OPEN-SOURCE SCRIPT
Actualizado Rolling VWAP Levels

Rolling VWAP Levels Indicator
Overview
Dynamic horizontal lines showing rolling Volume Weighted Average Price (VWAP) levels for multiple timeframes (7D, 30D, 90D, 365D) that update in real-time as new bars form.
Who This Is For
How To Trade With It
Mean Reversion Strategies:
Breakout Trading:
Support/Resistance Trading:
Risk Management:
Key Features
Settings Explained
Technical Implementation
Best Practices
Market Applications
Overview
Dynamic horizontal lines showing rolling Volume Weighted Average Price (VWAP) levels for multiple timeframes (7D, 30D, 90D, 365D) that update in real-time as new bars form.
Who This Is For
- Day traders using VWAP as support/resistance
- Swing traders analyzing multi-timeframe price structure
- Scalpers looking for mean reversion entries
- Options traders needing volatility bands for strike selection
- Institutional traders tracking volume-weighted fair value
- Risk managers requiring dynamic stop levels
How To Trade With It
Mean Reversion Strategies:
- Buy when price is below VWAP and showing bullish divergence
- Sell when price is above VWAP and showing bearish signals
- Use multiple timeframes - enter on shorter, confirm on longer
- Target opposite VWAP level for profit taking
Breakout Trading:
- Watch for price breaking above/below key VWAP levels with volume
- Use 7D VWAP for intraday breakouts
- Use 30D/90D VWAP for swing trade breakouts
- Confirm breakout with move beyond first standard deviation band
Support/Resistance Trading:
- VWAP levels act as dynamic support in uptrends
- VWAP levels act as dynamic resistance in downtrends
- Multiple timeframe VWAP confluence creates stronger levels
- Use standard deviation bands as additional S/R zones
Risk Management:
- Place stops beyond next VWAP level
- Use standard deviation bands for position sizing
- Exit partial positions at VWAP levels
- Monitor distance table for overextended moves
Key Features
- Real-time Updates: Lines move and extend as new bars form
- Individual Styling: Custom colors, widths, styles for each timeframe
- Standard Deviation Bands: Optional volatility bands with custom multipliers
- Smart Labels: Positioned above, below, or diagonally relative to lines
- Distance Table: Shows percentage distance from each VWAP level
- Alert System: Get notified when price crosses VWAP levels
- Memory Efficient: Automatically cleans up old drawing objects
Settings Explained
- Display Group: Show/hide labels, font size, line transparency, positioning
- Individual VWAP Groups: Color, line width (1-5), line style for each timeframe
- Standard Deviation Bands: Enable bands with custom multipliers (0.5, 1.0, 1.5, 2.0, etc.)
- Labels Group: Position (8 options including diagonal), custom text, price display
- Additional Info: Distance table, alert conditions
Technical Implementation
Uses rolling arrays to maintain sliding windows of price*volume data. The core calculation function processes both VWAP and standard deviation efficiently. Lines are created dynamically and updated every bar. Memory management prevents object accumulation through automatic cleanup.
Best Practices
- Start with 7D and 30D VWAP for most strategies
- Add 90D/365D for longer-term context
- Use standard deviation bands when volatility matters
- Position labels to avoid chart clutter
- Enable distance table during high volatility periods
- Set alerts for key VWAP level breaks
Market Applications
- Forex: Major pairs during London/NY sessions
- Stocks: Large cap names with good volume
- Crypto: Bitcoin, Ethereum, major altcoins
- Futures: ES, NQ, CL, GC with continuous volume
- Options: Use SD bands for strike selection and volatility assessment
Notas de prensa
- Ease of Life Fix on the Lower TimeframesNotas de prensa
- Added Session Vwap LevelsNotas de prensa
- lolNotas de prensa
- DPOC VWAP Bug Fix- Development Mode Added
- Band Fills Added
Notas de prensa
- 30D UpdateNotas de prensa
- Timeframe Display FixNotas de prensa
- Table fix on 1 mNotas de prensa
- Quarterly OPEX- Omni Alert
Notas de prensa
- Fixed Alerts IssuesNotas de prensa
- If You are on Essential Plan , simply disable use aggregated volumeNotas de prensa
- Fixed Request Security Issue for Users with Low Tier TV SubNotas de prensa
- Returned Displaying Multiple Vwaps on Same TimeframeNotas de prensa
- ATR FilterNotas de prensa
- DPOC Implementation on Higher TimeframesNotas de prensa
- CleanNotas de prensa
- Confirmation Mode AddedNotas de prensa
- OKNotas de prensa
- TWAPNotas de prensa
- Cleaner TWAPNotas de prensa
- MOMOScript de código abierto
Siguiendo fielmente el espíritu de TradingView, el creador de este script lo ha publicado en código abierto, permitiendo que otros traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Puede utilizarlo de forma gratuita, pero tenga en cuenta que la publicación de este código está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones que ofrecemos, no implican ni constituyen un asesoramiento financiero, ni de inversión, trading o cualquier otro tipo de consejo o recomendación emitida o respaldada por TradingView. Puede obtener información adicional en las Condiciones de uso.
Script de código abierto
Siguiendo fielmente el espíritu de TradingView, el creador de este script lo ha publicado en código abierto, permitiendo que otros traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Puede utilizarlo de forma gratuita, pero tenga en cuenta que la publicación de este código está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones que ofrecemos, no implican ni constituyen un asesoramiento financiero, ni de inversión, trading o cualquier otro tipo de consejo o recomendación emitida o respaldada por TradingView. Puede obtener información adicional en las Condiciones de uso.