Multi-Timeframe VWAP Master Pro

23. Feb.

The Multi-Timeframe VWAP Suite is a comprehensive and highly customizable indicator designed for traders who rely on Volume-Weighted Average Price (VWAP) across multiple timeframes and periods. This tool provides a complete suite of VWAP calculations, including daily, weekly, monthly, quarterly, yearly, and custom VWAPs, allowing traders to analyze price action and volume trends with precision. Whether you're a day trader, swing trader, or long-term investor, this indicator offers unparalleled flexibility and depth for your trading strategy.

Multi-Timeframe VWAPs:

Daily, Weekly, Monthly, Quarterly, and Yearly VWAPs: Track VWAP across various timeframes to identify key support and resistance levels.

Customizable Timeframes: Use the SMA timeframe input to adjust the period for moving averages and other calculations.

Previous Period VWAPs:

Previous Daily, Weekly, Monthly, and Quarterly VWAPs: Analyze historical VWAP levels to understand past price behavior and identify potential reversal zones.

Previous Year Quarterly VWAPs: Compare current price action to VWAP levels from specific quarters of the previous year.

Custom VWAPs:

Custom Start Date and Timeframe: Define your own VWAP periods by specifying a start date and timeframe, allowing for tailored analysis.

Dynamic Custom VWAP Calculation: Automatically calculates VWAP based on your custom inputs, ensuring flexibility for unique trading strategies.

Seasonal and Yearly VWAPs:

April, July, and October VWAPs: Analyze seasonal trends by tracking VWAP levels for specific months.

Yearly VWAP: Get a broader perspective on long-term price trends with the yearly VWAP.

SMA Integration:

SMA Overlay: Combine VWAP analysis with a Simple Moving Average (SMA) for additional confirmation of trends and reversals.

Customizable SMA Length and Timeframe: Adjust the SMA settings to match your trading style and preferences.

User-Friendly Customization:

Toggle Visibility and Labels: Easily enable or disable the display of specific VWAPs and their labels to keep your chart clean and focused.

Color Customization: Each VWAP line and label is color-coded for easy identification and can be customized to suit your preferences.

Dynamic Labeling:

Automatic Labels: Labels are dynamically placed on the last bar, providing clear and concise information about each VWAP level.

Customizable Label Text: Labels include detailed information, such as the timeframe or custom period, for quick reference.

Flexible Timeframe Detection:

Automatic Timeframe Detection: The indicator automatically detects new days, weeks, months, and quarters, ensuring accurate VWAP calculations.

Support for Intraday and Higher Timeframes: Works seamlessly on all chart timeframes, from 1-minute to monthly charts.

Previous Year Quarterly VWAPs:

Q1, Q2, Q3, Q4 VWAPs: Compare current price action to VWAP levels from specific quarters of the previous year.

User-Selectable Year: Choose the year for which you want to calculate previous quarterly VWAPs.

Persistent Monthly VWAPs:

Option to Persist Monthly VWAPs Year-Round: Keep monthly VWAP levels visible even after the month ends for ongoing analysis.

Comprehensive Analysis: Combines multiple VWAP timeframes and periods into a single tool, eliminating the need for multiple indicators.

Customizable and Flexible: Tailor the indicator to your specific trading strategy with customizable timeframes, periods, and settings.

Enhanced Decision-Making: Gain deeper insights into price action and volume trends across different timeframes, helping you make more informed trading decisions.

Clean and Organized Charts: Toggle visibility and labels to keep your chart clutter-free while still accessing all the information you need.

Ideal For:
Day Traders: Use daily and intraday VWAPs to identify intraday support and resistance levels.

Swing Traders: Analyze weekly and monthly VWAPs to spot medium-term trends and reversals.

Long-Term Investors: Leverage quarterly and yearly VWAPs to understand long-term price behavior and key levels.

Seasonal Traders: Track April, July, and October VWAPs to capitalize on seasonal trends.

The Multi-Timeframe VWAP Suite is a powerful and versatile tool for traders of all styles and timeframes. With its comprehensive suite of VWAP calculations, customizable settings, and user-friendly design, it provides everything you need to analyze price action and volume trends with precision and confidence. Whether you're looking to fine-tune your intraday strategy or gain a broader perspective on long-term trends, this indicator has you covered.

4. März

Versionshinweise

Overview:
The "Comprehensive Multi-Timeframe VWAP" (MTF_VWAP) is a versatile and powerful technical analysis tool designed to provide traders with a holistic view of price action across various timeframes and periods, anchored to Volume-Weighted Average Price (VWAP) calculations. Unlike traditional single-period VWAP indicators, this script integrates a wide array of VWAPs—ranging from short-term (e.g., daily, weekly) to long-term (e.g., yearly, custom periods)—alongside optional Simple Moving Averages (SMAs) to offer a unique blend of volume-based and trend-based insights. The combination of these elements serves a distinct purpose: to help traders identify key support/resistance levels, trend direction, and potential reversal points across multiple time horizons within a single chart.

Originality and Purpose:
This indicator stands out by merging multiple VWAPs into one cohesive tool, eliminating the need to apply separate indicators for each timeframe or period. The inclusion of previous period VWAPs (e.g., previous daily, weekly) and custom VWAPs with user-defined start dates adds a layer of historical context and flexibility not typically found in standard VWAP tools. The addition of configurable SMAs complements the volume-weighted data with price-based trend analysis, making it suitable for both momentum traders and those focused on mean reversion. The semi-transparent, overlapping labels with customizable names for custom VWAPs enhance usability by keeping the chart visually clean while providing immediate access to critical price levels.

How It Works:
The script calculates VWAPs by multiplying the typical price (HLC3 = (High + Low + Close) / 3) by volume and accumulating these values over defined periods, then dividing by the total volume. This process is applied across:

Short-Term VWAPs: Daily, Weekly, Monthly, Quarterly (current and previous periods).
Fixed Period VWAPs: 2, 3, 5, 10, 20 bars, and 30, 60, 90, 180, 360 days.
Previous Year Quarterly VWAPs: Q1, Q2, Q3, Q4 for a user-specified year.
Long-Term VWAPs: Yearly, and monthly VWAPs for April, July, October (with an option to persist year-round).
Custom VWAPs: Up to 7 user-defined VWAPs with custom start dates and names.
Additionally, three SMAs with adjustable lengths and timeframes provide a secondary lens for trend analysis. The labels, displayed with semi-transparent backgrounds (transparency set at 70), are positioned at the last bar with tight spacing (1 bar apart) to allow overlap while maintaining readability. The alternating up/down label styles further reduce visual clutter.

How to Use It:

Settings Customization: Adjust the input settings to enable/disable specific VWAPs or SMAs based on your trading style. For example, enable daily and weekly VWAPs for intraday trading, or yearly and quarterly VWAPs for swing trading. Set custom VWAP names and start dates to anchor VWAPs to significant past events (e.g., earnings dates, market pivots).
Support and Resistance: Use VWAP levels as dynamic support/resistance zones. Current period VWAPs (e.g., Daily, Weekly) act as intraday pivot points, while longer-term VWAPs (e.g., Yearly, Custom) indicate major trend lines.
Trend Confirmation: Combine VWAPs with SMAs to confirm trend direction. For instance, price above a rising Daily VWAP and SMA suggests bullish momentum.
Reversal Signals: Watch for price reactions at previous period VWAPs (e.g., Prev Quarterly VWAP) or custom VWAPs tied to historical levels—these often signal potential reversals or consolidation zones.
Underlying Concepts:
The indicator leverages the VWAP’s strength as a volume-weighted benchmark, reflecting the average price paid by market participants, which is particularly useful for institutional traders and those seeking fair value zones. By spanning multiple timeframes, it captures both short-term noise and long-term trends, offering a multi-dimensional perspective. The SMAs add a traditional trend-following component, smoothed over user-defined periods, to balance the volume focus of VWAPs. The custom VWAPs allow traders to test hypotheses about price behavior from specific starting points, making it a tool for both technical and event-driven analysis.

Practical Application:

Day Traders: Focus on Daily and Weekly VWAPs with a short SMA (e.g., 5-period) to scalp or trade breakouts.
Swing Traders: Use Quarterly, Yearly, and Custom VWAPs to identify multi-week trends or key reversal levels.
Position Traders: Rely on long-term VWAPs (e.g., 360-Day, Yearly) and previous year quarterly VWAPs to assess macro trends and historical significance.
This indicator is not just a mashup—it’s a thoughtfully designed toolkit that synthesizes volume-weighted and price-based metrics into a single, customizable interface, empowering traders to adapt it to their unique strategies.

16. März

Versionshinweise

Indicator Overview
Calculates and displays various VWAP types, including short-term, fixed period, previous year's quarterly, long-term, and custom VWAPs

Incorporates AI enhancements for improved analysis

Offers extensive customization options through input parameters

Key Features
VWAP Calculations
Short-term VWAPs: Daily, Weekly, Monthly, Quarterly

Fixed period VWAPs (e.g., 2-bar VWAP)

Previous year's quarterly VWAPs

Long-term VWAPs: Yearly, April, July, October

Custom VWAPs with user-defined start dates

AI Enhancements
Confidence bands for Daily VWAP

Breakout detection based on volume multiplier

Volatility-weighted calculations for adaptive sensitivity

Additional Indicators
Multiple SMA (Simple Moving Average) calculations with customizable periods and timeframes

Customization Options
Extensive input parameters for showing/hiding and labeling different VWAP types and periods

Options to persist certain VWAPs year-round

Customizable settings for AI enhancements

Technical Implementation
Uses Pine Script version 6

Implements timeframe detection for accurate VWAP resets

Utilizes arrays and variables for efficient calculations

Incorporates request.security() for fetching data from different timeframes

This script provides traders with a powerful tool for analyzing price action across multiple timeframes, enhanced by AI-driven features for more nuanced market insights.

21. März

Versionshinweise

Fixed labels