Completely agree with you.....................most of the times, I keep my chart very clean after experiencing with lot many indicators having had on my chart...first i completely depend a lot on price action , support/resis levels to get a clean picture before adding/removing 2-3 other indicators for confirmation.
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Hello, I'm trying to get deviation bands on this specific code. I tried using code from other samples but was unsuccessful. Any assistance would be great. thanks
Sure thing! Your question is about using the standard deviation bands from https://usethinkscript.com/threads/vwap-standard-deviation-bands-for-thinkorswim.1315/ on an anchored VWAP script?
No he has his anchored vwap without using std deviation, he is using a different method
Lol. That was dumb of me haha
Every once in awhile I find a gem. Today you are that gem. This is amazing!!! Best idea I have ever seen for anchor vwap.
yes i see hod and lod options in the script but im speaking of high or low of the bar.... where as most AVWAP studies just anchor to the average of the bar i think. For instance ..... yyyy/mm/day Time 00:00 options-High Low Open or Close
Ruby:#START STUDY #Anchored_VWAPv3 #linus, 2014-03-10, v0.1 #10:24 linus: it carries over the previous pivot's lines for high, low and close. (it plots vwaps of the high, low and close that are reset each time a new pivot is found.) #10:25 linus: i wrote it to experiment with vwap as stops. (the high and low vwaps that can be offset by the ticks input.) #10:25 linus: but it should serve as an example of how to reset the vwaps based on a signal. #10:35 linus: #hint: VWAP stops anchored off fractalTrader pivots. #10:37 linus: the code calculates the pivots as PivH and PivL, and then restarts the high, low and close vwaps when it finds a new pivot. Otherwise it continues to calculate the high, low and close vwaps. #10:37 linus: the dashed vwap plots are the saved from the previous pivot, and the solid vwap plots are since the last pivot. #20220708 Sleepyz used missing logic from Mobius fractal pivots #20230315 Sleepz modified the VwapH and VwapL off the high/low respective of PivotH/PivotL #hint: VWAP stops anchored off fractalTrader pivots. #hint n: Lookback period for finding swing highs, lows. input n = 20; #hint ticks: Offset High/Low VWAP lines by this number of ticks. input ticks = 0.0; def bn = BarNumber(); def na = Double.NaN; def bnOK = bn > n; def isHigher = fold i = 1 to n + 1 with p = 1 while p do high > GetValue(high, -i); def HH = if bnOK and isHigher and high == Highest(high, n) then high else na; def isLower = fold j = 1 to n + 1 with q = 1 while q do low < GetValue(low, -j); def LL = if bnOK and isLower and low == Lowest(low, n) then low else na; def PHBar = if !IsNaN(HH) then bn else PHBar[1]; def PLBar = if !IsNaN(LL) then bn else PLBar[1]; def PHL = if !IsNaN(HH) then HH else PHL[1]; def PLL = if !IsNaN(LL) then LL else PLL[1]; def priorPHBar = if PHL != PHL[1] then PHBar[1] else priorPHBar[1]; def priorPLBar = if PLL != PLL[1] then PLBar[1] else priorPLBar[1]; def HighPivots = bn >= HighestAll(priorPHBar); def LowPivots = bn >= HighestAll(priorPLBar); def PivH = if !IsNaN(HH) > 0 then HighPivots else na; def PivL = if !IsNaN(LL) > 0 then LowPivots else na; plot Up = bn == PLBar; Up.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP); Up.SetLineWeight(3); Up.SetDefaultColor(Color.WHITE); plot Dn = bn == PHBar; Dn.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_DOWN); Dn.SetLineWeight(3); Dn.SetDefaultColor(Color.ORANGE); def LocH = (high + (TickSize() * ticks)) * volume; def LocL = (low - (TickSize() * ticks)) * volume; def LocC = close * volume; rec PC; rec VC; rec PC2; rec VC2; rec PH; rec VH; rec PL; rec VL; rec PH2; rec VH2; rec PL2; rec VL2; if Dn or Up { PC = LocC; VC = volume; PC2 = PC[1]; VC2 = VC[1]; } else { PC = CompoundValue(1, LocC + PC[1], na); VC = CompoundValue(1, volume + VC[1], na); PC2 = CompoundValue(1, LocC + PC2[1], na); VC2 = CompoundValue(1, volume + VC2[1], na); } if Dn { PH = LocH; VH = volume; PH2 = PH[1]; VH2 = VH[1]; } else { PH = CompoundValue(1, LocH + PH[1], na); VH = CompoundValue(1, volume + VH[1], na); PH2 = CompoundValue(1, LocH + PH2[1], na); VH2 = CompoundValue(1, volume + VH2[1], na); } if Up { PL = LocL; VL = volume; PL2 = PL[1]; VL2 = VL[1]; } else { PL = CompoundValue(1, LocL + PL[1], na); VL = CompoundValue(1, volume + VL[1], na); PL2 = CompoundValue(1, LocL + PL2[1], na); VL2 = CompoundValue(1, volume + VL2[1], na); } plot VwapC = if Dn[-1] or Up[-1] then na else PC / VC; plot VwapC2 = if Dn[-1] or Up[-1] then na else PC2 / VC2; plot VwapH = if Dn[-1] then na else PH / VH; plot VwapL = if Up[-1] then na else PL / VL; plot VwapH2 = if Dn[-1] then na else PH2 / VH2; plot VwapL2 = if Up[-1] then na else PL2 / VL2; VwapC.SetDefaultColor(Color.YELLOW); VwapC.SetLineWeight(2); VwapC.HideBubble(); VwapC2.SetDefaultColor(Color.YELLOW); VwapC2.SetLineWeight(2); VwapC2.SetStyle(Curve.SHORT_DASH); VwapC2.HideBubble(); VwapH.SetDefaultColor(Color.DARK_RED); VwapH.HideBubble(); VwapH.SetLineWeight(5); VwapL.SetDefaultColor(Color.DARK_GREEN); VwapL.HideBubble(); VwapL.SetLineWeight(5); VwapH2.SetDefaultColor(Color.DARK_RED); VwapH2.SetStyle(Curve.SHORT_DASH); VwapH2.HideBubble(); VwapL2.SetDefaultColor(Color.DARK_GREEN); VwapL2.SetStyle(Curve.SHORT_DASH); VwapL2.HideBubble(); #END STUDY ;
thank you
Hi SleepyZ, can you please help to add price bubble instead of arrow?
Alright, I have to admit, getting into this event offset stuff makes my brain hurt. How do I get 4 anchored vwaps plotted off the last 4 qtrs of earnings? The day of earnings if its pre-market release and the next day if its after market. What is it about the current code posted by Sleepyz that's making it reset the plot for each earnings date instead of continuing to the current bar? I'm really surprised this hasn't been cranked out by somebody already. It seems all the avwap indicators out there are based solely on highs/lows or dates and never both or event/earnings related related. My concentration is no way near good enough to get my head around it atm. Any help would be GREATLY appreciated to get this rolling.
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