Auf geht's

W-VWAP

HYE Mean Reversion VWAP [Strategy]An RSI filtered version of PJ Sutherland's Jaws Mean Reversion algorithm using volume weighted average price (VWAP) instead of simple moving average (SMA). "Long" on the close when; 1-) 2 period VWAP closes 3% or more below the 5 period VWAP , 2-) 5 period exponential average of the 2 period RSI is below 30. "Exit Long" on the close when; 1-) 2 period VWAP closes above the 5 period VWAP. "Short" on the close when; 1-) 2 period VWAP closes 3% or more above the 5 period VWAP , 2-) 5 period exponential average of the 2 period RSI is above 70. "Exit Short" on the close when; 1-) 2 period VWAP closes below the 5 period VWAP. *** You can change the needed percentage for long and short trades, periods of VWAPs and RSI levels. *** You can select the trend direction: "Long Only" , "Short Only" or "Both". Default is "Long Only". I used the "VWAP with period" indicator code of @neolao. Special thanks to @neolao. Indicator Link:
Pine Script® Strategie
von HYE0619
TurboVWAPVWAP indicator based in the built-in one but completely rewritten. Features: - more standard deviation bands, up to 3. - added the possibility to not anchor the VWAP but make it a rolling one instead, like a VWMA, being in this case able to specify days, hours or minutes for the rolling VWAP. - for rolling VWAPs, the indicator doesn't count bars but real days, hours or minutes instead, so regardless of the chart timeframe the indicator will always show the correct values. - for rolling VWAPs, if you specify x days as the rolling time, the indicator will always count exactly 24 hours from the current time backwards - so, from the same time yesterday or x days ago. - in rolling VWAPs, although the indicator counts real time elapsed as per your settings and not chart bars, it will automatically skip holidays, so you needn't worry about that. - for the anchored VWAP, added the possibility to specify custom session times (for example, for ES 0830-1500, instead of Globex, which is the Tradingview default as of today) - complete customization of all fills and linetypes For illustration purposes in the attached 1min chart I have: - a 30min rolling VWAP in BLUE with no standard deviation plots, - a 1 day rolling VWAP in RED with standard deviations in light red and green (these are the default settings) - a RTH-session-anchored VWAP in ORANGE with standard deviations in light orange and light blue
Pine Script® Indikator
von czoa
6
EmperorBTC's VWAP StrategyEmperorBTC's VWAP Indicator & Strategy v2.1 coded by Bogdan Vaida This indicator was created after EmperorBTC's conditions. Good timeframes for it: 30', 15', 5' To convert from strategy to study switch the commented lines in the beginning and at the end of the script and vice versa. What this indicator does is to check if: o Pivot Point was crossed o Stoch-RSI and VWAP were crossed in current or previous candle o Candle (or previous candle) close is in the trend direction If all these are true then it will go long or short based on direction.
Pine Script® Strategie
von vaidab
12
GMS: GW-VWAPAlright, as per usual with these, I end up adapting an existing indicator to what I want to accomplish. So this is based off the built in VWAP indicator. I added in the gummy worm to easily identify the trend, as well as the related bands to identify potential areas to either reverse position or to trim an existing one. The middle part of the bands are the gummy worm version of VWAP. It is the VWAP using the high and another VWAP using the low. The black line is HL2 VWAP (technically 3 VWAPs). The bands follow what I was mentioning above. So the outer most part of the bands are the high & low VWAP (with the same multiplier) and the inner bands are the HL2 VWAP. Of course you can set whatever input source you want for these. The default is how I use it. If you want to get rid of the bar color just go to the indicator settings and un-select it at the bottom. Source code is open so feel free to poke around. Hope this helps, Andre
Pine Script® Indikator
von GlobalMarketSignals
3
Multi-VWAPVolume Weighted Average Price (VWAP) Definition What is the Volume Weighted Average Price (VWAP)? The volume weighted average price (VWAP) is a trading benchmark used by traders that gives the average price a security has traded at throughout the day, based on both volume and price. It is important because it provides traders with insight into both the trend and value of a security. -Investopedia By JASON FERNANDO Reviewed by SOMER ANDERSON Updated Feb 24, 2021 -Choose from 5 different Timeframes (lower or higher)
Pine Script® Indikator
von RVD-Projects
RSI Div at Daily VWAP StDevMean Reversion indicator based on RSI Divergences at Overbought/Oversold conditions with Price above/below a Standard Deviation from Daily VWAP. Useful for intra-day trading. Signal criteria: 1. RSI is at Overbought/Oversold 2. RSI Divergence present (not hidden) 3. RSI has not reached Neutral level (i.e. 50) 4. Price has crossed above/below a Standard Deviation from Daily VWAP Config Options: - RSI length (default:14) - Divergence Lookback Period (default:14) - RSI Oversold/Overbought tresholds (default: 70/30) - RSI Reset Level (default: 55/45) - Use VWAP Std Dev (default: yes) - Standard Deviation from Daily VWAP (default: 1.51) Use with discretion.
Pine Script® Indikator
von crypto_rife
13
EmperorBTC's VWAP IndicatorThis indicator was created after EmperorBTC's conditions. Conditions displayed below: Good timeframes for it: 30', 15', 5' To convert from strategy to study switch the commented lines in the beginning and at the end of the script What this indicator does is: 1) Check if Pivot Point was crossed 2) Stoch-RSI and VWAP were crossed up in current or previous candle 3) Candle (or previous candle) is green Then, it will plot a Long opportunity. FUTURE IDEAS: - Volume Expansion - Candle Stick patterns
Pine Script® Indikator
von vaidab
36
(JS) Interchanging ATR & VWAP BandsOkay so this is pretty simple, but I think it's a great tool for day trading especially. I just took the default VWAP and Keltner channel scripts and combined them together. The top option allows you to choose which one you'd prefer to use, "Use ATR instead of VWAP" . The next options, "ATR Source", "KC Length", and "ATR Length" are the parameters for the ATR Bands. "Number of Bands" allows you to choose how many bands you'd like to be on display (you can choose 1-8). "Use Expoential MA" and "Band Style" are more default parameters from Keltner Channels used to set up the ATR Bands. The "ATR Bands" are just stacked Keltner Channels separated by 1 ATR each, whereas the "VWAP Bands" are separated by standard deviation just like the default script from Trading View. In these example chart, you can see the weekly VWAP with 8 deviation bands and 5 ATR bands with Keltner Channels.
Pine Script® Indikator
von J-Streak
2
VWAP Alerts V3VWAP Alerts signal over bought/over sold conditions, relative to volume weighted average price, while deviation bands plot an extremely accurate point of mean reversion. VWAP Alerts V3 includes multiple timeframe selection, along with multiplier input for deviation band setting Alerts can be set for each individual band, for extreme oversold/overbought conditions, use "Vwap Low Deviation 4" and "Vwap High Deviation 4". Alerts can also be set for VWAP bounces, by simply setting "VWAP Alert"
Pine Script® Indikator
von dysrupt
9
Chart Champions - Part 1 - nPOC - Levels - VWAPsThank you for sparing you time to read my indicator. This indicator has been created as a suite of 3. This was to ensure that those with only the Free Trading View account could benefit (with their restriction to 3 indicators). Please ensure you install each indicator and read each indicator write up to fully understand what has tried to achieved. Chart Champions – Part 1 –Lvls nPOC VWAPS This indicator is broken down into: • Levels • VWAPS • Naked Point of Control Levels It displays the levels to the right of the price Axis to enable the user to have a cleaner chart. The below levels will automatically appear: dOpen – pdHigh – pdLow – pdEQ – pwEQ Optional Levels include: mOpen – pmOpen – pdOpen – dbyOpen – wOpen – pwOpen VWAPs Optional VWAPs Daily (including pdVWAP close) – Weekly – Monthly Naked Points of Control (nPOC) To view the nPOC move the chart back in time to pick up the nPOCs. Chart Champions – Part 2 – CCV IBs POC This indicator is broken down into: • Chart Champions Value • Initial Balance • Points of Control Chart Champions Value (CCV) CCV is based on the 80% rule of the dOpen opening outside of the pdVAH/pdVAL. Please do you own research to fully understand how this trading strategy works (readily avaliable online). Initial Balance (IB) IB is based on the first 60 minutes of the market opening. It captures the highest and lowest points within that 60 minutes. Please do you own research to fully understand how this trading strategy works (readily avaliable online). Points of Control (POCs) POC are the price levels where the most volume was traded. Developing POC (dPOC) will constantly move with volume/price action through out the day. Optional POCs Previous Day POC (pdPOC) – Day Before Yesterday POC (dbyPOC) Chart Champions – Part 3 – Sessions - Manual Input This indicator is broken down into: • Manual Inputs (daily, weekly, monthly) • IGOR SessionsTtimes • Pre + Market Openings Manual Input Daily x3 Weekly x 3 Monthly x 3 This allows the trader to put in specific levels. IGOR Session Times This is a user specific requirement to highlight cetain times during the day, displayed at the bottom of the chart in the colour strip. Pre + Market Openings This allows the user to see when pre market trading has started and with the live maket has started, displayed at the top of the chart in colours. A huge thank you goes out to: Stackoverflow users AnyDozer and Bjorn. TV user ahancock for allow me use of this code. Disclaimer the lower the timeframe the more information it processes.
Pine Script® Indikator
von Frien_dd-DisDev
62
Gunzo Market SRGunzo Market SR is a set of 3 tools combined for trend analysis on day trading strategy. VWAP (Volume Weighted Average Price) : The VWAP indicator is generally used for trend analysis. For example if the VWAP line is under the closing price for a long period of time, the trend is strong. In this script, the VWAP has been optimized for day trading as the indicator is calculated inside the daily range, and resets when a new day starts. This way the indicator reflects the daily trend and not the overall trend. You can also use the position of closing price according to the VWAP to find optimal entry points according to the indicator. Highs / Lows : The Highs / Lows are generally used for trend analysis too. The High / Lows are mainly used to identify prices that have been key during the past and that we can use as an indication for the following candles. In this script, the Highs / Lows are computed on the daily period and then displayed on the current period (recommended to use on a daily period or lower). This way the indicator reflects the highest point and the lowest point of the day (can be modified to have a longer range of pivot days even if I recommend to stay on 1 day for day trading). Support / Resistance : The Support / Resistance is generally used for trend analysis too. The Support / Resistance are found by searching local high and lows. The longer the supports and resistance are, the strongest it can be considered. In this script, the Highs / Lows are computed by default on a lower time frame (usually 3-4 times lower). For example on a 15 minute graph, the Highs / Lows will be computed on the 5 minute graph (can be modified if the displayed result is not optimized for your asset). How to use this set of tools : I personally recommend to use this tool at the start of your day of trading. This way you will get a clear vision of the daily situation and try to identify key prices and the trend for the current day. I then suggest to set up an alert on the key price to be notified when you're getting close to it.
Pine Script® Indikator
von Gunzo_TV
11
Strongholds - Objective & Accurate Reference Points / StructuresVery early in my trading career, I came across Pivot Points only to find out that there are as many calculations as one pleases. It was hard to find out which ones work. Most of them probably did only out of randomness, so I ditched the strategy and looked for something else. I previously used my Oracle Eye and Reference Points scripts but it is time for an upgrade. Stronghold is a script I have used for quite some time now. I ditched daily and weekly closing prices as not that important. Instead, Strongholds are equipped with: ►Daily High & Low • Azure color ►Weekly High & Low • Dark blue ►Weekly old High & Low • Semi-transparent dark circles ►Monthly High & Low • Wizardly purple There is an option to print: ►4h High & Low • Semi-transparent red ►VWAP • Lovely purple ►Weekly VWAP • Black All of the levels and lines are set for 1m, 5m, 10m, 15m, 30m, 1h, 4h, 1D timeframes. If you use any alien timeframe, you may need to enter the code. You can opt-in and out for certain timeframes. For example, daily levels are visible from 15m or 30, so the indicator won't draw them unless you want to. However, they will not be seen on higher timeframes as there is no reason to show them and oversaturate the chart with lines. ▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬ Remember that if you use this script with auto-scale, you need to tick Scale Price Chart Only . Otherwise, your chart will fly to the moon! Good luck & have fun!
Pine Script® Indikator
von OrcChieftain
8
Cvwap-Pvwap 2.0A simple vwap based Intraday trend indicator. Volume-Weighted Average Price (VWAP) - the average price weighted by volume, starts when trading opens and ends when it closes. This can help institutions buy or sell in large orders, without disturbing the market. After buying or selling, institutions compare instrument price to closing VWAP values at end of the day. For big financial institutions; A buy order executed below the VWAP value, considered a good fill because the security was bought at a below average price. A sell order executed above the VWAP would be deemed a good fill because it was sold at an above average price. Simple price based moving average is not helpful for them; = as it doesn't incorporates volume traded. Hence - VWAP :) So how it helps us in decoding the IntraDay-trend? - Through a 2 day vwap co-relation. So, Closing value of previous day vwap = Pvwap Today's running vwap = Cvwap Defining the IntraDay Trend: Moderately Bullish = candle closing price above Pvwap but below Cvwap Super Bullish = Closing price is above both (Cvwap and Pvwap) Moderately Bearish = Closing price is above Cvwap but below Pvwap Super Bearish = Closing Price is below both (Cvwap and Pvwap) A big gap between the Cvwap and the candle closing price defines the strong participation from institutions in that direction. (Strong Trend) Moving with the smart money, in the overall trend is a wise decision for any intraday trader and this helps at its best.
Pine Script® Indikator
von CrazyKishore74
21
Origin VWAP: OVWAPDraw a VWAP support/resistance line anchored to the origin of the data series (like a daily VWAP, but from the beginning of time, never resetting). Ideally the origin would be the first bar after the IPO. Tradingview (or your connected broker) doesn't always have a complete dataset, and in that case the OVWAP will be 'wrong', but converging to the correct value over time. You can try to simulate this with the built-in VWAP indicator but it has several bugs and limitations. Firstly, the longest time period is century, but it is not 100 years, ie. a rolling century but the beginning of the century: 21 years ago. Secondly, even if your dataset is less than 21 years, if you use a lower time frame then the built-in VWAP's origin becomes the left-most loaded bar (about 5,000 bars ago) - it will draw the wrong value. The new Anchored VWAP drawing tool can't be used on lower time frames as it won't draw the line at all unless it sees the point where you anchored it. You may want to cut 'n paste this code to use in some larger strategy. Unfortunately that's probably not possible. This script uses the 'resolution=' option of 'study()' set to '1W', so the whole script runs at the 1 week resolution. You would think it would be possible to instead use the 'security()' function to request data at the '1W' resolution, but it just resamples the current data set and so is limited to the rightmost 5,000 bars. Look in the options to enable standard deviation lines.
Pine Script® Indikator
von groks
6