OPEN-SOURCE SCRIPT
Atualizado 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 Lançamento
- Ease of Life Fix on the Lower TimeframesNotas de Lançamento
- Added Session Vwap LevelsNotas de Lançamento
- lolNotas de Lançamento
- DPOC VWAP Bug Fix- Development Mode Added
- Band Fills Added
Notas de Lançamento
- 30D UpdateNotas de Lançamento
- Timeframe Display FixNotas de Lançamento
- Table fix on 1 mNotas de Lançamento
- Quarterly OPEX- Omni Alert
Notas de Lançamento
- Fixed Alerts IssuesNotas de Lançamento
- If You are on Essential Plan , simply disable use aggregated volumeNotas de Lançamento
- Fixed Request Security Issue for Users with Low Tier TV SubNotas de Lançamento
- Returned Displaying Multiple Vwaps on Same TimeframeNotas de Lançamento
- ATR FilterNotas de Lançamento
- DPOC Implementation on Higher TimeframesNotas de Lançamento
- CleanNotas de Lançamento
- Confirmation Mode AddedNotas de Lançamento
- OKNotas de Lançamento
- TWAPNotas de Lançamento
- Cleaner TWAPNotas de Lançamento
- MOMOScript de código aberto
No verdadeiro espirito do TradingView, o autor desse script o publicou como código aberto, para que os traders possam entendê-lo e verificá-lo. Parabéns ao autor Você pode usá-lo gratuitamente, mas a reutilização desse código em publicações e regida pelas Regras da Casa.
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.
Script de código aberto
No verdadeiro espirito do TradingView, o autor desse script o publicou como código aberto, para que os traders possam entendê-lo e verificá-lo. Parabéns ao autor Você pode usá-lo gratuitamente, mas a reutilização desse código em publicações e regida pelas Regras da Casa.
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.