The VWAP Divergence indicator aims to find divergences between price action and the VWAP indicator. It uses filters to filter out many of the false divergences and alert high quality, accurate signals.
Red dots above the candle represent bearish divergences, while green dots below the candle represent bullish divergences.
The main filter for divergences...
거래량 가중 평균가는 (VWAP) 거래량을 가중치로 하여 평균가를 잴 때 쓰는 기술적 분석툴입니다. VWAP 은 대개 인트라데이 차트에서 가격의 전반적인 방향을 결정하기 위한 방법으로 쓰입니다. 가격이 VWAP 위이면 오르고, 아래면 내린다는 점에서 VWAP 은 이동 평균과 비슷합니다. VWAP 는 대개 마켓 트렌드를 알아내고자 하는 기술적 분석에서 쓰입니다.
Quick early morning script showcasing the new polyline function for Pine Script!
Up to 100 high/low pivot points auto anchored VWAP
Visible range auto anchored VWAP
Curved ZigZag (Adjustab!
With the new polyline function, auto-anchored VWAP at specific price points is more viable.
When using line.new() only 500 lines can exist on the...
This is an experimental script, that plots 24 VWAPs, each starting at a new hour and lasting for 24hours.
After using session anchored VWAPs i kept wondering if the price reacts to VWAPs that begin at periods lower than sessions.
Color of each VWAP changes upon crossovers of the following VWAP, giving us an understanding of trends and whether we're trading with...
This indicator is a visual representation of the VWAP (Volume Weighted Average Price), it calculates the weighted average price based on trading volume. Essentially, it provides a measure of the average price at which an asset has traded during a given period, but with a particular focus on trading volume. In our case, the indicator calculates the VWAP for the...
This indicator plots VWAPs anchored to each day of the week.
VWAPs are considered "fair price" for both sellers and buyers and it's often times where the liquidity is found.
From my trading I noticed how often times price likes to come back to the daily VWAP from the previous week, especially at the beginning and end of each week.
For example, if we enter a long...
Futures/Spot Dominance Indicator:
The futures/spot dominance indicator is a versatile tool used by traders and analysts to assess the relative strength or dominance of the futures market in relation to the spot (or cash) market for a specific asset. It offers insights into market sentiment, potential arbitrage opportunities, and risk management while...
This indicator is designed to identify imbalances in order flow and market liquidity, It highlights candles with significant imbalances and draws reference lines
The indicator calculates imbalance based on changes in closing prices and volume. It uses the standard deviation to determine the significant imbalance threshold. Candles with bullish imbalances are...
This indicator is designed for scalping purposes.
Users have the option to input the desired source and enable or disable the following indicators:
Multiple EMA (Exponential moving average)
Simultaneously displays multiple moving averages to quickly identify shifts in momentum and obtain confirmation from slower-moving averages.
By default, the EMA display...
The VWAP Angle Trend is an indicator built with the aim of providing valuable insights into the reversal points of the #VWAP using Angle
This is achieved by calculating the angle between the current VWAP and its previous value over a customizable lookback period and normalizing it with ATR
By analyzing the angle, we can gain an understanding of the strength...
This indicator is an enhanced version of the Anchored VWAP indicator with additional functions:
1. Anchored AP (average price). It removes the volume weighting step in Anchored VWAP, and can display the average price over a period of time. For example, if the price of the stock in the last 3 days is 100, 200, 300, then AP is their average value of 200
This script plots, and auto-updates, 3 separate VWAPs: a traditional VWAP, a VWAP anchored to a trends high, and another anchored to a trends low.
VWAP and Anchored VWAPs are commonly used by institutions responsible for the majority of market volume on a given day. Citadel Trading, for example, accounts for approximately 35% of all U.S. listed retail...
With this indicator, the VWAP is displayed based on two adjustable sources. Close and Open are recommended by default.
The zone between the Open and Close VWAP is carried over to the next day as the zone at the end of the period.
The zones can be considered as support and resistance zones.
The chart illustrates the idea behind it.
In addition, the anchor...
Hi Traders !
Just finished my Y2 university finals exams, and thought I would cook up a quick and hopefully useful script.
VWAP + Session Average Lines :
Volatility Weighted Average Price in the standard case is a trading indicator that measures the average trading price for the user defined period, usually a standard session (D timeframe), & is used by...
█ Moving Averages + Bollinger Bands and Rolling Volume Weighted Average Price with Standard Deviation Bands (Multi Timeframe)
Multiple moving averages can be independently applied.
The length , type and timeframe of each moving average are configurable .
The lines and colors are customizable too.
This script can display:
The VWAP Open Session Anchored indicator differs from traditional VWAP indicators by automatically anchoring the Volume Weighted Average Price calculation to three market session starts Morning, Evening, and Night. Each session represents a distinct time period within the trading day, offering traders and investors a more comprehensive view of the volume-weighted...
"Anchored VWAP Pinch & Handoff, Intervals, and Signals" is an AVWAP toolbox for those who like to use various VWAP trading techniques. The indicator is currently comprised of the following three sections:
• The Pinch & Handoff section (shown above on chart) allows manually setting an upper and lower AVWAP (Pinch) along with an additional AVWAP (Handoff) by...
This is an experimental strategy that enters long when the instrument crosses over the upper standard deviation band of a VWAP and enters short when the instrument crosses below the bottom standard deviation band of the VWAP. I have added a trend filter as well, which stops entries that are opposite to the current trend of the VWAP. The trend filter will reduce...
This script plots VWAP as a horizontal line starting at the most recent candle and extending backwards for a period of 10 to make it easier to see. (default is 10 but can be changed to fit your needs)
You may only want to see where VWAP is currently and not need to see the entire day. Helps keep the chart clean.
Colors and line settings can all be modified.