本页源码来自 TradingView 公开发布的开源脚本，版权归原作者所有， 请遵循其原始许可（Pine 脚本常见 CC BY-NC-SA / MPL-2.0 / MIT）。 本项目仅用于研究检索与许可范围内的移植。
// This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
// © LuxAlgo
//@version=5
indicator("VWAP Periodic Close [LuxAlgo]", 'LuxAlgo - VWAP Periodic Close', true)
//---------------------------------------------------------------------------------------------------------------------
// Settings
//---------------------------------------------------------------------------------------------------------------------{
display = display.all - display.status_line
optionTT = 'VWAP Close Level toggles the display of the level where the VWAP closes at the end of the specified period\n\nVWAP Origin toggles the display of the VWAP line for that period\n\nHistorical Closes option defines how many levels will be plotted for that period'
group_dVWAP = 'Daily - Volume Weighted Average Price (VWAP)'
isdVWAPc = input.bool(true, 'VWAP Close Level', inline = 'dVWAP', group = group_dVWAP, tooltip = optionTT)
isdVWAP = input.bool(true, 'VWAP Origin', inline = 'dVWAP', group = group_dVWAP)
dVWAPSource = input.source(hlc3, 'VWAP Source', inline = 'dVWAP2', group = group_dVWAP, display = display)
dHistorical = input.int(1, "Historical Closes", minval = 0, group = group_dVWAP, display = display)
dOffset = input.int(17, "Line/Label Offset", minval = 0, maxval = 500, group = group_dVWAP, display = display)
group_wVWAP = 'Weekly - Volume Weighted Average Price (VWAP)'
iswVWAPc = input.bool(true, 'VWAP Close Level', inline = 'dVWAP', group = group_wVWAP, tooltip = optionTT)
iswVWAP = input.bool(true, 'VWAP Origin', inline = 'dVWAP', group = group_wVWAP)
wVWAPSource = input.source(hlc3, 'VWAP Source', inline = 'dVWAP2', group = group_wVWAP, display = display)
wHistorical = input.int(3, "Historical Closes", minval = 0, group = group_wVWAP, display = display)
wOffset = input.int(17, "Line/Label Offset", minval = 0, maxval = 500, group = group_wVWAP, display = display)
group_mVWAP = 'Monthly - Volume Weighted Average Price (VWAP)'
ismVWAPc = input.bool(true, 'VWAP Close Level', inline = 'dVWAP', group = group_mVWAP, tooltip = optionTT)
ismVWAP = input.bool(true, 'VWAP Origin', inline = 'dVWAP', group = group_mVWAP)
mVWAPSource = input.source(hlc3, 'VWAP Source', inline = 'dVWAP2', group = group_mVWAP, display = display)
mHistorical = input.int(2, "Historical Closes", minval = 0, group = group_mVWAP, display = display)
mOffset = input.int(17, "Line/Label Offset", minval = 0, maxval = 500, group = group_mVWAP, display = display)
group_qVWAP = 'Quarterly - Volume Weighted Average Price (VWAP)'
isqVWAPc = input.bool(false, 'VWAP Close Level', inline = 'dVWAP', group = group_qVWAP, tooltip = optionTT)
isqVWAP = input.bool(false, 'VWAP Origin', inline = 'dVWAP', group = group_qVWAP)
qVWAPSource = input.source(hlc3, 'VWAP Source', inline = 'dVWAP2', group = group_qVWAP, display = display)
qHistorical = input.int(1, "Historical Closes", minval = 0, group = group_qVWAP, display = display)
qOffset = input.int(17, "Line/Label Offset", minval = 0, maxval = 500, group = group_qVWAP, display = display)
group_yVWAP = 'Yearly - Volume Weighted Average Price (VWAP)'
isyVWAPc = input.bool(false, 'VWAP Close Level', inline = 'dVWAP', group = group_yVWAP, tooltip = optionTT)
isyVWAP = input.bool(false, 'VWAP Origin', inline = 'dVWAP', group = group_yVWAP)
yVWAPSource = input.source(hlc3, 'VWAP Source', inline = 'dVWAP2', group = group_yVWAP, display = display)
yHistorical = input.int(1, "Historical Closes", minval = 0, group = group_yVWAP, display = display)
yOffset = input.int(17, "Line/Label Offset", minval = 0, maxval = 500, group = group_yVWAP, display = display)
group_Theme = 'Themes'
theme = input.string("Custom", 'Themes', options = ["Day", "Night", "Custom"], group = group_Theme, display = display)
dVWAPColor = input.color(#e91e63, 'D', inline = 'dVWAP2', group = group_Theme)
wVWAPColor = input.color(#2962ff, 'W', inline = 'dVWAP2', group = group_Theme)
mVWAPColor = input.color(#00bcd4, 'M', inline = 'dVWAP2', group = group_Theme)
qVWAPColor = input.color(#089981, 'Q', inline = 'dVWAP2', group = group_Theme)
yVWAPColor = input.color(#ff9800, 'Y', inline = 'dVWAP2', group = group_Theme)
//---------------------------------------------------------------------------------------------------------------------}
// User Defined Types
//---------------------------------------------------------------------------------------------------------------------{
type VWAP
chart.point [] points
polyline [] lines
//---------------------------------------------------------------------------------------------------------------------}
// Functions / Methods
//---------------------------------------------------------------------------------------------------------------------{
monthh(m) =>
switch m
1 => 'Jan'
2 => 'Feb'
3 => 'Mar'
4 => 'Apr'
5 => 'May'
6 => 'Jun'
7 => 'Jul'
8 => 'Aug'
9 => 'Sep'
10 => 'Oct'
11 => 'Nov'
12 => 'Dec'
date(t) =>
D = dayofmonth(t)
monthh(month(t)) + '-' + (D < 10 ? '0' + str.tostring(D) : str.tostring(D)) + '-' + str.tostring(year(t)) + ' · '
renderVWAPCloses(source, period, historical, txt, color, offset, origin) =>
isVoly = ta.cum(volume) > 0
anchor = timeframe.change(period)
vwap = ta.vwap(source, anchor)
if isVoly
var vwapLinesArray = array.new_line()
var vwapLabelsArray = array.new_label()
var vwapDateArray = array.new_string()
var VWAP vwapArray = VWAP.new(array.new<chart.point>(na), array.new<polyline>(na))
if anchor
vwapLinesArray.push(line.new(bar_index[1], vwap[1], bar_index[1] + offset, vwap[1], color = color, width = 2))
vwapLabelsArray.push(label.new(bar_index[1] + offset, vwap[1], date(time) + txt + '(1) · ' + str.tostring(vwap[1], format.mintick), color = color.new(color, 73), textcolor = color, style = label.style_label_left, tooltip = str.tostring(vwap[1], format.mintick)))
vwapDateArray.push(date(time))
if origin
vwapArray.lines.push(polyline.new(vwapArray.points, false, false, line_color = color))
vwapArray.points.clear()
vwapArray.points.push(chart.point.from_index(bar_index, vwap))
if vwapArray.lines.size() > historical
vwapArray.lines.shift().delete()
if vwapLinesArray.size() > historical
vwapLinesArray.shift().delete()
if vwapLabelsArray.size() > historical
vwapLabelsArray.shift().delete()
if vwapDateArray.size() > historical
vwapDateArray.shift()
for [index, value] in vwapLabelsArray
value.set_text(vwapDateArray.get(index) + txt + '(' + str.tostring(vwapLabelsArray.size() - index) + ')' + ' · ' + str.tostring(value.get_y(), format.mintick))
else if vwapLinesArray.size() > 0 and vwapLabelsArray.size() > 0
if origin
vwapArray.points.push(chart.point.from_index(bar_index, vwap))
for currentElement in vwapLinesArray
currentElement.set_x2(bar_index + offset)
for currentElement in vwapLabelsArray
currentElement.set_x(bar_index + offset)
else
var table note = table.new(position.bottom_right, 1, 1)
if barstate.islast
table.cell(note, 0, 0, 'No volume is provided by the data vendor. \n\n', text_size = size.normal, text_color = chart.fg_color)
switch theme
'Day' => dVWAPColor := #cf476f, wVWAPColor := #ffd166, mVWAPColor := #06d6a0, qVWAPColor := #118ab2, yVWAPColor := #073b4c
'Night' => dVWAPColor := #f48fb1, wVWAPColor := #90bff9, mVWAPColor := #80deea, qVWAPColor := #70ccbd, yVWAPColor := #ffcc80
//---------------------------------------------------------------------------------------------------------------------}
// Calculations
//---------------------------------------------------------------------------------------------------------------------{
bgcolor(theme == 'Day' ? #ffffff : theme == 'Night' ? #000000 : na)
bgcolor(theme == 'Day' ? #ffffff : theme == 'Night' ? #000000 : na, 1001)
if isdVWAPc and timeframe.isintraday
renderVWAPCloses(dVWAPSource, 'D' , dHistorical, 'DAILY', dVWAPColor, dOffset, isdVWAP)
if iswVWAPc and (timeframe.isdaily or timeframe.isintraday)
renderVWAPCloses(wVWAPSource, 'W' , wHistorical, 'WEEKLY', wVWAPColor, wOffset, iswVWAP)
if ismVWAPc and (timeframe.isweekly or timeframe.isdaily or timeframe.isintraday)
renderVWAPCloses(mVWAPSource, 'M' , mHistorical, 'MONTHLY', mVWAPColor, mOffset, ismVWAP)
if isqVWAPc and (timeframe.ismonthly or timeframe.isweekly or timeframe.isdaily or timeframe.isintraday)
renderVWAPCloses(qVWAPSource, '3M' , qHistorical, 'QUARTERLY', qVWAPColor, qOffset, isqVWAP)
if isyVWAPc and (timeframe.ismonthly or timeframe.isweekly or timeframe.isdaily or timeframe.isintraday)
renderVWAPCloses(yVWAPSource, '12M', yHistorical, 'YEARLY', yVWAPColor, yOffset, isyVWAP)
//---------------------------------------------------------------------------------------------------------------------}