VWAP Adaptive (RelVol-Adjusted)This indicator provides an Adaptive VWAP that adjusts volume weighting using RelVol (Relative Volume at Time), offering a more accurate and context-aware price reference during sessions with irregular volume behavior.
Classic VWAP calculates the average price weighted by raw volume, without considering the time of day. This becomes a serious limitation during major market events such as CPI releases, FOMC announcements, NFP, or large-cap earnings. These events often trigger massive volume spikes within one or two candles. As a result, the classic VWAP gets pulled toward those extreme prices and becomes permanently skewed for the rest of the session.
In such conditions, classic VWAP becomes unreliable. It no longer reflects fair value and often misleads traders relying on it for dynamic support, resistance, or reversion signals.
This Adaptive VWAP improves on that by using RelVol, which compares the current volume to the average volume seen at the same time over previous sessions. It gives more weight to price when volume is typical for that moment, and adjusts the influence when volume is statistically abnormal. This reduces the impact of isolated volume spikes and stabilizes the VWAP path, even in high-volatility environments.
For example, on SPY 1-minute or 5-minute charts during a CPI release, a massive spike in volume and price can occur within a single candle. Classic VWAP will immediately anchor itself to that spike. Adaptive VWAP using RelVol softens that effect and maintains a more realistic trajectory.
Key features:
- Adaptive VWAP weighted by time-adjusted Relative Volume (RelVol)
- Designed to maintain VWAP reliability during macroeconomic events
- Flexible anchoring: Session, Week, Month, Quarter, Earnings, etc.
- Optional display of Classic VWAP for comparison
- Up to 3 customizable deviation bands (standard deviation or percentage)
This tool is ideal for intraday traders who need a VWAP that remains usable and unbiased, even in volatile sessions. It adds robustness to VWAP-based strategies by incorporating time-sensitive volume normalization.
Tìm kiếm tập lệnh với "vwap"
Vwap Z-Score with Signals [UAlgo]The "VWAP Z-Score with Signals " is a technical analysis tool designed to help traders identify potential buy and sell signals based on the Volume Weighted Average Price (VWAP) and its Z-Score. This indicator calculates the VWAP Z-Score to show how far the current price deviates from the VWAP in terms of standard deviations. It highlights overbought and oversold conditions with visual signals, aiding in the identification of potential market reversals. The tool is customizable, allowing users to adjust parameters for their specific trading needs.
🔶 Features
VWAP Z-Score Calculation: Measures the deviation of the current price from the VWAP using standard deviations.
Customizable Parameters: Allows users to set the length of the VWAP Z-Score calculation and define thresholds for overbought and oversold levels.
Reversal Signals: Provides visual signals when the Z-Score crosses the specified thresholds, indicating potential buy or sell opportunities.
🔶 Usage
Extreme Z-Score values (both positive and negative) highlight significant deviations from the VWAP, useful for identifying potential reversal points.
The indicator provides visual signals when the Z-Score crosses predefined thresholds:
A buy signal (🔼) appears when the Z-Score crosses above the lower threshold, suggesting the price may be oversold and a potential upward reversal.
A sell signal (🔽) appears when the Z-Score crosses below the upper threshold, suggesting the price may be overbought and a potential downward reversal.
These signals can help you identify potential entry and exit points in your trading strategy.
🔶 Disclaimer
The "VWAP Z-Score with Signals " indicator is designed for educational purposes and to assist traders in their technical analysis. It does not guarantee profitable trades and should not be considered as financial advice.
Users should conduct their own research and use this indicator in conjunction with other tools and strategies.
Trading involves significant risk, and it is possible to lose more than your initial investment.
VWAP Market Session AnchoredVWAP Market Session Anchored differs from the traditional VWAP or VWAP Auto Anchored indicator in that the Volume Weighted Average Price calculation is automatically anchored to four major market session starts: Sydney, London, Tokyo, New York.
Settings
Source: the source for the VWAP calculation.
Offset: changing this number will move the VWAP either Forwards or Backwards, relative to the current market. Zero is the default.
Band: enabling this will show Standard Deviation bands.
Band Multiplier: the value the Standard Deviation bands will be multiplied by before being plotted on the chart.
Sessions : enabling the sessions will plot the respective anchored VWAP on chart.
Custom: enabling this will show a custom user-defined session.
Custom UTC : the custom session is defined by a starting UTC hour followed by the ending UTC hour.
Usage
Similar to the traditional VWAP, VWAP Market Session Anchored is a technical analysis tool used to measure the average price weighted by volume. VWAP Market Session Anchored can be used to identify the trend during a specific market session.
Limitations
When setting a custom session, be mindful that calculations are based off of the Coordinated Universal Time (UTC) time, you must convert your local time zone to UTC in order to have an accurate representation of your custom session.
It is not recommended to use this indicator on timeframes above 1 hour as market sessions only last a few hours.
VWAP Alerts V3VWAP Alerts signal over bought/over sold conditions, relative to volume weighted average price, while deviation bands plot an extremely accurate point of mean reversion.
VWAP Alerts V3 includes multiple timeframe selection, along with multiplier input for deviation band setting
Alerts can be set for each individual band, for extreme oversold/overbought conditions, use "Vwap Low Deviation 4" and "Vwap High Deviation 4".
Alerts can also be set for VWAP bounces, by simply setting "VWAP Alert"
VWAP Reset Zones
With this indicator, the VWAP is displayed based on two adjustable sources. Close and Open are recommended by default.
The zone between the Open and Close VWAP is carried over to the next day as the zone at the end of the period.
The zones can be considered as support and resistance zones.
The chart illustrates the idea behind it.
In addition, the anchor function has been added so that anchor points can be set for session, week and month.
Depending on the set anchor and the selected time unit of the chart, an adjustment of the indicator to the time unit can be made.
Recommended time unit of the indicator: Session = 15 min / Weekly = 1H / Month = 4H
In addition, the zones between VWAP close and vwap open have been colored.
Bullish when the close is above the open price and bearish when the close is below the open price.
The principle is simple. If the average closing price is below the average opening price, a downtrend is to be assumed and vice versa an uptrend.
VWAP CandlesTried making candles of Vwap instead of normal price to see if something interesting would happen. Something interesting did happen as you can see.
Looks best in 4h because of reasons unknown. In lower timeframes it looks kinda stupid (moves the same as nrmal vwap). Day or above it looks the same as normal candles.
Gaps seem to work as s/r? or at least I've seen price react to those levels.
I've also seen a vwap reversal candles show (like dojis, pin bar), while price candles look normal. Could potentially give you a reversal warning?
You can also plot indicators like bollinger bands etc on the vwap candles. Just press the little plus.
VWAP+15EMA with RSIVWAP+EMA+RSI Strategy for the group MelléCasH
This strategy will enter a long position when the closing price is above both the VWAP and the 15 EMA, and the RSI is above the specified overbought level. It will exit the position when the price falls by the specified stop loss percentage, rises by the specified take profit percentage, or when the trailing stop loss (which trails the highest price achieved after the position was entered by the specified percentage) is hit. The VWAP, EMA, and RSI indicators are also plotted on the chart for reference.
VWAP/MVWAP/SMA CROSSOVERTo use this indicator is simple.
When the VWAP (Thick Yellow) AND the two SMA (Orange and thin Yellow) cross above the MVWAP (Purple) then you will be in a uptrend that could possibly continue upwards. The opposite is true if you are looking a short opportunity, wait for the three other lines to cross under the MVWAP and you should be in a downtrend that could possibly continue downwards
Of course as with all indicators not every signal will be 100% accurate there is no way to predict human emotions when it comes to trading but based on the VWAP strategy used in other markets this is the closest I could get.
Note: Don't relay completely on this indicator to think for you. Use other forms of TA to confirm all positions before entering. And if the candles start trending the opposite direction after a lets say a mini pump/dump then the signal was false.
Finally this was made according to the 15 minute chart. I did not plan on remaking it for any other timeframes as I have left the code open for you to tweak and the setting are free to adjust aswell.
Q/A
Q: Does it repaint?
A: No, this is based on moving averages as far as I know they don't repaint.
Q: How did you come up with this indicator?
A: Went on youtube looking for trading strategies other and the usual EMA crosses and found a VWAP & EMA strat. I added the MVWAP and played with the numbers until I found something that I liked.
Q: How long have you been trading/learning pinescript?
A: Been trading less than a two months and pinescript about a month and a half.
VWAP AlertsVWAP Alerts for intraday VWAP bounces and VWAP deviation mean reversions. I am currently finalizing the alert section make it more streamlined.
Thanks to @TheYangGuizi for an amazing script
VWAP PressureKey Features and Utility:
Intrabar Focus: Unlike standard VWAP, which provides a cumulative average throughout the day, the Intrabar VWAP focuses on volume-weighted price calculations within shorter time frames. This allows traders to see how price and volume interact moment-to-moment, offering a granular view of market sentiment.
Market Pressure Analysis: The indicator examines the difference between a smoothed weighted average price of the close and intrabar price movements. This analysis helps in identifying the market pressure at high volume areas. When the market exhibits high volume at low prices within a bar, it suggests accumulation, whereas high volume at high prices indicates distribution.
Momentum and Pressure Shift Signals: By applying a modified MACD calculation to the smoothed difference, the indicator provides signals on shifts in market pressure. Positive values indicate upward price momentum (buying pressure), while negative values suggest downward momentum (selling pressure).
VWAP [Gu5]VWAP is primarily used by technical analysts to identify market trends.
This design is more intuitive
green: Bullish Trend
red: Bearish Trend
orange: Range
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El VWAP lo utilizan principalmente los analistas técnicos para identificar las tendencias del mercado.
Este diseño es mas intuitivo
verde: Alsista
rojo: Bajista
naranja: Rango
VWAP MTF Custom Dates (Multi Timeframe VWAP with Custom Dates)This is extremely useful tool for analyzing the market. Brian Shannon from alphatrends.net uses this very frequently and I've programmed it for tradingview.
you can calculate the VWAP from any dates on the chart and it works with any intraday timeframe. Simply select on the settings icon and select your day month and year parameters!
Please follow for more future updates
Happy trading!
Daniel
VWAP/ MVWAPPlots VWAP and MVWAP for intraday trading. Useful to avoid whipsaws
Market structure is important to take any trades
Avoid taking trades close to support and resistance
VWAP + SMA + EMA3-in-one indicator, for swing and intra-day trading, which includes
Simple Moving Average (SMA)
Exponential Moving Average (EMA)
Volume-Weighted Average Price (VWAP)
VWAP forex Yesterday Hi/Low update fix This script is an updte fix of an earlier script that stopped functioning when TradingView updated Pine script. This script plots Forex (24 hour session) VWAP, yesterday's high, low, open and close (HLOC),
the day before's HLOC -
Also plots higher timeframe 20 emas
1 minute 5, 15, 60 period 20 ema
5 minute 15, 60 period 20 ema
15 minute 60, 120 , 240 period 20 ema
60 minute 120, 240 period 20 ema
120 minute 240, D period 20 ema
240 minute D period 20 ema
Also signals inside bars (high is less than or equal to the previous bar's high and the low is greater than or equal to the previous low) the : true inside bars have a maroon triangle below the bar as well as a ">" above the bar.
If subsequest bars are inside the last bar before the last true inside bar they also are marked with an ">"
This is probably a slight variation from the way Leaf_West plots the inside bars.
It appears that he marks all bars that are inside the original bar until one a bar has a high or low
outside the original bar. But I would need to see an example on his charts.
The Time Session Glitch and the Fix FX_IDC, COINBASE and BITSTAMP:
The script will correctly default to 1700 hrs to 1700hrs EDT/EST session for FXCM.
Strangely some securities appear to erroneously start their session at 1200 hrs ie. My guess is that they are somehow tied to GMT+0 instead of New York time (GMT+5). See this for yourself by selecting EURUSD using the FXCM exchange (FX:EURUSD) and then EURUSD from the IDC exchange (FX_IDC:EURUSD). The FX-IDC session opening range starts 5 hours before it actually should at 1700 hrs EDT/EST. To correct for this I have implemented an automatic fix (default) and a user selected "5 hour time shift adjust. ment needed on some securities".
There is also a 4 hour time shift button which might be necessary when New York reverts from Eastern Standard Time to Eastern Daylight Time (1 hour difference) in March (and then back again in November). In the default auto adjust mode you will need to select the 1 hour time shift. That is if this glitch still exists at that time.
I have looked at other scripts, other than my own and where the script is available, that need to use information about the opening bar and all have the same time shift issue
COINBASE and BITSTAMP open at 0000 hours GMT. Since I use lines instead of circles or crosses I had to make a small adjustment to plot the lines correctly.
If it needs work let me know.
Jayy
VWAP MA HLOC securities Jayy update fix This version replaces previous versions that stopped functioning as a result of a TradingView script update.
This script complies with the current script syntax.
for intraday securities default is 9:30 am to 4 pm Eastern Other session choices are provided in the format dialogue box.
script plots VWAP, yesterday's high, low, open and close (HLOC), the day befores HLOC - if desired, today's open and todays high and low.
Also signals inside bars (high is less than or equal to the previous
bar's high and the low is greater than or equal to
the previous low) the : true inside bars have a maroon triangle below the bar as well as a ">" above the bar.
If subsequent bars are inside the last bar before the last true inside bar they also are marked with an ">"
Also plots the 20 ema for different time periods (as per Al Brooks), If you trade the 5 min then you will
likely be interested in the 20 ema for 15 mins and 60 mins
the following is a list of the higher timeframe 20 emas
1 minute 5, 15, 60 period 20 ema
5 minute 15, 60 period 20 ema
15 minute 60, 120 , 240 period 20 ema
60 minute 120, 240 period 20 ema
120 minute 240, D period 20 ema
240 minute D period 20 ema
Jayy
VWAP forex Yesterday Hi/Low switchThis script plots VWAP, yesterday's high, low, open and close (HLOC), the day before's HLOC -
Also plots higher timeframe 20 emas including:
1 minute 5, 15, 60 period 20 ema
5 minute 15, 60 period 20 ema
15 minute 60, 120 , 240 period 20 ema
60 minute 120, 240 period 20 ema
120 minute 240, D period 20 ema
240 minute D period 20 ema
Also signals inside bars (high is less than or equal to the previous
bar's high and the low is greater than or equal to the previous low) the : true inside bars have a maroon triangle below the bar as well as a ">" above the bar.
If subsequent bars are inside the last bar before the last true inside bar they also are marked with an ">"
If you have suggestions let me know.
Jayy
VWAP MA HLOC JAyy
For intraday 9:30 to 4 pm Eastern plots VWAP, yesterday's high, low, open and close (HLOC), the day before HLOC - if desired, today's open and today's high and low.
Also signals inside bars (high is less than or equal to the previous bar's high and the low is greater than or equal to
the previous low) the : true inside bars have a maroon triangle below the bar as well as a ">" above the bar.
If subsequent bars are inside the last bar before the last true inside bar they also are marked with an ">"
Also plots the 20 ema for different periods, If you trade the 5 min then you will likely be interested in the 20 ema for 15 mins and 60 mins
Anchored VWAP (Triple) MYRAXESAnchored VWAP Triple Indicator
The Anchored VWAP Triple indicator is a powerful tool for technical analysis, allowing traders to plot three customizable anchored Volume Weighted Average Price (VWAP) lines on a chart. Unlike traditional VWAP, which resets daily, this indicator lets you anchor each VWAP to a specific date and time, providing a unique perspective on price action relative to key market events.
Features
Three Independent VWAPs: Plot up to three VWAP lines, each anchored to a user-defined date and time.
Customizable Inputs: Set the year, month, day, hour, and minute for each VWAP anchor point. Choose distinct colors for easy identification.
Pure Anchored Design: VWAP lines start only from the anchor point, with no pre-anchor extensions, ensuring a clean and focused analysis.
Debug Mode: Optional display of hour and minute for troubleshooting or educational purposes.
Default Settings: Pre-configured with practical defaults (e.g., September 2025 dates) for immediate use.
How to Use
Add the indicator to your TradingView chart.
Adjust the anchor dates and times for each VWAP (VWAP 1, VWAP 2, VWAP 3) via the input settings.
Select custom colors for each VWAP line to differentiate them on the chart.
Enable Debug Mode if needed to verify time alignment.
Analyze price movements relative to the anchored VWAPs to identify support, resistance, or trend shifts.
Benefits
Ideal for swing traders and long-term analysts who need to anchor VWAP to significant price levels or events.
Enhances decision-making by comparing multiple VWAPs from different anchor points.
Fully compatible with TradingView’s Pine Script v6 for smooth performance.
This indicator is perfect for traders looking to deepen their market analysis with a flexible, multi-VWAP approach. Share your feedback or custom setups in the comments!
Multi-Timeframe VWAP Strategy [JARUTIR]Multi-Timeframe VWAP with Price Above VWAP Marker
This indicator allows you to view the Volume-Weighted Average Price (VWAP) across multiple timeframes on a single chart. The VWAP is a popular technical analysis tool used by traders to determine the average price of an asset weighted by volume. It helps identify the overall market trend and is especially useful for intraday trading.
Key Features :
Multiple Timeframes: Choose from 1-minute, 5-minute, 15-minute, 30-minute, 1-hour, and 1-day VWAPs. You can enable or disable the VWAP for any timeframe based on your preference.
Customizable: Easily toggle on/off the VWAP for each timeframe via checkboxes in the settings.
Price Above VWAP Marker: A clear green up arrow is displayed above the price bar whenever the price is above the current VWAP, helping you quickly spot potential bullish signals.
Flexible & Easy to Use: Adjust the settings for any timeframe and see the VWAPs on your chart without clutter. Whether you are trading in the short term or analyzing longer-term trends, this tool provides you with the flexibility you need.
How to Use :
VWAP as Trend Indicator: The VWAP is commonly used to identify whether the price is trending above or below the average price for the session. Price above the VWAP generally signals bullish momentum, while price below the VWAP can indicate bearish pressure.
Price Above VWAP Marker: The green up arrow is your signal for when the price is above the VWAP, which can be used as a potential entry point for long trades.
Customize Timeframes: Whether you're focusing on ultra-short-term movements (like 1-min or 5-min) or need a broader view (like 1-hour or 1-day), this indicator lets you tailor the analysis to your preferred time horizon.
Ideal For :
Intraday Traders looking for quick signals on different timeframes.
Swing Traders who want to track the overall market trend with multiple VWAP levels.
Scalpers needing to monitor fast price movements alongside volume-weighted averages
Auto Anchored VWAPs for FuturesAbout the Script
This indicator automatically plots five anchored VWAPs based on predefined starting times, offering traders key reference points across multiple timeframes. These starting points are hardcoded and cannot be customized, ensuring consistency across all time zones. Below are the anchored VWAPs and their respective starting times:
NY Session: Starts daily at 9:30 AM EST
Globex: Starts daily at 6:00 PM EST
Weekly: Resets every Sunday at 6:00 PM EST
Monthly: Anchored to the first session of the month at 6:00 PM EST
Yearly: Anchored to the first session of the year at 6:00 PM EST
How to Use the Script
1) Add the script to your chart.
2) Select the appropriate Daylight Savings Time format.
3) Customize the visual appearance to your preference.
4) Click "OK" to apply the changes.
Once configured, the VWAP levels will automatically adjust based on the predefined timeframes.
How the Script Works
The script calculates and plots anchored VWAPs at the predefined starting times listed above. As each session, week, month, and year progresses, the corresponding VWAP is recalculated and updated on the chart, providing traders with dynamic insights into market trends and volume-weighted price action.
