OPEN-SOURCE SCRIPT
已更新 Multi Anchored VWAP - Automatic Session and Custom Anchors
This indicator was built to remove the daily manual work involved in resetting multiple anchored VWAPs.
It automatically maintains a set of recurring VWAPs based on key market/session events, while also providing discretionary anchor slots for events or levels you want to track manually.
Default automatic VWAPs
Asia — 01:00 Europe/London
Frankfurt Open (FFO) — 07:00 Europe/London
London Open (LDO) — 08:00 Europe/London
New York Open — 09:30 America/New_York
Weekly — Friday 21:00 Europe/London
Gold Auction — 15:00 Europe/London, disabled by default
Each automatic VWAP continues running until its next scheduled anchor. For example, the New York VWAP remains active overnight and through the following European session, only resetting when the next New York cash open occurs.
Timezone-aware anchors
Each VWAP uses an explicit market/event timezone rather than the trader's local timezone. This means traders in different countries can use the same settings and see the same anchored VWAPs.
The timezone and anchor time for every automatic VWAP can also be changed from the settings menu.
IANA timezones such as Europe/London and America/New_York are used so daylight-saving changes are handled automatically.
Discretionary anchored VWAPs
Three additional custom VWAP slots are included and disabled by default.
Each custom VWAP allows you to specify:
Enable/disable
Custom name
Exact anchor date/time
Colour
Line thickness
These can be useful for anchoring from events such as CPI, FOMC, major highs/lows, news events, breakout points, or any other discretionary reference.
Unlike the automatic session VWAPs, custom VWAPs do not reset automatically and remain anchored until changed or disabled.
Visual settings
Each VWAP can be individually enabled or disabled and has configurable colour and line thickness.
Right-edge labels can also be customised for size, transparency and offset, making it easy to identify each VWAP directly on the chart.
Intended use
I mainly use this on NQ, ES and Gold for intraday context, mean-reversion/reference areas, confluence and tracking how price interacts with session and event-based value.
This indicator is intended as a charting/context tool rather than a standalone entry or trade signal.
It automatically maintains a set of recurring VWAPs based on key market/session events, while also providing discretionary anchor slots for events or levels you want to track manually.
Default automatic VWAPs
Asia — 01:00 Europe/London
Frankfurt Open (FFO) — 07:00 Europe/London
London Open (LDO) — 08:00 Europe/London
New York Open — 09:30 America/New_York
Weekly — Friday 21:00 Europe/London
Gold Auction — 15:00 Europe/London, disabled by default
Each automatic VWAP continues running until its next scheduled anchor. For example, the New York VWAP remains active overnight and through the following European session, only resetting when the next New York cash open occurs.
Timezone-aware anchors
Each VWAP uses an explicit market/event timezone rather than the trader's local timezone. This means traders in different countries can use the same settings and see the same anchored VWAPs.
The timezone and anchor time for every automatic VWAP can also be changed from the settings menu.
IANA timezones such as Europe/London and America/New_York are used so daylight-saving changes are handled automatically.
Discretionary anchored VWAPs
Three additional custom VWAP slots are included and disabled by default.
Each custom VWAP allows you to specify:
Enable/disable
Custom name
Exact anchor date/time
Colour
Line thickness
These can be useful for anchoring from events such as CPI, FOMC, major highs/lows, news events, breakout points, or any other discretionary reference.
Unlike the automatic session VWAPs, custom VWAPs do not reset automatically and remain anchored until changed or disabled.
Visual settings
Each VWAP can be individually enabled or disabled and has configurable colour and line thickness.
Right-edge labels can also be customised for size, transparency and offset, making it easy to identify each VWAP directly on the chart.
Intended use
I mainly use this on NQ, ES and Gold for intraday context, mean-reversion/reference areas, confluence and tracking how price interacts with session and event-based value.
This indicator is intended as a charting/context tool rather than a standalone entry or trade signal.
版本注释
v1.1 — Chart scaling improvementUpdated the indicator so anchored VWAPs no longer force the chart scale to include distant VWAP levels. This prevents price action from being compressed when, for example, the Weekly VWAP is far from current price.
Important: After updating, remove and re-add the indicator to your chart for the new scaling behaviour to take effect.
版本注释
v1.2 — Price scale alignment & visual updateRestored VWAPs to the instrument price scale so all VWAP levels remain correctly aligned with price when zooming or scrolling.
Changed the default Weekly VWAP colour from white to black for improved visibility on light chart themes.
Recommended setting: To prevent distant VWAPs from compressing visible price action, right-click the chart price scale and enable Scale Price Chart Only.
开源脚本
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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。
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。