OPEN-SOURCE SCRIPT
Atualizado Session VWAP Reaction Engine [AGPro Series]
Session VWAP Reaction Engine [AGPro Series]
Session VWAP Reaction Engine [AGPro Series] builds the active intraday session VWAP as a reaction anchor and classifies confirmed price behaviour around it into three clear event types — Reclaim, Bounce, and Reject — each validated by a configurable confirmation window, a minimum prior-side bar filter, and an optional VWAP slope alignment filter. A volatility-scaled reaction corridor, compact reaction zones, a session box, and a minimal right-side bias panel turn raw session flow into a clean, publication-ready read on acceptance, rejection, and continuation.
🔷 OVERVIEW
Most session VWAP tools simply plot the line. Session VWAP Reaction Engine goes further: it reads how price behaves around the line inside a selected session window (Asia, London, New York, or Custom) and labels that behaviour using three structural event classes:
• Reclaim — a confirmed cross and acceptance on the new side of session VWAP, after price has spent a minimum number of bars on the opposite side.
• Bounce — a test of the reaction corridor edge that closes back on the prevailing side, with body-range and slope alignment quality checks feeding a Strong / Clean / Weak strength read.
• Reject — a wick into session VWAP that fails to accept on the other side, resolving as pressure against the crossing attempt.
Each confirmed event paints a compact rectangular reaction zone, a single label near the zone, and updates a right-side bias panel so the current session's story is always readable at a glance.
🟦 WHAT MAKES IT DIFFERENT
▸ Event classification, not just a line. Reclaim, Bounce, and Reject are treated as distinct structural events — each with its own confirmation path and visual signature — instead of blending into a single "crossed VWAP" signal.
▸ Corridor-based reaction detection. Bounce and Reject use a volatility-scaled ATR corridor around session VWAP rather than a single-pixel touch, which matches how VWAP is typically tested in real intraday flow.
▸ Slope-aware trend filter. Optional VWAP slope alignment biases bounce events toward the prevailing session direction and filters out counter-flow reactions that tend to fail.
▸ Reaction Strength read. Bounces are classified Strong / Clean / Weak using body-to-range ratio, close location in range, and slope alignment — turning every bounce into a quality-graded event.
▸ Active-Only and Publish Focus visual modes. The chart stays clean by surfacing only the latest session and the latest confirmed reaction, with older structure fading or removed. Ideal for decision-making and presentation.
🟣 METHODOLOGY
1) Session anchor. The selected session (Asia / London / New York / Custom) resets a cumulative PV / V VWAP on every new session bar, giving a fresh reaction reference for that window.
2) Prior-side filter. Before any Reclaim or opposite-side reaction can qualify, price must have spent a minimum configurable number of bars on one side of session VWAP. This isolates structural interactions and rejects chop.
3) Reclaim confirmation. A raw cross must be followed by N consecutive confirmed closes on the new side (default 2) before the Reclaim is validated and painted.
4) Corridor reactions. A volatility-scaled corridor (ATR × user multiplier) around session VWAP defines where Bounce and Reject qualify. Bounces require a corridor-edge test plus a close back on the prevailing side with body confirmation; Rejects require a wick into session VWAP that closes on the originating side.
5) Bias and state synthesis. Live Bias (Bullish / Bearish Acceptance or Pressure, or Neutral Rotation) is derived from close position relative to VWAP and corridor. Reaction State reflects the latest confirmed event (Bullish Acceptance, Bearish Acceptance, Bounce Support, Bounce Resistance, Reject Pressure, Reject Lift).
6) Post-session context. After the session ends, the last session VWAP and corridor stay on the chart for a configurable number of bars so recent structure remains visible without polluting older history.
🟢 SIGNALS & ALERTS
Eight alertcondition hooks are provided, all bar-close confirmable:
• Bullish Session VWAP Reclaim Confirmed
• Bearish Session VWAP Reclaim Confirmed
• Bullish Session VWAP Bounce Confirmed
• Bearish Session VWAP Bounce Confirmed
• Bullish Session VWAP Reject Confirmed
• Bearish Session VWAP Reject Confirmed
• Reaction State Shifted Bullish
• Reaction State Shifted Bearish
A "Confirmed Alerts Only" toggle restricts firing to barstate.isconfirmed so alerts will not repaint before close.
🟡 KEY INPUTS
Session Engine
• Selected Session — Asia / London / New York / Custom
• Custom Session — HHmm-HHmm format (used when Custom is selected)
• Session Timezone — Exchange / UTC / London / New York / Singapore
Reaction Engine
• Reclaim Confirm Bars — number of confirmed closes required after a cross (default 2)
• Minimum Prior Side Bars — whipsaw filter on the opposite side before qualifying (default 2)
• Reaction Corridor Width (ATR) — half-width of the ATR corridor around VWAP (default 0.20)
• Reaction Zone Length (Bars) — how far a confirmed zone extends right (default 14)
• Use VWAP Slope Alignment — trend filter for bounce events (default on)
• VWAP Slope Lookback — slope estimation window (default 3)
• Post-Session Context Bars — how long last session structure stays visible (default 18)
Visual Story
• Active-Only Mode, Publish Focus Mode, Show Previous Reaction Ghost
• Show Session Box, Show VWAP Reaction Corridor, Show Confirmed Reaction Zone
• Show Reaction Label, Show Session VWAP, Show Right-Edge SVWAP Tag
• Visible History Bars (default 700), Label Font Size (default Normal)
Panel
• Show Bias Panel (top-right), Panel Font Size (default Normal)
Alerts
• Confirmed Alerts Only (default on)
🟠 HOW TO USE
1) Apply to any intraday timeframe (1m–4h). Session VWAP requires intraday data to anchor the session reference.
2) Choose the session that best fits your market focus — New York for US equities and US-hours crypto, London for FX and European hours, Asia for Asian-session flow, or a Custom window.
3) Watch the corridor as the session develops. Bounce and Reject events inside the corridor describe how the session is defending or failing the VWAP reference.
4) Use Reclaim events as session-context shifts — combine with your own structure (HTF trend, S/R, order flow) rather than treating them as standalone entries.
5) Read the right-side Bias Panel for a compact summary: Session Status, Bias, Last Reaction, Reaction Strength, Signal Age, Reaction State, and Latest Line status.
6) For screenshots and presentation use, keep Publish Focus Mode and Active-Only Mode enabled — older sessions fade and only the latest structure remains dominant.
🟤 LIMITATIONS & TRANSPARENCY
• Intraday-only. Session VWAP is meaningful only on intraday timeframes; on daily and higher, the indicator will remain idle.
• Session VWAP resets at the start of each selected session. Reactions are evaluated within that window only.
• Confirmed events use bar-close logic. Intra-bar touches of the corridor are not counted as events until the bar closes.
• Volume-dependent. Session VWAP uses symbol volume. On symbols without meaningful volume, VWAP accuracy will be limited.
• The Reaction Corridor is a volatility-scaled visual and detection band, not a support/resistance guarantee.
⚠️ RISK DISCLOSURE
This indicator is an analytical and visualisation tool. It is not a trading strategy, does not generate buy/sell recommendations, does not predict future price direction, and does not guarantee any specific outcome. All signals, zones, and panel readings describe past and current price behaviour around session VWAP, not forecasts.
Markets carry risk of loss. Always use independent risk management, position sizing, and your own trading plan. Past behaviour of any signal does not imply future performance.
Session VWAP Reaction Engine [AGPro Series] builds the active intraday session VWAP as a reaction anchor and classifies confirmed price behaviour around it into three clear event types — Reclaim, Bounce, and Reject — each validated by a configurable confirmation window, a minimum prior-side bar filter, and an optional VWAP slope alignment filter. A volatility-scaled reaction corridor, compact reaction zones, a session box, and a minimal right-side bias panel turn raw session flow into a clean, publication-ready read on acceptance, rejection, and continuation.
🔷 OVERVIEW
Most session VWAP tools simply plot the line. Session VWAP Reaction Engine goes further: it reads how price behaves around the line inside a selected session window (Asia, London, New York, or Custom) and labels that behaviour using three structural event classes:
• Reclaim — a confirmed cross and acceptance on the new side of session VWAP, after price has spent a minimum number of bars on the opposite side.
• Bounce — a test of the reaction corridor edge that closes back on the prevailing side, with body-range and slope alignment quality checks feeding a Strong / Clean / Weak strength read.
• Reject — a wick into session VWAP that fails to accept on the other side, resolving as pressure against the crossing attempt.
Each confirmed event paints a compact rectangular reaction zone, a single label near the zone, and updates a right-side bias panel so the current session's story is always readable at a glance.
🟦 WHAT MAKES IT DIFFERENT
▸ Event classification, not just a line. Reclaim, Bounce, and Reject are treated as distinct structural events — each with its own confirmation path and visual signature — instead of blending into a single "crossed VWAP" signal.
▸ Corridor-based reaction detection. Bounce and Reject use a volatility-scaled ATR corridor around session VWAP rather than a single-pixel touch, which matches how VWAP is typically tested in real intraday flow.
▸ Slope-aware trend filter. Optional VWAP slope alignment biases bounce events toward the prevailing session direction and filters out counter-flow reactions that tend to fail.
▸ Reaction Strength read. Bounces are classified Strong / Clean / Weak using body-to-range ratio, close location in range, and slope alignment — turning every bounce into a quality-graded event.
▸ Active-Only and Publish Focus visual modes. The chart stays clean by surfacing only the latest session and the latest confirmed reaction, with older structure fading or removed. Ideal for decision-making and presentation.
🟣 METHODOLOGY
1) Session anchor. The selected session (Asia / London / New York / Custom) resets a cumulative PV / V VWAP on every new session bar, giving a fresh reaction reference for that window.
2) Prior-side filter. Before any Reclaim or opposite-side reaction can qualify, price must have spent a minimum configurable number of bars on one side of session VWAP. This isolates structural interactions and rejects chop.
3) Reclaim confirmation. A raw cross must be followed by N consecutive confirmed closes on the new side (default 2) before the Reclaim is validated and painted.
4) Corridor reactions. A volatility-scaled corridor (ATR × user multiplier) around session VWAP defines where Bounce and Reject qualify. Bounces require a corridor-edge test plus a close back on the prevailing side with body confirmation; Rejects require a wick into session VWAP that closes on the originating side.
5) Bias and state synthesis. Live Bias (Bullish / Bearish Acceptance or Pressure, or Neutral Rotation) is derived from close position relative to VWAP and corridor. Reaction State reflects the latest confirmed event (Bullish Acceptance, Bearish Acceptance, Bounce Support, Bounce Resistance, Reject Pressure, Reject Lift).
6) Post-session context. After the session ends, the last session VWAP and corridor stay on the chart for a configurable number of bars so recent structure remains visible without polluting older history.
🟢 SIGNALS & ALERTS
Eight alertcondition hooks are provided, all bar-close confirmable:
• Bullish Session VWAP Reclaim Confirmed
• Bearish Session VWAP Reclaim Confirmed
• Bullish Session VWAP Bounce Confirmed
• Bearish Session VWAP Bounce Confirmed
• Bullish Session VWAP Reject Confirmed
• Bearish Session VWAP Reject Confirmed
• Reaction State Shifted Bullish
• Reaction State Shifted Bearish
A "Confirmed Alerts Only" toggle restricts firing to barstate.isconfirmed so alerts will not repaint before close.
🟡 KEY INPUTS
Session Engine
• Selected Session — Asia / London / New York / Custom
• Custom Session — HHmm-HHmm format (used when Custom is selected)
• Session Timezone — Exchange / UTC / London / New York / Singapore
Reaction Engine
• Reclaim Confirm Bars — number of confirmed closes required after a cross (default 2)
• Minimum Prior Side Bars — whipsaw filter on the opposite side before qualifying (default 2)
• Reaction Corridor Width (ATR) — half-width of the ATR corridor around VWAP (default 0.20)
• Reaction Zone Length (Bars) — how far a confirmed zone extends right (default 14)
• Use VWAP Slope Alignment — trend filter for bounce events (default on)
• VWAP Slope Lookback — slope estimation window (default 3)
• Post-Session Context Bars — how long last session structure stays visible (default 18)
Visual Story
• Active-Only Mode, Publish Focus Mode, Show Previous Reaction Ghost
• Show Session Box, Show VWAP Reaction Corridor, Show Confirmed Reaction Zone
• Show Reaction Label, Show Session VWAP, Show Right-Edge SVWAP Tag
• Visible History Bars (default 700), Label Font Size (default Normal)
Panel
• Show Bias Panel (top-right), Panel Font Size (default Normal)
Alerts
• Confirmed Alerts Only (default on)
🟠 HOW TO USE
1) Apply to any intraday timeframe (1m–4h). Session VWAP requires intraday data to anchor the session reference.
2) Choose the session that best fits your market focus — New York for US equities and US-hours crypto, London for FX and European hours, Asia for Asian-session flow, or a Custom window.
3) Watch the corridor as the session develops. Bounce and Reject events inside the corridor describe how the session is defending or failing the VWAP reference.
4) Use Reclaim events as session-context shifts — combine with your own structure (HTF trend, S/R, order flow) rather than treating them as standalone entries.
5) Read the right-side Bias Panel for a compact summary: Session Status, Bias, Last Reaction, Reaction Strength, Signal Age, Reaction State, and Latest Line status.
6) For screenshots and presentation use, keep Publish Focus Mode and Active-Only Mode enabled — older sessions fade and only the latest structure remains dominant.
🟤 LIMITATIONS & TRANSPARENCY
• Intraday-only. Session VWAP is meaningful only on intraday timeframes; on daily and higher, the indicator will remain idle.
• Session VWAP resets at the start of each selected session. Reactions are evaluated within that window only.
• Confirmed events use bar-close logic. Intra-bar touches of the corridor are not counted as events until the bar closes.
• Volume-dependent. Session VWAP uses symbol volume. On symbols without meaningful volume, VWAP accuracy will be limited.
• The Reaction Corridor is a volatility-scaled visual and detection band, not a support/resistance guarantee.
⚠️ RISK DISCLOSURE
This indicator is an analytical and visualisation tool. It is not a trading strategy, does not generate buy/sell recommendations, does not predict future price direction, and does not guarantee any specific outcome. All signals, zones, and panel readings describe past and current price behaviour around session VWAP, not forecasts.
Markets carry risk of loss. Always use independent risk management, position sizing, and your own trading plan. Past behaviour of any signal does not imply future performance.
Notas de Lançamento
UPDATE NOTES - V2.5This update focuses on readability, visual structure, chart clarity, and usability.
The core purpose of the script remains unchanged.
This release improves how the existing session VWAP reaction logic is presented, organized, and interpreted on the chart.
This script continues to function as an analytical and visualization tool.
It does not attempt to predict price direction or provide guaranteed outcomes.
------------------------
What Changed
------------------------
* Refined the publication identity
The script title now follows the updated AGPro Series naming standard while the panel title keeps the AG Pro brand format.
* Added a 0-100 reaction score
The panel and live tags now summarize VWAP distance, slope strength, event recency, and session status into a readable score.
* Added live right-edge state tags
The current session flow and reaction score now remain visible on the right side of the chart.
* Added centered reaction-zone labels
Confirmed reaction zones can now display compact labels centered inside the zone.
* Rebuilt the panel interface
The panel now uses the standard single merged blue header row with configurable position, theme, and font size.
* Improved publication defaults
The default view keeps the latest session and latest reaction visually dominant without carrying excessive old objects.
------------------------
Visual Improvements
------------------------
* Improved chart readability by separating VWAP, corridor, reaction zone, live tags, and panel roles.
* Reduced visual clutter by focusing the default chart on the latest reaction story.
* Refined right-edge layout so the live score tag, flow tag, and SVWAP tag have clearer horizontal separation.
* Added centered zone labels for confirmed reactions when label density is not Minimal.
* Adjusted label text to lowercase hyphen-style naming for a cleaner visual system.
------------------------
Interface & Usability
------------------------
* Added a Show Panel toggle that remains enabled by default.
* Added configurable panel position, panel theme, panel font size, and label font size.
* Added Label Density control with Minimal, Balanced, and Detailed modes.
* Reorganized the panel into Session, Action, Bias, Score, Last Reaction, and Latest Line.
* Added clearer professional English tooltips for the updated controls.
------------------------
Behavior Notes
------------------------
This update does not change the core analytical purpose of the script.
The script continues to use active session VWAP, reaction corridor interaction, prior-side validation, and slope alignment to classify reactions.
The goal is to improve clarity and usability, not to introduce predictive behavior.
Users should interpret outputs the same way as before, but with better session-flow context and stronger visual structure.
------------------------
Limitations Reminder
------------------------
The script remains a rule-based analytical tool.
Market conditions such as low liquidity, session gaps, abnormal volatility, and non-intraday chart contexts may affect how session VWAP reactions appear.
Outputs should always be interpreted within broader market context.
------------------------
Risk Reminder
------------------------
This script is for educational and analytical purposes only.
It does not provide financial advice or guaranteed trading outcomes.
Users remain responsible for their own decisions.
Notas de Lançamento
🔧 UPDATE NOTES - V2.9This update focuses on removing floating live-state tags from the default chart view.
The core purpose of the script remains unchanged.
This release improves how the existing session VWAP reaction logic is presented, organized, and interpreted on the chart.
This script continues to function as an analytical and visualization tool.
It does not attempt to predict price direction or provide guaranteed outcomes.
------------------------
What Changed
------------------------
• Disabled live state tags by default.
The optional BULL FLOW / BEAR FLOW and SESSION SCORE tags are now off by default because the panel already carries this information.
• Reduced empty-space labeling.
Live tags no longer float into right-side blank chart space unless the user explicitly enables them.
• Preserved the SVWAP tag.
The compact SVWAP reference tag remains available by default because it identifies the active session VWAP line.
• Preserved panel context.
Bias, score, action, best-view guidance, and latest-line context remain visible in the panel.
------------------------
Visual Improvements
------------------------
• Cleaner 1H publication screenshots with fewer right-side floating labels.
• Better visual connection between chart labels and actual reaction zones.
• Reduced distraction near the right edge of the chart.
------------------------
Interface & Usability
------------------------
• Live State Tags remain available as an optional setting.
• The default view is now more publication-friendly.
• Panel information remains the primary live-state source.
------------------------
Behavior Notes
------------------------
This update does not change the core analytical logic of the script.
The goal is to improve clarity and usability, not to introduce new predictive behavior.
Users should interpret outputs the same way as before, but with improved visual structure.
------------------------
Limitations Reminder
------------------------
The script remains a rule-based analytical tool.
Because it is session-driven, higher timeframes may show less useful reaction structure than intraday charts.
Outputs should always be interpreted within broader market context.
------------------------
Risk Reminder
------------------------
This script is for educational and analytical purposes only.
It does not provide financial advice or guaranteed trading outcomes.
Users remain responsible for their own decisions.
Notas de Lançamento
UPDATE NOTES - v3.0This update focuses on label presentation and readability.
The core purpose of the script remains unchanged. This release improves how the
existing session VWAP, reaction zones, and panel read on the chart, with cleaner
label placement and theme-aware text.
This script continues to function as an analytical and visualization tool. It
does not attempt to predict price direction or provide guaranteed outcomes.
------------------------
What Changed
------------------------
- Title Case labels throughout
Reaction zone labels, live state tags, and the panel now use clean Title Case
styling (Bull Reclaim, Bear Bounce, Bull Reject, VWAP Watch) for a more premium
and consistent look across the chart.
- Reaction zone label moved off the candles
The reaction zone label now sits at the right edge of its zone and stays
vertically centered, instead of floating in the middle of the zone where it
could overlap candles and stack on top of nearby zones.
- Theme-aware text everywhere
Reaction zone labels, live tags, the SVWAP tag, and every colored panel value
now choose a text color that reads clearly on both light and dark backgrounds,
using a brightness-accurate method so mint, pink, amber, indigo, and blue all
stay readable.
------------------------
Visual Improvements
------------------------
- Consistent Title Case styling for all on-chart labels.
- Reaction zone label sits at the right edge of its zone, away from the candles.
- Contrast-safe zone, tag, and panel text on both themes.
- Preserved the familiar session VWAP, corridor, session box, and reaction zone
layout.
------------------------
Interface & Usability
------------------------
- Cleaner, more readable reaction zone labeling.
- Improved panel contrast across all rows on both themes.
- Adjusted default visual presentation for a more balanced, premium appearance.
- Enhanced overall user experience without changing core logic.
------------------------
Behavior Notes
------------------------
This update does not change the core analytical logic of the script.
The session VWAP construction, the volatility-scaled corridor, the slope and
prior-side validation, the Reclaim, Bounce, and Reject classification, the
reaction score, and the panel statistics all behave exactly as before.
Users should interpret outputs the same way as before, but with cleaner labels
and a more readable presentation.
------------------------
Limitations Reminder
------------------------
The script remains a rule-based analytical tool and is intended for intraday
timeframes.
Market conditions such as volatility, liquidity, and timeframe differences may
affect how session reactions appear. Outputs should always be interpreted within
broader market context.
------------------------
Risk Reminder
------------------------
This script is for educational and analytical purposes only.
It does not provide financial advice or guaranteed trading outcomes. Users
remain responsible for their own decisions.
Notas de Lançamento
🔧 UPDATE NOTES - v3.1This update adds a react rate proof and streamlines the panel.
The core purpose of the script remains unchanged.
This release keeps the same session VWAP, reaction corridor and Reclaim / Bounce / Reject
logic, and adds a historical track record of how often confirmed reactions followed through.
This script continues to function as an analytical and visualization tool.
It does not attempt to predict price direction or provide guaranteed outcomes.
------------------------
What Changed
------------------------
- React Rate proof layer
The panel now reports how often a confirmed reaction followed through in its own direction
within the reaction window, shown with the sample count for transparency.
- Panel streamlined
Removed the recommended-timeframe row and placed React Rate directly under Score, so every
panel row now carries live decision context.
- Honest follow-through measurement
Each reaction is checked against a symmetric volatility-scaled target, and ambiguous bars
resolve conservatively, so the rate stays an honest measure.
------------------------
Visual Improvements
------------------------
- Kept the session VWAP, reaction corridor and session box unchanged
- Preserved the concept-native reaction zones and right-edge SVWAP tag
- Maintained the balanced, screenshot-friendly label density
- Left the clean publication layout intact
------------------------
Interface & Usability
------------------------
- Added a React Rate row for an at-a-glance follow-through track record
- Removed the recommended-timeframe row for a tighter, decision-focused panel
- Kept the existing session, action, bias and score hierarchy
- Enhanced overall user experience without changing the core scoring logic
------------------------
Behavior Notes
------------------------
This update does not change the core analytical logic of the script.
The session VWAP, reaction states and reaction score are unchanged. The React Rate is a
separate historical track-record layer and does not alter how reactions are classified.
------------------------
Limitations Reminder
------------------------
The script remains a rule-based analytical tool.
Market conditions such as volatility, liquidity, session timing and timeframe differences may
affect how reactions and the react rate appear.
Outputs should always be interpreted within broader market context.
------------------------
Risk Reminder
------------------------
This script is for educational and analytical purposes only.
It does not provide financial advice or guaranteed trading outcomes.
Users remain responsible for their own decisions.
Script de código aberto
Em verdadeiro espírito do TradingView, o criador deste script o tornou de código aberto, para que os traders possam revisar e verificar sua funcionalidade. Parabéns ao autor! Embora você possa usá-lo gratuitamente, lembre-se de que a republicação do código está sujeita às nossas Regras da Casa.
Public-free scripts + invite-only AGPro workflows for market analysis, liquidity context, risk planning and execution review.
Rules-based. No hype. No guesswork.
Library & access: agprolabs.com/
Telegram: t.me/agprolabs
Rules-based. No hype. No guesswork.
Library & access: agprolabs.com/
Telegram: t.me/agprolabs
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.
Script de código aberto
Em verdadeiro espírito do TradingView, o criador deste script o tornou de código aberto, para que os traders possam revisar e verificar sua funcionalidade. Parabéns ao autor! Embora você possa usá-lo gratuitamente, lembre-se de que a republicação do código está sujeita às nossas Regras da Casa.
Public-free scripts + invite-only AGPro workflows for market analysis, liquidity context, risk planning and execution review.
Rules-based. No hype. No guesswork.
Library & access: agprolabs.com/
Telegram: t.me/agprolabs
Rules-based. No hype. No guesswork.
Library & access: agprolabs.com/
Telegram: t.me/agprolabs
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.