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업데이트됨 Rolling VWAP Levels

Rolling VWAP Levels Indicator
Overview
Dynamic horizontal lines showing rolling Volume Weighted Average Price (VWAP) levels for multiple timeframes (7D, 30D, 90D, 365D) that update in real-time as new bars form.
Who This Is For
How To Trade With It
Mean Reversion Strategies:
Breakout Trading:
Support/Resistance Trading:
Risk Management:
Key Features
Settings Explained
Technical Implementation
Best Practices
Market Applications
Overview
Dynamic horizontal lines showing rolling Volume Weighted Average Price (VWAP) levels for multiple timeframes (7D, 30D, 90D, 365D) that update in real-time as new bars form.
Who This Is For
- Day traders using VWAP as support/resistance
- Swing traders analyzing multi-timeframe price structure
- Scalpers looking for mean reversion entries
- Options traders needing volatility bands for strike selection
- Institutional traders tracking volume-weighted fair value
- Risk managers requiring dynamic stop levels
How To Trade With It
Mean Reversion Strategies:
- Buy when price is below VWAP and showing bullish divergence
- Sell when price is above VWAP and showing bearish signals
- Use multiple timeframes - enter on shorter, confirm on longer
- Target opposite VWAP level for profit taking
Breakout Trading:
- Watch for price breaking above/below key VWAP levels with volume
- Use 7D VWAP for intraday breakouts
- Use 30D/90D VWAP for swing trade breakouts
- Confirm breakout with move beyond first standard deviation band
Support/Resistance Trading:
- VWAP levels act as dynamic support in uptrends
- VWAP levels act as dynamic resistance in downtrends
- Multiple timeframe VWAP confluence creates stronger levels
- Use standard deviation bands as additional S/R zones
Risk Management:
- Place stops beyond next VWAP level
- Use standard deviation bands for position sizing
- Exit partial positions at VWAP levels
- Monitor distance table for overextended moves
Key Features
- Real-time Updates: Lines move and extend as new bars form
- Individual Styling: Custom colors, widths, styles for each timeframe
- Standard Deviation Bands: Optional volatility bands with custom multipliers
- Smart Labels: Positioned above, below, or diagonally relative to lines
- Distance Table: Shows percentage distance from each VWAP level
- Alert System: Get notified when price crosses VWAP levels
- Memory Efficient: Automatically cleans up old drawing objects
Settings Explained
- Display Group: Show/hide labels, font size, line transparency, positioning
- Individual VWAP Groups: Color, line width (1-5), line style for each timeframe
- Standard Deviation Bands: Enable bands with custom multipliers (0.5, 1.0, 1.5, 2.0, etc.)
- Labels Group: Position (8 options including diagonal), custom text, price display
- Additional Info: Distance table, alert conditions
Technical Implementation
Uses rolling arrays to maintain sliding windows of price*volume data. The core calculation function processes both VWAP and standard deviation efficiently. Lines are created dynamically and updated every bar. Memory management prevents object accumulation through automatic cleanup.
Best Practices
- Start with 7D and 30D VWAP for most strategies
- Add 90D/365D for longer-term context
- Use standard deviation bands when volatility matters
- Position labels to avoid chart clutter
- Enable distance table during high volatility periods
- Set alerts for key VWAP level breaks
Market Applications
- Forex: Major pairs during London/NY sessions
- Stocks: Large cap names with good volume
- Crypto: Bitcoin, Ethereum, major altcoins
- Futures: ES, NQ, CL, GC with continuous volume
- Options: Use SD bands for strike selection and volatility assessment
릴리즈 노트
- Ease of Life Fix on the Lower Timeframes릴리즈 노트
- Added Session Vwap Levels릴리즈 노트
- lol릴리즈 노트
- DPOC VWAP Bug Fix- Development Mode Added
- Band Fills Added
릴리즈 노트
- 30D Update릴리즈 노트
- Timeframe Display Fix릴리즈 노트
- Table fix on 1 m릴리즈 노트
- Quarterly OPEX- Omni Alert
릴리즈 노트
- Fixed Alerts Issues릴리즈 노트
- If You are on Essential Plan , simply disable use aggregated volume릴리즈 노트
- Fixed Request Security Issue for Users with Low Tier TV Sub릴리즈 노트
- Returned Displaying Multiple Vwaps on Same Timeframe릴리즈 노트
- ATR Filter릴리즈 노트
- DPOC Implementation on Higher Timeframes릴리즈 노트
- Clean릴리즈 노트
- Confirmation Mode Added릴리즈 노트
- OK릴리즈 노트
- TWAP릴리즈 노트
- Cleaner TWAP릴리즈 노트
- MOMO오픈 소스 스크립트
진정한 트레이딩뷰 정신에 따라 이 스크립트 작성자는 트레이더가 기능을 검토하고 검증할 수 있도록 오픈소스로 공개했습니다. 작성자에게 찬사를 보냅니다! 무료로 사용할 수 있지만 코드를 다시 게시할 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
이 정보와 게시물은 TradingView에서 제공하거나 보증하는 금융, 투자, 거래 또는 기타 유형의 조언이나 권고 사항을 의미하거나 구성하지 않습니다. 자세한 내용은 이용 약관을 참고하세요.
오픈 소스 스크립트
진정한 트레이딩뷰 정신에 따라 이 스크립트 작성자는 트레이더가 기능을 검토하고 검증할 수 있도록 오픈소스로 공개했습니다. 작성자에게 찬사를 보냅니다! 무료로 사용할 수 있지만 코드를 다시 게시할 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
이 정보와 게시물은 TradingView에서 제공하거나 보증하는 금융, 투자, 거래 또는 기타 유형의 조언이나 권고 사항을 의미하거나 구성하지 않습니다. 자세한 내용은 이용 약관을 참고하세요.