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VWAP SD2 Reversion (Long)A patient, momentum-confirmed dip buyer that fades stretches below the session VWAP and targets a return to the mean.
The idea
Intraday price tends to oscillate around its volume-weighted average price (VWAP). When price extends a full two standard deviations below the session VWAP, it is statistically stretched and often springs back toward the average. This strategy is built to capture that snap-back, but it deliberately does not buy the dip blindly. A stretched market can keep falling, so the strategy waits for two independent momentum tools to confirm that the down-move has actually turned before it commits.
The result is a sequential, time-boxed setup: a volatility filter, a price stretch, and then two momentum confirmations that must all line up within a short window. If they do not, the setup is discarded and the strategy stays flat.
How a trade is built
Each long requires the following to occur in order, with every step happening at or after the initial dip and within the confirmation window:
Volatility filter: the lower 2-SD band must sit at least a minimum distance from VWAP (default 10 pips). This skips quiet, low-range conditions where there is little room to revert and the costs would dominate.
Step 1, the stretch: price closes below the lower 2-SD band.
Step 2, RSI confirms: RSI recovers back above its level (default 30), confirming the oversold push is fading.
Step 3, MACD confirms: the MACD line turns bullish over its signal line (or over zero, if you prefer), confirming momentum has flipped up.
Entry: a market long is taken on the bar that completes Step 3.
Why a state machine
Real momentum turns are messy. RSI and MACD often flip within a bar or two of each other, and sometimes on the very same bar. A naive rule that demands three separate single-bar crossovers in strict order misses most of these clusters. This strategy instead tracks the setup through a small state machine that:
anchors both confirmations to the first dip bar, so a momentum cross that happened before the dip cannot be borrowed to validate the trade;
accepts confirmations that arrive in either order or on the same bar, as long as both are recent and post-dip;
keeps the setup alive while price continues to hug the band, and expires it cleanly once the confirmation window passes without a trigger.
A Strict toggle is provided for those who want the original behaviour, where each step must be a fresh crossover on a later bar.
How the exit works
Because the thesis is reversion to the mean, the natural profit target is the mean itself. By default the take-profit is the live VWAP, re-evaluated every bar so it tracks the line as it moves, set a small buffer in front so the order fills on the approach rather than waiting for an exact touch. A minimum-profit floor prevents a falling VWAP from dragging the target back through the entry.
A fixed-pip take-profit mode is available as an alternative. The stop-loss is a fixed pip distance below entry in both modes. Targeting the mean rather than a fixed number of pips tends to produce variable, often larger winners, which also dilutes the impact of fixed spread costs.
Settings
Setup
SD band multiplier — standard-deviation width of the bands (default 2.0).
Min VWAP to SD2 distance — the volatility filter, in pips (default 10).
Confirmation window — how many bars each step has to confirm (default 5).
Strict cross — require a fresh crossover on a bar after the prior step.
RSI and MACD
Standard RSI length and cross level.
Standard MACD fast, slow and signal lengths, with an optional zero-line cross instead of a signal-line cross.
Risk and pips
TP at VWAP, with a front-run buffer and a minimum-profit floor, or a fixed-pip take-profit.
Stop loss in pips.
Auto pip size (mintick × 10), which resolves correctly for 5-decimal FX and 3-decimal JPY pairs, plus a manual override.
Reading the chart
Orange line: session VWAP (the reversion target).
Red and green lines: the lower and upper 2-SD bands.
Markers: 1 marks a close below the band, 2 marks the RSI confirmation, and the triangle marks the MACD confirmation and entry trigger.
Intended use
This is an intraday strategy, developed and tuned on 5-minute FX majors, with a daily VWAP anchor that resets each session. In the author's testing it has behaved most consistently on AUDUSD, and it is also designed for pairs such as EURUSD and USDJPY. As always, behaviour varies by pair, broker feed and period, so test it on your own data before relying on it.
On backtest settings: tight intraday targets are sensitive to execution costs. Before drawing conclusions from the Strategy Tester, set a commission and slippage that match your broker, and choose a position size that reflects the risk you would actually take. Results shown with unrealistic costs can look far better than anything achievable live.
This script is published for educational and research purposes only and is not financial advice or a recommendation to trade. Backtested and hypothetical results do not guarantee future performance, and trading leveraged instruments such as FX carries substantial risk of loss. You are responsible for your own testing, risk management and decisions. Estrategia
Multi Timeframe ProMulti Timeframe Pro — HTF Levels + Anchored VWAP
Two indicators in one clean overlay: previous-candle ranges from up to 3 timeframes, plus a fully customizable anchored VWAP with bands.
▌ Features
• Boxes for the LAST CLOSED candle of up to 3 timeframes (High, Low, dashed Mid)
• Anchored VWAP with 2 standard-deviation bands — no background fills
• Live countdown table — see when the next candle of each TF closes
• Per-TF in-indicator alerts (line crossing / bar closes outside)
• Clean line labels — e.g. "1D High", "4h Low"
• Auto-warning if a non-standard chart (Heikin Ashi, Renko, …) is used
▌ Defaults
TF 1 1D yellow
TF 2 4H aqua
TF 3 15m off
VWAP Session-anchored
Mid white, solid
Band 1 white, dashed, ±1 StDev
Band 2 gray, dashed, ±2 StDev
▌ Quick Start
1. Add to any chart (TF ≤ your highest configured TF)
2. Boxes update automatically when the higher-TF candle closes
3. For alerts: enable toggles in the Alerts section, then add ONE TradingView alert with
Condition: Multi Timeframe Pro
Function: Any alert() function call
Trigger: Once Per Bar Close
▌ Notes
• Pine v5
• Use standard candle charts (a red warning appears in the table otherwise)
• VWAP requires a symbol with volume — disable it for FX if needed Indicador
Multi Timeframe ProMulti Timeframe Pro — HTF Levels + Anchored VWAP
Two indicators in one clean overlay: previous-candle ranges from up to 3 timeframes, plus a fully customizable anchored VWAP with bands.
▌ Features
• Boxes for the LAST CLOSED candle of up to 3 timeframes (High, Low, dashed Mid)
• Anchored VWAP with 2 standard-deviation bands — no background fills
• Live countdown table — see when the next candle of each TF closes
• Per-TF in-indicator alerts (line crossing / bar closes outside)
• Clean line labels — e.g. "1D High", "4h Low"
• Auto-warning if a non-standard chart (Heikin Ashi, Renko, …) is used
▌ Defaults
TF 1 1D yellow
TF 2 4H aqua
TF 3 15m off
VWAP Session-anchored
Mid white, solid
Band 1 white, dashed, ±1 StDev
Band 2 gray, dashed, ±2 StDev
▌ Quick Start
1. Add to any chart (TF ≤ your highest configured TF)
2. Boxes update automatically when the higher-TF candle closes
3. For alerts: enable toggles in the Alerts section, then add ONE TradingView alert with
Condition: Multi Timeframe Pro
Function: Any alert() function call
Trigger: Once Per Bar Close
▌ Notes
• Pine v5
• Use standard candle charts (a red warning appears in the table otherwise)
• VWAP requires a symbol with volume — disable it for FX if needed Indicador
FVG + EMA 9/21 + VWAP Scored SignalsCombined FVG, EMA 9/21 & VWAP Scored Signals
A confluence-scored signal engine that combines Fair Value Gap (FVG) imbalance zones, EMA 9/21/50 trend structure, anchored VWAP, and candle quality into a single 0–100 directional score. One BUY or SELL per direction until the opposite side fires.
What it does
Most pullback and FVG indicators print signals on every touch, every cross, every fresh gap — and the noise drowns out the edge. This indicator scores every bar against a weighted, four-factor confluence model and only prints a signal when the directional score clears a per-symbol threshold during regular trading hours. A built-in state machine guarantees one BUY (or SELL) per leg until the opposite side triggers, so the chart stays clean and signals stay actionable.
It is designed for intraday traders on 1–5 minute charts, particularly for 0DTE / weekly options entries on QQQ, SPX, SPY, IWM, and the Mag-8 names, but it works on any liquid symbol.
The four scoring components
The total score (0–100) is the weighted sum of:
EMA / Trend (default 30 pts) — Fast EMA vs Slow EMA, Slow vs Trend, price vs Trend EMA, normalized EMA gap, and candle direction. Rewards aligned trend structure on the entry bar.
FVG (default 30 pts) — Price must be touching one of the top-N highest-ranked FVG zones (sorted internally by size, volume, trend alignment, mitigation, and age). Score is scaled by the FVG's own directional strength %, so a 98%-strength zone contributes ~29 pts while a 50% zone contributes ~15 pts.
VWAP (default 20 pts) — Side (price above/below) plus slope (rising/falling, measured over a configurable lookback). Anchored VWAP with Session/Week/Month/Quarter/Year options.
Candle (default 20 pts) — Body-to-range ratio of the entry bar, rewarding decisive close-direction candles.
All four weights are user-adjustable and a live score table in the top-right shows each component's bull and bear contribution every bar, plus the active signal state.
How the state machine works
Trigger: in-session AND directional score ≥ threshold.
Per-symbol threshold: Mag-8 + index ETFs (AAPL, MSFT, GOOGL, AMZN, NVDA, META, TSLA, AVGO, QQQ, SPY, IWM) use a lower threshold (default 70). Everything else uses a higher threshold (default 90). Both are configurable.
One signal per direction: Once a BUY prints, no further BUYs print until a SELL fires (and vice versa). No clutter, no repainting signals, no second-guessing.
Tie-break: If both bull and bear clear threshold on the same bar, the higher score wins.
Fair Value Gap engine
The FVG component is built on the classic 3-bar imbalance definition (bull = low > high , bear = high < low ) and extends it with:
Quality scoring (size, volume vs MA, trend EMA alignment, age decay, mitigation penalty)
Continuous mitigation tracking (zones are removed when fully filled)
Internal storage of up to 200 FVGs with the top N displayed
Per-zone bull/bear strength bars (0–100%) and smart text labels ("Strong Bullish Imbalance," "Bearish Bias," etc.)
The FVG ranking and rendering logic is adapted from Zeiierman's Ranked FVG Imbalance Zones (CC BY-NC-SA 4.0), with the scoring, state machine, and confluence integration built on top.
Visuals
EMA 9/21/50 with ATR buffer band around the fast EMA
Optional EMA-cross triangles
Anchored VWAP line
FVG zone boxes with strength bars and text labels
Optional candle coloring by EMA 9/21 alignment
BUY/SELL labels with embedded score
Live score table (component breakdown + total + threshold + state)
Alerts
Combined real-time alert — uses alert() so a single TradingView alert on "Any alert() function call" fires on every printed BUY or SELL, with the score and ticker embedded in the message.
Separate alertcondition() entries for BUY, SELL, new bull FVG, new bear FVG, bull FVG touch, bear FVG touch.
Recommended use
Timeframe: 1m, 2m, 3m, or 5m for intraday; the EMA 9/21 framework is calibrated for these.
Session: RTH-gated by default (09:30–16:00 America/New_York). Configurable.
Workflow: Wait for a BUY/SELL label inside an FVG zone with score ≥ threshold and the score table showing alignment across at least three of four components. Use the FVG zone as structural invalidation.
Tuning: If you're getting too few signals on a non-Mag-8 name, lower the "Other Threshold." If you want stricter signals on the Mag-8, raise the "Day-11 Threshold."
Notes
Signals are gated by inSession, so no pre-market or after-hours prints.
Score is clamped 0–100 for display; VWAP can contribute negatively to the raw score, which is intentional (price on the wrong side of a sloping VWAP should hurt the directional case).
All visuals (zones, bars, text, EMA fill, score table) can be toggled off independently.
License & credits
Released under Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0).
FVG ranking, rendering, and storage architecture adapted from Zeiierman — Ranked FVG Imbalance Zones. EMA/VWAP/candle scoring, state machine, per-symbol thresholds, score table, and combined alert engine are original work.
Disclaimer: This indicator is for educational and informational purposes only. It is not financial advice and does not guarantee profitable trades. 0DTE and weekly options carry significant risk of total loss. Always test on a paper account before risking capital, and size positions according to your own risk tolerance. Indicador
Reverse AVWAP: Institutional Anchor DiscoveryStop guessing your anchors. Let the algorithm find them for you.
Most traders use the Anchored VWAP (AVWAP) the same way: they pick an obvious swing high, swing low, or earnings gap, anchor a line to it, and wait to see if price reacts. But what if we flipped the script? What if we took a significant current price level and mathematically scanned history to find exactly which hidden dates are defending it?
Introducing the Reverse AVWAP.
This indicator acts as an investigative tool for market structure and volume memory. By targeting a specific date or your current real-time chart bar, the script calculates backward, scanning thousands of bars to find the exact historical anchor points where an AVWAP drawn from them converges perfectly with your target price.
How It Works
Instead of projecting forward, this script reverse-engineers the volume profile:
Dynamic Target Selection: Choose to run the calculation from a fixed Target Date or toggle Use Last Chart Bar as Target to dynamically track live, real-time convergence on your current candle.
Historical Matrix Scan: The algorithm searches back in time, calculating the exact AVWAP from every single historical bar up to your target.
Threshold Matching: If a historical AVWAP lands within your custom proximity threshold (e.g., ±2.5% or ±3.5%) of the target price, it flags that date as a valid "Anchor."
Stitched Curve Generation: It draws the historical VWAP curves connecting those hidden anchors directly to your target.
Key Features
Macro First vs. Micro First Scanning: Choose your search direction. Macro First scans from the oldest historical data forward, prioritizing dominant multi-year structural pivots (like All-Time Highs or major cyclical bottoms). Micro First scans from recent data backward, focusing on short-term accumulation zones.
Smart Anti-Clustering: Includes a "Minimum Bars Between Anchors" filter. If the market forms a major rounded peak or flat consolidation, this prevents the script from grabbing 5 consecutive days on the same structure. It forces the algorithm to find distinct, uniquely significant pivot origins.
Up to 15 Historical Curves: Automatically color-codes and plots multiple unique historical AVWAP curves that converge on your target price.
Precision Divergence Labels: Drops clean visual tags on the discovered anchors, showing you exactly how close the historical AVWAP came to your target price down to the decimal percentage.
Under the Hood (Engine Optimizations)
Calculating thousands of historical AVWAPs iteratively would normally trigger a Pine Script timeout or cause massive lag. This indicator utilizes a heavily optimized architecture to bypass TradingView's native limitations:
O(1) Time Math: It uses rolling arrays to track the cumulative sums of Volume and Price × Volume. By subtracting cumulative historical values from current ones, it solves the AVWAP equations instantly in constant time per bar.
Bulletproof Line-Chain Renderer: TradingView’s standard polyline engine frequently suffers from canvas rendering drops when drawing long curves across thousands of bars. This script implements a custom, lightweight rendering engine that segments standard lines into roughly 80 dynamically downsampled links per anchor. The result is a buttery-smooth curve that never fails to render, no matter how far back the anchor sits.
Memory Management: Includes a dedicated garbage-collection routine that wipes and redraws canvas objects on live ticks, keeping your chart clean, responsive, and completely free of visual flickering.
Usage Tips
The History Loading Shortcut: Pine Script can only analyze data that is actively loaded into your browser session. If you are looking for a macro anchor from years ago, use the TradingView "Go to" shortcut (Alt + G on Windows, Option + G on Mac) and enter a past date. This forces the servers to load the historical bars instantly, allowing the script to find the anchor immediately.
Validation: If you see a breakout, run the Reverse AVWAP. If multiple historical volume anchors perfectly align with your current price, you have high-conviction proof of a major institutional volume node. You can then use those newly discovered anchor dates to project standard AVWAPs forward into the future. Indicador
Polaris VWAP Mesh [JOAT]Polaris VWAP Mesh
Polaris VWAP Mesh tracks four anchored VWAPs simultaneously — Session, Swing-High pivot, Swing-Low pivot, and Previous-Day-Open — and detects pairwise confluence whenever two or more of them are within an ATR-scaled proximity of each other. Each VWAP carries a plus-or-minus 1-sigma deviation band. Confluence zones become full-chart-width persistent bands. A multi-anchor bias score counts how many VWAPs price is currently above.
What makes it different
Most VWAP scripts plot a single anchor (session or daily). Polaris simultaneously runs four independent anchored-VWAP engines and surfaces their interactions as confluence zones.
Confluence detection uses an ATR-scaled proximity threshold rather than a fixed percentage, so it adapts to the instrument's volatility automatically.
A multi-anchor bias counter aggregates the four VWAPs into a single 0-to-4 score. Full-chart-width tints apply when three or more VWAPs are above (or below) the close.
Swing-anchored VWAPs reset at confirmed pivot points and start fresh from the moment of pivot confirmation (forward-only, non-repainting). The Previous-Day-Open VWAP is anchored to the open of the prior daily bar so it captures yesterday's reference.
A pairwise distance matrix is displayed in plain text at the right edge — six pair distances, with the two tightest pairs highlighted.
How it works
An anchored VWAP function maintains three cumulators per anchor — price-times-volume, volume, and price-squared-times-volume — to deliver both the VWAP and its rolling standard deviation since the anchor.
Anchor reset conditions: Session start of the user-defined session window. Swing-High on confirmed ta.pivothigh. Swing-Low on confirmed ta.pivotlow. Previous-Day-Open on ta.change(time("D")), capturing the open of the new day, then locking after a day passes.
Pairwise distance check: for each of the six possible pairs, if the absolute distance between VWAPs is less than proximityThreshATR times ATR(14), an active confluence is flagged. The mid-price between the two VWAPs becomes the confluence level.
Multi-anchor bias counts how many of the four VWAPs the close is above.
Reading the chart
Four VWAP lines, each in its own color (session blue, swing-high red, swing-low mint, prev-day-open purple, all user-configurable).
Plus-or-minus 1-sigma deviation band shading per VWAP.
Full-chart-width confluence zones (persistent bordered boxes) at each active confluence level, with right-edge labels naming the contributing pair.
Anchor reset markers: small vertical lines per anchor at the bar of reset (capped at 20 per anchor type).
A multi-anchor bull / bear bgcolor tint (very faint) when three or more VWAPs are on one side of the close.
Iridescent candle recolor by bull-count.
Right-edge VWAP labels with plus-or-minus sigma deviation tags.
Pairwise distance matrix label cluster.
Anchor-age label cluster.
Bias-flip timeline labels and VWAP-cross event labels.
Signals
Bull / bear VWAP cross (any anchor)
Session VWAP bull / bear cross (dedicated alerts)
Previous-Day-Open VWAP bull / bear cross (dedicated alerts)
Confluence touch (price entered an active confluence zone)
Multi-anchor bull / bear bias activation
All gated on barstate.isconfirmed or barstate.ishistory. No future references.
Inputs
Anchors : session window string, swing pivot length.
Bands : standard deviation multiplier, band shading toggle.
Confluence : proximity threshold in ATR units, confluence zones toggle.
Visuals : bullish / bearish colors, per-anchor color overrides, per-anchor visibility toggles, candles, labels.
Dashboard : position, size.
How traders use this
Confluence trading : confluence zones are price magnets. Reactions to them (touches with rejections) are tradable. Clean breaks through with volume can be trend signals.
Multi-anchor bias : when three or four of the four VWAPs are on the same side of price, the trend is well supported across multiple anchors. Counter-trend trades in this regime are lower probability.
VWAP rotation : the previous-day-open VWAP is a frequently respected institutional reference. Crosses of it often coincide with bias shifts.
Plus-or-minus 1-sigma bands : extensions to plus-or-minus 1 sigma from a fast-moving anchor often coincide with short-term mean-reversion zones.
Limitations
Swing-anchored VWAPs begin tracking only after pivot confirmation, so they lack history before that pivot was confirmed. This is by design (non-repainting), not a bug.
The session VWAP requires the user to set a session window matching the instrument's primary trading window.
The pairwise confluence test is O(1) per bar (six pairs). Confluence zones extend across the chart and use persistent box objects. They are capped at six active zones (the maximum number of pair combinations).
Confluence is a price-coincidence test, not a flow-direction test. Use other tools to gauge directional bias once confluence is identified.
Compatibility
Pine Script v6 open-source indicator (overlay). Any symbol with volume data. Designed for sessions in America/New_York by default. Change the session window for other markets. No request.security calls.
Defaults
0930-1600 EST session window, 10-bar pivot length, 0.5x ATR proximity threshold, mint / red brand colors plus blue / red / mint / purple anchor accents, top-right medium dashboard.
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Indicador
VWAP + Order Flow VWAP + Order Flow Pro — Institutional Bias, Volume Delta & High-Conviction Signals
Most VWAP indicators just draw a line. This one reads the market behind the line.
VWAP + Order Flow Pro combines volume-weighted average price with approximated order flow (bar delta + cumulative volume delta) to identify three specific setups where institutional activity is most likely to drive the next move.
THREE SIGNALS — ALL REQUIRE CONFLUENCE
▲▼ Signal A — Institutional Reclaim
Price spends 3+ bars on the wrong side of VWAP, then reclaims it with a decisive body (≥50% of range), strong delta (>0.6× average volume), and CVD that is both positive and accelerating. Not every VWAP cross — only ones with real buying or selling behind them.
▲▼ Signal B — Band Absorption
Price wicks beyond the ±2σ band by a configurable minimum extension, then closes back inside ±1.5σ. The bar must be wick-dominant (wick/body ratio >1.5), with opposing delta >0.5× average volume and expanding participation. Designed to catch institutional absorption of retail breakout attempts.
◆ Signal C — CVD Pivot Divergence
Price prints a new high or low at a pivot, but cumulative volume delta does not confirm. Hidden buying or distribution. Only fires within ±1.5σ of VWAP with CVD accelerating in the divergence direction.
WHAT MAKES THIS DIFFERENT
No repaint. All signals are gated by barstate.isconfirmed. Divergence signals use pivot lag by design — the delay is the protection.
Adaptive lengths. CVD slope, volume average, and cooldown periods auto-tune to your chart timeframe (1m through 1H+). No manual adjustment needed when switching TFs.
Signal cooldown. Prevents signal spam during chop. Configurable.
Volume filter. Signals require volume above a user-defined multiple of average. Default 1.5×.
Session filter. Optional restriction to high-probability windows: open 90 minutes + close 60 minutes. Built for equities and futures. Leave off for crypto and FX.
WHAT'S ON THE CHART
VWAP with ±1σ, ±1.5σ, ±2σ bands (all toggleable)
Optional HTF VWAP overlay (user-defined timeframe, no repaint)
Bar coloring by delta intensity — teal = buy-dominant, red = sell-dominant
Session high/low dashed lines
Floating bias label: BULL / BEAR / MIXED + CVD direction + acceleration indicator
Stats table: Bias, VWAP price, σ-distance, % from VWAP, CVD, CVD slope, CVD acceleration, volume ratio, bar delta
ALERTS
Five alert conditions built in: Long Signal, Short Signal, Bullish CVD Divergence, Bearish CVD Divergence, VWAP Cross (any direction).
HONEST DISCLOSURE
The order flow in this indicator is approximated, not real. TradingView does not provide bid/ask tape or Level 2 data. Bar delta is calculated from where the close sits within the bar's range — a widely used proxy, but not a substitute for a true footprint chart. Signals are designed to be high-probability, not high-frequency. Fewer signals, better quality.
This indicator is for educational and analytical purposes. Past signals do not guarantee future results. Always use proper risk management.
Works on: Equities · Futures · Crypto · FX
Best timeframes: 1m · 3m · 5m · 15m · 30m · 1H Indicador
Indicador
Crowded Trend Exhaustion Index [TradeDots]Crowded Trend Exhaustion Index
Summary
This indicator measures how statistically crowded the current trade has become and reports the reading on a 0 to 100 scale with four named tiers: Healthy, Late, Crowded, and Climax Risk. It is not a top or bottom caller. The goal is to give traders an explicit picture of how stretched price has become relative to historical context, so they can avoid late entries, tighten stops, or take profit when the reading enters extreme territory.
Eight independent factors are combined into the composite score. The pane shows a histogram of the score plus reference lines at the tier thresholds; the background of the pane is tinted when the reading enters the Crowded or Climax Risk tier; a dashboard summarizes the contributing factors.
What is original here
Many public indicators measure one dimension of exhaustion (most commonly distance from a moving average, or RSI level). The contribution of this script is the combination of eight diverse factors that together describe trade crowding from different angles: spatial extension (EMA distance, VWAP distance), persistence (consecutive same-direction candles), momentum exhaustion (RSI percentile), participation extreme (volume climax), volatility expansion (ATR percentile), behavioural rejection (failed continuation wicks with hysteresis), and price/momentum divergence. Each factor weight is exposed as an input so users can audit and tune the composite. The script also deliberately treats divergence and failed-wick signals with a multi-bar hysteresis so single-bar prints do not produce one-bar spikes in the score.
How it works
The trend direction used by the script is the immediate-bar EMA slope. The trend EMA length is configurable (default 50).
The eight factors are computed each bar.
1. EMA distance. Absolute distance from the trend EMA in ATR units, scaled to 0-100.
2. VWAP distance. Absolute distance from an anchored VWAP (Session, Week, or Month — user-selectable) in ATR units, scaled.
3. Candle streak. Number of consecutive same-direction candles aligned with the trend. The counter resets to zero on the first counter-direction bar and the score scales with the streak length.
4. RSI percentile. RSI is computed and percentile-ranked over the configurable lookback. The percentile is taken on the trend side (uptrend uses RSI percentile directly; downtrend uses 100 minus the percentile) so that extreme readings always indicate crowding in the direction of the trend .
5. Volume climax. A discrete score: 100 when volume is in the top decile, 60 in the top quartile, 30 above the median, 0 otherwise.
6. ATR percentile. Current ATR percentile over the lookback.
7. Failed continuation wick. When the current bar prints a wick against the trend direction that exceeds the body by a factor of two, a five-bar hysteresis counter is set. The score decays linearly to zero over five bars. This prevents one-bar wick noise from spiking the score and then disappearing.
8. Price-momentum divergence. Price prints a new N-bar extreme but RSI does not. Bearish divergence in an uptrend, or bullish divergence in a downtrend, sets a five-bar hysteresis just like factor 7.
All factors are weighted (user-configurable), averaged, and clamped to 0-100. Tier mapping:
Healthy : 0 to 40
Late : 40 to crowded_threshold (default 70)
Crowded : crowded_threshold to extreme_threshold (default 85)
Climax Risk : extreme_threshold to 100
Repainting and data integrity
All factors are computed on confirmed-bar values; alerts are gated by barstate.isconfirmed. No request.security() calls are made — the script operates entirely on the chart timeframe. The hysteresis counters for divergence and failed-wick reset deterministically and do not look forward.
How to read the chart
The composite is plotted as a colored histogram in the indicator pane. The color reflects the current tier (green for Healthy, orange for Late, pink for Crowded, red for Climax Risk).
Reference lines mark the tier thresholds.
The pane background is tinted when the reading enters the Crowded or Climax Risk tier.
The dashboard panel shows the current tier, each contributing factor's reading, and the composite score.
Inputs
Inputs are grouped into four sections.
Core Settings : trend EMA length, ATR length, RSI length, percentile lookback, divergence lookback, VWAP anchor.
Score Tuning : a 0 to N weight for each of the eight factors, the Climax Risk threshold, the Crowded threshold.
Visual Settings : histogram toggle, dashboard toggle, background-tint toggle, panel position and size, panel background color.
Any Alert() function call conditions : per-alert toggles.
Alerts
Four alert conditions are provided:
Entered Crowded Zone (score crossed the Crowded threshold from below)
Entered Climax Risk Zone (score crossed the Climax Risk threshold from below)
Divergence Detected (a price-momentum divergence triggered this bar)
Exhaustion Cooling (score fell back below the Crowded threshold from above)
Each is declared via alertcondition() and is fired programmatically through alert() when the corresponding input toggle is enabled, using alert.freq_once_per_bar_close. Alert messages include {{ticker}} and {{interval}} placeholders.
How to use this script
This is a profit-taking and late-entry-avoidance tool, not an entry trigger.
Apply on the timeframe where you make trading decisions.
While the score is Healthy or Late, the trend can continue to extend; this is not a fade signal.
When the score enters Crowded or Climax Risk on the trend side, tighten stops on existing trend trades, scale out, or avoid late entries.
The Divergence alert is a secondary signal — it indicates internal momentum disagreement but is not a reversal call on its own.
The Exhaustion Cooling alert can be used to identify the end of a stretched move, which sometimes precedes a fresh trend or a multi-bar consolidation.
Limitations and honest caveats
"Crowded" does not mean "imminent reversal". Strong trends can stay crowded for extended periods.
The composite is a heuristic, not a probability.
The divergence factor requires that price prints a new N-bar extreme. Divergences that occur without a fresh extreme will not be detected.
The VWAP factor uses a single anchor at a time (Session, Week, or Month). Multiple simultaneous VWAP comparisons are not supported.
The streak counter resets on a single counter-direction candle, which can cause sharp drops in the streak factor that do not necessarily indicate the trend is over.
The script makes no prediction about when or how a stretched trend will end.
Disclaimer
This script is published for informational and educational purposes. It is not investment advice and is not a recommendation to buy or sell any instrument. A high crowding reading is not a signal to reverse; it is a description of statistical extension. Users are solely responsible for their own trading decisions and risk management.
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Anchored VWAP Bands Strategy [Gabremoku]Anchored VWAP Bands Strategy is a context-driven fair value indicator that combines Anchored VWAP, deviation bands, directional bias, and retest/stretch-based entry logic into a single overlay.
The script uses Anchored VWAP as its core reference line, allowing the user to define a custom starting point by time or bars back. Unlike standard VWAP, which resets on a regular session basis, Anchored VWAP starts from a specific event or pivot selected by the trader, making it especially useful for tracking price behavior relative to an important market reference point.
On top of that, the indicator adds sigma-style bands, dynamic fair value coloring, directional state reading, and optional entry signals built around AVWAP retests and band reversals.
What it shows
⚓ Anchored VWAP — the volume-weighted average price from a user-defined anchor point. Anchored VWAP is commonly used to estimate fair value from a specific event and to monitor whether price is trading above or below that reference.
📐 Deviation Bands — up to three upper and lower bands built from either:
anchored standard deviation
or rolling standard deviation
These bands help show how far price has deviated from anchored fair value and can be used to identify balance, expansion, or stretch conditions.
🌈 Dynamic Gradient Bias — AVWAP and its fills change color based on price location and directional pressure relative to the center.
🧭 Directional State — the script classifies price into states such as:
Fair Value
Bullish Balance
Bullish Expansion
Bullish Stretch
Bearish Balance
Bearish Expansion
Bearish Stretch
🎯 Entry and Target Logic — optional long/short signals and dynamic target markers based on AVWAP retests or outer-band reversals.
🪧 Dashboard — displays state, bias, AVWAP slope, distance from fair value, anchor age, and Long-S status.
Core logic
The main idea behind this script is simple:
AVWAP defines fair value from a chosen event
bands define statistical distance from that fair value
slope helps determine directional bias
signals look for retests or stretched reversals
Anchored VWAP is often used to analyze where the market’s volume-weighted average price sits from a meaningful point in time, and many traders use it as a dynamic support/resistance or bias line. Price above AVWAP is often interpreted as relatively stronger positioning, while price below it can imply weaker positioning.
By adding deviation bands, this script gives a clearer structure for distinguishing between:
normal pullbacks,
balanced price action,
and statistically extended moves.
Signal logic
The script supports Both, Long, or Short directional modes, with three signal styles:
Retest AVWAP
Band Reversal
Hybrid
Long ideas
Long signals can trigger when:
price retests AVWAP and closes back above it
or price reacts from the lower band and reclaims it
Short ideas
Short signals can trigger when:
price retests AVWAP from below and closes back under it
or price reacts from the upper band and falls back below it
There is also a Long-S logic tied to reactions around Lower Band 1, with AVWAP used as a potential target when enabled.
This makes the tool useful both for:
trend continuation via AVWAP retests
and mean-reversion or snapback setups from band extremes
Why it matters
One of the biggest strengths of Anchored VWAP is that it adds context.
Instead of asking “is price high or low?” in a generic way, AVWAP asks:
“Is price rich or discounted relative to a meaningful market event and its volume?”
That is why Anchored VWAP is commonly anchored to:
breakout bars
swing highs or lows
earnings events
gaps
major session turning points
In that framework:
AVWAP becomes fair value
slope becomes directional bias
bands become expansion/stretch zones
retests become opportunity areas
Features
✅ Anchored VWAP with time-based or bars-back anchoring
✅ Optional anchor reset logic
✅ Anchored or rolling standard deviation bands
✅ Up to three sigma-style upper/lower bands
✅ Dynamic center-line and fill coloring
✅ Fair value / expansion / stretch state classification
✅ Long / Short / Both strategy modes
✅ Retest AVWAP, Band Reversal, or Hybrid signal modes
✅ Optional slope filter
✅ Optional close-confirmation filter
✅ Dynamic target plotting
✅ Long-S lower-band reaction logic
✅ Bias background shading
✅ AVWAP label and dashboard
✅ Built-in alert conditions
How to use
A practical workflow is:
Choose a meaningful anchor point.
Use AVWAP as the fair value reference.
Read slope for directional bias.
Use the bands to identify balance vs expansion vs stretch.
Trigger entries on:
AVWAP retests in trend
band reversals after extension
In general:
above a rising AVWAP often supports bullish continuation logic
below a falling AVWAP often supports bearish continuation logic
far from AVWAP near outer bands can signal stretch or reaction zones rather than efficient price
Notes
This indicator is designed as a fair value and execution-context tool, not as a full standalone strategy with complete trade management. Anchored VWAP is highly dependent on anchor quality, so the usefulness of the line improves when the anchor is tied to a genuinely meaningful price event.
Author: Gabremoku
Pine Script v6 Indicador
AlgoStorm Institutional VWAP Suite (IVS)AlgoStorm Institutional VWAP Suite (IVS)
A multi-anchor, institutional-grade VWAP framework covering five distinct time horizons simultaneously — Daily, Rolling Time-Window, NY, European/London, and Asian/Pacific — with volume-weighted standard deviation bands, a configurable color suite, a live info table, and full alert coverage.
The AlgoStorm Institutional VWAP Suite (IVS) is built on a single conviction: VWAP is not a single line, it is a layered structural map. Professional traders and institutions do not reference one VWAP — they read the relationship between multiple anchored VWAPs across sessions and time windows to understand where the auction is relative to where it has been. IVS makes this entire multi-anchor framework available in one cohesive, configurable overlay, designed for futures, equities, forex, and any instrument with reliable volume data.
Why Multiple VWAPs?
Each anchor tells a different story. The Daily VWAP defines where the current session is balanced. The Rolling VWAP reflects dynamic equilibrium over a configurable time window, acting as a responsive benchmark for swing and position traders. The session VWAPs — NY, London, and Asia — reveal the price acceptance or rejection developing within each regional trading block. When price holds above the NY VWAP but stalls beneath the Daily VWAP, that tension itself is actionable information. IVS maps all five references simultaneously so those relationships are always visible.
Technical Architecture
Each VWAP anchor is computed through a dedicated VwapInstance User-Defined Type (UDT). This object maintains the running sums required for both the VWAP price and the volume-weighted population standard deviation, using the mathematically correct formula σ² = E − E ² . Deviation bands derived from this are true volume-weighted standard deviations — not ATR estimates or fixed percentage offsets.
The Rolling VWAP runs on a High-Fidelity Sliding Time-Window Engine . Rather than anchoring to a calendar boundary, it maintains four parallel arrays (price-volume, volume, squared price-volume, and timestamps) to continuously evict data older than the user-defined window. This produces a genuinely time-accurate rolling VWAP at any timeframe, not a bar-count approximation.
Session resets (NY, London, Asia) use a one-minute anchor window via time("1", range, timezone) , which fires accurately across all chart timeframes — not just 1-minute charts.
Features & Functionality
Daily VWAP: Anchors at each calendar day open using hlc3 as the price source. Resets correctly on the first bar of every session including overnight gaps. Paired with optional volume-weighted standard deviation bands (two configurable multipliers for ±1σ and ±2σ levels).
Daily VWAP Wave (H/L): Plots two companion VWAPs anchored to the daily high and low respectively, with a filled channel between them. This "wave" shows the intraday auction range as a structural envelope rather than a single midline — price inside the wave indicates balance, price outside indicates initiative direction.
Rolling Time-Window VWAP: Fully configurable window in days, hours, and minutes. Defaults to 1 day. Paired with optional volume-weighted standard deviation bands. Unlike a fixed daily anchor, the rolling VWAP adapts continuously, making it a natural trend reference for intraday and swing traders.
NY Session VWAP: Anchors at 09:30 ET (New York open). The primary reference for equities and US futures RTH participants. Resets each session regardless of the chart's display timezone.
European / London Session VWAP: Configurable anchor at either 03:00 ET (London) or 02:00 ET (Frankfurt). Essential for tracking European institutional participation, particularly on DAX and EUR/USD.
Asian / Pacific Session VWAP: Configurable anchor at either 20:00 ET (Tokyo) or 18:00 ET (Sydney). Useful for establishing overnight reference levels and identifying the range that NY will either accept or reject at the open.
Color Suite: Every line has an independently configurable color input. The defaults (Silver, White, Blue, Lime, Red, Yellow) are chosen for visual hierarchy on dark themes, but each can be adjusted for light themes, personal preference, or multi-indicator setups.
Live VWAP Info Table: An optional on-chart table (top-right, togglable) displaying the current numeric value of all six active VWAP levels, color-coded to match their respective lines. Values display as — for any anchor that has not yet reset in the current session. Populated only on the last bar to avoid unnecessary per-bar overhead.
10 Alert Conditions: Cross-above and cross-below alerts for every VWAP line. Alerts fire on bar close (confirmed bar only) to prevent repainting. Each message includes {{ticker}} and {{close}} placeholders for use in webhook automations or notification routing.
Usage Guide
For intraday futures traders (ES, NQ, DAX): Enable the Daily VWAP Wave and NY VWAP as your primary references. Price reclaiming the NY VWAP after a morning flush is a high-probability mean-reversion setup. Price pushing beyond the Daily Wave High with sustained delta confirms initiative buying.
For swing and multi-day traders : The Rolling VWAP is your core tool. Set the window to 3-5 days and treat it as a dynamic fair value anchor. When price returns to the Rolling VWAP after extended deviation, evaluate whether volume supports continuation or reversal.
For session transition analysis : Enable all three session VWAPs. At the NY open, observe where price is relative to the Asian and London anchors. Acceptance above the London VWAP at NY open is structurally bullish. Rejection and failure below it signals continuation of overnight selling.
For deviation band usage : The ±1σ bands define the statistically normal range for the session. Extended moves to ±2σ with declining volume are classic mean-reversion setups. Moves to ±2σ with expanding volume signal initiative behavior and potential trend continuation. Indicador
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AlgoStorm Institutional Key Levels (IKL)AlgoStorm Institutional Key Levels (IKL)
For US Index Futures and DAX.
An institutional-grade structural mapping tool built on actual Auction Market Theory (AMT) to track the true liquidity and volume nodes across centralized futures markets.
The retail trading industry has heavily distorted the word "institutional," convincing traders that algorithms are hunting their stop-losses at random pivot highs. The reality is far more objective. Real institutions, hedge funds, and market makers rely on definitive, centralized exchange volume, liquidity depth, and execution algorithms (VWAP/TWAP) to scale into positions without causing market impact.
The AlgoStorm Institutional Key Levels (IKL) indicator maps the precise mathematical benchmarks that dictate this capital flow. Designed for markets with centralized volume (CME, Eurex), it plots highly accurate session opens, Opening Ranges, Initial Balances, and Value Areas, stripping away retail noise to provide a professional framework for your intraday bias.
Technical Specifications & Architecture
Supported Markets: Universal application for centralized futures markets including US Indices (ES, NQ, YM, RTY) and European Indices (DAX/FDAX, FDXM).
Supported Timeframes: Designed specifically for 2-minute through 30-minute charts . (Note: Due to the historical buffers required for multi-session mapping, Pine Script will reject timeframes below 2-minutes).
Timezone Mastery: Flawlessly handles Daylight Saving Time (DST) transitions natively. US Futures are bound strictly to America/New_York , while DAX/Eurex Futures are strictly bound to Europe/Berlin .
Fixed-Pool Drawing Engine: Most level indicators suffer from memory bloat and chart lag due to constant object creation and garbage collection limits. The IKL utilizes a highly optimized "fixed-pool" architecture. Lines and labels are generated only once on the first bar and recycled dynamically.
Smart Label Stagger: Features a forward-pass algorithm that detects and pushes overlapping labels apart (user-adjustable separation), ensuring your chart remains pristine regardless of price compression.
US Futures Mapping (ES / NQ / YM / RTY)
All inputs trigger based on standard America/New_York session times.
Globex Structure: Previous Day High/Low (Full 18:00–17:00 session) and Overnight High/Low (18:00 to 09:30 ET).
RTH Anchors: Previous Day Close (PDC) locked exactly at the 16:00 ET cash close, and the RTH Open (09:30 ET) held all day.
Gap Fill Zone: Automatically draws an asynchronous highlight box between the PDC and current RTH open if an unfilled gap of more than 2 ticks exists.
Auction Metrics: 15-minute Opening Range (09:30–09:45 ET) and the standard Initial Balance (09:30–10:30 ET) with optional 100%, 150%, and 200% IB extension bands.
Eurex / DAX Futures Mapping (FDAX / FDXM)
A complete, standalone module built for the complex, multi-open nature of European futures. Based on Europe/Berlin time.
Asian / Pre-London Phase: Tracks Eurex overnight high/low from 01:00 CET until Frankfurt liquidity arrives at 08:00 CET.
Euro / Frankfurt Session: Plots the 08:00 CET Open and the 30-minute Euro Opening Range (08:00–08:30 CET).
Xetra Cash Session: Plots the definitive Xetra Open (09:00 CET), Xetra OPR (09:00–09:30 CET), and the Previous Xetra Close (17:30 CET) which acts as the DAX equivalent to the US PDC.
US Open Impact: Captures the 15:30 CET open and 30-minute OPR, marking the massive liquidity injection when US equity markets open.
Execution & Volume Mechanics
Algorithmic VWAPs: Plots the exact Daily and Session VWAP bands used by institutional execution desks to grade their fills. Features a full Globex Daily VWAP (resets 18:00 ET), a localized NY VWAP (resets 09:30 ET), and a dedicated Xetra VWAP (resets 09:00 CET).
Custom Value Area Engine: Features a built-in, manual array-based Volume Profile engine. It calculates the Point of Control (POC) and Value Area High/Low (VAH/VAL) for both RTH and Xetra sessions independently, bypassing standard Pine Script volume limitations. Users can customize the Value Area % and price-row tick size.
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EMA 9 + VWAP Strategy with ATR Trailing Stop - WIN THE TRADEEMA 9 + VWAP Strategy with ATR Trailing Stop
A simple trend-following strategy that combines the power of the 9 EMA , VWAP , and an ATR-based trailing stop for cleaner entries and dynamic trade management.
This strategy is designed for traders who want a straightforward system with minimal discretion and clear buy/sell conditions.
Strategy Logic
Buy Conditions
A long position is opened when the 9 EMA crosses above VWAP.
Sell Conditions
A short position is opened when the 9 EMA crosses below VWAP.
Trade Management
Uses an ATR trailing stop to automatically lock in profits and manage risk. The trailing stop dynamically adjusts based on market volatility.
Features
EMA + VWAP crossover entries
ATR-based trailing stop exits
Visual BUY/SELL labels
Dynamic trailing stop lines plotted on chart
Built-in alerts
Works well for scalping, intraday trading, and trend continuation setups
Best Markets
This strategy can be used on Forex, Gold (XAUUSD), Indices, Crypto, and Stocks.
Recommended Timeframes
Popular timeframes include 1 Minute, 5 Minute, 15 Minute, and 1 Hour.
Lower timeframes generally produce more signals, while higher timeframes can provide cleaner trends.
Inputs
ATR Length controls the ATR calculation period.
ATR Multiplier adjusts the trailing stop distance.
Increasing the ATR multiplier gives trades more room to breathe, while lowering it creates tighter exits.
Alerts
The script includes ready-to-use JSON webhook alerts for automation and bot integrations.
You can connect it to trading bots, Discord alerts, Telegram alerts, trade execution systems, and prop firm automation tools.
Disclaimer
This strategy is for educational purposes only and should not be considered financial advice. Always test and optimize settings before using on a live account.
Estrategia
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Confluence FlowConfluence Flow — A multi-layer confluence system combining EVWAP, Adaptive Pivots, Impulse Council & Smart Candles
Confluence Flow unifies five analytical layers — Regime, Momentum, Structure, Pattern, and Confidence — into one powerful overlay. Instead of scattered signals, you get a coherent market narrative through intelligent candle coloring, adaptive levels, and a clean dashboard.
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EVWAP (Exponential Volume Weighted Average Price)
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The heart of the regime filter. This EVWAP dynamically anchors to the most recent significant swing high or low and uses an adaptive half-life that responds to market volatility. Fast markets = faster reaction. Quiet markets = smoother response.
Includes ±1σ and ±2σ bands that clearly show fair value, premium/discount zones, and statistical extremes.
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Adaptive Pivots (S9)
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A next-level dynamic support/resistance system. Band width adapts intelligently using a Trend Quality Index (TQI) based on efficiency, volume, structure, and momentum alignment. High-quality trends get tighter bands. Chop gets wider bands to reduce whipsaws.
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Impulse Council (4-School Voting)
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Four independent schools vote on momentum:
• OBV Flow & Divergence
• Volume Delta (VWMA)
• Wyckoff Springs & Upthrusts
• EMA Confluence (9/21 + 55 filter)
Minimum 2 agreeing schools required for a valid signal.
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Smart Candles
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Candles are colored on a gradient from deep maroon (strong bear) to bright cyan (strong bull) based on the composite bias. Both body and wicks adapt, giving instant visual conviction.
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Pattern Recognition & High-Confidence RR Boxes
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Detects 20 classical patterns with strength scoring and regime alignment filtering. Patterns that conflict with the prevailing regime are automatically dimmed on the chart — keeping your focus on high-probability setups and filtering out counter-trend noise. When a strong pattern aligns with high TQI, strong displacement, and volume — a ★ High Confidence signal triggers automatic 1:2 RR boxes with smart stop placement.
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Dashboard
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Real-time overview of Bias, Council votes, S9 trend, EVWAP direction, and SMA trend.
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Best Used As
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A powerful confluence tool for day traders and swing traders on 5min to 4H timeframes. The strongest setups occur when EVWAP, S9, Council, and Smart Candle bias all align.
Settings default to "Patterns Only" so you can add it without changing your chart's original candle look — toggle to "Candles + Patterns" to enable the full Smart Candle gradient coloring. Indicador
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Tessera Execution Vault [JOAT]Tessera Execution Vault
Introduction
Tessera Execution Vault is an open-source confluence and execution-context indicator. It combines trend, volatility, pressure, VWAP location, structure sweeps, rejection behavior, and a compact transition model into a single score-based framework.
The script is intended to organize market context and display educational trade projections when confluence is high. It should not be treated as a certain signal system.
Core Concepts
1. Confluence Scoring
Long and short scores are built from independent evidence such as trend, VWAP, momentum, volume, pressure, CVD proxy, sweep events, and transition persistence.
2. Auction Pressure
The script estimates bid/offer pressure from candle structure and volume. It then plots a pressure trace near VWAP.
3. Sweep Memory Zones
When liquidity sweeps, expansion breaks, or auction reclaim conditions occur, the script stores short-lived memory zones.
4. VWAP Deviation Field
VWAP bands show where price is trading relative to the current auction center.
5. Educational Projection
When a setup qualifies, the script can draw entry, stop, and target levels based on ATR.
Features
Score-based long and short context: Multiple independent factors contribute to each side
VWAP auction bands: Upper and lower deviation fields
Pressure and score traces: Visualizes pressure and confluence around VWAP
Sweep memory zones: Labels discount, premium, liquidity reclaim, and liquidity reject areas
Confirmed-bar signals: Optional closed-bar signal gating
Dashboard: Displays bias, scores, ATR, volume, pressure, CVD proxy, and auction state
Input Parameters
Operating Preset changes sensitivity for scalping, intraday, swing, low-noise, or showcase modes
Core lengths control EMA, RSI, volume baseline, and sweep window
Risk settings control ATR stop and target projections
Auction settings control pressure and VWAP deviation calculations
How to Use This Indicator
Step 1: Read the dashboard bias
The bias and score rows show which side currently has stronger confluence.
Step 2: Watch memory zones
Memory zones highlight recent sweep or auction-location events that may remain relevant.
Step 3: Treat projections as educational
ATR projections show a possible risk framework. They are not recommendations.
Indicator Limitations
Pressure and CVD are candle-derived approximations
Confluence does not ensure continuation
ATR projections can be too wide or narrow during sudden volatility changes
Originality Statement
Tessera Execution Vault combines confluence scoring, VWAP auction context, pressure traces, transition persistence, and labelled memory zones in one open-source script. Its purpose is to explain why one side has more contextual evidence than the other.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to trade. Always use independent analysis and proper risk management.
-Made with passion by jackofalltrades
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Sidereal Session Lattice [JOAT]Sidereal Session Lattice
Introduction
Sidereal Session Lattice is an open-source intraday session-orbit indicator. It maps session phase, VWAP drift, volatility harmonics, entropy, and anomaly pressure into adaptive orbit bands and compact phase cells.
The indicator is designed to answer a session-context question: is price moving with the current session phase, stretching beyond its orbit, or compressing into balance?
Core Concepts
1. Session Phase
Each active session is counted bar by bar. The bar count is converted into a normalized phase value from 0 to 1.
2. Harmonic Orbit
The phase value is transformed with sine waves to create an intraday harmonic component. This does not predict price; it creates a reference curve for studying session rhythm.
3. VWAP Drift
The script tracks the distance between price and session VWAP, then normalizes the drift by ATR.
4. Entropy and Anomaly Rank
The script compares recent up/down candle energy and return magnitude to estimate balance and anomaly pressure.
5. Phase Cells
Compact cells mark upper-orbit events, lower-orbit events, and balance compression.
Features
Session phase model: Tracks where the market is inside the active session cycle
VWAP drift: Measures price displacement from session VWAP
Harmonic orbit bands: Adaptive bands based on phase, volatility, and drift
Entropy score: Measures up/down energy balance
Anomaly rank: Highlights unusual movement relative to recent behavior
Phase cells: Compact boxes show session-orbit events
Dashboard: Shows phase, lattice score, drift, entropy, anomaly, and current state
Input Parameters
Primary session defines the active session window
Cycle bars controls the phase cycle length
Drift smoothing controls VWAP drift smoothing
Entropy memory controls bid/ask balance memory
Anomaly memory controls return-rank comparison
How to Use This Indicator
Step 1: Read the phase state
The dashboard names the current session phase, such as open drive, balance, or close risk.
Step 2: Watch orbit events
Upper and lower orbit cells mark when price stretches beyond the adaptive session orbit.
Step 3: Use entropy for balance context
High entropy with low anomaly often indicates balanced conditions.
Indicator Limitations
The harmonic orbit is a reference model, not a forecast
Session behavior varies by symbol and exchange hours
Entropy and anomaly values are derived from chart bars and may change with timeframe
Originality Statement
Sidereal Session Lattice combines session phase, VWAP drift, harmonic references, entropy, and anomaly ranking. It is not a standard session high/low tool; it provides a structured way to study intraday rhythm and displacement.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Session models can fail in news, gaps, and unusual liquidity conditions.
-Made with passion by jackofalltrades
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