OPEN-SOURCE SCRIPT
Atualizado Pre-Cash Positioning VWAP
This indicator anchors VWAP at statistically significant Globex time windows that frequently precede meaningful directional movement in the NY U.S. futures markets.
The anchors begin at:
• 19:00 ET (Globex — true liquidity start)
• 02:30 ET
• 04:30 ET
• 08:15 ET
While Globex officially opens at 18:00 ET, liquidity participation and meaningful positioning activity often build more consistently beginning around 19:00 ET. This framework focuses on that transition into sustained overnight flow.
By tracking volume-weighted value from each of these reference points, the indicator provides a structured view of overnight positioning and evolving fair value as the market approaches and moves through the New York cash session.
Rather than relying on a single session VWAP, the collective structure of these anchored VWAPs reveals:
• Where inventory was accumulated
• Where value migrated overnight
• Whether price is extended or balanced into the cash open
• How positioning aligns (or conflicts) with NY session flow
The anchors begin at:
• 19:00 ET (Globex — true liquidity start)
• 02:30 ET
• 04:30 ET
• 08:15 ET
While Globex officially opens at 18:00 ET, liquidity participation and meaningful positioning activity often build more consistently beginning around 19:00 ET. This framework focuses on that transition into sustained overnight flow.
By tracking volume-weighted value from each of these reference points, the indicator provides a structured view of overnight positioning and evolving fair value as the market approaches and moves through the New York cash session.
Rather than relying on a single session VWAP, the collective structure of these anchored VWAPs reveals:
• Where inventory was accumulated
• Where value migrated overnight
• Whether price is extended or balanced into the cash open
• How positioning aligns (or conflicts) with NY session flow
Notas de Lançamento
This indicator anchors VWAP at statistically significant Globex time windows that frequently precede meaningful directional movement in the NY U.S. futures markets.The anchors begin at:
• 19:00 ET (Globex — true liquidity start)
• 02:30 ET
• 04:30 ET
• 08:15 ET
While Globex officially opens at 18:00 ET, liquidity participation and meaningful positioning activity often build more consistently beginning around 19:00 ET. This framework focuses on that transition into sustained overnight flow.
By tracking volume-weighted value from each of these reference points, the indicator provides a structured view of overnight positioning and evolving fair value as the market approaches and moves through the New York cash session.
Rather than relying on a single session VWAP, the collective structure of these anchored VWAPs reveals:
• Where inventory was accumulated
• Where value migrated overnight
• Whether price is extended or balanced into the cash open
• How positioning aligns (or conflicts) with NY session flow
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.
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.
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.