Adaptive CE-VWAP Breakout Framework [KedArc Quant]

8 בנוב׳

Description

A structured framework that unites three complementary systems into one charting engine:

Chandelier Exit (CE) – ATR-based trailing logic that defines trend direction, stop placement, and risk/reward overlays.
Swing-Anchored VWAP (SWAV) – a dynamically anchored VWAP that re-starts from each confirmed swing and adapts its smoothness to volatility.
Pivot S/R with Volume Breaks – confirmed horizontal levels with alerts when broken on expanding volume.

This script builds a single workflow for bias → trigger → managementwithout mixing unrelated indicators. Each module is internally linked rather than layered cosmetically, making it a true analytical framework—not.

Acknowledgment

Special thanks to Dynamic Swing Anchored VWAP by Zeiierman, whose swing-anchoring concept inspired a part of the SWAV module’s implementation and adaptation logic.
Support and Resistance Levels with Breaks by LuxAlgo for S/R breakout logic.

How this helps traders

Trend clarity – CE color-codes direction and provides evolving stops.
Context value – SWAV traces adaptive mean paths so traders see where price is heavy or light.
Action filter – Pivot+volume logic highlights true structural breaks, filtering false moves.
Discipline tool – Optional R:R boxes visualize risk and target zones to enforce planning.

Entry / Exit guidelines (for study purposes only)

Bias Use CE direction: green = long bias red = short bias

Entry

1. Breakout method– Trade in CE direction when a pivot level breaks on valid volume.
2. VWAP confirmation– Prefer breaks occurring around the nearest SWAV path (fair-value cross or re-test).

Exit

Stop = CE line / recent swing HL / ATR × (multiplier)
Target = R-multiple × risk (default 2 R)
Optional live update keeps SL/TP aligned with current CE state.

Core formula concepts

ATR Stop: Stop = High/Low – ATR × multiplier
VWAP calc: Σ(price × vol) / Σ(vol) anchored at swing pivot, adapted by APT (Adaptive Price Tracking) ratio ∝ ATR volatility.
Volume oscillator: 100 × (EMA₅ – EMA₁₀)/EMA₁₀; valid break when threshold %.

Input configuration (high-level)

Master Controls
Show CE / SWAV modules Theme & Fill opacity

CE Section
ATR period & multiplier Use Close for extremums
Show buy/sell labels Await bar confirmation
Risk-Reward overlay: R-multiple, Stop basis (CE/Swing/ATR×), Live update toggle

SWAV Section
Swing period Adaptive Price Tracking length Volatility bias (ATR-based adaptation) Line width

Pivot & Volume Breaks
Left/Right bar windows Volume threshold % Show Break labels and alerts

Best timeframes

Intraday: 5 m – 30 m for breakout confirmation
Swing: 1 h – 4 h for trend context
Settings scale with instrument volatility—adjust ATR period and volume threshold to match liquidity.

Glossary

ATR: Average True Range (volatility metric)
CE: Chandelier Exit (trailing stop/trend filter)
SWAV: Swing-Anchored VWAP (anchored mean price path)
Pivot H/L: Confirmed local extrema using left/right bar windows
R-multiple: Profit target as a multiple of initial risk

FAQ

Q: Does it repaint? A: No—pivots wait for confirmation and VWAP updates forward-only.
Q: Can modules be disabled? A: Yes—each section has its own toggle.
Q: Can it trade automatically? A: This is an indicator/study, not an auto-strategy.
Q: Is this financial advice? A: No—educational use only.

Disclaimer

This script is for educational and analytical purposes only.
It is not financial advice. Trading involves risk of loss. Past performance does not guarantee future results. Always apply sound risk management.

10 בנוב׳

הערות שחרור

What was fixed (and why)

Symptom users saw
On some charts, TradingView threw:
Error: Bar index value of the points argument in polyline.new() is too far from the current bar index. Try using time instead.

Root cause
Our Swing-Anchored VWAP (SWAV) draws a polyline using X-coordinates based on bar index.
When an anchor happened far back in history (or a user had more history loaded), some points were too far” from the current bar for TradingView’s polyline.new() limits.
Different users can hit this depending on their data depth, timeframe, and symbol.

The fix
We changed the polyline’s X-coordinates from index-based to time-based points:

Before: chart.point.from_index(bar_index_value, price)

Now: chart.point.from_time(time_of_that_bar, price)

Using time makes those points valid regardless of how far back the anchor is, so the polyline no longer violates TV’s distance constraints.

What stayed the same (safety/performance)

We keep the hard cap of MAX_SWAV_POINTS = 9999 so we never exceed TradingView’s 10k point limit.

We still delete and re-create the polyline cleanly when anchors change, and append one point per bar during live updates.

The logic is still non-repainting: anchors use confirmed swings, and points are built from past bars only.