VWAP + EMA9 With Signals

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。

Pine Script

//@version=6
indicator(title="VWAP + EMA9 With Signals", shorttitle="VWAP+EMA9 Signals", overlay=true, timeframe="", timeframe_gaps=true)
 
// VWAP Inputs
hideonDWM = input(false, title="Hide VWAP on 1D or Above", group="VWAP Settings", display = display.data_window)
var anchor = input.string(defval = "Session", title="Anchor Period",
 options=["Session", "Week", "Month", "Quarter", "Year", "Decade", "Century", "Earnings", "Dividends", "Splits"], group="VWAP Settings")
src = input(title = "Source", defval = hlc3, group="VWAP Settings", display = display.data_window)
offset = input.int(0, title="Offset", group="VWAP Settings", minval=0, display = display.data_window)
 
BANDS_GROUP = "Bands Settings"
calcModeInput = input.string("Standard Deviation", "Bands Calculation Mode",
 options = ["Standard Deviation", "Percentage"], group = BANDS_GROUP, display = display.data_window)
 
showBand_2 = input(false, title = "", group = BANDS_GROUP, inline = "band_2", display = display.data_window)
bandMult_2 = input.float(2.0, title = "Bands Multiplier #2", group = BANDS_GROUP, inline = "band_2", step = 0.5, minval=0, display = display.data_window, active = showBand_2)
 
showBand_3 = input(false, title = "", group = BANDS_GROUP, inline = "band_3", display = display.data_window)
bandMult_3 = input.float(3.0, title = "Bands Multiplier #3", group = BANDS_GROUP, inline = "band_3", step = 0.5, minval=0, display = display.data_window, active = showBand_3)
 
// VWAP Core
cumVolume = ta.cum(volume)
if barstate.islast and cumVolume == 0
    runtime.error("No volume is provided by the data vendor.")
 
new_earnings = request.earnings(syminfo.tickerid, earnings.actual, barmerge.gaps_on, barmerge.lookahead_on, ignore_invalid_symbol=true)
new_dividends = request.dividends(syminfo.tickerid, dividends.gross, barmerge.gaps_on, barmerge.lookahead_on, ignore_invalid_symbol=true)
new_split = request.splits(syminfo.tickerid, splits.denominator, barmerge.gaps_on, barmerge.lookahead_on, ignore_invalid_symbol=true)
 
isNewPeriod = switch anchor
    "Earnings"  => not na(new_earnings)
    "Dividends" => not na(new_dividends)
    "Splits"    => not na(new_split)
    "Session"   => timeframe.change("D")
    "Week"      => timeframe.change("W")
    "Month"     => timeframe.change("M")
    "Quarter"   => timeframe.change("3M")
    "Year"      => timeframe.change("12M")
    "Decade"    => timeframe.change("12M") and year % 10 == 0
    "Century"   => timeframe.change("12M") and year % 100 == 0
    => false
 
if na(src[1]) and anchor != "Earnings" and anchor != "Dividends" and anchor != "Splits"
    isNewPeriod := true
 
float vwapValue = na
float upperBandValue2 = na
float lowerBandValue2 = na
float upperBandValue3 = na
float lowerBandValue3 = na
 
if not (hideonDWM and timeframe.isdwm)
    [_vwap, _stdevUpper, _] = ta.vwap(src, isNewPeriod, 1)
    vwapValue := _vwap
    stdevAbs = _stdevUpper - _vwap
    bandBasis = calcModeInput == "Standard Deviation" ? stdevAbs : _vwap * 0.01
 
    upperBandValue2 := _vwap + bandBasis * bandMult_2
    lowerBandValue2 := _vwap - bandBasis * bandMult_2
    upperBandValue3 := _vwap + bandBasis * bandMult_3
    lowerBandValue3 := _vwap - bandBasis * bandMult_3
 
// VWAP — now ORANGE
plot(vwapValue, title="VWAP", color=color.orange, offset=offset)
 
// Remaining bands #2 & #3
upperBand_2 = plot(upperBandValue2, title="Upper Band #2", color=color.olive, offset=offset, display=showBand_2 ? display.all : display.none)
lowerBand_2 = plot(lowerBandValue2, title="Lower Band #2", color=color.olive, offset=offset, display=showBand_2 ? display.all : display.none)
fill(upperBand_2, lowerBand_2, title="Bands Fill #2", color=color.new(color.olive, 95), display=showBand_2 ? display.all : display.none)
 
upperBand_3 = plot(upperBandValue3, title="Upper Band #3", color=color.teal, offset=offset, display=showBand_3 ? display.all : display.none)
lowerBand_3 = plot(lowerBandValue3, title="Lower Band #3", color=color.teal, offset=offset, display=showBand_3 ? display.all : display.none)
fill(upperBand_3, lowerBand_3, title="Bands Fill #3", color=color.new(color.teal, 95), display=showBand_3 ? display.all : display.none)
 
 
// ─────────────────────────────────────
// EMA9 — now BLUE
// ─────────────────────────────────────
emaLength = input.int(9, "EMA Length", group="EMA Settings")
ema9 = ta.ema(close, emaLength)
plot(ema9, title="EMA 9", color=color.blue, linewidth=2)
 
 
// ─────────────────────────────────────
// CROSSOVER SIGNALS
// ─────────────────────────────────────
emaCrossUp   = ta.crossover(ema9, vwapValue)
emaCrossDown = ta.crossunder(ema9, vwapValue)
 
plotshape(emaCrossUp, title="EMA Crosses Above VWAP", style=shape.triangleup,   color=color.blue, size=size.small, location=location.belowbar)
plotshape(emaCrossDown, title="EMA Crosses Below VWAP", style=shape.triangledown, color=color.red,  size=size.small, location=location.abovebar)
 
 
// ─────────────────────────────────────
// NON-REPEATING BUY / SELL SIGNALS
// ─────────────────────────────────────
aboveBoth = close > ema9 and close > vwapValue
belowBoth = close < ema9 and close < vwapValue
 
aboveBoth_prev = close[1] > ema9[1] and close[1] > vwapValue[1]
belowBoth_prev = close[1] < ema9[1] and close[1] < vwapValue[1]
 
buySignal  = aboveBoth and not aboveBoth_prev
sellSignal = belowBoth and not belowBoth_prev
 
plotshape(buySignal, title="Buy Signal", style=shape.labelup, text="BUY", 
     color=color.new(color.blue, 0), textcolor=color.white, size=size.tiny, location=location.belowbar)
 
plotshape(sellSignal, title="Sell Signal", style=shape.labeldown, text="SELL", 
     color=color.new(color.red, 0), textcolor=color.white, size=size.tiny, location=location.abovebar)

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