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ค้นหาในสคริปต์สำหรับ "vwap"

MTF Key Levels - Support and ResistanceThis indicator shows how to Multi Time Frame (MTF) interpret levels: Watch how price acts around these levels and how they can act as support/resistance and can be used as great confluence levels for your technical analysis. This indicator displays: VWAP Levels Daily / Weekly / Monthly / Yearly Within the chart above I have marked out how displaying these VWAP levels can provide support and resistance levels to be aware of. Daily – Weekly - Monthly – Yearly Levels O = Open / H = High / L = Low pO = Previous Open / pH = Previous High / pL = Previous Low / pEQ = Previous Equlibrium Having previous Low/High levels makes you aware of Swing Failure Patterns (SFP). Also the daily/weekly/monthly opening and previous opening can assist with the trend. Daily Open: Gives you an idea who is in control for the day. This level very often acts as strong support or resistance. Weekly Open: Indicates where the price is within the higher timeframe. Monthly Open & Yearly Levels: Overview of direction for the whole month without looking at a monthly chart and Yearly chart Line Options Within the line options you can choose to have a clean chart and display a “short line”. These line length can be adjusted by the user. Line just to the right. Line across the screen. Disclaimer: The Monthly and Yealy VWAP will only show on higher timeframes this is due to restriction of how many candles can be shown on the chart. The candles displayed need to go back to either the start of the month of year to be able to calculate their VWAPs.
อินดิเคเตอร์ Pine Script™
โดย Frien_dd-DisDev
36
Dynamic VWAP Levels (V1.0)The script calculates bands around the VWAP (Volume Weighted Average Price) using the Average True Range (ATR) to adjust the levels according to market reality. Buy and sell signals are generated when the price crosses these bands. Customizable Parameters SmoothingLength (SmoothLength): The period used to smooth the levels. A higher value results in smoother bands that are less susceptible to rapid fluctuations. Use EMA for smoothing?: Selects between using the Exponential Moving Average (EMA) or the Simple Moving Average (SMA) for smoothing. ATR Length: The period used to calculate the ATR, which determines the frequency. ATR Multiplier: A multiplier that adjusts the amplitude of the bands around the VWAP. How the Script Works Calculating VWAP and Bands: The VWAP is calculated to obtain the volume weighted average price. Bands are created around the VWAP by adding or subtracting a fraction of the ATR to account for the current market variation. Smoothing Application: Price levels are smoothed to reduce market noise, allowing for better visualization of trends. Signal Generation: Buy Signal: Generated when price crosses upwards the smoothed lower band (default dp7_smooth). Sell Signal: Generated when price crosses downwards the smoothed upper band (default dp1_smooth).
อินดิเคเตอร์ Pine Script™
โดย WhaleMoves
Rolling Strategic AVWAPThe Rolling Strategic AVWAP gives you the ability to have the standard AVWAP indicators applied across all charts in all timeframes. There is no manual intervention necessary to keep all the standard VWAPs up to date. This indicator is written so that all weekends and trading holidays are taken into account so you never have any gaps or days where the indicator isn't working. Standard rolling AVWAP indicators: Daily 2-day 3-day Week-to-Date Month-to-Date Year-to-Date Additionally I have supplied several custom labeled AVWAP indicators that the user can adjust the date themselves Custom Fixed AVWAP indicators: Prior Week-to-Date Prior Month-to-Date Prior Year-to-Date Fed rate decision Inflation report GDP report Jobs report 3 more labeled Custom1-3 These custom locations will allow the user to anchor the VWAP to meaningful dates and times in the market. Often there are large moves due to global macro events that can give the trader an edge by referencing the VWAP to the date and time. Labels and Display There are options to turn on and off any of the AVWAPs, as well as turning on and off the display labels below the candles.
อินดิเคเตอร์ Pine Script™
โดย The_Last_Gentleman
12
HTFBands█  OVERVIEW   Contains type and methods for drawing higher-timeframe bands of several types: Bollinger bands Parabolic SAR Supertrend VWAP   By copy pasting ready made code sections to your script you can add as many multi-timeframe bands as necessary. █  HOW TO USE   Please see instructions in the code. (Important: first fold all sections of the script: press Cmd + K then Cmd + - (for Windows Ctrl + K then Ctrl + -) █  FULL LIST OF FUNCTIONS AND PARAMETERS atr2(length)   An alternate ATR function to the `ta.atr()` built-in, which allows a "series float" `length` argument.   Parameters:      length (float) : (series int/float) Length for the smoothing parameter calculation.   Returns: (float) The ATR value. pine_supertrend2(factor, atrLength, wicks)   An alternate SuperTrend function to `supertrend()`, which allows a "series float" `atrLength` argument.   Parameters:      factor (float) : (series int/float) Multiplier for the ATR value.      atrLength (float) : (series int/float) Length for the ATR smoothing parameter calculation.      wicks (simple bool) : (simple bool) Condition to determine whether to take candle wicks into account when reversing trend, or to use the close price. Optional. Default is false.   Returns: ( ) A tuple of the superTrend value and trend direction. method getDefaultBandQ1(bandType)   For a given BandType returns its default Q1   Namespace types: series BandTypes   Parameters:      bandType (series BandTypes) method getDefaultBandQ2(bandType)   For a given BandType returns its default Q2   Namespace types: series BandTypes   Parameters:      bandType (series BandTypes) method getDefaultBandQ3(bandType)   For a given BandType returns its default Q3   Namespace types: series BandTypes   Parameters:      bandType (series BandTypes) method init(this, bandsType, q1, q2, q3, vwapAnchor)   Initiates RsParamsBands for each band (used in htfUpdate() withi req.sec())   Namespace types: RsParamsBands   Parameters:      this (RsParamsBands)      bandsType (series BandTypes)      q1 (float) : (float) Depending on type: BB - length, SAR - AF start, ST - ATR's prd      q2 (float) : (float) Depending on type: BB - StdDev mult, SAR - AF step, ST - mult      q3 (float) : (float) Depending on type: BB - not used, SAR - AF max, ST - not used      vwapAnchor (series VwapAnchors) : (VwapAnchors) VWAP ahcnor method init(this, bandsType, tf, showRecentBars, lblsShow, lblsMaxLabels, lblSize, lnMidClr, lnUpClr, lnLoClr, fill, fillClr, lnWidth, lnSmoothen)   Initialises object with params (incl. input). Creates arrays if any.   Namespace types: HtfBands   Parameters:      this (HtfBands)      bandsType (series BandTypes) : (BandTypes) Just used to enable/disable - if BandTypes.none then disable )      tf (string) : (string) Timeframe      showRecentBars (int) : (int) Only show over this number of recent bars      lblsShow (bool) : (bool) Show labels      lblsMaxLabels (int) : (int) Max labels to show      lblSize (string) : (string) Size of the labels      lnMidClr (color) : (color) Middle band color      lnUpClr (color) : (color) Upper band color      lnLoClr (color) : (color) Lower band color      fill (bool)      fillClr (color) : (color) Fill color      lnWidth (int) : (int) Line width      lnSmoothen (bool) : (bool) Smoothen the bands method htfUpdateTuple(rsPrms, repaint)   (HTF) Calculates Bands within request.security(). Returns tuple . If any or all of the bands are not available returns na as their value.   Namespace types: RsParamsBands   Parameters:      rsPrms (RsParamsBands) : (RsParamsBands) Parameters of the band.      repaint (bool) : (bool) If true does not update on realtime bars.   Returns: A tuple (corresponds to fields in RsReturnBands) method importRsRetTuple(this, htfBi, mid, up, lo, dir)   Imports a tuple returned from req.sec() into an HtfBands object   Namespace types: HtfBands   Parameters:      this (HtfBands) : (HtfBands) Object to import to      htfBi (int) : (float) Higher timeframe's bar index (Default = na)      mid (float)      up (float) : (float) Value of upper band (Default = na)      lo (float) : (float) Value of lower band (Default = na)      dir (int) : (int) Direction (for bands like Parabolic SAR) (Default = na) method addUpdDrawings(this, rsPrms)   Draws band's labels   Namespace types: HtfBands   Parameters:      this (HtfBands)      rsPrms (RsParamsBands) method update(this)   Sets band's values to na on intrabars if `smoothen` is set.   Namespace types: HtfBands   Parameters:      this (HtfBands) method newRsParamsBands(this)   A wraper for RsParamsBands.new()   Namespace types: LO_A   Parameters:      this (LO_A) method newHtfBands(this)   A wraper for HtfBands.new()   Namespace types: LO_B   Parameters:      this (LO_B) RsParamsBands   Used to pass bands' params to req.sec()   Fields:      bandsType (series BandTypes) : (enum BandTypes) Type of the band (BB, SAR etc.)      q1 (series float) : (float) Depending on type: BB - length, SAR - AF start, ST - ATR's prd      q2 (series float) : (float) Depending on type: BB - StdDev mult, SAR - AF step, ST - mult      q3 (series float) : (float) Depending on type: BB - not used, SAR - AF max, ST - not used      vwapAnchor (series VwapAnchors) RsReturnBands   Used to return bands' data from req.sec(). Params of the bands are in RsParamsBands   Fields:      htfBi (series float) : (float) Higher timeframe's bar index (Default = na)      upBand (series float) : (float) Value of upper band (Default = na)      loBand (series float) : (float) Value of lower band (Default = na)      midBand (series float) : (float) Value of middle band (Default = na)      dir (series int) : (float) Direction (for bands like Parabolic SAR) (Default = na) BandsDrawing   Contains plot visualization parameters and stores and keeps track of lines, labels and other visual objects (not plots)   Fields:      lnMidClr (series color) : (color) Middle band color      lnLoClr (series color) : (color) Lower band color      lnUpClr (series color) : (color) Upper band color      fillUpClr (series color)      fillLoClr (series color)      lnWidth (series int) : (int) Line width      lnSmoothen (series bool) : (bool) Smoothen the bands      showHistory (series bool) : (bool) If true show bands lines, otherwise only current level      showRecentBars (series int) : (int) Only show over this number of recent bars      arLbl (array) : (label Labels      lblsMaxLabels (series int) : (int) Max labels to show      lblsShow (series bool) : (bool) Show labels      lblSize (series string) : (string) Size of the labels HtfBands   Calcs and draws HTF bands   Fields:      rsRet (RsReturnBands) : (RsReturnBands) Bands' values      rsRetNaObj (RsReturnBands) : (RsReturnBands) Dummy na obj for returning from request.security()      rsPrms (RsParamsBands) : (RsParamsBands) Band parameters (for htfUpdate() called in req.sec() )      drw (BandsDrawing) : (BandsDrawing) Contains plot visualization parameters and stores and keeps track of lines, labels and other visual objects (not plots)      enabled (series bool) : (bool) Toggles bands on/off      tf (series string) : (string) Timeframe LO_A   LO Library object, whose only purpose is to serve as a shorthand for library name in script code.   Fields:      dummy (series string) LO_B   LO Library object, whose only purpose is to serve as a shorthand for library name in script code.   Fields:      dummy (series string)
ไลบรารี Pine Script™
โดย moebius1977
Volatility Stop with Vwap StrategyFirst the credits goes to @TradingView for their release of the volatility stop mtf indicator. I have took it, and inside I have added a weekly vwap for a better trend direction and at the same time I have added a dynamic risk managment which is calculated from the distance between the volatility line to the close of the candle. The rules for entry are simple: For long:We enter when our close of the candle is above the volatility stop line and at the same time the close of the candle is above weekly vwap For short we enter when our close of the candle is below the volatility stop line and at the same time the close of the candle is below weekly vwap. We exit when we either have a reverse signal than the one we enterred, or based on the TP/SL which is calculated with the distance from vwap to the close of the candle. If you have any questions please let me know !
กลยุทธ์ Pine Script™
โดย exlux
1
Bank Nifty ScalpingThis indicator is designed for scalping purposes. Users have the option to input the desired source and enable or disable the following indicators: Multiple EMA (Exponential moving average) Simultaneously displays multiple moving averages to quickly identify shifts in momentum and obtain confirmation from slower-moving averages. By default, the EMA display settings are configured to show the 20-day EMA and the 200-day EMA. However, users have the flexibility to modify the display settings according to their preferences. This means that users can customize the indicator to show the EMA values of their choice, such as EMA 50 and EMA 100. VWAP ( Volume weighted average price ) Default value is set to ‘hl2’ A bullish trend is indicated when the price is above the Volume Weighted Average Price (VWAP), while a bearish trend is indicated when the price is below the VWAP. VWMA ( Volume weighted moving average ) In the VWMA (Volume Weighted Moving Average) indicator, a default value of 20 is used. If the price is higher than the VWMA, it typically indicates a bullish trend. Conversely, if the price is lower than the VWMA, it suggests a bearish trend. The VWMA takes into account both price and volume, providing a weighted average that can help identify shifts in market sentiment. Multiple SuperTrends Default value is 10 and 2 / 10 and 3 A bullish trend is identified when the price is above the SuperTrend indicator, whereas a bearish trend is observed when the price is below the SuperTrend indicator. Camarilla Pivot Points (Level 3 and 4 only) Levels 3 and 4 serve as crucial support and resistance levels, acting as the final line of defense against strong trends. These levels are expected to generate reversals, where price often changes direction. CPR ( Central Pivot Points) The Daily Central Pivot Point Indicator is a popular tool used in technical analysis. It calculates several levels based on the previous day's high, low, and closing prices. Strong Volume The user has the ability to set the average volume for Nifty and BankNifty indices to calculate strong volume. Elder Impulse System The Impulse System, developed by Alexander Elder and discussed in his book "New Trading for a Living," is a censorship trading system designed to determine whether a trade should be allowed or prohibited. Additionally, it can be used to identify when a trend is starting to weaken. The Impulse System relies on the following factors: 1. Slope of a Fast Exponential Moving Average (EMA): The fast EMA's slope reflects the price's inertia or momentum. 2. Slope of the Moving Average Convergence Divergence (MACD): The MACD's slope indicates the strength or power of the price movement. Based on these factors, the Impulse System categorizes candles or price bars into three colors: * Green Candle: When both the fast EMA and MACD are rising, indicating upward momentum. * Red Candle: When both the fast EMA and MACD are declining, suggesting downward momentum. * Blue Candle: In all other cases where the conditions for green or red candles are not met, representing a neutral or uncertain market condition. By applying the Impulse System, traders can gain insights into the market trend, its strength, and potential shifts in momentum, helping them make informed trading decisions. Happy Trading
อินดิเคเตอร์ Pine Script™
โดย DanSib
33
Bogdan Ciocoiu - Sniper EntryWhat is Sniper Entry Sniper Entry is a set indicator that encapsulates a collection of pre-configured scripts using specific variables that enable users to extract signals by interpreting market behaviour quickly, suitable for 1-3min scalping. This instrument is a tool that acts as a confluence for traders to make decisions concerning current market conditions. This indicator does not apply solely to an asset. What Sniper Entry is not Sniper Entry is not interpreting fundamental analysis and will also not be providing out of box market signals. Instead, it will provide a collection of integrated and significantly improved open-source subscripts designed to help traders speculate on market trends. Traders must apply their strategies and configure Sniper Entry accordingly to maximise the script's output. Originality and usefulness The collection of subscripts encapsulated in this tool makes it unique in the Trading View ecosystem. This indicator enables traders to consider entry positions or exit positions by comparing similar algorithms at once. Its usefulness also emerges from the unique configurations embedded in the indicator's settings, which are different from those of the original scripts. This indicator's originality is also reflected in how its modules are integrated, including the integration of the settings. Open-source reuse I used the following open-source resources, which I simplified significantly and pre-configured for short term scalping. The source codes for the below are already in the public domain, including the following links listed below. www.tradingview.com (open source) (open source and generic algorithm) www.tradingview.com (open source) (open source) (open source) www.tradingview.com (generic MA algorithm and open source) (generic VWAP algorithm and open source)
อินดิเคเตอร์ Pine Script™
โดย BogdanCiocoiu
1
AggBands (v1) [qrsq]The "AggBands" indicator is a custom trading indicator designed to provide a consolidated view of the price action across multiple assets or trading pairs. It combines the price data from multiple tickers and calculates an aggregated price using user-defined weights for each ticker. The indicator starts by defining the tickers to be included in the aggregation. You can choose from predefined configurations such as "BTC PAIRS," "CRYPTO TOTAL MARKET CAP," "TOP 5 PAIRS," "TOP 5 MEMECOINS," "SPX," "DXY," or "FANG." Each configuration includes specific tickers or indices relevant to the chosen category. The indicator then fetches the closing, high, and low prices for each ticker and applies the user-defined weights to calculate the aggregated prices. The aggregated prices are normalized within a specified length to provide a consistent scale across different assets or pairs. Next, the indicator calculates the midpoint, which is the average of the highest high and lowest low of the aggregated prices over a specified aggregation period. To assess the volatility, the indicator calculates the price range and applies the Average True Range (ATR) indicator to determine the volatility value. The standard deviation is then computed using the price range and aggregation period, with an additional scaling factor applied to the volatility value. Based on the standard deviation, the indicator generates multiple bands above and below the midpoint. By default, three standard deviation bands are calculated, but the user can choose between one and five bands. The upper and lower bands are smoothed using various moving average (MA) types, such as Simple Moving Average (SMA), Exponential Moving Average (EMA), Smoothed Moving Average (SMMA/RMA), Weighted Moving Average (WMA), Volume Weighted Moving Average (VWMA), Volume Weighted Average Price (VWAP), or Arnaud Legoux Moving Average (ALMA). The user can also adjust the length, offset, and sigma parameters for the moving averages. The indicator can optionally smooth the midpoint, upper bands, and lower bands using a separate set of moving average parameters. The indicator can be useful for traders and analysts who want to gain a consolidated view of price movements across multiple assets or trading pairs. It helps identify trends, volatility, and potential support and resistance levels based on the aggregated price and standard deviation bands. Traders can use this information to make informed decisions about trading strategies, risk management, and market analysis.
อินดิเคเตอร์ Pine Script™
โดย qrsq
Periodic Moving AveragesIndicator plots three simple moving averages (MA) that are reset at the beginning of period, specified by a user. Red MA is based on highs Blue MA is based on close Green MA one is based on lows. Moving averages often act as support /resistance levels. They can also help to identify intraday trend. It is important to realize that none of the moving averages is universal as price behavior changes from day to day. On the chart I’ve highlighted several occurrences when one of MAs (different ones) provided support for price. Parameters: PERIOD – period for which MAs are plotted. They are reset at the beginning of each period. Period cannot be lower than chart’s timeframe LENGTH – length of moving averages. If set to 0 then parameter is ignored and MAs are calculated on all bars, available in the period VWAP? – if checked then moving averages will be calculated as volume weighted price Disclaimer This indicator should not be used as a standalone tool to make trading decisions but only in conjunction with other technical analysis methods.
อินดิเคเตอร์ Pine Script™
โดย hermes_trisme
VWOP: Volume Weighted & Oscillated PriceWhile playing around with the standard "ta.vwap" I wondered why there was no length input, so I did some research on what the underlying calculation actually is, and did my best to augment it so as to allow for a variable length based on an oscillator value. Normal VWAP = (Number of Shares Bought x Typical Price) / Total Volume In my VWOP Calculation, typical price is replaced by selected moving average type or "matype" and then multiplied by the volume. Then a total value is calculated using math.sum with a length value that changes according to a selected oscillator's value. The total is then divided by the sum of just volume using the same oscillating length value. Result is then passed through the selected"matype" once more to give the final result. Indicator designed for use as a entry/exit indicator in conjunction with more traditional moving averages and/or signal filters. Useful for taking volume + an oscillator into account along with price, instead of just the price as with a simple moving average.
อินดิเคเตอร์ Pine Script™
โดย EsIstTurnt
2
Crossover Alerts for Yesterday O/H/L/C , Today Vwap [Zero54]This is a very simple script/indicator that trigger alerts every time the script triggers the following conditions. 1) Script crosses yesterday's (previous day's) high 2) Script crosses yesterday's (previous day's) low 3) Script crosses yesterday's (previous day's) open 4) Script crosses yesterday's (previous day's) close 5) Script crosses today's vwap. I developed this to keep track of the scripts I follow and I find it useful. Hope you will find it useful too. Steps to use: 1) Open the ticker for which you want to set the alerts. 2) Add this indicator to the chart. 3) Right Click on the text and set choose "Add Alert" 4) After you have done with setting up the alert, feel free to remove the indicator from the chart. It is not necessary for the indicator to be added in the chart in order for it to work. 5) Repeat 1-4 for all the scripts for which you want to set the alerts. Be advised: During market open, if you have set alerts for multiple scripts, a tsunami of alerts may be triggered. If you like this alert indicator, please like/boost it. Feel free to re-use this code however you may wish to. Cheers!
อินดิเคเตอร์ Pine Script™
โดย zero54
2
Alternative Daily Reference Points for Intra-hour ChartsThis is a different version of my www.tradingview.com used high, lows and pivots. One problem with pivot points is the number of calculation methods. The alternative version shows historical lows, closes, highs one basic period back. ► On lower timeframes - hour or less - this will show High, Low and Close from the previous day, two days ago, the previous week and two weeks ago and VWAP. ► On 1h daily reference points need to be enabled. On higher timeframes, daily reference points will not be shown. On the daily chart, weekly levels need to be enabled to still show and will be disabled on all higher periods. ► It is configured only for normal timeframes. If you use something like 17-minutes timeframe, you will have to allow this timeframe in the code. Bear in mind, using all lines at the same time can be a little confusing and price doesn't react to every one of them. You can probably disable lows in the uptrend or scratch closes to simplify your chart. Have a great trade!
อินดิเคเตอร์ Pine Script™
โดย OrcChieftain
7