Volume Weighted Average Price (VWAP) - TradingView
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by JaxonJackFX31VWAP Zone Tracker Mag 7Enjoy. This trackes where the mag7 is based on the VWAP wave systemPine Script® indicator
by mustafaL1Asia Session Liquidity + Weekly VWAP Strategy v21. Market Bias (Trend Filter) The core of the strategy is the Weekly VWAP (Volume Weighted Average Price): Price above VWAP: Look for LONG signals only (Buy). Ignore all sell signals. Price below VWAP: Look for SHORT signals only (Sell). Ignore all buy signals. 2. Identifying the "Trap" (Liquidity) The strategy waits for the market to make a false move to hunt stops (Liquidity Grab): For LONG: Price must drop below the Asia Low (the minimum of the 00:00–08:00 UTC session) or an H4 BS LIQ (Buy-Side Liquidity) level. For SHORT: Price must rise above the Asia High (the maximum of the 00:00–08:00 UTC session) or an H4 SS LIQ (Sell-Side Liquidity) level. 3. Entry Condition (The Confirmation) Simply breaking the level is not enough. The script waits for a confirmed Liquidity Grab: The price must pierce the level (break it) but then close back inside the range, leaving a wick/shadow behind. This indicates that institutional players have "flushed out" retail stops and the price is ready to reverse. 4. Trading Hours (The Killzones) The best results occur after 08:00 UTC (London Open) and during the New York session. The Asia Session (00:00–08:00 UTC) is used only to build liquidity (set the levels). The script does not generate entry signals during this time because the "trap" is still being set. How to use it in practice: Check the Dashboard: If it says "BULLISH," wait for the price to drop to the blue line (Asia Low). Wait for the Signal: When a green triangle (LONG) appears under a candle, it means liquidity was grabbed and the price closed back above the level. Take Profit (TP): Usually the opposite side of the Asia range (e.g., if you entered at the Low, target the High) or the Weekly VWAP. Stop Loss (SL): A few pips below the wick of the candle that grabbed the liquidity. This is a "Smart Money" approach—you don't chase the breakout; you wait for the market to "fake out" other traders and then join the reversal.Pine Script® indicator
by przemo28g7Magnet Map: AVWAP + Locked HVNs & LVNsMagnet Map: AAVWAP + Locked HVNs & LVNs Magnet Map is a price-structure indicator designed to reveal where the market is statistically most likely to pause, react, or accelerate. It combines Daily VWAP, High-Volume Nodes (HVNs), and Low-Volume Nodes (LVNs) into a clean visual map of intraday “price magnets” and liquidity voids. The indicator is intended to do one thing: highlight where price is likely to gravitate toward and where it may move quickly through to better gauge breakouts versus false flags that end up reversing. Core Concepts: All calculations work across all timeframes, but given its VWAP-focused nature, 5M, 15M, 30M and 1H charts work best, but has toggle features for everything, including number of bars or minutes to look back. VWAP is auto anchored to the start of each day. High-Volume Nodes (HVNs) HVNs represent price levels where large amounts of volume have traded within the customized lookback window. The indicator identifies HVNs by scanning historical volume distribution and selecting the highest-volume price bins. (Not as accurate as real GEX/VEX data as it's not retrievable by TradingView just yet), but it has given a close approximation for much of my trading which has helped avoid making scalp plays only to see the setup invalidated by a key price point, i.e. SPY at $675, QQQ at $600, NVDA at $190, etc. For anyone unfamiliar, these areas tend to act as price magnets where market makers either absorb the momentum, or have to buy back in, creating a gamma flip/squeeze-like condition. Key features: • Adjustable number of HVNs • Optional strike-price snapping to round levels • Minimum spacing logic to prevent clustering • Optional zone bands based on ATR Low-Volume Nodes (LVNs) LVNs represent thinly traded areas, and for anyone unfamiliar, are usually described as liquidity gaps or air pockets. The indicator performs the following two steps: 1. Build a Volume Distribution The highest and lowest prices in the lookback window are found, and the entire price range is divided into a configurable number of price bins. Each bar’s typical price (HLC3) is assigned to one of these bins, and the bar’s volume is added to that bin. (Simply put, this creates a simplified volume profile histogram of where trading activity has occurred, almost acting opposite to how a standard VRVP would make accumulate data to find high volume areas). 2. Identify Low-Volume Areas Once the histogram is built, the script searches for bins with the lowest accumulated volume. These bins represent price levels where very little trading occurred, which often correspond to: • Liquidity gaps • Fast-moving price areas • Breakout acceleration zones These create LVNs that signal on your chart. 3. Maintain Consistent Structure To keep the levels it signals meaningful, readable, and not constantly moving, several filters are applied: Zero-volume filtering (optional) Bins with zero volume can be ignored to prevent selecting artificial gaps. Minimum spacing rules LVNs must be separated by a minimum distance determined by one of three modes: • Grid multiple (based on strike increments) • Fixed dollar distance • ATR-based spacing HVN separation LVNs can optionally be prevented from appearing too close to HVNs. 4. Price Level Placement The final LVN level is placed at the center of the selected bin. If grid snapping is enabled, the level is rounded to the nearest strike or round price increment (e.g., $0.50, $1, $5). Personally, I look at LVNs as the "path of least resistance;" not much price action at those levels, giving signals that nobody is going to go bankrupt if the price moves through those levels towards an HVN. HVNs are where hedge funds go bankrupt if not attended to properly, giving rise to big rejection levels as well as clearing significant breakout levels. Level Locking Magnet Map avoids dynamically constant shifting zones with a configurable locking logic, allowing levels to stabilize after the early session. Lock options: • Lock after X minutes • Lock after X bars • Never lock (fully dynamic) Once locked, HVN and LVN levels remain fixed for the rest of the session. Toggleable Filtering for Chart Clarity/Ease of Access Grid Snap • Optionally align levels to common strike increments ($0.50 / $1 / $2.50 / $5 etc. intended to behave as PTs with the highest OI. Can't backtest against OI directly without manually doing it, but it aligns almost perfectly with the highest volume areas on a VRVP across multiple indices and stocks, from MAG7 names to highly liquid penny stocks) Minimum Spacing Levels can be filtered using: • Grid multiples • Fixed dollar spacing • ATR-based spacing Zone Visualization Each level can display an ATR-based band, creating a realistic reaction zone rather than a single line. How To (And Who Should) Use This: Day traders and short-term options traders who want a quick view of where liquidity and structure are concentrated: Mean Reversion when price returns to VWAP or HVN Target Projection when price moves from an LVN toward an HVN Support / Resistance at the HVN levels (particularly the $2.50 and $5 spacing for indices and other big names) Breakout Validation when price either enters an LVN or clears a previously rejected HVN.Pine Script® indicator
by TylerisTrading8EMA Momentum Cloud - VWAPA clean, fully customizable trend-following indicator that combines multiple EMAs with a dynamic momentum cloud to help you quickly identify trend direction and strength at a glance. What it includes: 4 Configurable EMAs — Plot up to four EMAs with individually adjustable lengths, colors, and visibility toggles. Defaults to the classic 9, 21, 50, and 200 but can be set to anything you need. Momentum Cloud — A shaded fill between any two of your four EMAs. The cloud turns green when the upper EMA is above the lower (bullish momentum) and red when it flips below (bearish momentum). Great for spotting trend shifts at a glance without cluttering your chart. VWAP — An intraday Volume Weighted Average Price line with a customizable color and width. Automatically hides itself on Daily and higher timeframes where VWAP is not meaningful, so you never have to toggle it manually when switching timeframes. How to use it: Use the momentum cloud as your primary trend filter — trade in the direction of the cloud color Watch for price interacting with the 50 or 200 EMA for support/resistance confluences Use VWAP as a dynamic intraday reference for value and institutional price levels Combine cloud color with EMA alignment (all stacked in order) for high-conviction setups Fully customizable — all colors, lengths, and visibility options are accessible directly from the settings panel.Pine Script® indicator
by bangfiles7SMC Crypto Swing Sniper (MTF Edition)The "SMC Crypto Swing Sniper" is an hybrid trading system. It´s evolved it from a pure price-action script into a data-driven order flow and momentum powerhouse. 1. The Macro Compass (Trend & Momentum) Moving away from guessing candle patterns to using hard data: The 4H Dashboard: Tracks Bitcoin, BTC Dominance, USDT Dominance, and your current ticker on a fixed 4H basis. It combines Trend (EMA crossover), RSI, MACD, and ADX/DMI. This instantly tells you if the market has real momentum (BULL/BEAR when ADX > 25) or is just chopping sideways (WEAK when ADX < 25). Fixed Moving Averages: The 4H EMA 50, 4H WMA 200, and the Monthly VWAP dictate your overall macro bias. They are your ultimate directional filter (e.g., only look for long setups if the price is above these levels). 2. The Battlefield (SMC Zones & S/R) This is the Price Action core that tells you exactly WHERE to look for trades: Static 1H Price Filter: Three horizontal lines (Resistance / Mid / Support) that strictly lock onto the high, low, and average of the last 50 hours, regardless of what timeframe you are currently viewing. This is your local playing field. Clean Order Blocks & FVGs: The script dynamically draws institutional zones with an elegant 80% transparency and no borders. They auto-delete to keep your chart clean only when truly invalidated (price breaking completely through an OB or fully filling a gold FVG). Market Structure: Automated BOS (Break of Structure) and CHoCH (Change of Character) lines pinpoint local trend shifts. 3. The Order Flow Trigger (Sniper Execution) Here, we measure real money exchanging hands to time the entry: Whale Volume: Candles paint white when the volume spikes 200% above the 20-period moving average, highlighting Smart Money stepping in. Rolling CVD (Cumulative Volume Delta): Your strongest weapon. Instead of endlessly adding volume history, it uses a rolling 21-bar period with a sharp sensitivity (Fractal = 2). When price makes a new low, but selling pressure is visibly dying out in the CVD, the script prints a Divergence Arrow. This is your early warning system! Your Trading Workflow Summarized: Check the Dashboard/MAs for direction -> Wait for price to tap an SMC Zone or 1H S/R line -> Pull the trigger when CVD Divergence or Whale Volume confirms the reversal.Pine Script® indicator
by socke1986Updated 296VWAP Breakout Retest Trend StrategyStrategy Idea This strategy focuses on trading continuation moves that occur after price breaks away from the Volume Weighted Average Price (VWAP) and then retests it. VWAP is commonly used to represent the average traded price during a session. When price moves away from this level and later returns to it, the area can act as a dynamic support or resistance level. The script attempts to capture trend continuation when price breaks VWAP and then confirms the move with a retest. How the Strategy Works 1. VWAP Breakout The first step is identifying when price moves above or below the VWAP line. Price crossing above VWAP suggests bullish momentum. Price crossing below VWAP suggests bearish momentum. This initial move signals potential directional interest. 2. Retest Confirmation Instead of entering immediately on the breakout, the strategy waits for price to pull back toward VWAP. This retest helps confirm whether the VWAP level is acting as support or resistance. 3. Trend Alignment To reduce counter-trend trades, a trend filter using an exponential moving average (EMA) is applied. Price above the trend EMA favors long trades. Price below the trend EMA favors short trades. 4. Risk Management Stop-loss and take-profit levels are based on ATR (Average True Range). This allows exits to adapt to market volatility rather than using fixed distances. Key Features VWAP-based market structure Retest confirmation before entry Trend filter using EMA ATR-based dynamic risk management Designed for testing and educational purposes When This Strategy May Work Better This type of approach may perform better in: intraday trending markets instruments with strong liquidity sessions where price frequently reacts to VWAP levels It may perform less effectively during low-volatility or sideways market conditions.Pine Script® strategy
by AIScripts7MES Etap 0EN: One indicator replacing seven. Designed for learning to read the market and exporting clean data for AI analysis. What's inside: Session VWAP with standard deviation bands (1σ, 2σ) EMA 8, 20, 50, 200 with proper column names in CSV export ATR(14) and RVOL (relative volume) in Data Window Cross-asset data: VIX, NQ, RTY, US10Y, DXY on every candle Live data table in the top-right corner (optional) Why this exists: TradingView's CSV export labels default EMA indicators as "Plot". Four EMAs = four "Plot" columns and you can't tell which is which. This indicator solves that: every column has a readable name (EMA_8, EMA_20, VWAP, ATR_14, VIX, NQ...). One export = complete data record ready for analysis. Who it's for: MES/ES traders building an R&D system with AI. Readers of the "Bractwo Rynku" book series. Anyone who wants clean, labeled data exports from TradingView. Editable parameters: EMA, ATR, RVOL periods, VWAP band multipliers, toggle table and bands on/off. Takes 1 indicator slot. On Essential plan (limit 5) you still have room for Volume and more. Open source. Repo: github.com/Badmike81/bractworynku-etap0 Pine Script® indicator
by nowickivet2Market Session AVWAPAuto-resetting Anchored VWAP for Asia, Europe, and US sessions + US Previous Day. Zero setup, works out of the box. █ WHAT IT DOES Four Anchored VWAPs that auto-reset daily at each session open: 🟠 ASIA — 00:00 UTC (Globex rollover / Tokyo) 🔵EUROPE — 08:00 UTC (European cash open) 🟢 USA — 15:30 UTC (US cash open / 9:30 ET) 🟢 USA PD — Previous day US session (anchored from yesterday's 15:30) Each session AVWAP only appears when its session has started today. No stale data from yesterday bleeding into the morning. █ USA PREVIOUS DAY — WHY IT MATTERS The USA PD line is not a static level — it's a live AVWAP anchored from yesterday's 15:30 that keeps digesting volume. It shows where yesterday's US institutional flow is still pulling price. When today's USA AVWAP crosses the previous day's, you're looking at an intraday regime change. █ HOW TO READ IT - Price holding above a session AVWAP → that session's participants are in control - Session AVWAPs stacking (Asia < EU < USA) → trend alignment across sessions - Compression between session AVWAPs → coiling, expansion coming - USA crossing USA PD → regime shift, the new session is taking over from yesterday's flow - Confluence of session AVWAP with key structural levels → high-probability reaction zone █ WORKS BEST WITH Recommended in combination with GEX indicators to identify significant intra/inter-session confluences. When a session AVWAP aligns with a GEX wall, that's where structure meets flow — and that's where the real trades happen. █ SETTINGS Session times are fully configurable (UTC). Default values match standard market hours. All four lines can be toggled independently. Price source selectable (HLC3 default). Alerts included: • Price crosses USA AVWAP • Price crosses USA Previous Day AVWAP • USA crosses USA PD (regime change signal) █ NO SETUP REQUIRED Just add to chart. Sessions auto-detect, auto-reset at midnight. No dates to change, no anchors to drag. It just works. Pine Script® indicator
by TLADe_TradeLikeaDealer19Initial Balance + Triple VWAPProduces Initial Balance as well as a Triple VWAP. This indicator works well with Auction Market Theory based strategies, An example and ideal setup is: Initial Balance = First 60 minutes of session open (1.5x, 2x) VWAP 1 = Session (1σ, 2σ) VWAP 2 = Weekly (1σ) VWAP 3 = Monthly (1σ)Pine Script® indicator
by KravexlUpdated 5Anchored VWAP by Time (MatteoArroz)This script builds off of the "Anchored VWAP by Time" from Math by Thomas. I have made the following changes: 1. Update input.time so confirm=true rather than setting a hard coded start time. When you choose from indicators/favorites this will prompt you to choose a time on the chart and that time will be used even if it is on a one minute chart. 2. Made it so the time will show in the status bar, though due to restrictions of TradingView that time will be in UTC. Having it in the status bar though will make it more clear which indicator is for which time in the event you want to hide or delete a specific copy of the indicator. Pine Script® indicator
by MatteoArrozUpdated 4RVWAP Mean Reversion StrategyAfter reading "Everyone uses VWAP wrong" by EdgeTools I had to built a quick Rolling VWAP Mean Reversion Strategy. I took the TradingView Rolling VWAP indicator and defined simple long and short entry conditions. The strategy takes long positions if we dip below the lower band of the RVWAP standard deviation and then crossover and close above. For shorts, if we crossunder and close below the upper band, we enter a short trade. For both longs and shorts we exit the position after crossing the RVWAP. The strategy quickly showed its amazing potential. By tweaking the rolling period and the first standard deviation, you can create some amazing backtests. High win rates are usual and expected, as price always returns to the volume weighted mean average. Depending on the configuration, the Sharp and Sortino ratio indicate a real edge. Though fast declines and rises in the underlying asset may result in bigger drawdowns. I built in the possibility to chose which direction you want to trade. So you can go only long or only short. I also included a tool to define your own backtesting range, as the inbuilt tradingview backtester isn't optimized for that in my opinion. I highly encourage you, to take the code, make a copy and add your own ideas. You may want to have different standard deviations for long and short entries, or you want to define entries with simple crosses. The code is easily edited as long as you don't touch the indicator. If you got this far reading you absolutely must look into "Everyone uses VWAP wrong"!Pine Script® strategy
by vvedding28OB + Big Trades Signal# OB + Big Trades Signal Indicator ## Overview The **OB + Big Trades Signal** indicator combines three powerful concepts into a single, clean signal layer: **Volume-based Order Blocks**, a **Big Trades (Whale) Detector**, and a **Daily VWAP filter**. A signal is only generated when all three conditions align — significantly reducing noise and increasing the quality of each entry. --- ## How It Works ### 1. Order Blocks with Volume Order Blocks are price zones where a consolidation phase was followed by a strong breakout candle with above-average volume. These zones represent areas where institutional participants placed significant orders, and price tends to react when revisiting them. - **Bullish Order Block** — forms when a consolidation is broken to the upside with high volume. Marks potential support / demand zones. - **Bearish Order Block** — forms when a consolidation is broken to the downside with high volume. Marks potential resistance / supply zones. Order Blocks are automatically removed ("mitigated") when price trades through them, keeping the chart clean and relevant. ### 2. Big Trades Detector The Big Trades component analyzes intrabar volume intensity using a statistical model. It splits each candle's volume into estimated **buy pressure** and **sell pressure** based on the candle's close position within its range. A trade is classified as a "Big Trade" when its volume deviates significantly from the recent average — specifically beyond a configurable multiple of the standard deviation (sigma). - **Big Buy** — abnormally high buying pressure on the current bar - **Big Sell** — abnormally high selling pressure on the current bar Three tiers of intensity are detected (T1, T2, T3), with T3 representing the most extreme whale activity. ### 3. Daily VWAP Filter The Volume Weighted Average Price (VWAP) resets every day at 00:00 UTC. It acts as a directional bias filter: - Price **above** VWAP → bullish bias → only Long signals are allowed - Price **below** VWAP → bearish bias → only Short signals are allowed --- ## Signal Logic | Signal | Conditions Required | |--------|-------------------| | **LONG** | Big Buy detected + Price near/inside a Bullish Order Block + Price above Daily VWAP | | **SHORT** | Big Sell detected + Price near/inside a Bearish Order Block + Price below Daily VWAP | All three conditions must be true simultaneously for a signal to appear. --- ## Settings ### Order Blocks | Parameter | Description | |-----------|-------------| | Consolidation Lookback | Number of bars to evaluate for consolidation detection | | Breakout Threshold % | Minimum breakout strength required to form an Order Block | | Maximum Order Blocks | Maximum number of active Order Blocks shown on the chart | | OB Proximity % | How close (in %) price must be to an Order Block to trigger a signal | ### Volume (Order Blocks) | Parameter | Description | |-----------|-------------| | Volume Calculation Method | Simple, Relative, or Weighted volume comparison | | Volume Lookback Period | Lookback for average volume calculation | | Volume Threshold Multiplier | Minimum volume multiple required to confirm an Order Block | ### Big Trades Detector | Parameter | Description | |-----------|-------------| | Lookback Period | Baseline period for statistical volume analysis | | Sensitivity (Sigma) | Standard deviation multiplier — higher = fewer but more extreme signals | ### VWAP & Display | Parameter | Description | |-----------|-------------| | Show Daily VWAP | Toggle VWAP line visibility | | VWAP Color | Color of the VWAP line | | Show Order Blocks | Toggle Order Block boxes on/off | ### Signal Labels | Parameter | Description | |-----------|-------------| | Long / Short Label Color | Background color of the signal label | | Long / Short Text Color | Text color of the signal label | | Label Size | Tiny / Small / Normal / Large / Huge | | Background Highlight | Tints the bar background when a signal fires | ### Alert Options | Parameter | Description | |-----------|-------------| | Signal Direction | Filter alerts to Long + Short, Only Long, or Only Short | | Push Notification | Sends a push alert via `alert()` directly — no manual alert setup needed | | Enable Time Window | Restricts alerts to a defined time range | | From / To Hour & Minute (UTC) | Start and end of the active alert window in UTC | > **Time zone note:** The time window runs in UTC. Adjust for your local time zone when setting the hours (e.g. CET = UTC+1, so subtract 1 hour). --- ## Alerts Available The indicator provides **9 alert conditions** selectable in the TradingView alert dialog: 1. `LONG – OB + Big Buy + VWAP` — Full Long signal (all filters active) 2. `SHORT – OB + Big Sell + VWAP` — Full Short signal (all filters active) 3. `Signal (Long or Short)` — Either direction 4. `Big Buy detected (unfiltered)` — Big Buy only, no OB/VWAP filter 5. `Big Sell detected (unfiltered)` — Big Sell only, no OB/VWAP filter 6. `Price in Bullish OB Zone (above VWAP)` — Price enters demand zone 7. `Price in Bearish OB Zone (below VWAP)` — Price enters supply zone 8. `Price crosses VWAP upward` — Bullish VWAP crossover 9. `Price crosses VWAP downward` — Bearish VWAP crossover All signal alerts include an **anti-spam filter** — each alert fires only once per bar regardless of how many ticks meet the condition. --- ## Tips & Recommendations - **Timeframe:** Works best on 5m–1h charts. Lower timeframes produce more signals; higher timeframes produce fewer but more significant ones. - **Sensitivity tuning:** Start with Sigma = 3.0. Increase to 3.5–4.0 for stricter, less frequent signals. Decrease to 2.0–2.5 for more activity. - **OB Proximity:** Set tighter (0.05–0.10%) for precise entries, wider (0.20–0.30%) if you want signals slightly ahead of the zone. - **Push alerts:** Enable the Push Notification toggle and set your time window to only receive alerts during your active trading hours — no noise outside your session. - **Combine with trend context:** For best results, trade Long signals during uptrends and Short signals during downtrends on a higher timeframe. --- ## Disclaimer This indicator is a tool to assist analysis and does not constitute financial advice. Past signal performance is not indicative of future results. Always use proper risk management. Pine Script® indicator
by kle1ngeistlich55TRSI Div+ combines RSI overbought/oversold context, regular + hidden divergence signals, and a trend “ribbon” filter into one clean overlay. Divergences are drawn directly on price: Bullish Divergence (price makes a lower low while RSI makes a higher low) Bearish Divergence (price makes a higher high while RSI makes a lower high) Hidden Bullish / Hidden Bearish divergences (trend-continuation variants) Pivot dots help visualize the swing points used to confirm divergence. Optional OB/OS bar tint highlights potential exhaustion zones. The Ribbon Trend provides a quick visual read on market direction (up / down / neutral) and can be used as a confirmation filter. Multiple themes let you quickly change the look of all plotted elements. Note: This indicator is for educational and informational purposes only and does not constitute financial advice. Always manage risk. 4 Ways to Use It for Trading Bullish #1 | Bullish Divergence + Ribbon Flip (Reversal Entry) Setup Price prints a lower low RSI prints a higher low → Bull Div prints Ribbon transitions to Up (or at least neutral) Trade idea Entry: On the next bullish candle close after the divergence prints, ideally as ribbon turns up. Stop: Below the divergence swing low. Target: Prior swing high / resistance or trail as ribbon stays up. Bullish #2 | Hidden Bullish Divergence (Trend Continuation) Setup Ribbon is Up Price makes a higher low RSI makes a lower low → Hid Bull prints Trade idea Entry: On a break above the candle that forms after the hidden divergence. Stop: Below the higher-low pivot. Target: New high extension, or scale out at prior highs while ribbon remains up. Bearish #1 | Bearish Divergence + Ribbon Down (Reversal Entry) Setup Price prints a higher high RSI prints a lower high → Bear Div prints Ribbon transitions to Down (or at least neutral → down) Trade idea Entry: On the next bearish candle close after divergence, ideally with ribbon turning down. Stop: Above the divergence swing high. Target: Prior swing low / support or trail as ribbon stays down. Bearish #2 | Hidden Bearish Divergence (Trend Continuation) Setup Ribbon is Down Price makes a lower high RSI makes a higher high → Hid Bear prints Trade idea Pine Script® indicator
by sudhirfullUpdated 20VWAP Rejection + CISD AlertVWAP Rejection + CISD Alert — Full Backtest Table + Entry Time Window This powerful intraday ICT-style indicator automatically detects high-probability VWAP Rejection + CISD setups and gives you everything you need to trade them with precise risk management. Strategy Rules (all must align): VWAP Rejection: Candle body fully above VWAP (bullish) or below VWAP (bearish) with a wick touching VWAP. CISD Confirmation: Strong reversal candle after minimum consecutive opposite candles (default 2), breaking the prior high/low, and occurring within max bars after rejection (default 2). Extra Filters: CISD candle must open above VWAP (longs) or below VWAP (shorts). CISD candle must close above/below your chosen Moving Average (SMA/EMA/WMA/VWMA – fully adjustable). Entry: At the open of the very next candle after CISD confirmation. Stop Loss: Choose between: Open of the CISD candle (original) Extreme wick of the VWAP rejection candle (low for longs / high for shorts) Take Profit: User-defined multiplier (default 2R) from entry. Visuals & Tools: Small REJ↑ / REJ↓ labels on rejection candles Large lime/fuchsia CISD↑ / CISD↓ triangles on confirmation Detailed ENTRY LONG/SHORT labels showing exact Open, SL, and TP prices Horizontal lines (Entry dashed blue, SL red, TP green) starting at the CISD candle and automatically stopping when price hits SL or TP Yellow TP and Blue SL hit triangles marking exact exit candles Live Performance Table (top-right) showing: Total Trades Wins / Losses Win Rate % Current TP Multiplier Key Inputs: CISD Settings: Min consecutive candles, Max bars after rejection Risk Management: TP Multiplier, SL Placement (2 options) Moving Average Filter: Length + Type (SMA/EMA/WMA/VWMA) Time Filter: Entry Time Window (default 8:00–11:00 AM EST) Visual toggles for labels, lines, and CISD shapes Alerts: Set alerts on “CISD Confirmed → LONG Setup” or “SHORT Setup”. Alerts fire the moment the CISD candle closes — perfect timing to enter at the next open. Ideal for 1m–15m charts on indices, forex, and futures. Combines classic VWAP rejection with ICT CISD concepts plus strict filters for cleaner, higher-probability trades.Pine Script® indicator
by Resonant_Trader59VWAP slope (normalized)**Normalized VWAP Slope (Session-Based Regime Filter)** This indicator measures the slope of the session VWAP using a linear regression model and normalizes it by ATR. The goal is to identify whether the market is in a **balanced (range) state** or in a **directional (trend / discovery) state**. The script calculates the slope of the VWAP regression line over a configurable lookback period and divides it by the current ATR value. This normalization makes the slope comparable across different instruments and volatility environments. To avoid unstable readings at the start of a session, the indicator includes a **warm-up filter** that ignores the first N bars after the daily session reset. **How it works** 1. Session VWAP is calculated using TradingView's built-in VWAP function. 2. A linear regression is applied to the VWAP over the selected lookback length. 3. The difference between consecutive regression values produces the VWAP slope. 4. The slope is normalized by ATR to account for changing volatility. 5. During the warm-up period after the session reset, values are suppressed to prevent distortions caused by the VWAP initialization. **Interpretation** The normalized slope represents how steep the VWAP is relative to normal market volatility. Typical interpretation: * Values near **0** → VWAP is flat → market is likely in **balance / range** * Moderate positive or negative values → **developing directional bias** * Large absolute values → **strong directional move / information driven market** **Typical threshold usage** Many mean-reversion strategies use thresholds to determine when range trading is allowed. Example guideline: For Intraday Session * `|slope| < 0.01`and |slope| > -0.01 → Balanced market * `|slope| > 0.01`or |slope| < -0.01 → Directional market (range trading discouraged) These thresholds should be adjusted depending on the instrument and timeframe. **Inputs** * **LinReg Length** – Lookback period used for the VWAP regression slope. * **Warm-up Bars** – Number of bars ignored after a new session begins. * **ATR Length** – Period used for volatility normalization. * **Upper / Lower Threshold** – Reference levels used to identify balanced vs directional conditions. **Purpose** This tool is designed primarily as a **market regime filter**, especially useful for strategies that rely on mean reversion around VWAP. By detecting when the VWAP becomes steep relative to normal volatility, traders can avoid applying range strategies during strong directional moves. Pine Script® indicator
by pavliati12Gold Asia VWAP Pullback Trend (Entries + Exits)This strategy trades Gold (GC) during the Asia session using VWAP as a trend anchor. Trades are taken when price pulls back toward VWAP and then resumes in the direction of the prevailing trend. Optional EMA filtering can be used to align trades with broader market direction. The strategy includes configurable risk management with ATR-based or fixed stop losses and profit targets, along with optional session-based exits to avoid holding positions outside the trading window.Pine Script® strategy
by bradenstrock6VWAP NYO DeviationVWAP - Deviation At NYO A clean, real-time overlay indicator that instantly shows how the major liquid markets are opening relative to their developing daily VWAP — plus powerful historical context in one compact table. What the table displays (updated live on every chart): Symbol – ES1!, CL1!, GC1!, 6E1!, BTCUSD Deviation (%) – Today’s RTH open (9:30 AM EST) vs. the VWAP up to that exact moment, expressed as a percentage. → Green background = opening above average deviation → Red background = opening below average deviation Avg Abs Dev (%) – Historical average absolute opening deviation (all completed days on your chart) Touch VWAP % – Percentage of completed trading days where price touched the daily VWAP at least once during Regular Trading Hours (9:30–16:00 EST) Additional features On your main chart symbol, a clean colored label automatically appears at the exact 9:30 AM EST bar showing that symbol’s opening VWAP deviation (green up / red down). Fully automatic EST/New York timezone handling — works on any timeframe and any symbol you’re viewing. Table text size is fully customizable (tiny → large / auto). Best for Futures & BTC day traders who use VWAP as a primary reference Quick cross-market bias check at the open Mean-reversion / VWAP magnet strength analysis Monitoring how “stretched” the open is versus historical norms Simply add the indicator, and the table appears in the top-right corner. The more history loaded on your chart, the more accurate the average deviation and touch percentage become. Perfect companion for any VWAP-based strategy. Enjoy! 🚀Pine Script® indicator
by Resonant_Trader2VWAP First Return Stats TableFirst VWAP Return Half-Hour Table (9:30–4:00 EST) This clean, real-time statistics table shows exactly which 30-minute window has historically been the most common for the first return to daily VWAP during regular trading hours (9:30 AM – 4:00 PM EST). For each of the 5 major instruments (ES1!, CL1!, GC1!, 6E1!, BTCUSD), the table displays the percentage of trading days where the very first touch of the daily volume-weighted average price occurred in each half-hour bucket. Perfect for: VWAP traders & mean-reversion strategies Intraday scalpers looking for high-probability reversion windows Futures & crypto day traders who want data-driven timing edges Key Features 13 precise half-hour buckets from 9:30 all the way to 15:30 (covers the 16:00 close bar) Percentages always sum to 100% for days that touched VWAP at least once by 4:00 PM EST Accurate daily VWAP anchored to EST midnight (same as your main VWAP Deviation Table) Full EST timezone handling — works regardless of your chart timezone Clean black table with customizable text size (tiny → large) Updates live as new days complete Works on any timeframe (1-min to 15-min recommended for best accuracy) Symbols included: ES1! CL1! GC1! 6E1! BTCUSD How to use: Simply add the indicator to any chart. The table appears in the top-right corner and shows historical probabilities instantly. Use it to quickly spot which time window has the highest chance of the first VWAP touch for your favorite symbol — extremely useful for planning entries, exits, or alerts. Combine this with the original “VWAP Deviation Table” for a complete intraday VWAP dashboard. Note: Percentages are calculated from all available historical data. The more days loaded, the more stable the stats become.Pine Script® indicator
by Resonant_Trader3EOL Labs - Paragon HUD v2.2 Heads-Up Display for Trade Readiness───────────────────────────────────────────────────────────── 🧪 EOL Labs • Paragon HUD v2.2 — Heads-Up Display for Trade Readiness ───────────────────────────────────────────────────────────── A three-stage trade readiness system that walks you through the setup process — PREP, ARM, FIRE — so you never jump the gun on a trade that hasn't fully confirmed. ▸ HOW IT WORKS PREP — Conditions are aligning. Bias, slope, and filters agree that a move may be developing near VWAP. ARM — Price has crossed VWAP in the expected direction. Setup is loaded. Wait for the trigger. FIRE — EMA crossover confirms entry. Execute. ▸ KEY FEATURES • Three-stage state machine (PREP → ARM → FIRE) • VWAP proximity band for entries near fair value • T3-smoothed slope confirmation with configurable lookback • Higher-timeframe T3 directional gate (longs require HTF upslope, shorts require HTF downslope — symmetric logic) • OBV momentum filter with optional dynamic volume gate • ATR-based stop loss and risk-multiple take profit levels • Live SL/TP lines on chart (active side only, not spammed) • Floating HUD panel: state, side, entry, SL, TP, R:R, timer • Bar countdown timer shows seconds until current bar closes • Static alertcondition() for TradingView alert dialogs • Dynamic alert() with price levels for webhook automation ▸ RECOMMENDED SETTINGS Works on any instrument and timeframe. Designed for intraday trading on 1m–15m charts with a 60m HTF confirmation gate. Default parameters are tuned for general use — adjust the Bias Gate and ATR Stop multiplier for your instrument's volatility profile. ▸ NON-REPAINTING The HTF security call uses the close + lookahead_on pattern to ensure confirmed-only higher-timeframe data. Dynamic alerts fire only on barstate.isconfirmed.Pine Script® indicator
by I5X-Albatross16AVWAP's by bluepeau.An extension of VWAP indicators by © Texmoonbeam (base indicator: All-In-One Auto Anchored VWAPs), © liquid-trader (donor: Anchored VWAP Auto High & Low — labels, per-anchor source, avg-of-anchors)Pine Script® indicator
by bluepe4u5Pre-Cash Positioning VWAPThis indicator anchors VWAP at statistically significant Globex time windows that frequently precede meaningful directional movement in the NY U.S. futures markets. The anchors begin at: • 19:00 ET (Globex — true liquidity start) • 02:30 ET • 04:30 ET • 08:15 ET While Globex officially opens at 18:00 ET, liquidity participation and meaningful positioning activity often build more consistently beginning around 19:00 ET. This framework focuses on that transition into sustained overnight flow. By tracking volume-weighted value from each of these reference points, the indicator provides a structured view of overnight positioning and evolving fair value as the market approaches and moves through the New York cash session. Rather than relying on a single session VWAP, the collective structure of these anchored VWAPs reveals: • Where inventory was accumulated • Where value migrated overnight • Whether price is extended or balanced into the cash open • How positioning aligns (or conflicts) with NY session flowPine Script® indicator
by david80810Pre-Cash Positioning VWAPThis indicator anchors VWAP at statistically significant Globex time windows that frequently precede meaningful directional movement in the NY U.S. futures markets. The anchors begin at: • 19:00 ET (Globex — true liquidity start) • 02:30 ET • 04:30 ET • 08:15 ET While Globex officially opens at 18:00 ET, liquidity participation and meaningful positioning activity often build more consistently beginning around 19:00 ET. This framework focuses on that transition into sustained overnight flow. By tracking volume-weighted value from each of these reference points, the indicator provides a structured view of overnight positioning and evolving fair value as the market approaches and moves through the New York cash session. Rather than relying on a single session VWAP, the collective structure of these anchored VWAPs reveals: • Where inventory was accumulated • Where value migrated overnight • Whether price is extended or balanced into the cash open • How positioning aligns (or conflicts) with NY session flowPine Script® indicator
by david808Updated 17Show more publications1234567891011121314151617181920212223242526999
- Indicators and strategies
- Technical Indicators
- Volume
- Volume Weighted Average Price (VWAP)
by JaxonJackFX31VWAP Zone Tracker Mag 7Enjoy. This trackes where the mag7 is based on the VWAP wave systemPine Script® indicatorby mustafaL1Asia Session Liquidity + Weekly VWAP Strategy v21. Market Bias (Trend Filter) The core of the strategy is the Weekly VWAP (Volume Weighted Average Price): Price above VWAP: Look for LONG signals only (Buy). Ignore all sell signals. Price below VWAP: Look for SHORT signals only (Sell). Ignore all buy signals. 2. Identifying the "Trap" (Liquidity) The strategy waits for the market to make a false move to hunt stops (Liquidity Grab): For LONG: Price must drop below the Asia Low (the minimum of the 00:00–08:00 UTC session) or an H4 BS LIQ (Buy-Side Liquidity) level. For SHORT: Price must rise above the Asia High (the maximum of the 00:00–08:00 UTC session) or an H4 SS LIQ (Sell-Side Liquidity) level. 3. Entry Condition (The Confirmation) Simply breaking the level is not enough. The script waits for a confirmed Liquidity Grab: The price must pierce the level (break it) but then close back inside the range, leaving a wick/shadow behind. This indicates that institutional players have "flushed out" retail stops and the price is ready to reverse. 4. Trading Hours (The Killzones) The best results occur after 08:00 UTC (London Open) and during the New York session. The Asia Session (00:00–08:00 UTC) is used only to build liquidity (set the levels). The script does not generate entry signals during this time because the "trap" is still being set. How to use it in practice: Check the Dashboard: If it says "BULLISH," wait for the price to drop to the blue line (Asia Low). Wait for the Signal: When a green triangle (LONG) appears under a candle, it means liquidity was grabbed and the price closed back above the level. Take Profit (TP): Usually the opposite side of the Asia range (e.g., if you entered at the Low, target the High) or the Weekly VWAP. Stop Loss (SL): A few pips below the wick of the candle that grabbed the liquidity. This is a "Smart Money" approach—you don't chase the breakout; you wait for the market to "fake out" other traders and then join the reversal.Pine Script® indicatorby przemo28g7Magnet Map: AVWAP + Locked HVNs & LVNsMagnet Map: AAVWAP + Locked HVNs & LVNs Magnet Map is a price-structure indicator designed to reveal where the market is statistically most likely to pause, react, or accelerate. It combines Daily VWAP, High-Volume Nodes (HVNs), and Low-Volume Nodes (LVNs) into a clean visual map of intraday “price magnets” and liquidity voids. The indicator is intended to do one thing: highlight where price is likely to gravitate toward and where it may move quickly through to better gauge breakouts versus false flags that end up reversing. Core Concepts: All calculations work across all timeframes, but given its VWAP-focused nature, 5M, 15M, 30M and 1H charts work best, but has toggle features for everything, including number of bars or minutes to look back. VWAP is auto anchored to the start of each day. High-Volume Nodes (HVNs) HVNs represent price levels where large amounts of volume have traded within the customized lookback window. The indicator identifies HVNs by scanning historical volume distribution and selecting the highest-volume price bins. (Not as accurate as real GEX/VEX data as it's not retrievable by TradingView just yet), but it has given a close approximation for much of my trading which has helped avoid making scalp plays only to see the setup invalidated by a key price point, i.e. SPY at $675, QQQ at $600, NVDA at $190, etc. For anyone unfamiliar, these areas tend to act as price magnets where market makers either absorb the momentum, or have to buy back in, creating a gamma flip/squeeze-like condition. Key features: • Adjustable number of HVNs • Optional strike-price snapping to round levels • Minimum spacing logic to prevent clustering • Optional zone bands based on ATR Low-Volume Nodes (LVNs) LVNs represent thinly traded areas, and for anyone unfamiliar, are usually described as liquidity gaps or air pockets. The indicator performs the following two steps: 1. Build a Volume Distribution The highest and lowest prices in the lookback window are found, and the entire price range is divided into a configurable number of price bins. Each bar’s typical price (HLC3) is assigned to one of these bins, and the bar’s volume is added to that bin. (Simply put, this creates a simplified volume profile histogram of where trading activity has occurred, almost acting opposite to how a standard VRVP would make accumulate data to find high volume areas). 2. Identify Low-Volume Areas Once the histogram is built, the script searches for bins with the lowest accumulated volume. These bins represent price levels where very little trading occurred, which often correspond to: • Liquidity gaps • Fast-moving price areas • Breakout acceleration zones These create LVNs that signal on your chart. 3. Maintain Consistent Structure To keep the levels it signals meaningful, readable, and not constantly moving, several filters are applied: Zero-volume filtering (optional) Bins with zero volume can be ignored to prevent selecting artificial gaps. Minimum spacing rules LVNs must be separated by a minimum distance determined by one of three modes: • Grid multiple (based on strike increments) • Fixed dollar distance • ATR-based spacing HVN separation LVNs can optionally be prevented from appearing too close to HVNs. 4. Price Level Placement The final LVN level is placed at the center of the selected bin. If grid snapping is enabled, the level is rounded to the nearest strike or round price increment (e.g., $0.50, $1, $5). Personally, I look at LVNs as the "path of least resistance;" not much price action at those levels, giving signals that nobody is going to go bankrupt if the price moves through those levels towards an HVN. HVNs are where hedge funds go bankrupt if not attended to properly, giving rise to big rejection levels as well as clearing significant breakout levels. Level Locking Magnet Map avoids dynamically constant shifting zones with a configurable locking logic, allowing levels to stabilize after the early session. Lock options: • Lock after X minutes • Lock after X bars • Never lock (fully dynamic) Once locked, HVN and LVN levels remain fixed for the rest of the session. Toggleable Filtering for Chart Clarity/Ease of Access Grid Snap • Optionally align levels to common strike increments ($0.50 / $1 / $2.50 / $5 etc. intended to behave as PTs with the highest OI. Can't backtest against OI directly without manually doing it, but it aligns almost perfectly with the highest volume areas on a VRVP across multiple indices and stocks, from MAG7 names to highly liquid penny stocks) Minimum Spacing Levels can be filtered using: • Grid multiples • Fixed dollar spacing • ATR-based spacing Zone Visualization Each level can display an ATR-based band, creating a realistic reaction zone rather than a single line. How To (And Who Should) Use This: Day traders and short-term options traders who want a quick view of where liquidity and structure are concentrated: Mean Reversion when price returns to VWAP or HVN Target Projection when price moves from an LVN toward an HVN Support / Resistance at the HVN levels (particularly the $2.50 and $5 spacing for indices and other big names) Breakout Validation when price either enters an LVN or clears a previously rejected HVN.Pine Script® indicatorby TylerisTrading8EMA Momentum Cloud - VWAPA clean, fully customizable trend-following indicator that combines multiple EMAs with a dynamic momentum cloud to help you quickly identify trend direction and strength at a glance. What it includes: 4 Configurable EMAs — Plot up to four EMAs with individually adjustable lengths, colors, and visibility toggles. Defaults to the classic 9, 21, 50, and 200 but can be set to anything you need. Momentum Cloud — A shaded fill between any two of your four EMAs. The cloud turns green when the upper EMA is above the lower (bullish momentum) and red when it flips below (bearish momentum). Great for spotting trend shifts at a glance without cluttering your chart. VWAP — An intraday Volume Weighted Average Price line with a customizable color and width. Automatically hides itself on Daily and higher timeframes where VWAP is not meaningful, so you never have to toggle it manually when switching timeframes. How to use it: Use the momentum cloud as your primary trend filter — trade in the direction of the cloud color Watch for price interacting with the 50 or 200 EMA for support/resistance confluences Use VWAP as a dynamic intraday reference for value and institutional price levels Combine cloud color with EMA alignment (all stacked in order) for high-conviction setups Fully customizable — all colors, lengths, and visibility options are accessible directly from the settings panel.Pine Script® indicatorby bangfiles7SMC Crypto Swing Sniper (MTF Edition)The "SMC Crypto Swing Sniper" is an hybrid trading system. It´s evolved it from a pure price-action script into a data-driven order flow and momentum powerhouse. 1. The Macro Compass (Trend & Momentum) Moving away from guessing candle patterns to using hard data: The 4H Dashboard: Tracks Bitcoin, BTC Dominance, USDT Dominance, and your current ticker on a fixed 4H basis. It combines Trend (EMA crossover), RSI, MACD, and ADX/DMI. This instantly tells you if the market has real momentum (BULL/BEAR when ADX > 25) or is just chopping sideways (WEAK when ADX < 25). Fixed Moving Averages: The 4H EMA 50, 4H WMA 200, and the Monthly VWAP dictate your overall macro bias. They are your ultimate directional filter (e.g., only look for long setups if the price is above these levels). 2. The Battlefield (SMC Zones & S/R) This is the Price Action core that tells you exactly WHERE to look for trades: Static 1H Price Filter: Three horizontal lines (Resistance / Mid / Support) that strictly lock onto the high, low, and average of the last 50 hours, regardless of what timeframe you are currently viewing. This is your local playing field. Clean Order Blocks & FVGs: The script dynamically draws institutional zones with an elegant 80% transparency and no borders. They auto-delete to keep your chart clean only when truly invalidated (price breaking completely through an OB or fully filling a gold FVG). Market Structure: Automated BOS (Break of Structure) and CHoCH (Change of Character) lines pinpoint local trend shifts. 3. The Order Flow Trigger (Sniper Execution) Here, we measure real money exchanging hands to time the entry: Whale Volume: Candles paint white when the volume spikes 200% above the 20-period moving average, highlighting Smart Money stepping in. Rolling CVD (Cumulative Volume Delta): Your strongest weapon. Instead of endlessly adding volume history, it uses a rolling 21-bar period with a sharp sensitivity (Fractal = 2). When price makes a new low, but selling pressure is visibly dying out in the CVD, the script prints a Divergence Arrow. This is your early warning system! Your Trading Workflow Summarized: Check the Dashboard/MAs for direction -> Wait for price to tap an SMC Zone or 1H S/R line -> Pull the trigger when CVD Divergence or Whale Volume confirms the reversal.Pine Script® indicatorby socke1986Updated 296VWAP Breakout Retest Trend StrategyStrategy Idea This strategy focuses on trading continuation moves that occur after price breaks away from the Volume Weighted Average Price (VWAP) and then retests it. VWAP is commonly used to represent the average traded price during a session. When price moves away from this level and later returns to it, the area can act as a dynamic support or resistance level. The script attempts to capture trend continuation when price breaks VWAP and then confirms the move with a retest. How the Strategy Works 1. VWAP Breakout The first step is identifying when price moves above or below the VWAP line. Price crossing above VWAP suggests bullish momentum. Price crossing below VWAP suggests bearish momentum. This initial move signals potential directional interest. 2. Retest Confirmation Instead of entering immediately on the breakout, the strategy waits for price to pull back toward VWAP. This retest helps confirm whether the VWAP level is acting as support or resistance. 3. Trend Alignment To reduce counter-trend trades, a trend filter using an exponential moving average (EMA) is applied. Price above the trend EMA favors long trades. Price below the trend EMA favors short trades. 4. Risk Management Stop-loss and take-profit levels are based on ATR (Average True Range). This allows exits to adapt to market volatility rather than using fixed distances. Key Features VWAP-based market structure Retest confirmation before entry Trend filter using EMA ATR-based dynamic risk management Designed for testing and educational purposes When This Strategy May Work Better This type of approach may perform better in: intraday trending markets instruments with strong liquidity sessions where price frequently reacts to VWAP levels It may perform less effectively during low-volatility or sideways market conditions.Pine Script® strategyby AIScripts7MES Etap 0EN: One indicator replacing seven. Designed for learning to read the market and exporting clean data for AI analysis. What's inside: Session VWAP with standard deviation bands (1σ, 2σ) EMA 8, 20, 50, 200 with proper column names in CSV export ATR(14) and RVOL (relative volume) in Data Window Cross-asset data: VIX, NQ, RTY, US10Y, DXY on every candle Live data table in the top-right corner (optional) Why this exists: TradingView's CSV export labels default EMA indicators as "Plot". Four EMAs = four "Plot" columns and you can't tell which is which. This indicator solves that: every column has a readable name (EMA_8, EMA_20, VWAP, ATR_14, VIX, NQ...). One export = complete data record ready for analysis. Who it's for: MES/ES traders building an R&D system with AI. Readers of the "Bractwo Rynku" book series. Anyone who wants clean, labeled data exports from TradingView. Editable parameters: EMA, ATR, RVOL periods, VWAP band multipliers, toggle table and bands on/off. Takes 1 indicator slot. On Essential plan (limit 5) you still have room for Volume and more. Open source. Repo: github.com/Badmike81/bractworynku-etap0 Pine Script® indicatorby nowickivet2Market Session AVWAPAuto-resetting Anchored VWAP for Asia, Europe, and US sessions + US Previous Day. Zero setup, works out of the box. █ WHAT IT DOES Four Anchored VWAPs that auto-reset daily at each session open: 🟠 ASIA — 00:00 UTC (Globex rollover / Tokyo) 🔵EUROPE — 08:00 UTC (European cash open) 🟢 USA — 15:30 UTC (US cash open / 9:30 ET) 🟢 USA PD — Previous day US session (anchored from yesterday's 15:30) Each session AVWAP only appears when its session has started today. No stale data from yesterday bleeding into the morning. █ USA PREVIOUS DAY — WHY IT MATTERS The USA PD line is not a static level — it's a live AVWAP anchored from yesterday's 15:30 that keeps digesting volume. It shows where yesterday's US institutional flow is still pulling price. When today's USA AVWAP crosses the previous day's, you're looking at an intraday regime change. █ HOW TO READ IT - Price holding above a session AVWAP → that session's participants are in control - Session AVWAPs stacking (Asia < EU < USA) → trend alignment across sessions - Compression between session AVWAPs → coiling, expansion coming - USA crossing USA PD → regime shift, the new session is taking over from yesterday's flow - Confluence of session AVWAP with key structural levels → high-probability reaction zone █ WORKS BEST WITH Recommended in combination with GEX indicators to identify significant intra/inter-session confluences. When a session AVWAP aligns with a GEX wall, that's where structure meets flow — and that's where the real trades happen. █ SETTINGS Session times are fully configurable (UTC). Default values match standard market hours. All four lines can be toggled independently. Price source selectable (HLC3 default). Alerts included: • Price crosses USA AVWAP • Price crosses USA Previous Day AVWAP • USA crosses USA PD (regime change signal) █ NO SETUP REQUIRED Just add to chart. Sessions auto-detect, auto-reset at midnight. No dates to change, no anchors to drag. It just works. Pine Script® indicatorby TLADe_TradeLikeaDealer19Initial Balance + Triple VWAPProduces Initial Balance as well as a Triple VWAP. This indicator works well with Auction Market Theory based strategies, An example and ideal setup is: Initial Balance = First 60 minutes of session open (1.5x, 2x) VWAP 1 = Session (1σ, 2σ) VWAP 2 = Weekly (1σ) VWAP 3 = Monthly (1σ)Pine Script® indicatorby KravexlUpdated 5Anchored VWAP by Time (MatteoArroz)This script builds off of the "Anchored VWAP by Time" from Math by Thomas. I have made the following changes: 1. Update input.time so confirm=true rather than setting a hard coded start time. When you choose from indicators/favorites this will prompt you to choose a time on the chart and that time will be used even if it is on a one minute chart. 2. Made it so the time will show in the status bar, though due to restrictions of TradingView that time will be in UTC. Having it in the status bar though will make it more clear which indicator is for which time in the event you want to hide or delete a specific copy of the indicator. Pine Script® indicatorby MatteoArrozUpdated 4RVWAP Mean Reversion StrategyAfter reading "Everyone uses VWAP wrong" by EdgeTools I had to built a quick Rolling VWAP Mean Reversion Strategy. I took the TradingView Rolling VWAP indicator and defined simple long and short entry conditions. The strategy takes long positions if we dip below the lower band of the RVWAP standard deviation and then crossover and close above. For shorts, if we crossunder and close below the upper band, we enter a short trade. For both longs and shorts we exit the position after crossing the RVWAP. The strategy quickly showed its amazing potential. By tweaking the rolling period and the first standard deviation, you can create some amazing backtests. High win rates are usual and expected, as price always returns to the volume weighted mean average. Depending on the configuration, the Sharp and Sortino ratio indicate a real edge. Though fast declines and rises in the underlying asset may result in bigger drawdowns. I built in the possibility to chose which direction you want to trade. So you can go only long or only short. I also included a tool to define your own backtesting range, as the inbuilt tradingview backtester isn't optimized for that in my opinion. I highly encourage you, to take the code, make a copy and add your own ideas. You may want to have different standard deviations for long and short entries, or you want to define entries with simple crosses. The code is easily edited as long as you don't touch the indicator. If you got this far reading you absolutely must look into "Everyone uses VWAP wrong"!Pine Script® strategyby vvedding28OB + Big Trades Signal# OB + Big Trades Signal Indicator ## Overview The **OB + Big Trades Signal** indicator combines three powerful concepts into a single, clean signal layer: **Volume-based Order Blocks**, a **Big Trades (Whale) Detector**, and a **Daily VWAP filter**. A signal is only generated when all three conditions align — significantly reducing noise and increasing the quality of each entry. --- ## How It Works ### 1. Order Blocks with Volume Order Blocks are price zones where a consolidation phase was followed by a strong breakout candle with above-average volume. These zones represent areas where institutional participants placed significant orders, and price tends to react when revisiting them. - **Bullish Order Block** — forms when a consolidation is broken to the upside with high volume. Marks potential support / demand zones. - **Bearish Order Block** — forms when a consolidation is broken to the downside with high volume. Marks potential resistance / supply zones. Order Blocks are automatically removed ("mitigated") when price trades through them, keeping the chart clean and relevant. ### 2. Big Trades Detector The Big Trades component analyzes intrabar volume intensity using a statistical model. It splits each candle's volume into estimated **buy pressure** and **sell pressure** based on the candle's close position within its range. A trade is classified as a "Big Trade" when its volume deviates significantly from the recent average — specifically beyond a configurable multiple of the standard deviation (sigma). - **Big Buy** — abnormally high buying pressure on the current bar - **Big Sell** — abnormally high selling pressure on the current bar Three tiers of intensity are detected (T1, T2, T3), with T3 representing the most extreme whale activity. ### 3. Daily VWAP Filter The Volume Weighted Average Price (VWAP) resets every day at 00:00 UTC. It acts as a directional bias filter: - Price **above** VWAP → bullish bias → only Long signals are allowed - Price **below** VWAP → bearish bias → only Short signals are allowed --- ## Signal Logic | Signal | Conditions Required | |--------|-------------------| | **LONG** | Big Buy detected + Price near/inside a Bullish Order Block + Price above Daily VWAP | | **SHORT** | Big Sell detected + Price near/inside a Bearish Order Block + Price below Daily VWAP | All three conditions must be true simultaneously for a signal to appear. --- ## Settings ### Order Blocks | Parameter | Description | |-----------|-------------| | Consolidation Lookback | Number of bars to evaluate for consolidation detection | | Breakout Threshold % | Minimum breakout strength required to form an Order Block | | Maximum Order Blocks | Maximum number of active Order Blocks shown on the chart | | OB Proximity % | How close (in %) price must be to an Order Block to trigger a signal | ### Volume (Order Blocks) | Parameter | Description | |-----------|-------------| | Volume Calculation Method | Simple, Relative, or Weighted volume comparison | | Volume Lookback Period | Lookback for average volume calculation | | Volume Threshold Multiplier | Minimum volume multiple required to confirm an Order Block | ### Big Trades Detector | Parameter | Description | |-----------|-------------| | Lookback Period | Baseline period for statistical volume analysis | | Sensitivity (Sigma) | Standard deviation multiplier — higher = fewer but more extreme signals | ### VWAP & Display | Parameter | Description | |-----------|-------------| | Show Daily VWAP | Toggle VWAP line visibility | | VWAP Color | Color of the VWAP line | | Show Order Blocks | Toggle Order Block boxes on/off | ### Signal Labels | Parameter | Description | |-----------|-------------| | Long / Short Label Color | Background color of the signal label | | Long / Short Text Color | Text color of the signal label | | Label Size | Tiny / Small / Normal / Large / Huge | | Background Highlight | Tints the bar background when a signal fires | ### Alert Options | Parameter | Description | |-----------|-------------| | Signal Direction | Filter alerts to Long + Short, Only Long, or Only Short | | Push Notification | Sends a push alert via `alert()` directly — no manual alert setup needed | | Enable Time Window | Restricts alerts to a defined time range | | From / To Hour & Minute (UTC) | Start and end of the active alert window in UTC | > **Time zone note:** The time window runs in UTC. Adjust for your local time zone when setting the hours (e.g. CET = UTC+1, so subtract 1 hour). --- ## Alerts Available The indicator provides **9 alert conditions** selectable in the TradingView alert dialog: 1. `LONG – OB + Big Buy + VWAP` — Full Long signal (all filters active) 2. `SHORT – OB + Big Sell + VWAP` — Full Short signal (all filters active) 3. `Signal (Long or Short)` — Either direction 4. `Big Buy detected (unfiltered)` — Big Buy only, no OB/VWAP filter 5. `Big Sell detected (unfiltered)` — Big Sell only, no OB/VWAP filter 6. `Price in Bullish OB Zone (above VWAP)` — Price enters demand zone 7. `Price in Bearish OB Zone (below VWAP)` — Price enters supply zone 8. `Price crosses VWAP upward` — Bullish VWAP crossover 9. `Price crosses VWAP downward` — Bearish VWAP crossover All signal alerts include an **anti-spam filter** — each alert fires only once per bar regardless of how many ticks meet the condition. --- ## Tips & Recommendations - **Timeframe:** Works best on 5m–1h charts. Lower timeframes produce more signals; higher timeframes produce fewer but more significant ones. - **Sensitivity tuning:** Start with Sigma = 3.0. Increase to 3.5–4.0 for stricter, less frequent signals. Decrease to 2.0–2.5 for more activity. - **OB Proximity:** Set tighter (0.05–0.10%) for precise entries, wider (0.20–0.30%) if you want signals slightly ahead of the zone. - **Push alerts:** Enable the Push Notification toggle and set your time window to only receive alerts during your active trading hours — no noise outside your session. - **Combine with trend context:** For best results, trade Long signals during uptrends and Short signals during downtrends on a higher timeframe. --- ## Disclaimer This indicator is a tool to assist analysis and does not constitute financial advice. Past signal performance is not indicative of future results. Always use proper risk management. Pine Script® indicatorby kle1ngeistlich55TRSI Div+ combines RSI overbought/oversold context, regular + hidden divergence signals, and a trend “ribbon” filter into one clean overlay. Divergences are drawn directly on price: Bullish Divergence (price makes a lower low while RSI makes a higher low) Bearish Divergence (price makes a higher high while RSI makes a lower high) Hidden Bullish / Hidden Bearish divergences (trend-continuation variants) Pivot dots help visualize the swing points used to confirm divergence. Optional OB/OS bar tint highlights potential exhaustion zones. The Ribbon Trend provides a quick visual read on market direction (up / down / neutral) and can be used as a confirmation filter. Multiple themes let you quickly change the look of all plotted elements. Note: This indicator is for educational and informational purposes only and does not constitute financial advice. Always manage risk. 4 Ways to Use It for Trading Bullish #1 | Bullish Divergence + Ribbon Flip (Reversal Entry) Setup Price prints a lower low RSI prints a higher low → Bull Div prints Ribbon transitions to Up (or at least neutral) Trade idea Entry: On the next bullish candle close after the divergence prints, ideally as ribbon turns up. Stop: Below the divergence swing low. Target: Prior swing high / resistance or trail as ribbon stays up. Bullish #2 | Hidden Bullish Divergence (Trend Continuation) Setup Ribbon is Up Price makes a higher low RSI makes a lower low → Hid Bull prints Trade idea Entry: On a break above the candle that forms after the hidden divergence. Stop: Below the higher-low pivot. Target: New high extension, or scale out at prior highs while ribbon remains up. Bearish #1 | Bearish Divergence + Ribbon Down (Reversal Entry) Setup Price prints a higher high RSI prints a lower high → Bear Div prints Ribbon transitions to Down (or at least neutral → down) Trade idea Entry: On the next bearish candle close after divergence, ideally with ribbon turning down. Stop: Above the divergence swing high. Target: Prior swing low / support or trail as ribbon stays down. Bearish #2 | Hidden Bearish Divergence (Trend Continuation) Setup Ribbon is Down Price makes a lower high RSI makes a higher high → Hid Bear prints Trade idea Pine Script® indicatorby sudhirfullUpdated 20VWAP Rejection + CISD AlertVWAP Rejection + CISD Alert — Full Backtest Table + Entry Time Window This powerful intraday ICT-style indicator automatically detects high-probability VWAP Rejection + CISD setups and gives you everything you need to trade them with precise risk management. Strategy Rules (all must align): VWAP Rejection: Candle body fully above VWAP (bullish) or below VWAP (bearish) with a wick touching VWAP. CISD Confirmation: Strong reversal candle after minimum consecutive opposite candles (default 2), breaking the prior high/low, and occurring within max bars after rejection (default 2). Extra Filters: CISD candle must open above VWAP (longs) or below VWAP (shorts). CISD candle must close above/below your chosen Moving Average (SMA/EMA/WMA/VWMA – fully adjustable). Entry: At the open of the very next candle after CISD confirmation. Stop Loss: Choose between: Open of the CISD candle (original) Extreme wick of the VWAP rejection candle (low for longs / high for shorts) Take Profit: User-defined multiplier (default 2R) from entry. Visuals & Tools: Small REJ↑ / REJ↓ labels on rejection candles Large lime/fuchsia CISD↑ / CISD↓ triangles on confirmation Detailed ENTRY LONG/SHORT labels showing exact Open, SL, and TP prices Horizontal lines (Entry dashed blue, SL red, TP green) starting at the CISD candle and automatically stopping when price hits SL or TP Yellow TP and Blue SL hit triangles marking exact exit candles Live Performance Table (top-right) showing: Total Trades Wins / Losses Win Rate % Current TP Multiplier Key Inputs: CISD Settings: Min consecutive candles, Max bars after rejection Risk Management: TP Multiplier, SL Placement (2 options) Moving Average Filter: Length + Type (SMA/EMA/WMA/VWMA) Time Filter: Entry Time Window (default 8:00–11:00 AM EST) Visual toggles for labels, lines, and CISD shapes Alerts: Set alerts on “CISD Confirmed → LONG Setup” or “SHORT Setup”. Alerts fire the moment the CISD candle closes — perfect timing to enter at the next open. Ideal for 1m–15m charts on indices, forex, and futures. Combines classic VWAP rejection with ICT CISD concepts plus strict filters for cleaner, higher-probability trades.Pine Script® indicatorby Resonant_Trader59VWAP slope (normalized)**Normalized VWAP Slope (Session-Based Regime Filter)** This indicator measures the slope of the session VWAP using a linear regression model and normalizes it by ATR. The goal is to identify whether the market is in a **balanced (range) state** or in a **directional (trend / discovery) state**. The script calculates the slope of the VWAP regression line over a configurable lookback period and divides it by the current ATR value. This normalization makes the slope comparable across different instruments and volatility environments. To avoid unstable readings at the start of a session, the indicator includes a **warm-up filter** that ignores the first N bars after the daily session reset. **How it works** 1. Session VWAP is calculated using TradingView's built-in VWAP function. 2. A linear regression is applied to the VWAP over the selected lookback length. 3. The difference between consecutive regression values produces the VWAP slope. 4. The slope is normalized by ATR to account for changing volatility. 5. During the warm-up period after the session reset, values are suppressed to prevent distortions caused by the VWAP initialization. **Interpretation** The normalized slope represents how steep the VWAP is relative to normal market volatility. Typical interpretation: * Values near **0** → VWAP is flat → market is likely in **balance / range** * Moderate positive or negative values → **developing directional bias** * Large absolute values → **strong directional move / information driven market** **Typical threshold usage** Many mean-reversion strategies use thresholds to determine when range trading is allowed. Example guideline: For Intraday Session * `|slope| < 0.01`and |slope| > -0.01 → Balanced market * `|slope| > 0.01`or |slope| < -0.01 → Directional market (range trading discouraged) These thresholds should be adjusted depending on the instrument and timeframe. **Inputs** * **LinReg Length** – Lookback period used for the VWAP regression slope. * **Warm-up Bars** – Number of bars ignored after a new session begins. * **ATR Length** – Period used for volatility normalization. * **Upper / Lower Threshold** – Reference levels used to identify balanced vs directional conditions. **Purpose** This tool is designed primarily as a **market regime filter**, especially useful for strategies that rely on mean reversion around VWAP. By detecting when the VWAP becomes steep relative to normal volatility, traders can avoid applying range strategies during strong directional moves. Pine Script® indicatorby pavliati12Gold Asia VWAP Pullback Trend (Entries + Exits)This strategy trades Gold (GC) during the Asia session using VWAP as a trend anchor. Trades are taken when price pulls back toward VWAP and then resumes in the direction of the prevailing trend. Optional EMA filtering can be used to align trades with broader market direction. The strategy includes configurable risk management with ATR-based or fixed stop losses and profit targets, along with optional session-based exits to avoid holding positions outside the trading window.Pine Script® strategyby bradenstrock6VWAP NYO DeviationVWAP - Deviation At NYO A clean, real-time overlay indicator that instantly shows how the major liquid markets are opening relative to their developing daily VWAP — plus powerful historical context in one compact table. What the table displays (updated live on every chart): Symbol – ES1!, CL1!, GC1!, 6E1!, BTCUSD Deviation (%) – Today’s RTH open (9:30 AM EST) vs. the VWAP up to that exact moment, expressed as a percentage. → Green background = opening above average deviation → Red background = opening below average deviation Avg Abs Dev (%) – Historical average absolute opening deviation (all completed days on your chart) Touch VWAP % – Percentage of completed trading days where price touched the daily VWAP at least once during Regular Trading Hours (9:30–16:00 EST) Additional features On your main chart symbol, a clean colored label automatically appears at the exact 9:30 AM EST bar showing that symbol’s opening VWAP deviation (green up / red down). Fully automatic EST/New York timezone handling — works on any timeframe and any symbol you’re viewing. Table text size is fully customizable (tiny → large / auto). Best for Futures & BTC day traders who use VWAP as a primary reference Quick cross-market bias check at the open Mean-reversion / VWAP magnet strength analysis Monitoring how “stretched” the open is versus historical norms Simply add the indicator, and the table appears in the top-right corner. The more history loaded on your chart, the more accurate the average deviation and touch percentage become. Perfect companion for any VWAP-based strategy. Enjoy! 🚀Pine Script® indicatorby Resonant_Trader2VWAP First Return Stats TableFirst VWAP Return Half-Hour Table (9:30–4:00 EST) This clean, real-time statistics table shows exactly which 30-minute window has historically been the most common for the first return to daily VWAP during regular trading hours (9:30 AM – 4:00 PM EST). For each of the 5 major instruments (ES1!, CL1!, GC1!, 6E1!, BTCUSD), the table displays the percentage of trading days where the very first touch of the daily volume-weighted average price occurred in each half-hour bucket. Perfect for: VWAP traders & mean-reversion strategies Intraday scalpers looking for high-probability reversion windows Futures & crypto day traders who want data-driven timing edges Key Features 13 precise half-hour buckets from 9:30 all the way to 15:30 (covers the 16:00 close bar) Percentages always sum to 100% for days that touched VWAP at least once by 4:00 PM EST Accurate daily VWAP anchored to EST midnight (same as your main VWAP Deviation Table) Full EST timezone handling — works regardless of your chart timezone Clean black table with customizable text size (tiny → large) Updates live as new days complete Works on any timeframe (1-min to 15-min recommended for best accuracy) Symbols included: ES1! CL1! GC1! 6E1! BTCUSD How to use: Simply add the indicator to any chart. The table appears in the top-right corner and shows historical probabilities instantly. Use it to quickly spot which time window has the highest chance of the first VWAP touch for your favorite symbol — extremely useful for planning entries, exits, or alerts. Combine this with the original “VWAP Deviation Table” for a complete intraday VWAP dashboard. Note: Percentages are calculated from all available historical data. The more days loaded, the more stable the stats become.Pine Script® indicatorby Resonant_Trader3EOL Labs - Paragon HUD v2.2 Heads-Up Display for Trade Readiness───────────────────────────────────────────────────────────── 🧪 EOL Labs • Paragon HUD v2.2 — Heads-Up Display for Trade Readiness ───────────────────────────────────────────────────────────── A three-stage trade readiness system that walks you through the setup process — PREP, ARM, FIRE — so you never jump the gun on a trade that hasn't fully confirmed. ▸ HOW IT WORKS PREP — Conditions are aligning. Bias, slope, and filters agree that a move may be developing near VWAP. ARM — Price has crossed VWAP in the expected direction. Setup is loaded. Wait for the trigger. FIRE — EMA crossover confirms entry. Execute. ▸ KEY FEATURES • Three-stage state machine (PREP → ARM → FIRE) • VWAP proximity band for entries near fair value • T3-smoothed slope confirmation with configurable lookback • Higher-timeframe T3 directional gate (longs require HTF upslope, shorts require HTF downslope — symmetric logic) • OBV momentum filter with optional dynamic volume gate • ATR-based stop loss and risk-multiple take profit levels • Live SL/TP lines on chart (active side only, not spammed) • Floating HUD panel: state, side, entry, SL, TP, R:R, timer • Bar countdown timer shows seconds until current bar closes • Static alertcondition() for TradingView alert dialogs • Dynamic alert() with price levels for webhook automation ▸ RECOMMENDED SETTINGS Works on any instrument and timeframe. Designed for intraday trading on 1m–15m charts with a 60m HTF confirmation gate. Default parameters are tuned for general use — adjust the Bias Gate and ATR Stop multiplier for your instrument's volatility profile. ▸ NON-REPAINTING The HTF security call uses the close + lookahead_on pattern to ensure confirmed-only higher-timeframe data. Dynamic alerts fire only on barstate.isconfirmed.Pine Script® indicatorby I5X-Albatross16AVWAP's by bluepeau.An extension of VWAP indicators by © Texmoonbeam (base indicator: All-In-One Auto Anchored VWAPs), © liquid-trader (donor: Anchored VWAP Auto High & Low — labels, per-anchor source, avg-of-anchors)Pine Script® indicatorby bluepe4u5Pre-Cash Positioning VWAPThis indicator anchors VWAP at statistically significant Globex time windows that frequently precede meaningful directional movement in the NY U.S. futures markets. The anchors begin at: • 19:00 ET (Globex — true liquidity start) • 02:30 ET • 04:30 ET • 08:15 ET While Globex officially opens at 18:00 ET, liquidity participation and meaningful positioning activity often build more consistently beginning around 19:00 ET. This framework focuses on that transition into sustained overnight flow. By tracking volume-weighted value from each of these reference points, the indicator provides a structured view of overnight positioning and evolving fair value as the market approaches and moves through the New York cash session. Rather than relying on a single session VWAP, the collective structure of these anchored VWAPs reveals: • Where inventory was accumulated • Where value migrated overnight • Whether price is extended or balanced into the cash open • How positioning aligns (or conflicts) with NY session flowPine Script® indicatorby david80810Pre-Cash Positioning VWAPThis indicator anchors VWAP at statistically significant Globex time windows that frequently precede meaningful directional movement in the NY U.S. futures markets. The anchors begin at: • 19:00 ET (Globex — true liquidity start) • 02:30 ET • 04:30 ET • 08:15 ET While Globex officially opens at 18:00 ET, liquidity participation and meaningful positioning activity often build more consistently beginning around 19:00 ET. This framework focuses on that transition into sustained overnight flow. By tracking volume-weighted value from each of these reference points, the indicator provides a structured view of overnight positioning and evolving fair value as the market approaches and moves through the New York cash session. Rather than relying on a single session VWAP, the collective structure of these anchored VWAPs reveals: • Where inventory was accumulated • Where value migrated overnight • Whether price is extended or balanced into the cash open • How positioning aligns (or conflicts) with NY session flowPine Script® indicatorby david808Updated 17Show more publications1234567891011121314151617181920212223242526999 Từ khóa » Chỉ Báo Vwap
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