ETH HOD/LOD VWAP +
ETH HOD/LOD VWAP
Plots three volume-weighted average prices (VWAPs) for futures traders on the full electronic trading hours (ETH) session, 18:00–17:00 New York time:
H-VWAP (red): anchored at the session's highest point so far.
L-VWAP (cyan): anchored at the session's lowest point so far.
A-VWAP (yellow): anchored at a date/time you choose, or restarted daily at a set time.
How it works
A new session starts at 18:00 New York time, the CME Globex open. This also handles the Friday-to-Sunday weekend gap and daylight saving changes. Each time the session makes a new high, H-VWAP restarts from that bar. Each time it makes a new low, L-VWAP restarts from that bar. The two lines always show the average price paid since the current extreme was set.
Price above H-VWAP means buyers since the high are back in profit.
Price below L-VWAP means sellers since the low are back in profit.
Price between the two lines means the session is balanced.
H-VWAP and L-VWAP are drawn for the current session only. The A-VWAP line shows its full history.
Settings
Anchor On: "Close" anchors on the highest or lowest candle close of the session, which ignores wicks. "Wick" anchors on the session's true high and low.
VWAP Price: HLC3 (high + low + close) / 3, or OHLC4 (open + high + low + close) / 4.
Anchored VWAP, Fixed date/time: one start point. Useful for a contract-roll VWAP: set it to 18:00 the evening before the first session of the new contract.
Anchored VWAP, Daily time: restarts every day at the New York time you set (default 09:30) and stops at the end time (default 16:55). Windows that run past midnight are supported, e.g. 18:00 → 16:55.
Aesthetics: line colours, thicknesses and label offset. Each line's current value is labelled at the right edge.
Notes
Built for futures with volume data (e.g. NQ, ES). Without volume, the VWAP values are meaningless.
Use an intraday chart. Lower timeframes (1–5 min) place the anchors most precisely.
This indicator shows levels only. It does not generate trade signals.
Plots three volume-weighted average prices (VWAPs) for futures traders on the full electronic trading hours (ETH) session, 18:00–17:00 New York time:
H-VWAP (red): anchored at the session's highest point so far.
L-VWAP (cyan): anchored at the session's lowest point so far.
A-VWAP (yellow): anchored at a date/time you choose, or restarted daily at a set time.
How it works
A new session starts at 18:00 New York time, the CME Globex open. This also handles the Friday-to-Sunday weekend gap and daylight saving changes. Each time the session makes a new high, H-VWAP restarts from that bar. Each time it makes a new low, L-VWAP restarts from that bar. The two lines always show the average price paid since the current extreme was set.
Price above H-VWAP means buyers since the high are back in profit.
Price below L-VWAP means sellers since the low are back in profit.
Price between the two lines means the session is balanced.
H-VWAP and L-VWAP are drawn for the current session only. The A-VWAP line shows its full history.
Settings
Anchor On: "Close" anchors on the highest or lowest candle close of the session, which ignores wicks. "Wick" anchors on the session's true high and low.
VWAP Price: HLC3 (high + low + close) / 3, or OHLC4 (open + high + low + close) / 4.
Anchored VWAP, Fixed date/time: one start point. Useful for a contract-roll VWAP: set it to 18:00 the evening before the first session of the new contract.
Anchored VWAP, Daily time: restarts every day at the New York time you set (default 09:30) and stops at the end time (default 16:55). Windows that run past midnight are supported, e.g. 18:00 → 16:55.
Aesthetics: line colours, thicknesses and label offset. Each line's current value is labelled at the right edge.
Notes
Built for futures with volume data (e.g. NQ, ES). Without volume, the VWAP values are meaningless.
Use an intraday chart. Lower timeframes (1–5 min) place the anchors most precisely.
This indicator shows levels only. It does not generate trade signals.
Haftungsausschluss
Die Informationen und Veröffentlichungen sind nicht als Finanz-, Anlage-, Handels- oder andere Arten von Ratschlägen oder Empfehlungen gedacht, die von TradingView bereitgestellt oder gebilligt werden, und stellen diese nicht dar. Lesen Sie mehr in den Nutzungsbedingungen.
Haftungsausschluss
Die Informationen und Veröffentlichungen sind nicht als Finanz-, Anlage-, Handels- oder andere Arten von Ratschlägen oder Empfehlungen gedacht, die von TradingView bereitgestellt oder gebilligt werden, und stellen diese nicht dar. Lesen Sie mehr in den Nutzungsbedingungen.