OPEN-SOURCE SCRIPT
VWAP First Return Stats Table
First VWAP Return Half-Hour Table (9:30–4:00 EST)
This clean, real-time statistics table shows exactly which 30-minute window has historically been the most common for the first return to daily VWAP during regular trading hours (9:30 AM – 4:00 PM EST).
For each of the 5 major instruments (ES1!, CL1!, GC1!, 6E1!, BTCUSD), the table displays the percentage of trading days where the very first touch of the daily volume-weighted average price occurred in each half-hour bucket.
Perfect for:
VWAP traders & mean-reversion strategies
Intraday scalpers looking for high-probability reversion windows
Futures & crypto day traders who want data-driven timing edges
Key Features
13 precise half-hour buckets from 9:30 all the way to 15:30 (covers the 16:00 close bar)
Percentages always sum to 100% for days that touched VWAP at least once by 4:00 PM EST
Accurate daily VWAP anchored to EST midnight (same as your main VWAP Deviation Table)
Full EST timezone handling — works regardless of your chart timezone
Clean black table with customizable text size (tiny → large)
Updates live as new days complete
Works on any timeframe (1-min to 15-min recommended for best accuracy)
Symbols included:
ES1! CL1! GC1! 6E1! BTCUSD
How to use:
Simply add the indicator to any chart. The table appears in the top-right corner and shows historical probabilities instantly. Use it to quickly spot which time window has the highest chance of the first VWAP touch for your favorite symbol — extremely useful for planning entries, exits, or alerts.
Combine this with the original “VWAP Deviation Table” for a complete intraday VWAP dashboard.
Note:
Percentages are calculated from all available historical data. The more days loaded, the more stable the stats become.
This clean, real-time statistics table shows exactly which 30-minute window has historically been the most common for the first return to daily VWAP during regular trading hours (9:30 AM – 4:00 PM EST).
For each of the 5 major instruments (ES1!, CL1!, GC1!, 6E1!, BTCUSD), the table displays the percentage of trading days where the very first touch of the daily volume-weighted average price occurred in each half-hour bucket.
Perfect for:
VWAP traders & mean-reversion strategies
Intraday scalpers looking for high-probability reversion windows
Futures & crypto day traders who want data-driven timing edges
Key Features
13 precise half-hour buckets from 9:30 all the way to 15:30 (covers the 16:00 close bar)
Percentages always sum to 100% for days that touched VWAP at least once by 4:00 PM EST
Accurate daily VWAP anchored to EST midnight (same as your main VWAP Deviation Table)
Full EST timezone handling — works regardless of your chart timezone
Clean black table with customizable text size (tiny → large)
Updates live as new days complete
Works on any timeframe (1-min to 15-min recommended for best accuracy)
Symbols included:
ES1! CL1! GC1! 6E1! BTCUSD
How to use:
Simply add the indicator to any chart. The table appears in the top-right corner and shows historical probabilities instantly. Use it to quickly spot which time window has the highest chance of the first VWAP touch for your favorite symbol — extremely useful for planning entries, exits, or alerts.
Combine this with the original “VWAP Deviation Table” for a complete intraday VWAP dashboard.
Note:
Percentages are calculated from all available historical data. The more days loaded, the more stable the stats become.
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
Thanks for the support!
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
Thanks for the support!
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。