OPEN-SOURCE SCRIPT
تم تحديثه XRS Pro Auto Anchored VWAP + SFP Reversals Alerts + EMA/SMA
XRS Pro Auto Anchored VWAP + SFP Reversals Alerts + EMA/SMA
Professional multi-session VWAP, institutional standard deviation bands, structurally validated Swing Failure Pattern (SFP) detection, intelligent alerts, and optional moving averages—all designed specifically for futures traders.
Unlike most VWAP indicators that only plot a line, this indicator combines multiple institutional reference points with automated reversal detection to help identify high-probability reaction areas and mean reversion opportunities.
Features
✔ Auto-Anchored VWAPs
Automatically plots four independent VWAPs:
• New York Session VWAP
• Asia Session VWAP
• Weekly VWAP
• Monthly VWAP
Each VWAP resets automatically at the appropriate session or calendar boundary.
For intraday traders this provides both short-term and higher-timeframe value references without manually changing anchors.
✔ True 1-Minute Anchoring
Includes an optional High Resolution Anchoring mode.
When enabled, every VWAP is calculated from actual 1-minute data regardless of the chart timeframe.
This allows:
• Accurate 9:30 NY resets
• Accurate 6:00 PM futures session resets
• Consistent values across all chart timeframes
• More precise deviation bands
If 1-minute history is unavailable, the indicator automatically falls back to the chart timeframe.
Institutional Standard Deviation Bands
The indicator plots the active session's:
• VWAP
• +1σ
• -1σ
• +2σ
• -2σ
These dynamically change based on whether the market is trading inside the New York or Asia session.
Different color schemes are used for each session so historical charts remain easy to interpret.
Band fills are fully customizable.
Automated Swing Failure Pattern (SFP) Detection
One of the primary features of this indicator is automatic SFP detection around institutional value areas.
The script identifies Swing Failure Patterns occurring at:
• Active Session VWAP
• ±1 Standard Deviation
• ±2 Standard Deviation
• Outside Band 2
Instead of simply detecting wick sweeps, every SFP is tracked through a structural lifecycle.
This dramatically reduces low-quality signals.
Structural Validation
Most SFP indicators print a marker immediately and never verify whether the reversal actually develops.
This indicator is different.
Every detected SFP is tracked after it forms.
Signals remain active until one of two things happens:
• The market confirms the reversal by breaking the opposite structure.
• The setup structurally fails and the signal is automatically removed.
This helps eliminate many false positives while leaving confirmed reversals visible on the chart.
Signal Modes
Choose how many reversal signals are displayed.
Available modes:
All Qualified SFPs
Displays:
• VWAP SFPs
• Band 1 SFPs
• Band 2 SFPs
• Outside Band 2 SFPs
• Band 2 Re-entry SFPs
VWAP Only
Displays only SFPs occurring near the active session VWAP.
Ideal for traders who primarily trade mean reversion.
Outside Band 2 Only
Displays only extreme exhaustion reversals beyond ±2 standard deviations.
Perfect for traders looking for stretched markets.
Outside Band 2 Logic
Unlike ordinary proximity-based signals, every structurally valid Swing Failure Pattern occurring beyond Band 2 is detected regardless of its distance from the band.
This allows significant exhaustion reversals to be captured even when volatility temporarily extends beyond the standard deviation envelope.
Intelligent Marker System
Signals use compact premium-style markers:
B = Bullish Reversal
S = Bearish Reversal
Markers remain clean and unobtrusive while still being easy to identify.
Built-in moving averages include:
• EMA 9
• EMA 21
• EMA 50
• EMA 100
• SMA 50
• SMA 200
Each average has independent:
• Color
• Width
• Visibility
This allows the indicator to replace several separate moving-average indicators.
Alerts
Built-in alerts include:
Current Market Alerts
• Current Session VWAP Touch
• Upper Band 2 Break
• Lower Band 2 Break
• Any Band 2 Break
Swing Failure Pattern Alerts
• Bullish VWAP/Band SFP
• Bearish VWAP/Band SFP
• Any VWAP/Band SFP
• Bullish Band 2 Re-entry
• Bearish Band 2 Re-entry
• Bullish Outside Band 2
• Bearish Outside Band 2
• Any Active VWAP SFP
• Any Active Band 1 SFP
• Any Active Band 2 SFP
• Any SFP Signal Marker
• Any SFP at Active VWAP
• Any SFP Outside Band 2
• Bullish Confirmed SFP
• Bearish Confirmed SFP
Designed For
This indicator is especially useful for traders who utilize:
• VWAP Mean Reversion
• Auction Market Theory
• Volume Profile
• ICT Concepts
• Liquidity Sweeps
• Swing Failure Patterns
• Order Blocks
• Institutional Trading
• Futures Markets
While designed primarily around CME futures such as ES, NQ, MNQ, MES, CL, GC, RTY, and YM, it can also be used on equities, ETFs, forex, and cryptocurrencies.
Recommended Workflow
A common workflow is:
Determine the active session value using VWAP.
Identify whether price is trading near VWAP, ±1σ, or ±2σ.
Wait for a structurally valid Swing Failure Pattern.
Use the indicator's confirmation logic to filter weaker reversals.
Combine signals with your own market structure, volume profile, order flow, or risk management plan.
No indicator should be used in isolation. This tool is intended to enhance an existing trading plan by providing objective institutional reference levels and automated reversal detection.
Professional multi-session VWAP, institutional standard deviation bands, structurally validated Swing Failure Pattern (SFP) detection, intelligent alerts, and optional moving averages—all designed specifically for futures traders.
Unlike most VWAP indicators that only plot a line, this indicator combines multiple institutional reference points with automated reversal detection to help identify high-probability reaction areas and mean reversion opportunities.
Features
✔ Auto-Anchored VWAPs
Automatically plots four independent VWAPs:
• New York Session VWAP
• Asia Session VWAP
• Weekly VWAP
• Monthly VWAP
Each VWAP resets automatically at the appropriate session or calendar boundary.
For intraday traders this provides both short-term and higher-timeframe value references without manually changing anchors.
✔ True 1-Minute Anchoring
Includes an optional High Resolution Anchoring mode.
When enabled, every VWAP is calculated from actual 1-minute data regardless of the chart timeframe.
This allows:
• Accurate 9:30 NY resets
• Accurate 6:00 PM futures session resets
• Consistent values across all chart timeframes
• More precise deviation bands
If 1-minute history is unavailable, the indicator automatically falls back to the chart timeframe.
Institutional Standard Deviation Bands
The indicator plots the active session's:
• VWAP
• +1σ
• -1σ
• +2σ
• -2σ
These dynamically change based on whether the market is trading inside the New York or Asia session.
Different color schemes are used for each session so historical charts remain easy to interpret.
Band fills are fully customizable.
Automated Swing Failure Pattern (SFP) Detection
One of the primary features of this indicator is automatic SFP detection around institutional value areas.
The script identifies Swing Failure Patterns occurring at:
• Active Session VWAP
• ±1 Standard Deviation
• ±2 Standard Deviation
• Outside Band 2
Instead of simply detecting wick sweeps, every SFP is tracked through a structural lifecycle.
This dramatically reduces low-quality signals.
Structural Validation
Most SFP indicators print a marker immediately and never verify whether the reversal actually develops.
This indicator is different.
Every detected SFP is tracked after it forms.
Signals remain active until one of two things happens:
• The market confirms the reversal by breaking the opposite structure.
• The setup structurally fails and the signal is automatically removed.
This helps eliminate many false positives while leaving confirmed reversals visible on the chart.
Signal Modes
Choose how many reversal signals are displayed.
Available modes:
All Qualified SFPs
Displays:
• VWAP SFPs
• Band 1 SFPs
• Band 2 SFPs
• Outside Band 2 SFPs
• Band 2 Re-entry SFPs
VWAP Only
Displays only SFPs occurring near the active session VWAP.
Ideal for traders who primarily trade mean reversion.
Outside Band 2 Only
Displays only extreme exhaustion reversals beyond ±2 standard deviations.
Perfect for traders looking for stretched markets.
Outside Band 2 Logic
Unlike ordinary proximity-based signals, every structurally valid Swing Failure Pattern occurring beyond Band 2 is detected regardless of its distance from the band.
This allows significant exhaustion reversals to be captured even when volatility temporarily extends beyond the standard deviation envelope.
Intelligent Marker System
Signals use compact premium-style markers:
B = Bullish Reversal
S = Bearish Reversal
Markers remain clean and unobtrusive while still being easy to identify.
Built-in moving averages include:
• EMA 9
• EMA 21
• EMA 50
• EMA 100
• SMA 50
• SMA 200
Each average has independent:
• Color
• Width
• Visibility
This allows the indicator to replace several separate moving-average indicators.
Alerts
Built-in alerts include:
Current Market Alerts
• Current Session VWAP Touch
• Upper Band 2 Break
• Lower Band 2 Break
• Any Band 2 Break
Swing Failure Pattern Alerts
• Bullish VWAP/Band SFP
• Bearish VWAP/Band SFP
• Any VWAP/Band SFP
• Bullish Band 2 Re-entry
• Bearish Band 2 Re-entry
• Bullish Outside Band 2
• Bearish Outside Band 2
• Any Active VWAP SFP
• Any Active Band 1 SFP
• Any Active Band 2 SFP
• Any SFP Signal Marker
• Any SFP at Active VWAP
• Any SFP Outside Band 2
• Bullish Confirmed SFP
• Bearish Confirmed SFP
Designed For
This indicator is especially useful for traders who utilize:
• VWAP Mean Reversion
• Auction Market Theory
• Volume Profile
• ICT Concepts
• Liquidity Sweeps
• Swing Failure Patterns
• Order Blocks
• Institutional Trading
• Futures Markets
While designed primarily around CME futures such as ES, NQ, MNQ, MES, CL, GC, RTY, and YM, it can also be used on equities, ETFs, forex, and cryptocurrencies.
Recommended Workflow
A common workflow is:
Determine the active session value using VWAP.
Identify whether price is trading near VWAP, ±1σ, or ±2σ.
Wait for a structurally valid Swing Failure Pattern.
Use the indicator's confirmation logic to filter weaker reversals.
Combine signals with your own market structure, volume profile, order flow, or risk management plan.
No indicator should be used in isolation. This tool is intended to enhance an existing trading plan by providing objective institutional reference levels and automated reversal detection.
ملاحظات الأخبار
**Update: Automatic Multi-Market SFP Distance Scaling**This update adds intelligent market-aware proximity scaling to the VWAP/Band SFP engine. Previously, the indicator used a fixed 5-point proximity designed specifically for NQ, which could produce inconsistent results on markets with different price scales. The indicator now automatically detects the chart's futures market and applies an optimized default proximity distance for NQ/MNQ, ES/MES, YM/MYM, RTY/M2K, GC/MGC, CL/MCL, 6E/M6E, and SI/SIL, providing much more consistent SFP detection across multiple futures markets.
A new **Manual Override** mode has also been added. If you're trading a market that isn't included in the automatic list, simply switch to Manual Override and choose a proximity distance that best matches a futures market with a similar price scale. For example, if your market behaves similarly to ES, use an ES-style distance; if it trades more like Gold or Crude Oil, use one of those values as your starting point and fine-tune it as needed. This makes the indicator adaptable to virtually any market while maintaining consistent SFP detection behavior.
نص برمجي مفتوح المصدر
بروح TradingView الحقيقية، قام مبتكر هذا النص البرمجي بجعله مفتوح المصدر، بحيث يمكن للمتداولين مراجعة وظائفه والتحقق منها. شكرا للمؤلف! بينما يمكنك استخدامه مجانًا، تذكر أن إعادة نشر الكود يخضع لقواعد الموقع الخاصة بنا.
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.
نص برمجي مفتوح المصدر
بروح TradingView الحقيقية، قام مبتكر هذا النص البرمجي بجعله مفتوح المصدر، بحيث يمكن للمتداولين مراجعة وظائفه والتحقق منها. شكرا للمؤلف! بينما يمكنك استخدامه مجانًا، تذكر أن إعادة نشر الكود يخضع لقواعد الموقع الخاصة بنا.
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.