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VWAP Daily

Weighted average price indicator or VWAP.

The well-known standard VWAP with the beginning of the day is added with the function of selecting the periodization. It can be calculated both every day and on other periods. Also the indicator allows to exclude the volume from the calculation, which will allow using it on the cryptocurrencies and forex. There is an alert for a VWAP price crossing. There are 1 and 2 standard deviation.

Settings:

  • Volume: turning volume on and off in the calculation mechanism
  • Period: selection of VWAP rendering period (15 min, 30 min, 1 hour, 2 hours, 4 hours, day)
  • Start day: setting the start of the day for a period V_DAY
  • Color: VWAP color
  • Sigma Color: standard deviation color
  • Sigma 1 Visible: enable display of the first  standard deviation
  • Sigma 2 Visible: enable display of the second  standard deviation
  • Bar's Quantity: the number of candlesticks on which the indicator is displayed
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Anton Polkovnikov
5 (1)
MultiVWAP A radical reworking of the well-known VWAP, which is in fact a completely new unique tool. It gives you the opportunity to put 5 types of different VWAPs on the chart: Volume - standard VWAP calculated based on volume No volume - no volume in calculations, which allows using the indicator on the charts, for which the broker does not supply volumetric data Volatility - new development, the calculation is based on unsteady volatility Buyer - VWAP calculation is based on current market bu
POC Auto
Anton Polkovnikov
Auto Point of Control Indicator for those who use the Market/Volume Profile in their trading, who are familiar with the concepts of POC and VAH/VAL. I often noticed that it is inconvenient to change the zone of POC level calculation. Also it is not always convenient to use periodic areas, such as Day, Hour, etc. So I decided to develop a fully automated POC, where the zones change each other through the algorithm in the script. How to use POC - everyone decides for himself. They can be stop-loss
Cumulative delta indicator As most traders believe, the price moves under the pressure of market buying or selling. When someone redeems an offer standing in the cup, the deal is a "buy". If someone pours into the bid standing in the cup - the deal goes with the direction of "sale". The delta is the difference between purchases and sales. A cumulative delta - the difference between the cumulative sum of purchases and sales for a certain period of time. It allows you to see who is currently contr
Pullback Hunter
Anton Polkovnikov
PULLBACK HUNTER What is every trader's cherished dream? To see without delay the places where the reversal will happen. This, of course, is from the category of magic, though... nothing is impossible. But for now I've prepared for you an indicator that marks in real time the end of corrections to the current movement or in short - catches pullbacks.What is the main point? Many people practice rebounds when the price moves in the direction of the open position. And they do them on the formation o
Levels StopTP
Anton Polkovnikov
LEVELS (extremes, stops, takeprofits) The indicator visualizes the levels of recent price extremes. Such values are searched for by means of an internal algorithm. It does not redraw.  It is used to change stop order placement levels (done manually by the user, the indicator only visualizes the level). It can also be used for taking partial profits at opposite levels of the movement. The indicator will allow you to take most of the strong movements. You don't have to worry about exiting a posit
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