1m/1W VWAPs X WVWAPVWAP indicator great for intraday trading. Includes a 1-minute VWAP, Weekly VWAP colored red/green, and an adjustable MVWAP with the default set to 21.
M-VWAP
SPY Expected Move by VIXThis indicator shows 1 and 2 standard deviation price move from the VWAP based on VIX. Implied Volatility (IV) is being used extensively in the Option world to project the Expected Move for the underlying instrument. VIX is used as a proxy for SPY's IV for 30 days.
This indicator is meaningful only for SPY but can be used in any other instrument which has a strong correlation to SPY.
(JS) Multi-Time Frame Pivot Point Detector 2.0So here's an updated version of my automatic Pivot Point detector.
If you don't like having a bunch of Pivots on your chart at once, or having to cycle through various resolutions to see different ones, this is for you!
What does this indicator do? It automatically detects the nearest daily, weekly, and monthly pivot points both above and below the current price and automatically plots them for you. It's really just as simple as that.
You select how far back you want it to plot with the "Pivot Point Look Back Period" option.
I also have transparency options for each type of pivot so its easy to find the opacity you prefer and save it as a default setting.
With "Turn Off Each Pivot Point On All Time Frames" turned on, as an example, if you were to uncheck "S1/R1" then it turns S1/R1 plots off across all 3 pivot resolutions. By default however, I have it set where you can pick and choose each one individually.
I also added the default "VWAP Periodic" script from TradingView in there with it (not in prior version). This works identical to the built in indicator (because it is identical).
Trading algorithms like to target pivot points and liquidity, so I figured they would pair together nicely for active trading.
Midas 6 Anchored VWAP [xdecow]This script plots 6 anchored vwap from the selected bars.
The labels are only to help identify the starting points and can be disabled in the options.
My VWAP Reversal + Pivot Points StandardThis indicator, with the addition of a standard VWAP indicator to the 5m chart, helps the operator when using a closing candle Price to initiate a VWAP Reversal strategy.
The strategy involves Price gapping up, look for a Close below the 1st 5m candle Low; else look for a Close above the 1st 5m candle High. On a break of VWAP, take the trade in the opposite direction of the gap, hence the VWAP Reversal. Not my own strat, credit to T3 Newsbeat, publicly posted on YouTube.
The Pivot Points Standard in the Pine 4 user manual, was the base source code, and leaving it here will allow me to remove the PP indicator I was using.
VWAP Gap [AR]This simple indicator measure the difference between price and VWAP line
The VWAP Gap indicator works best on intraday charts
SET-UP INFO
1. Add VWAP to your chart and set it up
2. Open "VWAP Gap Indicator" settings
3. Change source to "VWAP"
Enjoy!
Alex R.
VWAP TF-Aware===========================================================
8/Feb/2020 02:57 PM AUTHOR: Brandon Gum
-
DESCRIPTION:
This is a timeframe aware VWAP indicator. The built-in VWAP indicator was changed in late 2019 which resulted in it no longer being restricted to low timeframes. As a result the indicator would plot on higher timeframe charts and create "noise" between candles.
This Version of vwap only displays vwap on 30 minute and below times frames.
===========================================================
NSDT Triple VWAP with Adjustable Start TimesAllows you to plot 3 VWAP's with 3 different start times. Very useful for trading futures where there are multiple sessions involved. Can also be used with stocks to set as previous day, pre-market, and market open.
VWAP-ATRstopAdapted ATR-stop with only VWAP and ATR.
Didnt test it, feel free to use it the way you want. You can turn off the bar color function and change any config.
Anchored VWAPPine implementation of VWAP, similar to build-in, with anchors to Session, Week, Month and Year
VWAPVWMAATRAdapted ATR that i am using in BTC 15M charts. It is an usual ATR-Stop smoothed by a VWAP and a VWMA.
This crazy config i am using only for BTC, but i found others configs with others assets, like brlusd contracts.
You can turn off the barcolor function and change the lenght of the VWAP and VWMA.
Multiple VWAPAn intraday indicator which plots the 3 different VWAP.
1. D-VWAP shows VWAP from the first candle of the day
2. W-VWAP shows VWAP from the first candle of the week
3. M-VWAP shows VWAP from the first candle of the month
4-VWAP overlayI am a big fan of Kite Crossing Oscillator by Kloov. In an effort to see the actual vwap values I created a simple overlay of the vwaps with adjustable intervals.
[PX] VWAP Gap LevelHello guys,
another day, another method for detecting support and resistance level. This time it's all about the VWAP and daily gaps it might produce.
How does it work?
The indicator detects when a new daily candle begins and the VWAP makes a big move in either direction. Often it produces a gap and this is where the support or resistance level will be plotted. The idea behind it is, that those gaps get filled at some point in time. You can control how big a VWAP movement ("gap") has to be with the "VWAP Movement %" -setting. Also, you can adjust the style of the level.
If you find this indicator useful, please leave a "like" and hit that "follow" button :)
Have fun and happy trading :)))
EVWMA VWAP Cross Strategy [QuantNomad]Continue to experiement with VWAP and EVWMA.
It seems that just simple crosses between VWAP and EVWMA can be pretty good signals. VWAP is a bit choppy so you can use VWAP smoothing input to smoth it a bit.
Here are few other strategies based on EVWMA:
EVWMA VWAP MACD Strategy
QuantNomad - EVWMA MACD Strategy
EVWMA VWAP MACD Strategy [QuantNomad]Based on comment of @coondawg71 I tried to compare VWAP and EVWMA.
Both are sort of moving averages so I decided to create a MACD based on these 2 indicators.
In parameters you can set EVWMA Length and 2 smoothing lengths for "macd" and "signal".
Strategy seems to work pretty good at 2h-8h timeframes for crypto.
What do you thing about it?
VWAP ATR mean reeeeeeeeeeMean reversion strategy which lets you set a VWAP length, ATR length - then creates signal when distance closing price from VWAP is greater than ATR x a multiplier which you set
Derivative Oscillator Cu [ID: AC-P]The "AC-P" version of the Derivative Oscillator is my personal customized version of Constance Brown's Derivative Oscillator (using Everget's implementation of it as the base), with the the following modifications and additions:
VWAP Indication - option to show whether the price input option is above or below the Daily VWAP (red triangles = price input is below vwap, green triangles = price input is above vwap)
Bullish and Bearish phases from shayankm's Waddah Attar Explosion V2 () is included as indication dots (bullish = blue dots, bearish = yellow dots) below/above the Derivative Oscillator histogram
Coral Trend from Lazybear () is included as indication dots (red/green dots below/above the Derivative Oscillator histogram
Input source options for vwap, Waddah components (MACD, Bollinger Upper/Lower)
Centerline option for Coral trend, and Horizontal center option for the Derivative Oscillator with circle indication (optional - provided as option for flexibility in use with overlaying with other indicators)
This indicator is a hybrid, with a combination of leading indicators and lagging trending indicators combined into one. Specifically, a few of the other indicators I use are lacking in the momentum and trend department, and this is one of the indicators I use to address that:
VWAP provides trend information on lower timeframes from a high timeframe interval (D)
Coral Trend provides additional confirmation to VWAP trend wise, and is adjustable
Waddah Attar Explosion provides a third level of confirmation for trending moves, taking into account shorter and longer timeframes (FastEMA and SlowEMA parameters).
Script base for the Derivative Oscillator is credited to Everget () and LazyBear ().
Source attribution to Constance Brown for the Derivative Oscillator formula/indicator:
// Brown, Constance.
// Reference 1: “The Derivative Oscillator: a New Approach to an Old Problem,” Journal of Technical Analysis (Winter-Spring 1994) 45–61.
// Reference 2: Technical Analysis for the Trading Professional. New York, NY: McGraw-Hill, 1999.
Information on the Derivative Oscillator:
www.investopedia.com
Momentum 4 Ways Smoothed [Salty]This is an enhance version of Momentum 4 Ways that shows 4 ways to calculate momentum and display each one along with their combined average value.
This study was created to compare 4 different momentum values against their combined average using different display styles to allow the user to experiment with different views of momentum.
- Added the ability to smooth the Average Momentum value. Default Smoothing value is 5.
- Added the ability to use different average calculations. Default is WMA.
- Added the ability to select the number of momentum values to average (1-4). Default is 4.
- Added the ability to use VWAP instead of price as the input.
The Smoothed Average Momentum line is color coded so that it is green when it is moving in the bullish direction and red when it is moving in the bearish direction.
