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Rolling

Rolling VWAPs Proximity & Alerts [HYPR-run]DESCRIPTION: Rolling VWAPs across six time horizons on one chart. See where volume-weighted fair value sits at chart TF, 7D, 30D, 60D, 90D and 365D without switching timeframes. Unlike session VWAP that resets daily, rolling VWAP uses a fixed window that slides forward continuously, giving you dynamic support/resistance levels that institutional traders watch. The PROXIMITY filter is the key feature. Turn on all six periods, set a threshold, and only RVWAPs near current price appear on chart. Far lines hide automatically; when price approaches, they show up. This keeps charts clean while making sure you never miss a level that matters. DISCOVERING EDGE We have found that the first bounce/reject of a RVWAP is the most reliable and when there is a XO/XU it is a clear sign the boundary is broken. Hence, this indicator has a contextual positioning table of where price is relative to the other lookback periods while highlighting bounces and rejects with XO/XU alert signals. ROLLING VWAP vs SESSION/ANCHORED VWAP Session VWAP resets daily and loses all context beyond today. Anchored VWAP requires picking the "right" date. Rolling VWAP slides forward continuously across 7D to 365D, showing dynamic fair value at every institutional time horizon without manual anchoring. - Proximity filter surfaces only the RVWAPs near current price; far lines hide automatically and appear as price approaches. - Events row catches bounces and rejections ranked by period significance (365D highest); when a key MA and RVWAP sit at the same price and both bounce, that's institutional-grade confluence. - Webhook alerts on configurable RVWAP cross with full bar filter; 30D for frequent signals, 90D for swing-level changes, 365D for the macro signal. FEATURES - Six rolling VWAP periods: Chart TF, 7D, 30D, 60D, 90D, 365D - Proximity filter: only relevant lines appear near price - Bounce/reject detection at each RVWAP level - Webhook alerts on selected RVWAP cross (long/short) - Dashboard: row 1 positioning context (above/below each RVWAP), row 2 live events (bouncing, rejecting, XO, XU) - Polyline labels with proximity % from price - Toggle each period independently - Dashboard dark/light theme toggle for any chart background HOW IT WORKS Rolling VWAP calculates cumulative (price x volume) / cumulative volume over a fixed lookback window. The 30D RVWAP always reflects the last 30 calendar days of volume-weighted price. When price crosses above it, the market is trading above recent fair value; crossing below means price has fallen below where volume concentrated. Bounces confirm support holding; rejects confirm resistance holding. DASHBOARD Two-row dynamic dashboard that updates every bar. - Row 1 (positioning): which RVWAPs price is above or below, grouped with "&" separators. The 365D RVWAP is separated as the anchor by a pipe. 7-tier color gradient based on how many of the four key RVWAPs (30d, 60d, 90d, 365d) price is above, with heavyweight distinction (90d and 365d carry more weight than 30d/60d): bright green (all four), green (3/4 with both heavyweights), dark green (3/4 missing a heavyweight), yellow (2/4), dark red (1/4 with a heavyweight), red (1/4 only lightweight), bright red (none) - Row 2 (events): up to 3 simultaneous events, most significant period first (365D → 90D → 60D → 30D → 7D). Bouncing (support holding), rejecting (resistance holding), XO (crossover), XU (crossunder). Color intensity maps to event significance. Dark gray when idle - Runs independently of display toggles; events fire for all periods even if the line is hidden by the proximity filter ALERTS Two alert systems. XO/XU fires when price crosses the selected RVWAP (default: 30D). Bounce/Reject fires when price wicks into the selected RVWAP from the correct side and closes confirming support (bounce) or resistance (reject). Both fire JSON payloads; works with any webhook receiver. POSITIONING TABLE (row 1, all 16 configurations) BADGE COLOR (header, positioning x event combination) TIMEFRAME RECOMMENDATIONS - 7D: best on 8hr and below - 30D: the default, works on most timeframes - 60D: best on 3-Day and below - 90D: best on Weekly and below - 365D: works on Monthly and below CREDITS Rolling VWAP calculation: PineCoders/ConditionalAverages library
Pine Script® インジケーター
HYPR-runの投稿
Rolling Volume Profile [Matrix Volume Heatmap] by NXT2017Description This indicator offers a unique visual approach to Volume Profile analysis. Instead of the traditional histogram bars or boxes, this script renders a Rolling Volume Profile as a background "Matrix Heatmap" directly on your chart. By dividing the price action of the most recent N-candles into 30 horizontal zones (buckets), it visualizes where the most trading activity has occurred within your defined lookback period. The visualization uses dynamic transparency to highlight the Point of Control (POC) and high-volume nodes, while fading out low-volume areas. 🧠 How it Works The script operates on a "Rolling Window" basis, meaning it recalculates the profile at every bar to reflect the immediate market context. Dynamic Range: It calculates the highest High and lowest Low of the user-defined Lookback Length (default: 1000 bars). Bucket Slicing: This vertical range is divided into 30 equal price buckets. Volume Distribution (Overlap Logic): The script iterates through the historical data. If a candle is large and spans multiple buckets, its volume is distributed proportionally across those buckets. This ensures a more realistic profile compared to simply assigning volume to the close price. Heatmap Visualization: The script calculates the Maximum Volume (POC) within the profile. It uses a Reference Length to normalize this maximum. Dynamic Opacity: Zones with volume close to the maximum are rendered opaque (solid). Zones with low relative volume become highly transparent. This creates an automatic "Heatmap" effect, allowing you to instantly spot the most significant price levels. ⚙️ Settings Lookback Length (candles): Defines how far back the profile calculates volume (e.g., 1000 bars). POC Reference Length: Defines the smoothing window for the 100% volume baseline. Increasing this stabilizes the color changes; decreasing it makes the heatmap more reactive to sudden volume spikes. Profil Color: Choose the base color for the matrix. The transparency is calculated automatically. 💡 Use Case This tool is ideal for traders who want to see the "Value Area" of the current range without cluttering the chart with complex boxes or side-bars. It works excellent as a background context tool to identify: High Volume Nodes (Support/Resistance) Low Volume Nodes (Price gaps/Rejection areas) Migrating Points of Control (Trend direction)
Pine Script® インジケーター
NXT2017の投稿
Rolling Performance Toolkit (Returns, Correlation and Sharpe)This script provides a flexible toolkit for evaluating rolling performance metrics between any asset and a benchmark. Features: Library-based: Built on a custom utilities library for consistent return and statistics calculations. Rolling Window Control: Choose the lookback period (in days) to calculate metrics. Multiple Modes: Toggle between Rolling Returns, Rolling Correlation, and Rolling Sharpe Ratio. Benchmark Comparison: Compare your selected ticker against a benchmark (default: S&P 500 / SPX), but you can easily switch to any symbol. Risk-Free Rate Options: Choose from zero, a constant annual % rate, or a proxy symbol (default: US03M – 3-Month Treasury Yield). Annualized Sharpe: Sharpe ratios are annualized by default (×√252) for intuitive interpretation. This tool is useful for traders and investors who want to monitor relative performance, diversification benefits, or risk-adjusted returns over time.
Pine Script® インジケーター
villia9の投稿
Rolling Correlation BTC vs Hedge AssetsRolling Correlation BTC vs Hedge Assets Overview This indicator calculates and plots the rolling correlation between Bitcoin (BTC) returns and several key hedge assets: • XAUUSD (Gold) • EURUSD (proxy for DXY, U.S. Dollar Index) • VIX (Volatility Index) • TLT (20y U.S. Treasury Bonds ETF) By monitoring these dynamic correlations, traders can identify whether BTC is moving in sync with risk assets or decoupling as a hedge, and adjust their trading strategy accordingly. How it works 1. Computes returns for BTC and each asset using percentage change. 2. Uses the rolling correlation function (ta.correlation) over a configurable window length (default = 12 bars). 3. Plots each correlation as a separate colored line (Gold = Yellow, EURUSD = Blue, VIX = Red, TLT = Green). 4. Adds threshold levels at +0.3 and -0.3 to help classify correlation regimes. How to use it • High positive correlation (> +0.3): BTC is moving together with the asset (risk-on behavior). • Near zero (-0.3 to +0.3): BTC is showing little to no correlation — neutral/independent moves. • Negative correlation (< -0.3): BTC is moving in the opposite direction — potential hedge opportunity. Practical strategies: • Watch BTC vs VIX: a spike in volatility (VIX ↑) usually coincides with BTC selling pressure. • Track BTC vs EURUSD: stronger USD often puts downside pressure on BTC. • Observe BTC vs Gold: during “flight to safety” events, gold rises while BTC weakens. • Monitor BTC vs TLT: rising yields (falling TLT) often align with BTC weakness. Inputs • Window Length (bars): Number of bars used to calculate rolling correlations (default = 12). • Comparison Timeframe: Default = 5m. Can be changed to align with your intraday or swing trading style. Notes • Works best on intraday charts (1m, 5m, 15m) for scalping and short-term setups. • Use correlations as context, not standalone signals — combine with volume, VWAP, and price action. • Correlations are dynamic; they can switch regimes quickly during macro events (CPI, NFP, FOMC). This tool is designed for traders who want to manage risk exposure by monitoring whether BTC is behaving as a risk-on asset or hedge, and to exploit opportunities during decoupling phases.
Pine Script® インジケーター
leobuezoの投稿
Support Resistance UltimateThe "Support Resistance ULTIMATE" indicator is a comprehensive tool for traders on the TradingView platform, designed to identify key support and resistance levels using two primary techniques: pivot points and volume data. This indicator provides flexibility and customization, allowing traders to adapt it to their specific trading strategies. KEY FEATURES Pivot-Based Levels: This feature calculates support and resistance levels using pivot points, which are derived from the high, low, and close prices of previous trading periods. Pivot points are crucial for forecasting potential market turning points. Users can customize the pivot calculation by selecting the source type (either 'Close' or 'High/Low') and adjusting the lookback periods for both the left and right sides of the pivot calculation. This flexibility allows traders to adapt the indicator to different market conditions and timeframes. Volume-Based Levels: This option focuses on identifying support and resistance levels based on volume data, specifically the Point of Control (POC). The POC represents the price level with the highest traded volume during a specific time period, reflecting a consensus value among market participants. The indicator includes a rolling POC calculation, allowing traders to dynamically assess areas of significant trading interest that may serve as support or resistance zones. ADVANTAGES Customization and Flexibility: Traders can choose between pivot-based and volume-based levels or use both simultaneously, depending on their analysis needs. This dual approach provides a comprehensive view of market dynamics, accommodating various trading styles. The indicator offers customizable color settings for support and resistance lines, enhancing chart readability and allowing traders to personalize their visual analysis. Enhanced Market Insights: By utilizing pivot points, traders can identify potential reversal or consolidation points, aiding in the prediction of market trends and the establishment of strategic entry and exit points. Volume-based levels provide insights into market sentiment and participation, highlighting areas of strong support or resistance based on trading volume. This can improve risk management and trade execution by identifying high-probability trading zones. Importance Scoring: The indicator calculates the importance of each level based on the number of touches and the duration it holds. This scoring system helps traders assess the strength of support and resistance levels, with thicker lines indicating more significant levels. This indicator is intended for educational and informational purposes only and should not be considered financial advice. Trading involves significant risk, and you should consult with a financial advisor before making any trading decisions. The performance of this indicator is not guaranteed, and past results do not predict future performance. Use at your own risk.
Pine Script® インジケーター
Julien_Exeの投稿
32
VWAP RollingThis indicator, referred to here as "VWAP Rolling," is a technical tool designed to provide insight into the average price at which an asset has traded over a specified rolling period, along with bands that can indicate potential overbought or oversold conditions based on standard deviations from this rolling VWAP. Purpose and Utility: The indicator's primary purpose is to track the volume-weighted average price (VWAP) over a specified period, typically 20 bars in this script. The VWAP Rolling is particularly useful in assessing the average price level at which a security has been traded over the recent history, incorporating both price and volume data. This can help traders understand the prevailing market price in relation to trading volume. Advantages: 1. Dynamic Average: Unlike fixed VWAP indicators that calculate over a specific session, the rolling VWAP adapts to recent price and volume changes, offering a more responsive and dynamic average. 2. Volume Sensitivity: By weighting prices by volume, the rolling VWAP gives more importance to periods with higher trading activity, providing a clearer picture of where significant trading has occurred. 3. Standard Deviation Bands: The inclusion of standard deviation bands (configurable as 1x and 2x deviations in this script) around the rolling VWAP adds a layer of analytical depth. These bands can serve as potential areas of support and resistance, highlighting deviations from the mean price. Singularization and Interpretation: The VWAP Rolling indicator is singularized by its ability to adapt to changing market conditions, offering a dynamic representation of the average price level influenced by volume. To use and interpret this indicator effectively: • Rolling VWAP Line: The main line represents the rolling VWAP. When this line trends upwards, it suggests that recent trading has been occurring at higher prices weighted by volume, indicating potential bullish sentiment. Conversely, a downtrend in the rolling VWAP may indicate bearish sentiment. • Standard Deviation Bands: The upper and lower bands (configurable as 1x and 2x standard deviations from the rolling VWAP) are used to identify potential overbought or oversold conditions. A price crossing above the upper band may indicate overbought conditions, signaling a potential reversal or correction downwards. Conversely, a price crossing below the lower band may suggest oversold conditions, potentially signaling a bounce or reversal upwards. • Band Interaction: Watch for interactions between price and these bands. Repeated touches or breaches of the bands can provide clues about the strength of the prevailing trend or potential reversals. Interpretative Insights: • Trend Confirmation: The direction of the rolling VWAP can confirm or contradict the prevailing price trend. If the price is above the rolling VWAP and the VWAP is rising, it suggests a strong bullish sentiment. Conversely, a falling rolling VWAP with prices below might indicate a bearish trend. • ean Reversion Signals: Extreme moves beyond the standard deviation bands may signal potential mean reversion. Traders can look for price to revert back towards the rolling VWAP after such deviations. In summary, the VWAP Rolling indicator offers traders a flexible tool to gauge average price levels and potential deviations, incorporating both price and volume dynamics. Its adaptability and standard deviation bands provide valuable insights into market sentiment and potential trading opportunities.
Pine Script® インジケーター
Julien_Exeの投稿
Outlier Detecting Cumulative Moving Average (ODCMA)This is a simple moving average with a rolling length that resets whenever there is an outlier in the data. I have also included volume weighting. The length represents the lookback period for the outlier detection and the "Outlier Detection" is the deviation level to trigger the detection. You can select from: price detection, volume detection, price or volume detection, price and volume detection. I hope you can find this script useful. Its like a session weighted moving average but instead it retriggers the cumulative sum whenever there is an outlier.
Pine Script® インジケーター
The_Peaceful_Lizardの投稿
2
MTF EMA Ribbon & Bands + BBMulti Timeframe Exponential Moving Average Ribbon & Bands + Boillinger Bands I used the script "EMA Ribbon - low clutter, configurable " by adam24x, I made some color change and I added a few indicators (Boillinger Bands, EMA on multi timeframe and EMA bands from "34 EMA Bands " by VishvaP). The script can display various EMA from the chart's timeframe but also EMA from other timeframes. Bollinger Bands and EMA bands can also be added to the chart.
Pine Script® インジケーター
Yatagarasu_の投稿
1
MTF VWAP & StDev BandsMulti Timeframe Volume Weighted Average Price with Standard Deviation Bands I used the script "Koalafied VWAP D/W/M/Q/Y" by Koalafied_3 and made some changes, such as adding more standard deviation bands. The script can display the daily, weekly, monthly, quarterly and yearly VWAP. Standard deviation bands values can be changed (default values are 0.618, 1, 1.618, 2, 2.618, 3). Also the previous standard deviation bands can be displayed.
Pine Script® インジケーター
Yatagarasu_の投稿
3
Yearly Percentage ReturnsAn indicator that lets you visualize the historical Yearly Percentage returns of any symbol . Key Features: Displays the yearly returns from start to end of each year Displays a table showing all yearly returns for current symbol Displays start of each year as a vertical line Displays up to 5 custom horizontal levels Table Settings: Enable table - Show/Hide the table Size - Sets the size of the table Position - Sets the position of the table on the screen Direction - Sets the direction of the table to display the data (Vertically or Horizontally)
Pine Script® インジケーター
Botnet101の投稿
7
Rolling Heikin Ashi Candles█  OVERVIEW This indicator displays a Rolling Heikin Ashi Candles for a given timeframe Multiplier. Contrary to Heikin Ashi Candles Charts, if the timeframe Multiplier is "5", this indicator plots Heikin Ashi Candles OHLC of the last 5 Candles. █  WHAT IS THE NEED FOR IT Let's see if we want to use a Higher timeframe OHLC Data using security function or resolution options. The indicator repaints until the higher timeframe Heikin Ashi Candles closes, leading to a repainting strategy or indicator using higher-timeframe data. So we can use Rolling Heikin Ashi Candles in these cases. █  USES To Pull out higher timeframe Heikin Ashi Candles OHLC Data to build a non-repainting strategy or indicator. █  WHY I AM BUILDING THIS SIMPLE INDICATOR There is no doubt higher timeframe analysis is a critical study to mastering the markets. I found a necessity for an indicator that analyses multiple higher timeframes and gives us a cumulative or average trend direction. I already built the indicator; I will release it soon. The Indicator I am building is wholly based on my understanding and perspective of Market Structure. Please use this indicator idea to remove the repainting issue when you make an indicator that utilises higher timeframe data. I am using this in my upcoming indicators. Felt to share before head. Stay Tuned... If you have any recommendations or alternative ideas, then please drop a comment under the script ;)
Pine Script® インジケーター
candlesmartの投稿
Rolling OHLC Candles█  OVERVIEW This indicator displays a Rolling OHLC Bars for a given timeframe Multiplier. Contrary to OHLC Charts, if the timeframe Multiplier is "5", this indicator plot OHLC of the last 5 Candles. █  WHAT IS THE NEED FOR IT Let's see if we want to use a Higher timeframe OHLC Data using security function or resolution options. The indicator repaints until the higher timeframe OHLC Candle closes, leading to a repainting strategy or indicator using higher-timeframe data. So we can use Rolling OHLC Candles in these cases. █  USES To Pull out higher timeframe OHLC Data to build a non-repainting strategy or indicator. Prominently, traders use Heikin Ashi Candles to locate trends or trading opportunities easier than traditional candlesticks. But the OHLC in those Heikin Ashi candles doesn't match with conventional candlesticks. We can use these Rolling OHLC Candles as an alternative for Heikin Ashi Candles because Here we can locate trends or trading opportunities easier than traditional candlesticks, and also close of these candles matches the close of the standard candlesticks, which can help us to take trades based on the close of the candles. █  WHY I AM BUILDING THIS SIMPLE INDICATOR There is no doubt higher timeframe analysis is a critical study to mastering the markets. I found a necessity for an indicator that analyses multiple higher timeframes and gives us a cumulative or average trend direction. I already built the indicator; I will release it soon. The Indicator I am building is wholly based on my understanding and perspective of Market Structure. Please use this indicator idea to remove the repainting issue when you make an indicator that utilises higher timeframe data. I am using this in my upcoming indicators. Felt to share before head. Stay Tuned... If you have any recommendations or alternative ideas, then please drop a comment under the script ;)
Pine Script® インジケーター
candlesmartの投稿
2
Rolling CAGRCompound Annual Growth Rate This indicator is the compound annual growth rate to be used on any ticker. How to use Add indicator to your chart Specify a data source (default is the close for the selected ticker) Specify how many trading days are in a year (252 for stocks & 365 for crypto) Restrictions This is only accurate on the daily timeframe. So to avoid confusion, I disabled the plotting of the CAGR on any timeframe other than daily
Pine Script® インジケーター
jamiedubauskasの投稿
Volume Profile [LuxAlgo]Displays the estimate of a volume profile, with the option to show a rolling POC (point of control). Users can change the lookback, row size, and various visual aspects of the volume profile. Settings Basic: Lookback: Number of most recent bars to use for the calculation of the volume profile Row Size: Determines the number of rows used for the calculation of the volume profile Show Rolling POC: Determines whether to display the rolling POC of the volume profile Style: Width (% of the box): Determines the length of the bars relative to the Lookback value Bar Width: Width of each bar Flip Histogram: Flips the histogram, when enabled, the histogram base will be located at the most recent candle Gradient: Allows to color the volume profile bars with a gradient, with a color intensity determined by the length of each bar Rows Solid Color: Color of each bar when 'Gradient' is disabled POC Solid Color: Color of the POC when 'Gradient' is disabled Usage It is very common to display volume over time in order to visualize the trading activity made over a specific candle, however this is not the only way to display volume and it can be interesting to put it in relation with the price, which is what volume profiles do. Volume profiles are displayed as price relative histograms showing the accumulated volume within certain price areas, the number of areas are determined by the row size of the volume profile. Knowing which price's area accumulated the most volume allow highlighting areas of interest to market participants. Most accumulated volume will be encountered in zones of equilibrium between buyers and sellers; that is zones of local price stationarity. These zones are highlighted by high volume nodes in the volume profile. Imbalance between buyers and sellers are highlighted by thinner zones of the volume profile. The price level with the most accumulated volume is highlighted by the "point of control" (POC), displayed by the dotted line in the indicator. The POC is often considered an important level, commonly used as support/resistance by traders. One can verify the accuracy of this use case by using the rolling POC (assuming one would use the POC over time as SR). Indicator Limitations Volume profiles are calculated using tick data, which is not the case of this estimate, as such you won't have an accurate representation of an actual volume profile. The rolling POC can introduce time outs in the script computation, use lower lookback and row size value to display it.
Pine Script® インジケーター
LuxAlgoの投稿
52
Examples of Rolling Average Using Automated AnchoringIn this study, I present a method to expose NaN values to development environment. This exposure allows NaN values to be used by methods in scripts. I also show how to use values, even NaN values, as anchors from which statistics can be computed from. I demonstrate how to do this with constants and variables in methods for computing the cumulative/rolling average of a series. I also show how to calculate the cumulative/rolling average from the start of a ticker series using the aforementioned methods. Each method has a description on how some of their parts work as well as their constraints. Method #1 - Can only be used for computing the rolling average on the ticker series. Method #2 - The simple moving average from the Pine Script reference. - Can be used to calculate the rolling average of the ticker series and number values of a series. - This method seems to cause an error when there are many bars in the series. Method #3 - The most versatile method due to the use of computing the rolling average using an array. - Timeout will occur when computing the rolling average of an entire ticker series which is long. - Timeout has not occurred when computing a rolling average of a series from NaN or non-NaN anchor points even when the series is long. This is an attempt to get around the constraints of the built-in sma(source, length) function in which length cannot be dynamically adjusted. Other Pine Script functions have that constraint which we can get around by defining our own functions.
Pine Script® インジケーター
thaiaweの投稿
1
Rolling summaryStatistical methods based on mean cannot be effective all the time when attributed to financial data since it doesn't usually follow normal distribution, the data can be skewed or/and have extreme values which can be described as outliers. In order to deal with this problem it is appropriate to use median-based techniques. The most common one is called five-number summary/box plot, which plots median of the dataset, 25th (Q1) & 75th (Q3) percentiles (the medians of lower & upper parts of the original dataset divided by the original median), and whiskers calculated by taking range between Q1 and Q3, multiplying it by 1.5 and adding it to Q3 and subtracting it from Q1. The values which are outside the whiskers are considered outliers. Default settings of the script correspond to the classic box plot. Seven-number summary can be also plotted by this script, by turning on 4 additional percentiles/Bowley’s seven-figure summary by turning on first 2 additional percentiles and changing their values to 10 and 90 respectively. P.S.: Mean can be also turned in just to check the difference.
Pine Script® インジケーター
gorx1の投稿
11
Rolling Multiday VWAPCouldn't find a VWAP script that worked the way I needed so I created this one. Basically, it provides a multiday rolling VWAP. I made the rolling period configurable, but I primarily use it to add a 2 day VWAP to my chart alongside the standard VWAP indicator. This unique thing that this indicator does is dynamically anchor to the configured period, but starting from today backwards. Basically, this indicator ensures VWAP never anchors to the current day, but instead always shows a 2 day VWAP on today's charts. The problem I had with other indicators is that every other day my 2 day VWAP indicator would anchor to the current day and essentially become a redundant standard VWAP indicator. Hope to update in the future to dynamically update based the chart day you have in focus, but will need some time to figure out if that's even possible.
Pine Script® インジケーター
CapitalMasteryの投稿
18