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Interval Volatility Bands [DW]This is an experimental study that utilizes Volume Weighted Average Price or Time Weighted Average Price calculations, Bollinger Bands, and Fibonacci numbers to estimate volatility over a specified interval. First, the basis is calculated by selecting: -VWAP, which has the option to be calculated using real volume or tick volume -TWAP, which has the option to be calculated using the standard method or exponential method Next, standard deviation from the basis is calculated and multiplied by a specified expansion coefficient. The result is then added to and subtracted from the basis to calculate the high and low bands. There are three band calculation methods to chosse from in this script: -Standard, which uses the default calculations -Average, which takes a cumulative average of standard deviation -Hybrid, which takes the maximum of the standard and average standard deviation methods Lastly, the high and low band ranges are multiplied by Fibonacci Percentages 23.6 - 78.6. A custom color scheme with eight default presets to choose from is included.
Pine Script™ indicator
by DonovanWall
7
TrendStop by mavilim0732 and KIVANC fr3762TREND STOP is a trend following and Stop Loss indicator. Prices are on trend after Green line suddenly crossing below prices, conversely bearish after crossing above... The absolute Stop Level is the red line. Macd and also Directional indicator signals considered as buy signals in calculating the Trend Stop indicator. ALSO users can change the 21 Period calculation of the indicator between EMA and the default option of VWAP . creator: @mavilim0732 on twitter
Pine Script™ indicator
by KivancOzbilgic
13
Topfinder Bottomfinder pivot matcher Midas- jayyMidas Technical Analysis: A VWAP Approach to Trading and Investing in Today’s Markets by Andrew Coles, David G. Hawkins Copyright © 2011 by Andrew Coles and David G. Hawkins. Appendix C: TradeStation Code for the MIDAS Topfinder/Bottomfinder Curves ported to tradingview This code is used to assist in adjusting D volume to intersect pivot candle at a pivot candle when using this script: Top Bottom Finder Public version- Jayy found here: The "n" number entered into the TB-F script is the topfinder/bottomfinder starting point or anchor Be sure to enter the correct number in the "Topfinder bottomfinder initiation/anchor candle: 1 for CANDLE low - top finder, 2 for CANDLE high - bottom finder, 3 for CANDLE MIDPOINT (hl2) dialogue box The location of the match point of the pivot candle is extremely important in the: "Match to PIVOT CANDLE: use 1 for CANDLE low, 2 for midtail of the candle below the BODY, 3 for candle BODY low, 4 for CANDLE HIGH, 5 for midpoint of candletail above body, 6 for candle BODY high". Do not confuse body high with candle high. The body low will either be the candle open or close. The body high will be either the open or close. If you expect a trend up the pivot candle is likely the low of the pivot candle ie 1 (2 and 3 are alternatives). In a trend down the high of the pivot candle is often selected ie 4 (5 or 6 are alternatives) If the candle body is aqua increase D volume if it is orange reduce D volume. Adjust iteratively until the candle body turns yellow. That will mean that the TB-F line passes through the pivot candle at the selected point. Jayy
Pine Script™ indicator
by jayy
2
Volume ProblemHello TradingView Community, I'm posting this in hopes one of y'all have answers. I was attempting to make my own VWAP based on one minute data since it's the best we can do and I stumbled across this when I noticed the values were abnormally low. For some reason a cumulative day's worth of 1minute volume is not equal to the actual day's volume. Its significantly lower. If anyone has any idea why or if I made an error in my script can point it out to me I would greatly appreciate it, thank you.
Pine Script™ indicator
by wpatte15
14