Multi-Period Rolling VWAP

19 มี.ค.

Multi-Period Rolling VWAP (MP-RVWAP)
This indicator plots multiple Rolling Volume-Weighted Average Price (RVWAP) lines over different time periods (7, 14, 30, 60, 90, 180, and 360 days) on a single chart. Each RVWAP is calculated using a user-defined timeframe and source (default: HLC3), ensuring consistency across chart resolutions.
Key Features:
Customizable Periods: Toggle visibility for each period (7d, 14d, 30d, 60d, 90d, 180d, 360d) and adjust their colors.

Labels: Each RVWAP line is labeled at the end (e.g., "7d", "360d") for easy identification.

Standard Deviation Bands: Optional bands can be added above and below each RVWAP, with customizable multipliers (set to 0 to hide).

Flexible Timeframe: Define a single timeframe (default: 1D) for all RVWAP calculations, independent of the chart’s timeframe.

Minimum Bars: Set a minimum number of bars (default: 10) to ensure reliable calculations.

Usage:
Ideal for traders analyzing price trends across multiple time horizons. Enable/disable specific RVWAPs, tweak colors, and add bands to suit your strategy.

19 มี.ค.

เอกสารเผยแพร่

Multi-Period Rolling VWAP (MP-RVWAP)

v1.1 - removed stdev to simplify

This indicator plots multiple Rolling Volume-Weighted Average Price (RVWAP) lines over different time periods (7, 14, 30, 60, 90, 180, and 360 days) on a single chart. Each RVWAP is calculated using a user-defined timeframe and source (default: HLC3), ensuring consistency across chart resolutions.
Key Features:
Customizable Periods: Toggle visibility for each period (7d, 14d, 30d, 60d, 90d, 180d, 360d) and adjust their colors.

Labels: Each RVWAP line is labeled at the end (e.g., "7d", "360d") for easy identification.

Standard Deviation Bands: Optional bands can be added above and below each RVWAP, with customizable multipliers (set to 0 to hide).

Flexible Timeframe: Define a single timeframe (default: 1D) for all RVWAP calculations, independent of the chart’s timeframe.

Minimum Bars: Set a minimum number of bars (default: 10) to ensure reliable calculations.

Usage:
Ideal for traders analyzing price trends across multiple time horizons. Enable/disable specific RVWAPs, tweak colors, and add bands to suit your strategy. The indicator requires volume data from your data vendor to function correctly.