วอลุ่ม เวทเตท เอเวอเรจ ไพร์ส (VWAP)

realchinny ที่อัปเดต: 

I am a big fan of Kite Crossing Oscillator by Kloov. In an effort to see the actual vwap values I created a simple overlay of the vwaps with adjustable intervals.

paaax

Hello guys, another day, another method for detecting support and resistance level. This time it's all about the VWAP and daily gaps it might produce. How does it work? The indicator detects when a new daily candle begins and the VWAP makes a big move in either direction. Often it produces a gap and this is where the support or resistance level will be...

QuantNomad

Continue to experiement with VWAP and EVWMA. It seems that just simple crosses between VWAP and EVWMA can be pretty good signals. VWAP is a bit choppy so you can use VWAP smoothing input to smoth it a bit. Here are few other strategies based on EVWMA: EVWMA VWAP MACD Strategy QuantNomad - EVWMA MACD Strategy

QuantNomad

Study version of EVWMA VWAP MACD Strategy I pulished recently:

QuantNomad

Based on comment of @coondawg71 I tried to compare VWAP and EVWMA. Both are sort of moving averages so I decided to create a MACD based on these 2 indicators. In parameters you can set EVWMA Length and 2 smoothing lengths for "macd" and "signal". Strategy seems to work pretty good at 2h-8h timeframes for crypto. What do you thing about it?

king_mob

Mean reversion strategy which lets you set a VWAP length, ATR length - then creates signal when distance closing price from VWAP is greater than ATR x a multiplier which you set

auroagwei

The "AC-P" version of the Derivative Oscillator is my personal customized version of Constance Brown's Derivative Oscillator (using Everget's implementation of it as the base), with the the following modifications and additions: VWAP Indication - option to show whether the price input option is above or below the Daily VWAP (red triangles = price input is...

ChuckBanger

VWAP Bands/Ribbons

markmiotke

This is an enhance version of Momentum 4 Ways that shows 4 ways to calculate momentum and display each one along with their combined average value. This study was created to compare 4 different momentum values against their combined average using different display styles to allow the user to experiment with different views of momentum. - Added the ability to...

derricklaflame

Only difference in this one is that a EMA is used which should give quicker signals but theres a chance for more false signals as per usual use TA and other indicators to confirm positions. So far I've been liking the Vortex Indicator When the VWAP (Thick Yellow) AND the two EMA (Orange and thin Yellow) cross above the MVWAP (Purple) then you will be in a...

derricklaflame ที่อัปเดต: 

To use this indicator is simple. When the VWAP (Thick Yellow) AND the two SMA (Orange and thin Yellow) cross above the MVWAP (Purple) then you will be in a uptrend that could possibly continue upwards. The opposite is true if you are looking a short opportunity, wait for the three other lines to cross under the MVWAP and you should be in a downtrend that could...

rumpypumpydumpy Wizard ที่อัปเดต: 

Calculates VWAP from a fixed point in time as well as standard deviations. -------------------------------------- If you find it useful please consider a tip/donation : BTC - 3BMEXEDyWJ58eXUEALYPadbn1wwWKmf6sA --------------------------------------

rumpypumpydumpy Wizard ที่อัปเดต: 

All time VWAP and standard deviations. Either enable "scale price chart only" or disable deviations that go negative in the style options. -------------------------------------- If you find it useful please consider a tip/donation : BTC - 3BMEXEDyWJ58eXUEALYPadbn1wwWKmf6sA --------------------------------------

xdecow

Tabajara setup from André Machado -ma 8 -ma 20 -ma 50 -ma 200 (blue) -vwap (aqua) -bollinger bands -barcolor based on tabajara rules

xdecow ที่อัปเดต: 

Simple indicator Kinjun-Sen + VWap

SwissyTrader

Cross ema3 with VWAP. Just to give imression of how a day migth be divided in a long- and short bias zone. Not suited as trading signal.

MichelT

The script searches for max values of last three days and then calculates average of those values

mtayal ที่อัปเดต: 

Plots VWAP and MVWAP for intraday trading. Useful to avoid whipsaws Market structure is important to take any trades Avoid taking trades close to support and resistance