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Cập nhật VWAP Session [NevoxCore] Pro — Wave
⯁ OVERVIEW
VWAP Session [NevoxCore] Pro — Wave is a clean, lightweight session VWAP suite with wave-smoothed VWAP, configurable σ-bands (k1/k2), a compact HUD (Z-score & distance), and smart alerts for VWAP and band crosses—including a reversion detector that alerts when price returns to VWAP after stretching beyond ±k1σ. Bias-aware fills (up/down) make context obvious at a glance.
⯁ KEY FEATURES
Wave-Smoothed Centerline: EMA smoothing for VWAP and bands for a readable “wave” look.
Adaptive Bands (±σ): Two levels (k1/k2) from rolling stdev of (source – VWAP) with separate visibility toggles.
Bias-Driven Fills: Inner/outer fills auto-switch by VWAP bias (close ≥/＜ VWAP) for instant context.
Reversion Logic: Detects when price stretches outside ±k1σ (lookback-based) and reverts to VWAP—optional alerts.
HUD (Top-Right): Live Z-score, % distance to VWAP, and tick distance.
Multiple Sources: Close, HL2, or HLC3.
NevoxCore Polish: Minimal visual noise, clear tooltips, alert-ready signals.
⯁ SETTINGS (quick)
VWAP • Core:
Show VWAP Bands (±σ): Enable/disable bands.
StDev Lookback (bars): Rolling window for stdev of deviations.
Band 1/2 (k × σ): Strength of inner/outer bands.
Reversion Lookback: Bars to consider for “outside ±k1σ before revert” check.
Price Source: Close / HL2 / HLC3.
VWAP • Display:
Wave smoothing (EMA): Visual smoothing for VWAP & bands.
Center line width: VWAP thickness.
Show inner/outer band: Toggle k1/k2.
Show HUD: Toggle the Z-score/distance table.
VWAP • Alerts:
Cross VWAP / Cross Bands (±σ) / Reversion to VWAP: Enable only what you need.
⯁ ALERTS (built-in)
VWAP — Cross Up / Down
VWAP — Cross Above +k1σ / Cross Below −k1σ
VWAP — Reversion Long / Short (returns to VWAP after being below/above ±k1σ)
⯁ HOW TO USE
Read bias (close vs VWAP) and fills for quick context.
Use k1/k2 to frame mean-reversion vs. expansion; k1 = inner trade zone, k2 = outer stretch.
Track Z-score and % distance in the HUD to quantify stretch.
Enable Reversion alerts to catch “back-to-VWAP” snaps after extended moves.
Adjust wave smoothing to your timeframe: more smoothing for higher TFs, less for scalps.
⯁ NOTES
Bands are derived from deviation of price from session VWAP, not price stdev alone—keeps the focus on VWAP reversion dynamics.
Bias uses current close vs VWAP, yielding intuitive fill changes without repaint.
⯁ WHAT MAKES IT DIFFERENT
A session-true VWAP with wave aesthetics, contextual fills, precise reversion logic, clean HUD, and a tight alert suite—the essentials, polished for speed and clarity.
⯁ DISCLAIMER
Backtest and paper-trade before using live. Not financial advice. Performance depends on market/TF/parameters.
VWAP Session [NevoxCore] Pro — Wave is a clean, lightweight session VWAP suite with wave-smoothed VWAP, configurable σ-bands (k1/k2), a compact HUD (Z-score & distance), and smart alerts for VWAP and band crosses—including a reversion detector that alerts when price returns to VWAP after stretching beyond ±k1σ. Bias-aware fills (up/down) make context obvious at a glance.
⯁ KEY FEATURES
Wave-Smoothed Centerline: EMA smoothing for VWAP and bands for a readable “wave” look.
Adaptive Bands (±σ): Two levels (k1/k2) from rolling stdev of (source – VWAP) with separate visibility toggles.
Bias-Driven Fills: Inner/outer fills auto-switch by VWAP bias (close ≥/＜ VWAP) for instant context.
Reversion Logic: Detects when price stretches outside ±k1σ (lookback-based) and reverts to VWAP—optional alerts.
HUD (Top-Right): Live Z-score, % distance to VWAP, and tick distance.
Multiple Sources: Close, HL2, or HLC3.
NevoxCore Polish: Minimal visual noise, clear tooltips, alert-ready signals.
⯁ SETTINGS (quick)
VWAP • Core:
Show VWAP Bands (±σ): Enable/disable bands.
StDev Lookback (bars): Rolling window for stdev of deviations.
Band 1/2 (k × σ): Strength of inner/outer bands.
Reversion Lookback: Bars to consider for “outside ±k1σ before revert” check.
Price Source: Close / HL2 / HLC3.
VWAP • Display:
Wave smoothing (EMA): Visual smoothing for VWAP & bands.
Center line width: VWAP thickness.
Show inner/outer band: Toggle k1/k2.
Show HUD: Toggle the Z-score/distance table.
VWAP • Alerts:
Cross VWAP / Cross Bands (±σ) / Reversion to VWAP: Enable only what you need.
⯁ ALERTS (built-in)
VWAP — Cross Up / Down
VWAP — Cross Above +k1σ / Cross Below −k1σ
VWAP — Reversion Long / Short (returns to VWAP after being below/above ±k1σ)
⯁ HOW TO USE
Read bias (close vs VWAP) and fills for quick context.
Use k1/k2 to frame mean-reversion vs. expansion; k1 = inner trade zone, k2 = outer stretch.
Track Z-score and % distance in the HUD to quantify stretch.
Enable Reversion alerts to catch “back-to-VWAP” snaps after extended moves.
Adjust wave smoothing to your timeframe: more smoothing for higher TFs, less for scalps.
⯁ NOTES
Bands are derived from deviation of price from session VWAP, not price stdev alone—keeps the focus on VWAP reversion dynamics.
Bias uses current close vs VWAP, yielding intuitive fill changes without repaint.
⯁ WHAT MAKES IT DIFFERENT
A session-true VWAP with wave aesthetics, contextual fills, precise reversion logic, clean HUD, and a tight alert suite—the essentials, polished for speed and clarity.
⯁ DISCLAIMER
Backtest and paper-trade before using live. Not financial advice. Performance depends on market/TF/parameters.
Phát hành các Ghi chú
⯁ OVERVIEWVWAP Session [NevoxCore] Pro — Wave is a clean, lightweight session VWAP suite with wave-smoothed VWAP, configurable σ-bands (k1/k2), a compact HUD (Z-score & distance), and smart alerts for VWAP and band crosses—including a reversion detector that alerts when price returns to VWAP after stretching beyond ±k1σ. Bias-aware fills (up/down) make context obvious at a glance.
⯁ KEY FEATURES
Wave-Smoothed Centerline: EMA smoothing for VWAP and bands for a readable “wave” look.
Adaptive Bands (±σ): Two levels (k1/k2) from rolling stdev of (source – VWAP) with separate visibility toggles.
Bias-Driven Fills: Inner/outer fills auto-switch by VWAP bias (close ≥/＜ VWAP) for instant context.
Reversion Logic: Detects when price stretches outside ±k1σ (lookback-based) and reverts to VWAP—optional alerts.
HUD (Top-Right): Live Z-score, % distance to VWAP, and tick distance.
Multiple Sources: Close, HL2, or HLC3.
NevoxCore Polish: Minimal visual noise, clear tooltips, alert-ready signals.
⯁ SETTINGS (quick)
VWAP • Core:
Show VWAP Bands (±σ): Enable/disable bands.
StDev Lookback (bars): Rolling window for stdev of deviations.
Band 1/2 (k × σ): Strength of inner/outer bands.
Reversion Lookback: Bars to consider for “outside ±k1σ before revert” check.
Price Source: Close / HL2 / HLC3.
VWAP • Display:
Wave smoothing (EMA): Visual smoothing for VWAP & bands.
Center line width: VWAP thickness.
Show inner/outer band: Toggle k1/k2.
Show HUD: Toggle the Z-score/distance table.
VWAP • Alerts:
Cross VWAP / Cross Bands (±σ) / Reversion to VWAP: Enable only what you need.
⯁ ALERTS (built-in)
VWAP — Cross Up / Down
VWAP — Cross Above +k1σ / Cross Below −k1σ
VWAP — Reversion Long / Short (returns to VWAP after being below/above ±k1σ)
⯁ HOW TO USE
Read bias (close vs VWAP) and fills for quick context.
Use k1/k2 to frame mean-reversion vs. expansion; k1 = inner trade zone, k2 = outer stretch.
Track Z-score and % distance in the HUD to quantify stretch.
Enable Reversion alerts to catch “back-to-VWAP” snaps after extended moves.
Adjust wave smoothing to your timeframe: more smoothing for higher TFs, less for scalps.
⯁ NOTES
Bands are derived from deviation of price from session VWAP, not price stdev alone—keeps the focus on VWAP reversion dynamics.
Bias uses current close vs VWAP, yielding intuitive fill changes without repaint.
⯁ WHAT MAKES IT DIFFERENT
A session-true VWAP with wave aesthetics, contextual fills, precise reversion logic, clean HUD, and a tight alert suite—the essentials, polished for speed and clarity.
⯁ DISCLAIMER
Backtest and paper-trade before using live. Not financial advice. Performance depends on market/TF/parameters.
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Tập lệnh này được đăng dưới dạng mã nguồn đóng. Tuy nhiên, bạn có thể tự do sử dụng tập lệnh mà không có bất kỳ hạn chế nào – tìm hiểu thêm tại đây.
Thông báo miễn trừ trách nhiệm
Thông tin và ấn phẩm không có nghĩa là và không cấu thành, tài chính, đầu tư, kinh doanh, hoặc các loại lời khuyên hoặc khuyến nghị khác được cung cấp hoặc xác nhận bởi TradingView. Đọc thêm trong Điều khoản sử dụng.
Mã được bảo vệ
Tập lệnh này được đăng dưới dạng mã nguồn đóng. Tuy nhiên, bạn có thể tự do sử dụng tập lệnh mà không có bất kỳ hạn chế nào – tìm hiểu thêm tại đây.
Thông báo miễn trừ trách nhiệm
Thông tin và ấn phẩm không có nghĩa là và không cấu thành, tài chính, đầu tư, kinh doanh, hoặc các loại lời khuyên hoặc khuyến nghị khác được cung cấp hoặc xác nhận bởi TradingView. Đọc thêm trong Điều khoản sử dụng.