Rolling VWAP Levels

24 ביוני

Rolling VWAP Levels Indicator

Overview
Dynamic horizontal lines showing rolling Volume Weighted Average Price (VWAP) levels for multiple timeframes (7D, 30D, 90D, 365D) that update in real-time as new bars form.

Who This Is For

• Day traders using VWAP as support/resistance
  
• Swing traders analyzing multi-timeframe price structure
  
• Scalpers looking for mean reversion entries
  
• Options traders needing volatility bands for strike selection
  
• Institutional traders tracking volume-weighted fair value
  
• Risk managers requiring dynamic stop levels
  

How To Trade With It

Mean Reversion Strategies:

• Buy when price is below VWAP and showing bullish divergence
  
• Sell when price is above VWAP and showing bearish signals
  
• Use multiple timeframes - enter on shorter, confirm on longer
  
• Target opposite VWAP level for profit taking
  

Breakout Trading:

• Watch for price breaking above/below key VWAP levels with volume
  
• Use 7D VWAP for intraday breakouts
  
• Use 30D/90D VWAP for swing trade breakouts
  
• Confirm breakout with move beyond first standard deviation band
  

Support/Resistance Trading:

• VWAP levels act as dynamic support in uptrends
  
• VWAP levels act as dynamic resistance in downtrends
  
• Multiple timeframe VWAP confluence creates stronger levels
  
• Use standard deviation bands as additional S/R zones
  

Risk Management:

• Place stops beyond next VWAP level
  
• Use standard deviation bands for position sizing
  
• Exit partial positions at VWAP levels
  
• Monitor distance table for overextended moves
  

Key Features

• Real-time Updates: Lines move and extend as new bars form
  
• Individual Styling: Custom colors, widths, styles for each timeframe
  
• Standard Deviation Bands: Optional volatility bands with custom multipliers
  
• Smart Labels: Positioned above, below, or diagonally relative to lines
  
• Distance Table: Shows percentage distance from each VWAP level
  
• Alert System: Get notified when price crosses VWAP levels
  
• Memory Efficient: Automatically cleans up old drawing objects
  

Settings Explained

• Display Group: Show/hide labels, font size, line transparency, positioning
  
• Individual VWAP Groups: Color, line width (1-5), line style for each timeframe
  
• Standard Deviation Bands: Enable bands with custom multipliers (0.5, 1.0, 1.5, 2.0, etc.)
  
• Labels Group: Position (8 options including diagonal), custom text, price display
  
• Additional Info: Distance table, alert conditions
  

Technical Implementation

Uses rolling arrays to maintain sliding windows of price*volume data. The core calculation function processes both VWAP and standard deviation efficiently. Lines are created dynamically and updated every bar. Memory management prevents object accumulation through automatic cleanup.

Best Practices

1. Start with 7D and 30D VWAP for most strategies
   
2. Add 90D/365D for longer-term context
   
3. Use standard deviation bands when volatility matters
   
4. Position labels to avoid chart clutter
   
5. Enable distance table during high volatility periods
   
6. Set alerts for key VWAP level breaks
   

Market Applications

• Forex: Major pairs during London/NY sessions
  
• Stocks: Large cap names with good volume
  
• Crypto: Bitcoin, Ethereum, major altcoins
  
• Futures: ES, NQ, CL, GC with continuous volume
  
• Options: Use SD bands for strike selection and volatility assessment
  

25 ביוני

הערות שחרור

- Ease of Life Fix on the Lower Timeframes

25 ביוני

הערות שחרור

- Added Session Vwap Levels

19 ביולי

הערות שחרור

- lol

20 ביולי

הערות שחרור

- DPOC VWAP Bug Fix
- Development Mode Added
- Band Fills Added

20 ביולי

הערות שחרור

- 30D Update

21 ביולי

הערות שחרור

- Timeframe Display Fix

21 ביולי

הערות שחרור

- Table fix on 1 m

21 ביולי

הערות שחרור

- Quarterly OPEX
- Omni Alert

21 ביולי

הערות שחרור

- Fixed Alerts Issues

25 ביולי

הערות שחרור

- If You are on Essential Plan , simply disable use aggregated volume

28 ביולי

הערות שחרור

- Fixed Request Security Issue for Users with Low Tier TV Sub

29 ביולי

הערות שחרור

- Returned Displaying Multiple Vwaps on Same Timeframe

29 ביולי

הערות שחרור

- ATR Filter

7 באוג׳

הערות שחרור

- DPOC Implementation on Higher Timeframes

16 באוג׳

הערות שחרור

- Clean

24 באוג׳

הערות שחרור

- Confirmation Mode Added

29 באוג׳

הערות שחרור

- OK

29 באוג׳

הערות שחרור

- TWAP

30 באוג׳

הערות שחרור

- Cleaner TWAP

לפני 7 ימים

הערות שחרור

- MOMO