---
title: Special Indicators
description: Anchored VWAP, Ichimoku Cloud, Supertrend, and Parabolic SAR.
---

These four don't fit the average-or-oscillator mold. VWAP tracks the volume-weighted fair price and can reset on a calendar anchor. Ichimoku bundles five trend components. Supertrend is an ATR trailing stop that knows which side of the market it's on. PSAR is a parabolic stop-and-reverse dot. Each has a behavior worth understanding before you wire it up.

## vwap

`vwap(anchor?)` — Volume-Weighted Average Price. The running average price weighted by volume.

| Parameter | Type | Description |
| --- | --- | --- |
| `anchor` | string | Reset boundary: `"day"`, `"week"`, or `"month"`. Omit for a cumulative VWAP that never resets. |

With no anchor, VWAP accumulates from the first loaded bar and is finite immediately. With an anchor, it resets at each calendar boundary, so it answers "what's the average price *this session / week / month*."

**The data-window catch.** Anchored VWAP needs enough loaded bars to actually cross its anchor boundary, and it stays `na` in the leading partial period before the first reset. Daily anchoring becomes finite within the first day of data. Weekly needs roughly a week loaded. **Monthly needs about a month of bars loaded before it shows any value at all** — on a short window the monthly line is entirely blank, not because of a bug but because no month boundary has been crossed yet. If a monthly VWAP looks empty, load more history.

This is a data-window property, not a `var`-vs-`timeseries` rule. You can assign anchored VWAP to a `var`; the line fills in once the loaded window reaches the anchor boundary.

```javascript
var cumulative = vwap()              // finite from the first bar
var session    = vwap(anchor="day")  // resets each day; na before the first reset
var monthly    = vwap(anchor="month")// needs ~a month of bars loaded to show values
```
## ichimoku

`ichimoku(source, conversionPeriod?, basePeriod?, laggingSpanPeriod?, displacement?)` — Ichimoku Cloud.

| Parameter | Type | Description |
| --- | --- | --- |
| `source` | TimeSeries | OHLC series |
| `conversionPeriod` | number | Tenkan-sen period (default `9`) |
| `basePeriod` | number | Kijun-sen period (default `26`) |
| `laggingSpanPeriod` | number | Senkou Span B period (default `52`) |
| `displacement` | number | Cloud displacement (default `26`) |

Returns five streams `[Tenkan, Kijun, Senkou A, Senkou B, Chikou]`. Senkou A and B form the cloud; price above the cloud is bullish, below is bearish. Warmup is governed by the longest period (`laggingSpanPeriod`) plus the displacement.

```javascript
var cloud = ichimoku(source=trade, conversionPeriod=9, basePeriod=26, laggingSpanPeriod=52, displacement=26)
plotLine(value=cloud, colors=["#0891b2", "#be123c", "#0f766e", "#b45309", "#64748b"], width=1, label=["Ichimoku"], desc=["Tenkan, Kijun, Senkou A, Senkou B, Chikou"])
```
## supertrend

`supertrend(factor?, atrPeriod?)` — ATR trailing stop with a direction stream.

| Parameter | Type | Description |
| --- | --- | --- |
| `factor` | number | ATR band multiplier (default `3`) |
| `atrPeriod` | number | ATR lookback (default `10`) |

Returns the stop as `.line` and the regime as `.direction` (`1` while long, `-1` while short). The stop trails below price in an uptrend and above it in a downtrend; a flip in `.direction` is the signal. Reads OHLC implicitly, so pass no source. Warmup is about `atrPeriod` bars.

```javascript
//@version=2
var st = supertrend(factor=3, atrPeriod=10)
plotLine(st.line, colorIndex=st.direction > 0 ? 0 : 1, colors=["#16a34a", "#dc2626"], width=2, label=["SuperTrend"], desc=["ATR trailing stop"])
```
## psar

`psar(source, start?, increment?, maxValue?)` — Parabolic SAR, a stop-and-reverse dot.

| Parameter | Type | Description |
| --- | --- | --- |
| `source` | TimeSeries | OHLC series |
| `start` | number | Initial acceleration factor (default `0.02`) |
| `increment` | number | Acceleration step per new extreme (default `0.02`) |
| `maxValue` | number | Acceleration cap (default `0.2`) |

Returns a single stream: the SAR price, which jumps to the other side of price when the trend flips. Lower acceleration gives smoother, less twitchy stops; higher reacts faster but whipsaws in ranges. Finite almost immediately.

```javascript
var psarValue = psar(source=trade, start=0.02, increment=0.02, maxValue=0.2)
```
## Putting them together

All four on one panel. The VWAP variants show the anchor behavior side by side: the cumulative line starts at bar zero, while the anchored lines stay blank through their leading partial period and the monthly one needs a full month of loaded data before it appears.

```javascript title="scripts/probes/indicators-special/special_indicators.ks"
//@version=2
define(title="Verified Special Indicators", position="offchart", axis=true)

timeseries trade = ohlcv(symbol=currentSymbol, exchange=currentExchange)
var cumulativeVwap = vwap()
var dayVwap = vwap(anchor="day")
var weekVwap = vwap(anchor="week")
var monthVwap = vwap(anchor="month")
var cloud = ichimoku(source=trade, conversionPeriod=9, basePeriod=26, laggingSpanPeriod=52, displacement=26)
var trend = supertrend(factor=3, atrPeriod=10)
var psarValue = psar(source=trade, start=0.02, increment=0.02, maxValue=0.2)

plotLine(value=cumulativeVwap, colors=["#2563eb"], width=2, label=["VWAP"], desc=["cumulative vwap without anchor"])
plotLine(value=dayVwap, colors=["#16a34a"], width=2, label=["Day VWAP"], desc=["day anchored vwap"])
plotLine(value=weekVwap, colors=["#f97316"], width=2, label=["Week VWAP"], desc=["week anchored vwap"])
plotLine(value=monthVwap, colors=["#7c3aed"], width=2, label=["Month VWAP"], desc=["month anchored vwap"])
plotLine(value=cloud, colors=["#0891b2", "#be123c", "#0f766e", "#b45309", "#64748b"], width=1, label=["Ichimoku"], desc=["Ichimoku multi output"])
plotLine(value=trend, colors=["#111827", "#dc2626"], width=1, label=["Supertrend"], desc=["supertrend multi output"])
plotLine(value=psarValue, colors=["#9333ea"], width=2, label=["PSAR"], desc=["parabolic SAR"])
```


## Seeing the VWAP anchor boundary

If you want to watch exactly where each anchored VWAP turns on, plot a flag that is `1` while the value is still `na`. Each flag drops to `0` the moment its anchor boundary is crossed: day first, then week, then month. The cumulative line, by contrast, is never `na`.

```javascript title="scripts/probes/indicators-special/vwap_anchor_boundary.ks"
//@version=2
define(title="VWAP Anchor Boundary", position="offchart", axis=true)

timeseries trade = ohlcv(symbol=currentSymbol, exchange=currentExchange)
var dayLeading = isna(vwap(anchor="day")) ? 1 : 0
var weekLeading = isna(vwap(anchor="week")) ? 1 : 0
var monthLeading = isna(vwap(anchor="month")) ? 1 : 0
var cumulativeVwap = vwap()

plotLine(value=dayLeading, colors=["#16a34a"], width=2, label=["Day leading"], desc=["1 while day anchored vwap is na in the leading partial session"])
plotLine(value=weekLeading, colors=["#f97316"], width=2, label=["Week leading"], desc=["1 while week anchored vwap is na in the leading partial session"])
plotLine(value=monthLeading, colors=["#7c3aed"], width=2, label=["Month leading"], desc=["1 while month anchored vwap is na in the leading partial session"])
plotLine(value=cumulativeVwap, colors=["#2563eb"], width=2, label=["Cumulative VWAP"], desc=["no anchor vwap is cumulative from the first loaded bar"])
```