Aggregated Multi-VWAP

Introduction

The Aggregated Multi-VWAP is an advanced trading solution designed to overcome the limitations of standard, single-chart VWAP indicators. In today's fragmented markets, volume is spread across dozens of exchanges. Trading based only on your current chart's volume means you are seeing only a fraction of the real "Fair Value."

This indicator aggregates real-time volume data from up to 9 major global exchanges and combines both Spot and Perpetual data. By pooling this liquidity, it calculates a "Universal VWAP" that reveals where the true institutional average price lies across the entire market.

Core Features

Volume Aggregation
Gain a competitive edge by analyzing global liquidity instead of local data.

• Multi-Exchange Support: Connect data from Binance, Bybit, OKX, Coinbase, Kraken, and more.
  
• Spot & Perp Integration: Combine volume from multiple instruments to see the total market commitment.
  
• Smart Normalization: Automatically converts volume into a base currency (USD, EUR, or RUB) to ensure accurate calculations across different pairs.
  
• Flexible Math: Choose between SUM, AVG, MEDIAN, or VARIANCE to determine how volume is aggregated.
  

Anchored Multi-Timeframe VWAPs
Track value across all major cycles with four independent, anchored VWAP lines:

• Daily, Weekly, Monthly, and Yearly anchors.
  
• Each timeframe includes fully customizable Standard Deviation (SD) Bands to identify volatility extremes.
  
• Clean visual design with optional background fills for Value Areas.
  

Volatility Candle Coloring
Instantly visualize price relation to value without looking away from the candles.

• Value Area Context: Candles change color based on their position relative to the VWAP bands (Inside VA, Trending outside SD1, or Extreme exhaustion at SD2+).
  
• Customizable Heatmap: Choose which timeframe (Daily, Weekly, or Monthly) drives the coloring logic.
  
• Hollow Candle Mode: Optional transparent bodies for bullish candles to maintain chart clarity.
  

Trend Dashboard
A compact on-screen table provides an immediate overview of the market bias.

• Displays the BULLISH/BEARISH status for all active VWAP timeframes.
  
• Fully customizable positioning and color schemes to match your personal UI.
  

Important Technical Note: Historical Data & Accuracy
Please be aware that the accuracy of high-timeframe VWAPs (Monthly and Yearly) on lower-timeframe charts (like 1m or 5m) is subject to TradingView's bar limits.

• Calculations require historical volume data. If the starting point of a Monthly or Yearly cycle is further back than your specific TradingView plan allows, the VWAP may start later or show slight deviations.
  
• Recommendation: For the highest precision on Yearly/Monthly levels, use mid-to-high timeframe charts (15m+) where more historical data is available within the bar limit.