Média de Preço Ponderada pelo Volume (VWAP)

rafaelfutuoso

This indicator attempts to calculate potential points of imbalance and equilibrium based on VWAPs and modified moving averages. The idea is to determine if there has been a change in volume and perform the calculation from that point It uses the standard deviation to determine the significant imbalance threshold. Candles with bullish imbalances are highlighted in...

godzcopilot Atualizado 

Thanks: Thanks to upslidedown for his VWAP Oscillator that served as the inspiration for this normalised version. Core Aspects: The script calculates the VWAP by considering both volume and price data, offering a comprehensive view of market activity. Uses an adaptive normalization function to balance the data, ensuring that the VWAP reflects current...

UniqueCharts

The Triple Re-Anchoring VWAP (Volume Weighted Average Price) indicator is a tool designed for traders seeking a deeper understanding of market trends and key price levels. This indicator dynamically recalibrates VWAP calculations based on significant market pivot points, offering a unique perspective on potential support and resistance levels. Key Features: ...

dead_1

This script was created because I wanted to be able to display a contextual chart of commonly used indicators for scalping and swing traders, with the ability to control the visual representation on the charts as their cross-overs, cross-unders, or changes of state happen in real time. Additionally, I wanted the ability to control how or when they are displayed....

YinYangAlgorithms Atualizado 

Machine Learning: VWAP aims to use Machine Learning to Identify the best location to Anchor the VWAP at. Rather than using a traditional fixed length or simply adjusting based on a Date / Time; by applying Machine Learning we may hope to identify crucial areas which make sense to reset the VWAP and start anew. VWAP’s may act similar to a Bollinger Band in the...

Daveatt

Hello Traders, Introduction: The Volume Weighted Average Price (VWAP) is a powerful trading indicator used to gauge the average price at which an asset has traded, weighted by volume, over a specific period. One of the key factors that can significantly impact the effectiveness of VWAP is the concept of "anchoring." In this TradingView indicator script...

SamRecio

VWAP Balance Zones (VBZ) Is based on 3 concepts. Many Traders use VWAP to help determine Price Trends. Trends are typically identified by new Highs or new Lows. Balanced is found when Supply and Demand are mostly Equal. VBZ tracks the daily, weekly, and monthly highs and lows; Then plots the average (50%) between the VWAP and the respective extremes. 50%...

KioseffTrading Wizard Atualizado 

Hello! Quick script showcasing the new polyline function for Pine Script! Features Up to 100 high/low pivot points auto anchored VWAP Visible range auto anchored VWAP Curved ZigZag (Adjustable!) With the new polyline function, auto-anchored VWAP at specific price points is more viable. When using line.new() only 500 lines can exist on the chart...

duronic12

Futures/Spot Dominance Indicator: Overview: The futures/spot dominance indicator is a versatile tool used by traders and analysts to assess the relative strength or dominance of the futures market in relation to the spot (or cash) market for a specific asset. It offers insights into market sentiment, potential arbitrage opportunities, and risk management while...

AleSaira Atualizado 

This indicator is a visual representation of the VWAP (Volume Weighted Average Price), it calculates the weighted average price based on trading volume. Essentially, it provides a measure of the average price at which an asset has traded during a given period, but with a particular focus on trading volume. In our case, the indicator calculates the VWAP for the...

hundredtoamillion Atualizado 

This is an experimental script, that plots 24 VWAPs, each starting at a new hour and lasting for 24hours. After using session anchored VWAPs i kept wondering if the price reacts to VWAPs that begin at periods lower than sessions. Color of each VWAP changes upon crossovers of the following VWAP, giving us an understanding of trends and whether we're trading with...

hundredtoamillion Atualizado 

This indicator plots VWAPs anchored to each day of the week. VWAPs are considered "fair price" for both sellers and buyers and it's often times where the liquidity is found. From my trading I noticed how often times price likes to come back to the daily VWAP from the previous week, especially at the beginning and end of each week. For example, if we enter a long...

fluxchart

The VWAP Divergence indicator aims to find divergences between price action and the VWAP indicator. It uses filters to filter out many of the false divergences and alert high quality, accurate signals. Red dots above the candle represent bearish divergences, while green dots below the candle represent bullish divergences. The main filter for divergences...

rafaelfutuoso

This indicator is designed to identify imbalances in order flow and market liquidity, It highlights candles with significant imbalances and draws reference lines The indicator calculates imbalance based on changes in closing prices and volume. It uses the standard deviation to determine the significant imbalance threshold. Candles with bullish imbalances are...

DanSib Atualizado 

This indicator is designed for scalping purposes. Users have the option to input the desired source and enable or disable the following indicators: Multiple EMA (Exponential moving average) Simultaneously displays multiple moving averages to quickly identify shifts in momentum and obtain confirmation from slower-moving averages. By default, the EMA display...

TZack88

The VWAP Angle Trend is an indicator built with the aim of providing valuable insights into the reversal points of the #VWAP using Angle This is achieved by calculating the angle between the current VWAP and its previous value over a customizable lookback period and normalizing it with ATR By analyzing the angle, we can gain an understanding of the strength...

Seansnote97

This indicator is an enhanced version of the Anchored VWAP indicator with additional functions: 1. Anchored AP (average price). It removes the volume weighting step in Anchored VWAP, and can display the average price over a period of time. For example, if the price of the stock in the last 3 days is 100, 200, 300, then AP is their average value of 200 2. Anchored...

liquid-trader Atualizado 

OVERVIEW This script plots, and auto-updates, 3 separate VWAPs: a traditional VWAP, a VWAP anchored to a trends high, and another anchored to a trends low. VWAP and Anchored VWAPs are commonly used by institutions responsible for the majority of market volume on a given day. Citadel Trading, for example, accounts for approximately 35% of all U.S. listed retail...