Armaan-Harpal-Custom-AAVWAP: Free TradingView Indicator (Pine Script)

Add It to Your TradingView Chart

1Copy the scriptPress Copy script above, or the copy button on the code below.
2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
3Paste over the templateCreate a new indicator, select all of the template text and paste. Press Save and give it a name.
4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.

Source Code

219 lines of Pine Script v5 from Pine-Source-Code/tf-selective-AAVWAP-source.pine, published under MPL-2.0. Keep the author's credit and licence lines when you reuse it.

tf-selective-AAVWAP-source.pine

//@version=5
indicator('Armaan-Harpal-Custom-AAVWAP', overlay=true, max_bars_back=5000)
//@ak2k2, Credit to @AJ7919 for Open Source Contribution

tframe = '1D'
display_extra_labels = input(defval = false)
period = input(defval=100, title='Look Back Period (# of Days)')

display_as_hline = false
label_offset = 50
show_low_vwap_label = true
show_high_vwap_label = true
show_vol_vwap_label = true

// Var declaration
var int block_size = 1
var currentBarTime = 0


time_0 = request.security(syminfo.tickerid, tframe, time, barmerge.gaps_off, barmerge.lookahead_on)
time_1 = request.security(syminfo.tickerid, tframe, time[period], barmerge.gaps_off, barmerge.lookahead_on)

var TPeriod = 0
var chart_timeframe_minutes = 0
var indicator_timeframe_minutes = 0
var real_period = 0

// low vwap vars
var low_vwap_volume_price_summation = 0.0
var low_vwap_volume_summation = 0.0
var low_vwap_counter = 1
var float low_vwap = na
var float lowest_vwap = na
var low_vwap_color = color.fuchsia
var string low_vwap_text = na

// high vwap vars
var high_vwap_volume_price_summation = 0.0
var high_vwap_volume_summation = 0.0
var high_vwap_counter = 1
var float high_vwap = na
var float highest_vwap = na
var high_vwap_color = color.blue
var string high_vwap_text = na

// volume vwap vars
var vol_vwap_volume_price_summation = 0.0
var vol_vwap_volume_summation = 0.0
var vol_vwap_counter = 1
var float vol_vwap = na
var float volest_vwap = na
var vol_vwap_color = color.orange
var string vol_vwap_text = na


var float delta = na


if not na(time[period])
    delta := time_0 - time_1

    for int i = 1 to 4999 by 1
        if time - time[i] > delta
            block_size := i
            break

DAYVOL = request.security(syminfo.tickerid, timeframe.period, volume, barmerge.gaps_off, barmerge.lookahead_on)
DAYHIGH = request.security(syminfo.tickerid, timeframe.period, high, barmerge.gaps_off, barmerge.lookahead_on)
DAYLOW = request.security(syminfo.tickerid, timeframe.period, low, barmerge.gaps_off, barmerge.lookahead_on)
DAYHLC = request.security(syminfo.tickerid, timeframe.period, hlc3, barmerge.gaps_off, barmerge.lookahead_on)

if timenow - time < delta
    if low_vwap_counter == 1
        lowest_vwap := DAYLOW
        low_vwap_volume_price_summation := DAYVOL * DAYHLC
        low_vwap_volume_summation := DAYVOL
        low_vwap := low_vwap_volume_price_summation / low_vwap_volume_summation
        low_vwap_counter += 1
        low_vwap_counter
    else
        if lowest_vwap > DAYLOW
            low_vwap_color := low_vwap_color == color.fuchsia ? color.fuchsia : color.fuchsia
            low_vwap_volume_price_summation := DAYVOL * DAYHLC
            low_vwap_volume_summation := DAYVOL
            low_vwap := low_vwap_volume_price_summation / low_vwap_volume_summation
            lowest_vwap := DAYLOW
            lowest_vwap
        else
            low_vwap_volume_price_summation += DAYVOL * DAYHLC
            low_vwap_volume_summation += DAYVOL
            low_vwap := low_vwap_volume_price_summation / low_vwap_volume_summation
            low_vwap

        low_vwap_counter += 1
        low_vwap_counter


if timenow - time < delta
    if high_vwap_counter == 1
        highest_vwap := DAYHIGH
        high_vwap_volume_price_summation := DAYVOL * DAYHLC
        high_vwap_volume_summation := DAYVOL
        high_vwap := high_vwap_volume_price_summation / high_vwap_volume_summation
        high_vwap_counter += 1
        high_vwap_counter
    else
        if highest_vwap < DAYHIGH
            high_vwap_color := high_vwap_color == color.blue ? color.blue : color.blue
            high_vwap_volume_price_summation := DAYVOL * DAYHLC
            high_vwap_volume_summation := DAYVOL
            high_vwap := high_vwap_volume_price_summation / high_vwap_volume_summation
            highest_vwap := DAYHIGH
            highest_vwap
        else
            high_vwap_volume_price_summation += DAYVOL * DAYHLC
            high_vwap_volume_summation += DAYVOL
            high_vwap := high_vwap_volume_price_summation / high_vwap_volume_summation
            high_vwap

        high_vwap_counter += 1
        high_vwap_counter


if timenow - time < delta
    if vol_vwap_counter == 1
        volest_vwap := DAYVOL
        vol_vwap_volume_price_summation := DAYVOL * DAYHLC
        vol_vwap_volume_summation := DAYVOL
        vol_vwap := vol_vwap_volume_price_summation / vol_vwap_volume_summation
        vol_vwap_counter := high_vwap_counter + 1
        vol_vwap_counter
    else
        if volest_vwap < DAYVOL
            vol_vwap_color := vol_vwap_color == color.orange ? color.orange : color.orange
            vol_vwap_volume_price_summation := DAYVOL * DAYHLC
            vol_vwap_volume_summation := DAYVOL
            vol_vwap := vol_vwap_volume_price_summation / vol_vwap_volume_summation
            volest_vwap := DAYVOL
            volest_vwap
        else
            vol_vwap_volume_price_summation += DAYVOL * DAYHLC
            vol_vwap_volume_summation += DAYVOL
            vol_vwap := vol_vwap_volume_price_summation / vol_vwap_volume_summation
            vol_vwap

        vol_vwap_counter += 1
        vol_vwap_counter


TPeriod := time - time[1]
TPeriod := na(TPeriod) ? 0 : TPeriod

// if barstate.islast

pa = request.security(syminfo.tickerid, '1D', hlc3)
tim = request.security(syminfo.tickerid, '1D', time)

hi = ta.highest(pa, period)
hiOffset = -ta.highestbars(hlc3, period)
ath_dt = time[hiOffset]
ath_time = str.tostring(year(ath_dt)) + '-' + str.tostring(month(ath_dt)) + '-' + str.tostring(dayofmonth(ath_dt))

lo = ta.lowest(low, period)
loOffset = -ta.lowestbars(hlc3, period)
atl_dt = time[loOffset]
atl_time = str.tostring(year(atl_dt)) + '-' + str.tostring(month(atl_dt)) + '-' + str.tostring(dayofmonth(atl_dt))

// line.new(bar_index[hiOffset], low - (atr(100) * 100), bar_index[hiOffset], high + (atr(100) * 100), color=color.new(color.blue, 50), width=3)
// line.new(bar_index[loOffset], low + (atr(10) * 100), bar_index[loOffset], low - (atr(10) * 100), color=color.new(color.fuchsia, 50), width=3)
// line.new(bar_index[hiOffset], low - (atr(100) * 10), bar_index[hiOffset], high + (atr(100) * 10), color=color.new(color.blue, 50), width=3)

// Labels Initialization

if display_extra_labels and timeframe.period == 'D'
    if barstate.islast
        label.new(bar_index + 150, high + 50, 'Highest Daily hlc3: ' + str.tostring(hi) + ' Occured at: ' + str.tostring(ath_time), style=label.style_label_center)
        label.new(bar_index + 150, low - 50, 'Lowest Daily hlc3: ' + str.tostring(lo) + ' Occured at: ' + str.tostring(atl_time), style=label.style_label_center)



if tframe == '1D'
    low_vwap_text := 'LP'
    high_vwap_text := 'HP'
    vol_vwap_text := 'HV'
    vol_vwap_text


// var low_vwap_label = label.new(na, na, low_vwap_text, xloc.bar_index, size = size.tiny)
// var high_vwap_label = label.new(na, na, high_vwap_text, xloc.bar_index, size = size.tiny)
// var vol_vwap_label = label.new(na, na, vol_vwap_text, xloc.bar_index, size = size.tiny)

// if show_low_vwap_label
//     label.set_xloc(low_vwap_label, time + label_offset * TPeriod, xloc.bar_time)
//     label.set_y(low_vwap_label, low_vwap)
//     label.set_style(low_vwap_label, label.style_label_left)
//     label.set_color(low_vwap_label, low_vwap_color)
// else
//     label.delete(low_vwap_label)

// if show_high_vwap_label
//     label.set_xloc(high_vwap_label, time + label_offset * TPeriod, xloc.bar_time)
//     label.set_y(high_vwap_label, high_vwap)
//     label.set_style(high_vwap_label, label.style_label_left)
//     label.set_color(high_vwap_label, high_vwap_color)
// else
//     label.delete(high_vwap_label)

// if show_vol_vwap_label
//     label.set_xloc(vol_vwap_label, time + label_offset * TPeriod, xloc.bar_time)
//     label.set_y(vol_vwap_label, vol_vwap)
//     label.set_style(vol_vwap_label, label.style_label_left)
//     label.set_color(vol_vwap_label, vol_vwap_color)
// else
//     label.delete(vol_vwap_label)


plot(high_vwap, title='AVWAP Highest hlc3', color=color.new(high_vwap_color, 0), trackprice=display_as_hline, style=plot.style_line)
plot(low_vwap, title='AVWAP: Lowest hlc3', color=color.new(low_vwap_color, 0), trackprice=display_as_hline, style=plot.style_line)
plot(vol_vwap, title='AVWAP: Highest Volume', color=color.new(vol_vwap_color, 0), trackprice=display_as_hline, style=plot.style_line)

Overview

Each line is anchored at a swing low, a swing high, or the highest-volume candle found inside a user-set lookback measured in days. It requests daily timestamps and chart-timeframe price and volume, then accumulates typical price times volume from each anchor. The lookback length and an optional extra-label switch are the main settings. Daily anchor dates can be shown as labels. Higher-timeframe requests use lookahead, so values can change before a daily bar closes.

Three anchored VWAP series
Swing-high and swing-low anchors
Highest-volume candle anchor
Lookback period in days
Optional extra labels and anchor dates

Details

Published by

ak2k2 on GitHub

Type

Indicator, Pine Script v5

Draws

On the price chart

Markets

Any symbol

Timeframes

Any timeframe

Risk Notes

Signals can change on the live bar or after it closes (repainting)
Reads higher-timeframe data with lookahead on, so the history can show signals that were not there in real time

File

Pine-Source-Code/tf-selective-AAVWAP-source.pine

Repository

github.com/ak2k2/Custom-AAVWAP-Pinescript. See its other scripts in the library

Settings

The inputs you can change from the gear icon on the chart. Defaults are the author's.

Setting	Type	Default	Variable
display_extra_labels	`bool`	`false`	`display_extra_labels`
Look Back Period (# of Days)	`int`	`100`	`period`

Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.

Similar Pine Scripts

Volume Profile and Indicator by DGT

by namuan

318

This overlay indicator draws a fixed-range volume profile on the price chart, splitting traded activity into up and down volume at each price level. It also plots a sentiment profile, a developing point of control, and value-area high and low around a configur

Indicator v5 VolumeSupport & resistance

Updated 2 months ago · MIT

MGIC-tracker

by Allen1212

303

The MGIC-tracker is a TradingView indicator that overlays ARK Invest trade records onto stock price charts. It plots buy and sell labels at the exact timestamp of each transaction, showing share volume and ETF weight. Users select a specific ETF type via setti

Indicator v4 Support & resistanceVolume

Updated 2 years ago · None stated

AI Prediction S-Call/Put + RSI Volume Proxy

by dearvn

257

This overlay indicator marks call and put setups from EMAs, RSI, MACD, and a SPY volume ratio. A call needs higher highs, RSI above its minimum, rising MACD, above-average proxy volume, and a rising trend EMA; a put reverses those tests. Early markers use an E

Indicator v5 Moving averagesOscillators & momentum

Updated 6 weeks ago · None stated

Comprehensive Volume Profile

by TradersPost

218

Comprehensive Volume Profile is an overlay indicator that calculates and plots volume distribution across specified time ranges such as daily sessions, weekly, monthly, or custom bar lengths. It identifies key structural price levels including the Point of Con

Indicator v6 VolumeSupport & resistance

Updated 3 months ago · None stated

HMA-Kahlman Trend, Clipping & Trendlines

by capissimo

114

This indicator plots two Hull moving averages on the price chart, one of the selected price and one of close, and optionally smooths both with a Kahlman filter. It fills the space between them and marks buy and sell labels when they cross, provided scaled volu

Indicator v4 TrendMoving averages

Updated 1 year ago · None stated

Moon Dev GEX Arrows

by moondevonyt

92

This overlay indicator plots option strike walls and an optional session VWAP on the price chart for SPY or ES. It spaces major strikes by the selected instrument, draws a set number of strikes on each side, and marks wall-trap and sweep events after a cooldow

Indicator v5 Support & resistanceSessions & time

Updated 8 weeks ago · Custom licence

More indicators

Armaan-Harpal-Custom-AAVWAP