybit, Kraken)
  
• Automatically detects significant OI increases to anchor VWAP levels
  
• Tracks both current and previous Big Money reference prices
  
• Identifies potential stop runs and liquidity sweeps
  

Trading Applications:

The indicator helps identify where large positions are established and how they might influence price action:

• Defense Zones: When price approaches a VWAP level with high OI, institutions often defend their positions
  
• Liquidation Levels: Previous VWAP levels can become liquidation targets for trapped positions
  
• Stop Runs: Sweep detection helps identify when large players might be hunting stops or creating liquidity
  
• Mean Reversion: SD bands help identify potential reversal zones around Big Money average prices
  

Best Practices:

• Look for price reaction at current VWAP when OI is increasing
  
• Monitor sweeps of previous VWAP levels for potential reversals
  
• Use SD bands to gauge volatility expansion/contraction around Big Money positions
  
• Pay attention to failed sweeps as they often indicate strong position defense
  

Trading Scenarios:

// Bullish Position Defense:
// 1. High OI increase creates new VWAP (Big Money entry)
// 2. Price tests VWAP from above (retest of entry)
// 3. Failed bearish sweeps = shorts trapped
// 4. Strong defense + trapped shorts = potential squeeze

// Bearish Liquidation:
// 1. Previous VWAP level above current price
// 2. High OI trapped at higher prices
// 3. Price sweeps above then fails = more trapped longs
// 4. Break below = potential cascading liquidations

5월 15일

릴리즈 노트

- Added Some Filter on Previous Sweep

5월 21일

릴리즈 노트

- Added Customer Alert to Allow Api Alerts

6월 3일

릴리즈 노트

- Now including RTH Vwap for None Crypto Market

6월 4일

릴리즈 노트

- SD Bands are Now more Accurate
- Modifiable Fills and Colouring

6월 5일

릴리즈 노트

- Added Alerts for Test of Bands of the RTH

6월 7일

릴리즈 노트

- Waow

6월 8일

릴리즈 노트

- Removed Debug stats

6월 10일

릴리즈 노트

- RTH Bands Alerts Update

6월 11일

릴리즈 노트

- Added Filtering Mode

6월 11일

릴리즈 노트

- Update For Cross

6월 18일

릴리즈 노트

- Now You can Switch Between VWAP and POC