Auf geht's

Volume Weighted Average Price (VWAP)

80-20 Levels (NQ)80-20 Levels (NQ) plots psychological round-number price levels for Nasdaq futures (NQ) and color-codes them relative to VWAP. The idea: prices ending in .80 and .20 (e.g. 28,780.00, 29,520.00) act as recurring magnet/reaction zones intraday. Pairing them with VWAP gives you instant context on whether each level sits in "premium" (above VWAP) or "discount" (below VWAP) territory. What it does 80/20 levels — draws horizontal lines at every price ending in .80 and .20, automatically re-centered around live VWAP as price moves. VWAP-relative coloring — levels above VWAP are red, levels below VWAP are green, so bias is readable at a glance. VWAP line — standard intraday session VWAP (resets each session), plotted in orange. Price-axis labels — each level's price prints as a color-matched tag directly on the right-hand price scale. New York session range box — a table showing the total NY session range (high − low) plus the session high/low, in the corner of your choice. Settings Setting Description Levels past VWAP (each side) How many 80/20 levels to show on each side of VWAP. e.g. 4 = 4 green levels below VWAP and 4 red levels above (1–10). Show VWAP Show/hide the VWAP line. Show price-axis labels Show/hide the per-level price tags on the right axis. Above VWAP color Color for levels above VWAP (default red). Below VWAP color Color for levels below VWAP (default green). Level line width Thickness of the level lines (1–4). Show NY session range Show/hide the session-range box. Range box position Corner/edge for the box (Top Right, Top Center, Top Left, Middle Right/Left, Bottom Right/Center/Left). Range box size Text size: Tiny / Small / Normal / Large / Huge. New York session Session window (default 0930-1600). Session timezone Default America/New_York. ⚠️ Required setup: enable price-axis labels The level price tags use Pine's display.price_scale, which only renders if the chart's price scale has value labels enabled. This is a one-time chart setting, not part of the script — so include this in your published description: Right-click the price scale (the price axis on the right edge of the chart). Hover Labels in the menu that appears. Click "Indicators and financials value labels" so it shows a checkmark. The red/green level tags will appear on the axis immediately. If this option is off, the levels still draw on the chart but the axis price tags won't show. Notes: this is a per-chart/layout setting and applies to all indicators' value labels, so you'll need to enable it on any new chart where you add the indicator. The indicator's own "Show price-axis labels" toggle controls whether this indicator contributes tags. Suggested use Designed for NQ (also works on MNQ / NQ1!). The .80/.20 logic assumes NQ's price magnitude; on very different instruments the spacing won't be meaningful. Best on intraday timeframes where VWAP and the NY session are relevant. Watch for reactions as price approaches a level; use the red/green VWAP context to frame whether you're fading into premium or buying discount.
Pine Script® Indikator
von Trader-Risk
Time Anchored VWAPCustom Time Anchored VWAP resets VWAP every user-defined interval instead of once per session, allowing precise intraday fair value tracking across repeating market cycles. Includes optional standard deviation bands and customizable anchor timing for scalping, momentum, and session-based trading. • Fully customizable VWAP reset interval • Anchors VWAP every X minutes • Built-in standard deviation bands • Clean institutional-style visualization
Pine Script® Indikator
von seeyeahslater
Smoothed VWAP BandsThis indicator is a smoothed version of the VWAP (Volume Weighted Average Price) with dynamic standard deviation bands. Unlike the classic VWAP that resets at each session, it uses a 200-period volume-weighted SMA on a rolling window, giving it smoother price levels that adapt in real time to actual market flow. It calculates three separate VWAPs — based on close, high and low — forming a central zone that represents the true market equilibrium over the calculation window. Around this zone, standard deviation bands (×2 multiplier by default) define extension areas where price is statistically outside its fair value.
Pine Script® Indikator
von physterrr
JELLY MASTER PROJELLY MASTER PRO is a clean institutional-style trading system built for traders who want powerful confluence without chart clutter. The indicator combines: • UT Bot execution • Multi-timeframe trend bias • VWAP positioning • Smart volume confirmation • RSI exhaustion take profits • Stoch RSI momentum • True 5m NY Opening Range (ORB) The goal is simple: Find high-probability continuation trades while keeping the chart clean and readable. ━━━━━━━━━━━━━━━━━━ CORE PHILOSOPHY ━━━━━━━━━━━━━━━━━━ Most traders overload their charts with indicators that conflict with each other. JELLY MASTER PRO was designed to solve that problem by combining multiple professional concepts into ONE modular framework. By default the chart stays clean: • Tiny BUY/SELL labels • VWAP • Optional subtle candle colors Everything else can be turned ON or OFF depending on your trading style. ━━━━━━━━━━━━━━━━━━ HOW TO READ THE SYSTEM ━━━━━━━━━━━━━━━━━━ 1. TREND BIAS The system uses: • EMA trend structure • VWAP positioning • RSI strength • Multi-timeframe alignment Green conditions favor LONGS. Red conditions favor SHORTS. Dark Green / Dark Red candles indicate RSI exhaustion conditions. ━━━━━━━━━━━━━━━━━━ 2. BUY & SELL LABELS ━━━━━━━━━━━━━━━━━━ The BUY and SELL labels are the main execution signals. BUY label: • UT Bot bullish crossover • Trend confirmation • Optional filters if enabled SELL label: • UT Bot bearish crossover • Trend confirmation • Optional filters if enabled These labels are intentionally kept small and clean to avoid chart clutter. ━━━━━━━━━━━━━━━━━━ 3. VWAP ━━━━━━━━━━━━━━━━━━ The black VWAP acts as institutional positioning. Above VWAP: • Bullish environment Below VWAP: • Bearish environment Many traders use VWAP as dynamic support and resistance. ━━━━━━━━━━━━━━━━━━ 4. RSI TAKE PROFIT DOTS ━━━━━━━━━━━━━━━━━━ Green TP dots: • RSI entering overbought conditions during bullish trends Red TP dots: • RSI entering oversold conditions during bearish trends These are designed to help traders: • scale profits • tighten stops • avoid chasing exhausted moves ━━━━━━━━━━━━━━━━━━ 5. TRUE 5M ORB ━━━━━━━━━━━━━━━━━━ The True ORB uses the real NY opening range: 6:30 AM – 6:35 AM PST ORB Resistance: • Red line ORB Support: • Green line These levels often act as: • breakout zones • rejection zones • trend continuation areas Many strong intraday moves begin from ORB expansion. ━━━━━━━━━━━━━━━━━━ 6. DASHBOARD ━━━━━━━━━━━━━━━━━━ The dashboard provides quick market context across multiple timeframes. 5M: Short-term trend 15M: Intraday momentum structure 30M: Primary directional bias 4H: Higher timeframe market regime UT: Current UT Bot state VOL: Strong or weak volume conditions TP: RSI exhaustion status ━━━━━━━━━━━━━━━━━━ BEST WAY TO USE THE SYSTEM ━━━━━━━━━━━━━━━━━━ The highest probability trades usually occur when: • 15M and 30M align • Price is above or below VWAP • Volume expands • UT Bot confirms • ORB breaks with momentum • RSI is NOT already exhausted ━━━━━━━━━━━━━━━━━━ RECOMMENDED DEFAULT SETTINGS ━━━━━━━━━━━━━━━━━━ 30M Fast EMA = 50 30M Slow EMA = 200 15M Pullback EMA = 20 RSI Length = 14 Stoch RSI = 14 / 3 / 3 Volume Multiplier = 1.2 RSI TP Levels: 75 / 25 ━━━━━━━━━━━━━━━━━━ PLAIN JANE MODE ━━━━━━━━━━━━━━━━━━ For clean chart trading: ENABLE: • BUY/SELL labels • VWAP • Dashboard DISABLE: • EMAs • SMA 200 • Bollinger Bands • ORB • Background colors This creates a professional low-clutter trading environment. ━━━━━━━━━━━━━━━━━━ DISCLAIMER ━━━━━━━━━━━━━━━━━━ This indicator is designed as a trading framework and confluence tool. No indicator guarantees profits. Always use: • proper risk management • stop losses • position sizing • market awareness Trade responsibly.
Pine Script® Indikator
von StocksOnWatch
2
VWAPxLevels - OnlyFlowVWAPxLevels is a comprehensive VWAP-based indicator that combines real-time intraday volume-weighted average price calculations with previous-day reference levels. It's designed for traders who use VWAP and standard deviation bands as key support/resistance zones, with special offset functionality optimized for futures contracts like ES (E-mini S&P 500) and NQ (E-mini Nasdaq). Key Features Intraday VWAP with Triple Deviation Band Groups The indicator plots the current session's VWAP along with three independently configurable groups of standard deviation bands: Group 1 bands (default 1.0 stdev) for the inner mean-reversion zone Group 2 bands (default 2.03 stdev) for moderate price extension zones Group 3 bands (default 2.53 stdev) for extreme price extension zones Each group can be toggled on or off and adjusted independently, giving you full control over which volatility layers are visible. Previous Day Reference Levels Automatically captures and plots the final values from the prior session: Previous day's closing VWAP Previous day's Group 1 upper and lower bands Previous day's Group 2 upper and lower bands Previous day's Group 3 upper and lower bands These persistent levels often act as significant magnets and reaction zones in the current session. Smart Offset Mode for Futures A unique feature that applies preset offsets to previous-day levels, useful when trading correlated instruments or accounting for overnight gaps: ES Mode: Applies a 0.5 point offset NQ Mode: Applies a 2.5 point offset None: Uses raw VWAP close values When an offset mode is active, the indicator plots both upper and lower offset variations of the previous day's VWAP and all three deviation band groups, creating bracketed zones around each key level. How to Use The intraday VWAP serves as the session's mean price. Group 1 bands highlight the inner volatility envelope where price typically oscillates around fair value, while Group 2 and Group 3 bands identify progressively more extreme reversal or breakout zones. The previous day levels provide context from the prior session, helping identify areas where price has historically reacted. Use the offset mode when you want to create wider reaction zones or when trading futures contracts where slight adjustments to reference levels improve accuracy. Customization All three band groups and previous-day plots can be toggled independently through the input panel, letting you display only the levels relevant to your strategy. Deviation multipliers are fully adjustable to match your preferred volatility settings. Best For Day traders, scalpers, and futures traders who rely on VWAP-based mean reversion or breakout strategies and want layered volatility zones plus previous session reference levels integrated into a single clean indicator.
Pine Script® Indikator
von ofderk
2
VWAP Control Shift Map [AGPro Series]VWAP Control Shift Map 🧠 Core Idea Has VWAP control shifted from mean reversion to directional acceptance? 📌 Overview / What it does VWAP Control Shift Map is a VWAP control and acceptance visualization tool built to identify when price is balanced around value, accepted above control, accepted below control, or rejected back into the VWAP band. The script builds a rolling volume-weighted control line, maps a VWAP control band, labels acceptance and rejection events, and summarizes the current VWAP state in a compact AG Pro panel. This script does not predict future price direction, automate trades, or provide guaranteed buy/sell signals. It is a structured decision-support map for VWAP control, acceptance quality, mean-reversion risk, and shift context. 🎯 Purpose & Design Philosophy VWAP is one of the most watched value references across intraday and swing trading contexts. The problem is that price can cross VWAP many times without meaningful control transfer. This script was built to separate casual VWAP interaction from stronger acceptance, rejection, and reversion behavior. The design philosophy is to make VWAP context visually readable: where control sits, which side is accepted, whether reversion risk is rising, and whether the shift has quality. ⚡ Why This Script Is Different Most VWAP tools plot a line, add bands, and leave interpretation entirely to the user. This script does NOT simply mark every VWAP touch as important and does NOT treat every cross as a trend signal. Instead, it frames VWAP as a control zone: acceptance above, acceptance below, rejection back into value, and mean-reversion risk are all organized into one visual map. ⚙️ Methodology 1. VWAP Control Detection The script calculates a rolling volume-weighted control line using price and volume over the selected control window. 2. Control Band Mapping It builds a volatility-adjusted band around VWAP to represent the current value-control area. 3. Acceptance Evaluation Consecutive closes outside the band are used to identify directional acceptance. 4. Rejection Evaluation If price returns into the band after a shift, the script marks VWAP rejection behavior. 5. Visual Output The chart displays the VWAP control line, bordered control zone, centered band label, event labels, right-side state tags, and AG Pro panel. 🗺️ How to Read the Chart The VWAP control line represents the rolling volume-weighted value reference. The control band represents the active VWAP acceptance area. Labels mark acceptance, rejection, and mean-reversion events. Right-side tags show the current control state and shift quality. The panel summarizes VWAP control, acceptance state, control side, reversion risk, shift quality, control band, and next context. 🚦 Signals & States • VWAP BALANCE → price has not established a clear accepted side • ACCEPT ABOVE → price has accepted above the VWAP control band • ACCEPT BELOW → price has accepted below the VWAP control band • VWAP REJECTION → a control shift returned back into the band • REVERSION RISK → price is back inside the band after a directional control state 🔔 Alerts Logic VWAP Control Shift Up alert triggers when price accepts above the VWAP control band. VWAP Control Shift Down alert triggers when price accepts below the VWAP control band. VWAP Rejection alert triggers when price returns back into the band after a control shift. Alerts are attention markers. They are not trade instructions. 🧩 Confluence Logic The context becomes stronger when acceptance direction, VWAP slope, distance from VWAP, and candle body pressure align. The context becomes weaker when price quickly returns into the control band after an attempted shift. 📊 When to Use • VWAP-based intraday analysis • Swing charts where volume-weighted value remains relevant • Mean-reversion versus directional acceptance decisions • Markets with liquid volume and clean price structure • Trend continuation or failed acceptance review ⚠️ When NOT to Use • Very illiquid symbols • Markets with unreliable volume • Extremely noisy low-timeframe charts • News shock environments where VWAP control changes abruptly • Any context where a single indicator is being used without broader structure 🎛️ Key Inputs • VWAP Control Length → controls the rolling volume-weighted control window • Band Volatility Length → controls how the band width is calculated • Control Band Multiplier → adjusts VWAP control band width • Acceptance Bars → defines how many closes are needed for acceptance • Rejection Window → controls failed-shift timing • Visual settings → control the panel, zone, labels, font sizes, and projection 🖥️ Interface & Visual Design The interface is designed for clean, premium chart reading. The VWAP band uses visible four-edge zone boundaries so the control area remains clear in both editor and published TradingView views. The panel uses the AG Pro merged blue header standard and keeps the current context readable without covering the main chart. 🧪 Practical Usage Workflow 1. Read the panel state. 2. Check whether price is inside, above, or below the VWAP control band. 3. Review acceptance or rejection labels. 4. Compare shift quality with reversion risk. 5. Use broader market structure before making any decision. 🔍 Interpretation Guidelines VWAP control is not a prediction. Acceptance shows where price has spent enough time outside the control band to suggest directional control. Rejection shows that the attempted control shift returned back toward value. Mean-reversion risk increases when price moves back into the VWAP control area after directional acceptance. 🚫 What This Script Is NOT This script is not a prediction engine. It is not financial advice. It is not an auto-trading system. It does not guarantee profitable trades. It does not replace risk management or independent analysis. ⚠️ Limitations & Transparency VWAP behavior can vary by timeframe, market session, liquidity, and volume quality. Rolling VWAP control may differ from exchange-session VWAP or anchored VWAP tools. Extreme volatility can temporarily reduce the usefulness of control-band interpretation. Outputs should always be interpreted within broader market context. 🧠 Market Context Notes VWAP often works as a value reference, but value can shift when acceptance becomes persistent. A clean control shift is stronger when price accepts outside the band while VWAP slope supports the move. A weak shift often returns back into the band and becomes a rejection or mean-reversion context. 🧾 Use Case Examples When price accepts above the VWAP control band with strong shift quality, the chart may be showing directional control above value. When price accepts below the band and VWAP turns down, the control context may favor downside acceptance. When price quickly returns into the band after acceptance, VWAP rejection risk becomes more important. 🧱 System Philosophy AGPro Series tools are built to convert complex market behavior into visual decision maps. The goal is not certainty. The goal is structured context, cleaner interpretation, and better chart discipline. 🔐 Non-Promise Statement No script can know the future. No signal is certain. No visual state should be treated as a guaranteed outcome. 📉 Risk Disclosure Trading involves risk. Markets can move unexpectedly. Users are responsible for their own decisions, risk management, and trade execution. This script does not provide financial advice. 📚 Educational Note This tool is intended for educational and analytical use. It can help traders study VWAP control, acceptance shifts, rejection behavior, and mean-reversion risk.
Pine Script® Indikator
von AGProLabs
VWAP + EMA20 [Jeremy_Arlin] [CN]本指标结合日内 VWAP 均价与EMA20 均线双核心指标，适用于日内短线、波段趋势判断。 每日自动重置 VWAP 基准均价，搭配 20 周期 EMA 趋势均线，双重过滤市场强弱：价格同时站上 VWAP 与 EMA20 判定为强势多头，价格同时跌破双线判定为弱势空头，并以背景色直观分区盘面强弱。 内置多空突破信号标记，价格上穿 VWAP 且站稳 EMA20 给出看多箭头，价格下穿 VWAP 且承压 EMA20 给出看空箭头；支持自由开关 VWAP、EMA 均线显示，界面简洁直观，适合分时盯盘、趋势跟随与高低点顺势交易参考。
Pine Script® Indikator
von Jeremy_Arlin
Confluence S/R Engine MTF Strength Map [MLI]# Confluence S/R Engine — Multi-TF Strength Map A multi-method, multi-timeframe support and resistance zone indicator designed to identify price areas where multiple independent market structure signals overlap. The script combines structural, volumetric, and higher-timeframe reference levels into composite zones and assigns each zone a relative strength score from 0–10 based on confluence factors such as method diversity, timeframe participation, recency, and cluster tightness. This indicator is intended to provide a visual map of potentially relevant market structure areas. It does not generate buy/sell signals or provide trading advice. --- ## Features * Multi-timeframe support and resistance zone mapping * Composite confluence scoring system * Anchored VWAP integration * Anchored Volume Profile POC / VAH / VAL levels * Multi-timeframe pivot structure * Fibonacci VWAP deviation bands * Naked POC tracking * Absorption-style candle detection * Dynamic zone rendering with opacity scaled by score * Snapshot table summarizing current zone state * Optional automatic lookback scaling by chart timeframe --- ## Methods Included ### Tier A * Anchored Volume Profile POC * Naked POCs * Institutional-style anchor candle highs/lows * Absorption-anchor candle H/L/C * Higher-timeframe VP-POCs ### Tier B * Value Area High / Low * Native swing extremes * Anchored VWAP * Fibonacci 0.618 VWAP bands ### Tier C * Multi-timeframe pivot highs/lows ### Tier D * AVWAP ±1σ bands * Fibonacci 0.382 bands * Prior swing references ### Tier E * AVWAP ±2σ bands * Fibonacci 1.0 bands * Higher-timeframe closes --- ## Zone Scoring Each zone is evaluated across multiple dimensions: * Level quality * Method diversity * Timeframe diversity * Recency * Cluster tightness Zones are scored on a 0–10 scale to help visually compare relative confluence strength. --- ## Visual Interpretation * Green zones: support-oriented regions * Red zones: resistance-oriented regions * Yellow-green zones: higher-strength support clusters * Yellow-orange zones: higher-strength resistance clusters Higher-opacity zones represent stronger composite scores. --- ## v2.3 Updates * Added automatic timeframe-based lookback scaling * Added institutional-style snapshot table * Improved rendering and internal optimization routines * Reduced redundant calculations and cleaned rendering flow --- ## Notes This script is designed as a chart-analysis tool and should be used alongside individual risk management and independent market analysis. No indicator can predict future price movement with certainty. --- ## Disclaimer For educational and informational purposes only. This script does not constitute financial advice, investment advice, or a recommendation to trade any financial instrument. Trading involves risk, and users are solely responsible for their own decisions and risk management.
Pine Script® Indikator
von Market_Logic_India
VWAP + Stdev Bands + EMAs (Minimal)VWAP + Standard Deviation Bands + EMAs A minimal TradingView Pine Script indicator that plots intraday VWAP, one configurable standard deviation band, and four exponential moving averages. Features Session-based VWAP Upper and lower VWAP standard deviation bands Configurable first standard deviation multiplier EMA 9, EMA 20, EMA 50, and EMA 200 Lightweight overlay indicator for price charts Indicator Components VWAP Calculates a session VWAP using hl2 as the price source VWAP resets at the start of each new daily session Standard Deviation Bands Plots one upper and one lower VWAP deviation band Default multiplier is 1.28 standard deviations Upper and lower band multipliers can be changed from the indicator settings EMAs EMA 9: Red EMA 20: Yellow EMA 50: Green EMA 200: Purple Inputs Stdev above (1): Default 1.28. Controls the upper VWAP band multiplier. Stdev below (1): Default 1.28. Controls the lower VWAP band multiplier. Notes The script includes additional hardcoded standard deviation multipliers for bands 2 through 5, but only the first upper and lower bands are currently plotted. To display additional bands, add calculations and plots for the extra upper and lower bands.
Pine Script® Indikator
von nomassday
VWAP Suite [ChartSmith] VWAP Suite — ChartSmith *, *::before, *::after { box-sizing: border-box; margin: 0; padding: 0; } body { font-family: -apple-system, BlinkMacSystemFont, "Segoe UI", Roboto, "Helvetica Neue", Arial, sans-serif; background: #0d1117; color: #c9d1d9; line-height: 1.7; padding: 48px 24px; } .container { max-width: 860px; margin: 0 auto; } /* ── Header ── */ header { border-bottom: 1px solid #21262d; padding-bottom: 32px; margin-bottom: 40px; } header h1 { font-size: 2rem; font-weight: 700; color: #f0f6fc; letter-spacing: -0.5px; margin-bottom: 12px; } .meta { display: flex; flex-wrap: wrap; gap: 12px; } .badge { display: inline-block; font-size: 0.75rem; font-weight: 600; letter-spacing: 0.04em; text-transform: uppercase; padding: 3px 10px; border-radius: 20px; background: #1f2937; color: #94a3b8; border: 1px solid #374151; } /* ── Sections ── */ section { margin-bottom: 48px; } h2 { font-size: 1.25rem; font-weight: 600; color: #f0f6fc; margin-bottom: 16px; padding-bottom: 8px; border-bottom: 1px solid #21262d; } h3 { font-size: 1rem; font-weight: 600; color: #e2e8f0; margin: 24px 0 10px; } p { margin-bottom: 14px; color: #c9d1d9; } /* ── Tables ── */ .table-wrap { overflow-x: auto; margin-bottom: 14px; } table { width: 100%; border-collapse: collapse; font-size: 0.9rem; } thead tr { background: #161b22; } th { text-align: left; padding: 10px 14px; font-weight: 600; color: #8b949e; font-size: 0.78rem; text-transform: uppercase; letter-spacing: 0.06em; border-bottom: 1px solid #21262d; } td { padding: 10px 14px; border-bottom: 1px solid #161b22; color: #c9d1d9; vertical-align: top; } tbody tr:last-child td { border-bottom: none; } tbody tr:hover td { background: #161b22; } td strong, td code { color: #e2e8f0; } /* ── Callout ── */ .callout { background: #161b22; border-left: 3px solid #3b82f6; border-radius: 0 6px 6px 0; padding: 16px 20px; margin: 20px 0; font-size: 0.92rem; } .callout p { margin: 0; color: #c9d1d9; } /* ── Priority chain ── */ .priority { display: flex; align-items: center; gap: 10px; flex-wrap: wrap; margin: 16px 0; } .priority-item { background: #1f2937; border: 1px solid #374151; border-radius: 6px; padding: 6px 14px; font-size: 0.85rem; font-weight: 600; color: #e2e8f0; } .priority-arrow { color: #4b5563; font-size: 1rem; } .priority-end { color: #6b7280; font-size: 0.85rem; font-style: italic; } /* ── Use case list ── */ ul { list-style: none; padding: 0; } ul li { padding: 10px 0 10px 20px; border-bottom: 1px solid #161b22; position: relative; color: #c9d1d9; font-size: 0.92rem; } ul li:last-child { border-bottom: none; } ul li::before { content: "→"; position: absolute; left: 0; color: #3b82f6; font-weight: 700; } ul li strong { color: #e2e8f0; } /* ── Default badge in table ── */ .default-tag { font-size: 0.7rem; font-weight: 600; color: #3b82f6; background: #1e3a5f; border: 1px solid #2563eb44; border-radius: 4px; padding: 1px 6px; margin-left: 6px; vertical-align: middle; white-space: nowrap; } footer { margin-top: 64px; padding-top: 24px; border-top: 1px solid #21262d; font-size: 0.78rem; color: #484f58; text-align: center; } VWAP Suite CS · VWAP TradingView · Pine Script v5 Overlay ChartSmith Overview VWAP Suite is a professional-grade Volume Weighted Average Price indicator designed for traders who need precise session-aware VWAP anchoring with configurable standard deviation bands. The indicator supports six distinct anchor periods, up to three independently styled deviation bands with fill regions, and an optional candle-coloring system that visually signals price extension beyond any band level. Anchor Modes The anchor determines when the VWAP calculation resets and begins accumulating a fresh volume-weighted average. All session-based anchors align to US Eastern Time. Anchor Reset Point ETH Session 6:00 PM ET each evening (CME futures session open) RTH Session 9:30 AM ET each trading day (NYSE / NASDAQ open) Weekly Sunday 6:00 PM ET (CME week open); falls back to Monday open on equity-only charts Monthly 6:00 PM ET on the last calendar day of the month Quarterly First bar of each new calendar quarter Yearly First bar of each new calendar year RTH Session Behavior When RTH Session is selected, the VWAP and all bands are displayed exclusively during Regular Trading Hours (9:30 AM – 4:15 PM ET). Outside of this window — including pre-market and after-hours bars — the indicator goes completely blank. A fresh VWAP begins drawing at each 9:30 AM open and stops cleanly at 4:15 PM, regardless of whether the chart itself is set to display extended or regular hours. Manual Anchor Override An optional time override allows the anchor reset to be set to any 24-hour ET time of your choosing, entered in HHMM format (e.g., 0930 for 9:30 AM, 1800 for 6:00 PM). When enabled, this overrides the selected anchor mode's default reset time. Standard Deviation Bands Up to three independent standard deviation bands can be displayed above and below VWAP. Each band is configured separately and can be enabled or disabled without affecting the others. Each band offers: Show/Hide toggle — enables or disables the upper and lower band lines Multiplier — controls the width of the band as a multiple of the session's volume-weighted standard deviation (e.g., 1.0×, 2.0×, 3.0×) Line color — independently styled per band Fill to the adjacent boundary — shades the region between the band and its inner neighbor (Band 1 fills to VWAP; Band 2 fills to Band 1; Band 3 fills to Band 2), each with its own fill color Line weight and line style (solid, dashed, dotted) are adjusted via TradingView's built-in Style tab on the indicator settings panel. Default Band Configuration Band Default Multiplier Default State Band 1 1.0× Enabled Band 2 2.0× Disabled Band 3 3.0× Disabled Candle Coloring Each band includes an optional Color Candles feature. When enabled for a given band, candles whose closing price lies outside that band's upper or lower boundary are painted with a user-defined color. This provides an immediate visual cue for price extension without requiring a separate indicator. Four candle color slots are available per band: Above upper band — bullish candle (close ≥ open) Above upper band — bearish candle (close < open) Below lower band — bullish candle Below lower band — bearish candle Priority When multiple bands have candle coloring enabled, the outermost active signal takes precedence: Band 3 › Band 2 › Band 1 › default chart color A candle that is outside Band 3 will display the Band 3 color regardless of Band 1 or Band 2 settings. When RTH Session is selected as the anchor, candle coloring is automatically suspended outside of trading hours so that off-hours candles always render in their default chart color. Price Source The price used as input to the VWAP calculation is configurable: Option Formula OHLC/4 default (Open + High + Low + Close) ÷ 4 HLC/3 (High + Low + Close) ÷ 3 HL/2 (High + Low) ÷ 2 Close Closing price Open Opening price High High price Low Low price Settings Reference Group Setting Description Anchor Anchor To Selects the VWAP reset period Anchor Override Anchor Time Enables a custom reset time Anchor Manual Anchor Time The custom reset time in HHMM, 24-hour ET VWAP VWAP (toggle + color) Shows or hides the VWAP line Band 1–3 Standard Deviation Shows or hides the band lines; sets the multiplier and color Band 1–3 Fill Enables the fill region and its color Band 1–3 Color Candles Enables candle coloring for that band's boundary Band 1–3 ▲ Up / Down Colors for candles above the upper band Band 1–3 ▼ Up / Down Colors for candles below the lower band Source Price Source The OHLC formula used as the VWAP input Intended Use Cases Intraday traders using RTH Session anchor to track the day's volume-weighted fair value with a clean visual reset at each session open and close Futures traders using ETH Session anchor aligned to the CME open at 6:00 PM ET Swing traders using Weekly or Monthly anchors to identify longer-term institutional value areas Extended session traders who need the standard deviation bands to identify potential mean-reversion or breakout levels relative to the accumulated session VWAP Active traders who want immediate candle-level feedback when price moves into statistically significant extension zones beyond one, two, or three standard deviations VWAP Suite  ·  CS · VWAP  ·  TradingView Pine Script v5
Pine Script® Indikator
von chartsmithdev
TradeCraftly - Simple VWAPTradeCraftly - Simple VWAP is a clean, lightweight, and highly optimized Volume Weighted Average Price (VWAP) indicator designed for intraday traders and scalpers who prefer a minimal yet effective trading setup. Unlike complex VWAP implementations filled with unnecessary calculations and overlays, this script focuses on speed, clarity, and usability while maintaining accurate session-based VWAP tracking. Key Features: • Accurate Session VWAP calculation • Clean and distraction-free chart display • Customizable VWAP color and line thickness • Dynamic live VWAP label on the latest candle • Lightweight and optimized Pine Script v6 code • Suitable for scalping, intraday, and trend-following strategies How Traders Use It: • Identify intraday trend direction • Detect premium and discount price zones • Find dynamic support and resistance areas • Spot potential mean reversion opportunities • Confirm momentum and institutional price bias Typical Interpretation: • Price above VWAP → Bullish intraday sentiment • Price below VWAP → Bearish intraday sentiment • Reactions near VWAP may indicate continuation or reversal zones This indicator is built for traders who value simplicity, fast chart performance, and practical decision-making without unnecessary visual clutter.
Pine Script® Indikator
von amolsmagar
NY Session Trend Retest StrategyA Session-based trend continuation and breakout system built around the relationship between: * Higher timeframe trend * Anchored VWAP * Premarket structure * EMA positioning * Session liquidity behavior It’s essentially a **hybrid momentum + mean reversion framework** designed for intraday futures trading, especially instruments like: * NQ / MNQ * ES / MES * Gold / MGC where intraday institutional flow around VWAP and session highs/lows matters heavily. --- # Core Strategy Concept The strategy attempts to align trades with: 1. Higher timeframe directional bias 2. Intraday institutional positioning via Anchored VWAP 3. Session expansion away from equilibrium 4. Liquidity reactions at key levels Instead of blindly buying/selling crossovers, it tries to enter only when price interacts with important session reference points while the broader trend is already established. --- # Higher Timeframe Trend Filter The backbone of the system is a higher timeframe EMA trend filter. ```text Price above HTF EMA = bullish environment Price below HTF EMA = bearish environment ``` This prevents counter-trend trades during strong directional sessions and keeps the strategy aligned with broader market structure. The idea is: * buy pullbacks in bullish regimes * short rallies in bearish regimes rather than constantly fading momentum. --- # Anchored VWAP Logic The anchored VWAP resets every trading session and acts as the strategy’s institutional equilibrium level. This is one of the most important parts of the system because it determines: * directional bias * entry location * trade quality * exit behavior * market regime conditions The strategy treats VWAP as: * support in bullish sessions * resistance in bearish sessions and uses it to detect whether the market is: * trending * balanced * compressed * expanding --- # Entry Systems Your strategy has three independent entry models. --- ## 1. VWAP Retest Entries These are trend continuation entries. ### Long setup: * price retests VWAP * closes back above VWAP * HTF trend is bullish ### Short setup: * price retests VWAP * closes back below VWAP * HTF trend is bearish This attempts to capture: > institutional continuation after equilibrium retests These are generally your highest-quality trend entries. --- ## 2. Premarket Breakout Entries This is your expansion model. The strategy tracks: * premarket high * premarket low Then enters when price either: * closes beyond those levels OR * retests them successfully depending on the selected breakout mode. This captures: * opening drive momentum * liquidity sweeps * range expansion after overnight consolidation --- ## 3. EMA Retest Entries These are secondary trend continuation entries using a faster EMA. They allow entries during: * shallow pullbacks * momentum continuation * trending intraday conditions without requiring full VWAP interaction. --- # VWAP Regime Filter One of the more advanced components is your VWAP regime filter. This prevents trades during: * flat VWAP conditions * compressed price action * low expansion environments The filter measures: 1. VWAP slope 2. Compression range and blocks entries when the market lacks directional intent. This is important because most intraday losses come from: * sideways VWAP chop * low volatility rotations * fake breakouts during equilibrium The filter attempts to avoid those environments entirely. --- # Exit Logic Your exit system is adaptive rather than fixed. --- ## Standard EMA Exit Normally trades exit when candle bodies close aggressively across the exit EMA. This acts as: * trend failure detection * momentum loss confirmation rather than a static take-profit. --- ## VWAP Exit Override This is one of the more unique parts of the strategy. If a trade enters: * below the exit EMA on longs OR * above the exit EMA on shorts the strategy temporarily ignores EMA exits. Instead, it switches to VWAP-based exits until: * price recovers back into profit * reclaims trend structure This prevents: * premature exits * weak-entry shakeouts * breakout trades getting cut immediately It is especially useful for: * PM breakout entries * volatility expansion trades * reclaim setups --- # Partial Profit Taking The strategy scales out at: * premarket highs/lows * intraday highs/lows This allows: * partial realization into liquidity * reduced emotional volatility * better trade management during expansion --- # Breakeven Logic After partial profit is taken: * stops move to breakeven This creates: * asymmetric risk * free-trade conditions * better protection during reversals while still allowing runners to continue. --- # Trade Cooldown System After a trade closes, the strategy waits a configurable amount of time before allowing another entry. This helps avoid: * revenge trading behavior * chop reentries * overtrading during consolidations especially during: * midday conditions * failed breakout clusters * post-news volatility compression --- # Session-Based Design The strategy is heavily session-aware. It distinguishes between: * premarket activity * NY regular trading hours * session transitions and resets important calculations daily. This makes it much more tailored for futures markets than generic indicator systems. --- # Overall Trading Philosophy The strategy is fundamentally trying to trade: > directional expansion away from institutional equilibrium while avoiding: * flat VWAP environments * low volatility compression * weak counter-trend conditions It combines: * trend following * liquidity trading * session structure * VWAP mean reversion concepts * breakout continuation behavior into a single adaptive framework.
Pine Script® Strategie
von itzkarmakyo
Anchored VWAP Pro#Anchored VWAP Pro by: MasterTonyTA ## What it does VERY SIMPLE MARK TOPS MARK BOTTOMS- SUPPORT AND RESISTANCE SHOWN ANCHORED VWAP SHOWS YOU IMPORTANT LEVELS TO KEEP AN EYE TO FLIP, REJECT, OR HOLD Two anchored VWAPs (top and bottom) with **color memory** — each line stays colored while holding as S/R, turns gray when broken — plus **real-time triangles** marking every wick rejection at the top and bounce at the bottom. Anchors can be set manually via the date/time input in settings, or dragged directly on the chart for fast experimentation. --- ## How it's calculated **VWAP** (close-based, cumulative from anchor): ``` VWAP = Σ(close × volume) / Σ(volume) ``` Starts at the user-selected anchor bar and accumulates forward. **Color logic:** - **Top VWAP** — red while `close < VWAP` (resistance holding), gray when `close > VWAP` (broken) - **Bottom VWAP** — green while `close > VWAP` (support holding), gray when `close < VWAP` (broken) **Triangles** (wick-based, fires same bar): - **🔻 Top Rejection** — `high ≥ Top VWAP` and `close < Top VWAP` - **🔺 Bottom Bounce** — `low ≤ Bottom VWAP` and `close > Bottom VWAP` --- ## How to trade with it 1. **Anchor the top** to a major swing high — the red line is dynamic resistance from that pivot. 2. **Anchor the bottom** to a major swing low — the green line is dynamic support from that pivot. 3. **Read the state:** - Red top + green bottom = price inside a dynamic channel, fade the edges - Top turns gray = resistance broken, look for retest as new support - Bottom turns gray = support broken, look for retest as new resistance 4. **Trade the triangles:** - 🔻 = short the rejection, stop above the wick - 🔺 = long the bounce, stop below the wick Best anchors are pivots that already matter — major highs, major lows, capitulation candles. Drag the anchor to test different points; the right one is where price clearly respects the line. ---
Pine Script® Indikator
von MasterTonyTA
Volume-Filtered Pivot Zones [ky_yule1010]Volume-Filtered Pivot Zones Detects swing pivots only when they occur on meaningful volume, then clusters them into weighted support/resistance zones using ATR-based proximity. The result is a clean, adaptive S/R map that evolves with the market rather than cluttering the chart with every minor swing. Core Concept Not all pivots are equal. A swing high printed on 2× relative volume carries far more institutional weight than one on dead tape. This indicator filters pivots through a configurable RVOL threshold (rolling SMA or time-of-day normalized), retains only the validated ones in a managed pool, and merges nearby pivots into zones using RVOL-weighted centroids. Zones closer to price activate; distant ones sit dormant until price revisits. Why It Works High-RVOL pivots act as gravity — price tends to revisit levels where significant volume transacted, making these zones natural magnets for mean-reversion and re-tests. Pivot-anchored VWAP resets on each validated pivot, giving you a more responsive fair-value reference than session or fixed-anchor VWAP. It adapts to the market's actual turning points rather than arbitrary time boundaries. Key Features LTF Volume-Weighted mode — pivots are detected on wicks but the S/R line is drawn at the micro-VWAP from lower-timeframe bars, pinpointing where volume actually concentrated at the turning point. Zone weight scoring — each zone carries a weight (touch count × average RVOL) so you can immediately see which levels have the deepest structural backing. Volume gradient heatmap — visualizes volume density above and below active zones, highlighting friction (price slows) vs. voids (price rips). Fair Value Gap detection — flags statistically large FVGs (P75+) as potential re-fill targets. Comprehensive Gradient Score (CGS) — blends density asymmetry, ATR-normalized slope, acceleration, and rejection quality into a single directional bias reading. Structure bias tracking — HH/HL vs. LH/LL sequence detection with staleness decay and price-position overrides. Full data export — nearest S/R levels, distances, zone weights, RVOL, slope, acceleration, rejection quality, and CGS all plotted to the status line and data window. Suggested Use Use zone weight and the volume gradient to gauge conviction at each level — heavy zones with dense volume below support (or above resistance) tend to hold. Thin zones sitting in a volume void are breakout candidates. The CGS and density bias readings provide at-a-glance directional context without needing a separate oscillator.
Pine Script® Indikator
von ky_yule1010
Anchored Volume Weighted Average Price | Astral Vision Anchored Volume Weighted Average Price | Astral Vision 🌠💠 The Volume Weighted Average Price anchored to a fixed date represents the average price at which every Bitcoin has changed hands since that moment, weighted by volume. Unlike a moving average which weights bars equally by time an anchored VWAP weights each bar by its trading activity, making it a true reflection of the average cost basis for all market participants who entered after the anchor point. When price trades above an anchored VWAP, the aggregate of participants since that anchor is in profit. When price trades below it, they are in loss. This makes anchored VWAPs among the most reliable dynamic support and resistance levels available, as they represent the price at which the largest volume of participants is either defending a gain or protecting against a loss. This indicator plots up to 16 simultaneous anchored VWAPs: one per calendar year from 2013 through 2025, plus three fully custom anchors at any user-defined date, all on the price chart with individual color control and labeled at the current bar. Calculation ⚙️ `VWAP = Cumulative(HLC3 × Volume) / Cumulative(Volume)` Accumulation begins on the first bar of the anchor year (or the exact timestamp for custom anchors) and runs continuously to the present bar. Each VWAP is computed independently, carrying its own cumulative price-volume and volume sums from its respective start date. Plots 📊 Up to 13 year-anchored VWAP lines (2013–2025), each with a dual-layer glow (linewidths 6/2, transparency 80/0) 3 custom timestamp-anchored VWAP lines with the same glow rendering Labeled endpoints at the current bar for every active VWAP, showing year or custom identifier Inputs 🎛️ `2013` through `2025` :individual toggles to enable each year-anchored VWAP, each with its own color picker `Custom 1 / 2 / 3`: toggles for three free-anchor VWAPs, each with a date/time input and color picker Colors 🎨 Each VWAP line has its own independent color, pre-assigned along a spectral progression from violet (2013) through the visible spectrum to yellow (2025), giving each cycle year a visually distinct identity at a glance. Custom anchors default to blue, yellow, and green with full override available. Purpose 🎯 Standard VWAP tools on TradingView anchor to the current session or a single user-defined point, offering no way to compare multiple historical anchors simultaneously. Traders who want to assess confluence across different cycle entry points must place and manage anchors manually, one at a time. This indicator solves that entirely: all major Bitcoin calendar years are available as one-click toggles, letting you layer any combination of historical cost bases onto the chart instantly. The custom anchors extend this to any structurally significant date (cycle lows, halving events, ETF approvals) without any manual drawing tool interaction. Confluence zones where multiple VWAPs converge are immediately visible and have historically acted as the strongest support and resistance levels in Bitcoin's price structure. Disclaimer ⭕️ It is not financial advice, not an investment recommendation, and not affiliated with any financial institution, research firm, or organization of any kind. All content is provided for educational and informational purposes only. Always conduct your own research before making any financial decision.
Pine Script® Indikator
von AstralVision
Liquidity Grab Detector v4What is this and why do you need it? The indicator shows where the market maker is hunting stops and when the price is likely to reverse afterwards. The logic is simple: before a reversal, price often sweeps beyond a key level, takes out retail traders’ stop-losses, and then reverses back. This is called a Liquidity Grab. LGD v4 detects these moments and evaluates the quality of each signal from 0 to 100. What you see on the chart Colored zones — Liquidity pools where stops have accumulated. The more touches, the more stops are sitting there. Signal label (e.g. REJ 72 or ABS 85) — The word is the reversal type, the number is the signal quality (0–100). Green/Red background — The system is “armed” and waiting for confirmation to enter. TP and SL lines — Appear only on a valid signal. SL is always placed behind the probe extreme, not on the level itself. Four Types of Signals A+ (85–100) — Rare, enter with full size A (70–84) — Strong signal B (50–69) — Good, use with additional confirmation C (<50) — Skip or only in perfect context TypeIn Simple TermsShould You Enter?ABS (Absorption)A big player absorbed all the pressure with a wall of ordersYes, full sizeREJ (Rejection)Sharp rejection — nobody wanted to continue buying/sellingYes, full sizeDIV (Divergence)Came in with volume but couldn’t holdHalf sizeEXH (Exhaustion)Quiet sweep on low volume, unclear strengthBetter to skip Simple Entry Algorithm Check the 1H chart — what’s the daily bias (up or down)? Check the 5M chart — is LGD showing a signal in the same direction? Is the signal type ABS or REJ with score above 60? Place SL where the red box is, and TP at the next liquidity zone. If any of these conditions aren’t met — skip the trade. Best Trading Times Trade Tuesday to Thursday, during the window 09:45–11:30 ET. Avoid trading on NFP, FOMC, and CPI days — signals are unreliable during high-impact news. What the Indicator Does LGD v4 is a liquidity sweep detector for CME micro-futures. It combines three independent engines: Pool Engine — Creates dynamic liquidity pools from swing highs/lows with a full lifecycle: birth → touches → sweep → death. Sweep Scoring — Evaluates every sweep using 11 different criteria (0–100 score) and determines the type of reversal. SFP Trigger Engine — AVWAP exhaustion + percentile rank gating + BOS confirmation. How to Read the Chart ElementMeaningColored zones (rectangles)Liquidity pools labeled: source × touches, health%REJ 72.4 / ABS 85.1Reversal type + score out of 100 on sweepSFP | PR 7.2BullByte-style trigger with percentile rankTeal lineImpulse AVWAP (resets on every N-bar extreme)Aqua lineDaily AVWAP (resets every day)Dark green backgroundArmed Long — system is ready, waiting for BOS upDark red backgroundArmed Short — system is ready, waiting for BOS downSFP / SFP-LSwing Failure Pattern (Pivot / Level)Green/Red boxRisk Zone: SL + TP1 + TP2 Reversal Types TypeWhat HappenedSignal StrengthRecommended SizingABS (Absorption)Large limit order absorbed the stop flow. Huge volume, strong wick★★★★★Full sizeREJ (Rejection)Volume delta opposite to sweep direction★★★★☆Full sizeDIV (Divergence)High volume pushed into the zone, but close didn’t hold★★★☆☆Half sizeEXH (Exhaustion)Sweep on thin volume, weak rejection★★☆☆☆Skip or 1/4 size
Pine Script® Indikator
von plastilinin