This is VWAP but instead of average price resetting daily, you choose the VWAP reset period. You could choose an Hourly VWAP, or a 2D VWAP, the choice is yours. To show the functionality compared to normal VWAP, the below shows Haye VWAP (White) and normal VWAP (red), both set to Daily timeframes and on a Daily Chart. As you can see, they're identical. Then...
Hi forks, I'm trader Baekdoosan who trading Equity from South Korea. This Baekdoo baseline will give you the idea of big whale's approximate average price. The idea behind this indicator is to combine volume and price. Here's one of the equation. ... HT4=highest(volume, 250) NewH4=valuewhen(volume>HT4 , (open+close+low+high+close)/5, 1) result4=ema(NewH4,...
RedK Volume-Weighted Directional Efficiency Index (DXF) is a momentum indicator - that builds on Kaufman's Efficiency Ratio (ER) concept. DXF utilizes a restricted +100/-100 oscillator to represent the "quality" of a trend, and does a good job in detecting the possibility of an upcoming trend change (in both direction and quality), improving our ability to make...
Volumatrix is an enhanced volume weighted price indicator with advanced features Created by CryptoJew & CryptoTiger on 04-06-2021 👋 Definition Volumatrix turns current and historical price data into enhanced volume weighted price plots that allow you to visually grasp the momentum of any given market. It’s easy to use and provides an accurate reading about...
QUANTILE ESTIMATORS Weighted Harrell-Davis Quantile Estimator with Absolute Deviation Fences. DISCLAIMER: The Following indicator/code IS NOT intended to be a formal investment advice or recommendation by the author, nor should be construed as such. Users will be fully responsible by their use regarding their own trading vehicles/assets. The following...
Hello traders! In this script i tried to combine Kıvanç Özbilgiç's Volume Based Coloured Bars, Volume Weighted Macd V2 and Intraday Intensity Index developed by Dave Bostian and added to Tradingview by Kıvanç Özbilgiç. Let's see what we got here; VBCB, Paints candlestick bars according to the volume of that bar. Period is 30 by default. If you're trading stocks,...
0.2 version of the indicator that determines the aggregate premium, weighted by volume, from all leading derivatives exchanges. The main difference was the change in the volume weighing algorithm from static to real time, and ETH was added to the indicator. Exchanges: Binance OKEx Huobi Bybit FTX BitMEX Deribit
This indicator will show the swing high and lows for the number of bars back. It's very easy to use and shows good support and resistance levels. I then took it a step further and added a moving average with all the standard types in my indicators: SMA EMA Weighted Hull Symmetrical Volume Weighted Wilder Linear Regression I then added Bollinger Bands to show...
VWAP Standard Deviation Multi-Time Frame indicator shows VWAP , 1 standard deviation price from the VWAP, 2 standard deviation price from the VWAP and 3 standard deviation price from the VWAP These lines are value regions and usually act as great support and resistance . For best results allow the VWAP to develop in the beginning of the time frame, for almost...
You might have heard that simple moving average barks twice, then you will also notice that volume weighted moving average is even more horrible. Thanks to Trading View all I had to do was to replace SMA function with EMA. VWEMA can be used as an adaptive moving average or even an alternative to VWAP.
The latest version of my multiple moving averages. Now includes up to 14 moving averge lines plus a separate slow and fast moving average that can be assigned a different MA type. In the screen shot is the fast/slow set to Hull with 15/50 periods. It is overlaid on top of my Key Numbers indicator. 7 moving averages in 1 indicator, including the Hull Moving...
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
Introduction The concept of windowing was briefly introduced in the Blackman filter post, however windowing is more than just some window functions, and isn't exclusively used in filter design. Today we will use windowing with the volume weighted moving average, a moving average that weight the price with volume in order to be more reactive when volume is high,...
This is the first moving average that I've had a crack at. It's a VWMA of sorts that's anchored to significant price events but stays flat during chop. This moving average essentially ignores most other price action while providing dynamic support and resistance levels, and displaying the underlying trend. I personally use this moving average in it's singular...
Continue to experiement with VWAP and EVWMA. It seems that just simple crosses between VWAP and EVWMA can be pretty good signals. VWAP is a bit choppy so you can use VWAP smoothing input to smoth it a bit. Here are few other strategies based on EVWMA: EVWMA VWAP MACD Strategy QuantNomad - EVWMA MACD Strategy
Pretty simple EVWMA (Elastic Volume Weighted Moving Average) Cross Strategy. Long on bullish cross, Short on Bearish Crosss. EVWMA is a quite interesting moving average where period of the MA is defined from volume itself. It incorporates volume information in a natural and logical way. The eVWMA can be looked at as an approximation to the average price paid per...
Moving Average Collection (MAC) is here to gather all your MAs EMAs HMAs and WMAs all in one indicator. With extra features to ensure that user can get the most benefit of moving averages. whether for S/R or setting up EMA and HMA based strategies. Features: 10 SMA, 10 EMA, 6HMA, 6WMA and 2 Ichimuko Cloud with master switch and multi-timeframe support for each...