OPEN-SOURCE SCRIPT
TurboVWAP
アップデート済
VWAP indicator based in the built-in one but completely rewritten. Features:
- more standard deviation bands, up to 3.
- added the possibility to not anchor the VWAP but make it a rolling one instead, like a VWMA, being in this case able to specify days, hours or minutes for the rolling VWAP.
- for rolling VWAPs, the indicator doesn't count bars but real days, hours or minutes instead, so regardless of the chart timeframe the indicator will always show the correct values.
- for rolling VWAPs, if you specify x days as the rolling time, the indicator will always count exactly 24 hours from the current time backwards - so, from the same time yesterday or x days ago.
- in rolling VWAPs, although the indicator counts real time elapsed as per your settings and not chart bars, it will automatically skip holidays, so you needn't worry about that.
- for the anchored VWAP, added the possibility to specify custom session times (for example, for ES 0830-1500, instead of Globex, which is the Tradingview default as of today)
- complete customization of all fills and linetypes
For illustration purposes in the attached 1min chart I have:
- a 30min rolling VWAP in BLUE with no standard deviation plots,
- a 1 day rolling VWAP in RED with standard deviations in light red and green (these are the default settings)
- a RTH-session-anchored VWAP in ORANGE with standard deviations in light orange and light blue
- more standard deviation bands, up to 3.
- added the possibility to not anchor the VWAP but make it a rolling one instead, like a VWMA, being in this case able to specify days, hours or minutes for the rolling VWAP.
- for rolling VWAPs, the indicator doesn't count bars but real days, hours or minutes instead, so regardless of the chart timeframe the indicator will always show the correct values.
- for rolling VWAPs, if you specify x days as the rolling time, the indicator will always count exactly 24 hours from the current time backwards - so, from the same time yesterday or x days ago.
- in rolling VWAPs, although the indicator counts real time elapsed as per your settings and not chart bars, it will automatically skip holidays, so you needn't worry about that.
- for the anchored VWAP, added the possibility to specify custom session times (for example, for ES 0830-1500, instead of Globex, which is the Tradingview default as of today)
- complete customization of all fills and linetypes
For illustration purposes in the attached 1min chart I have:
- a 30min rolling VWAP in BLUE with no standard deviation plots,
- a 1 day rolling VWAP in RED with standard deviations in light red and green (these are the default settings)
- a RTH-session-anchored VWAP in ORANGE with standard deviations in light orange and light blue
リリースノート
Script will automatically auto-set session start and end times for session-anchored VWAPs (only for US and EUR futures). You can also disable that and manually input these times.CHECK MY NEW SCRIPT TURBO-VWAPs 3X for more features and options.
リリースノート
Added the optional possibility to display VWAP and Standard Deviations as bands, resulting from applying VWAP to the highs and the lows of bars in addition to the standard HLC/3 convention. This way, you will not only have single lines but areas, zones which once broken can give more confidence to your trades.Thanks to @vikkranntshah for the suggestion.
リリースノート
Keeping open the possibility to select the source for main VWAP calculationリリースノート
Added the option to automatically set the VWAP type (rolling or anchored) and its period depending on the current chart timeframe, so you needn't adjust its parameters each time you change the chart resolution.Code rewritten with my TurboVWAPs 3X script's improvements.
The present script is the same as 3X but for only a single VWAP.
リリースノート
Fixed error when calculating rolling 2D and 3D VWAPs because the script wasn't compensating for weekends anymore.Also added many more VWAP-timeframe options.
リリースノート
Slight code improvementsリリースノート
Added 4D and 5D periods for rolling and/or anchored VWAPsオープンソーススクリプト
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PolloLoco Trader
Follow me on YouTube: youtube.com/channel/UCOyirS9cpfhDoh4ktRBJH8g
Follow me on YouTube: youtube.com/channel/UCOyirS9cpfhDoh4ktRBJH8g
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