Day Trading Session VWAP & Averages

A clean, session‑aware VWAP and Moving Averages indicator designed for intraday traders who want accurate, stable, session‑anchored levels without chart clutter.

This tool tracks RTH VWAP, Overnight VWAP, and VWAP Standard Deviation Bands, resetting cleanly at each session boundary for precise institutional‑style reference levels.

📌 Key Features
Session‑Anchored VWAP

VWAP resets at RTH open
VWAP resets again at RTH close
ON session (PM → AH → Globex PM → Globex AM) uses one continuous VWAP
Fully stable — no shifting when inputs change

VWAP Standard Deviation Bands

Optional ±1σ and ±2σ bands
True variance‑based calculation (not ATR or SMA approximations)
Independent visibility toggles
Cloud shading for fast visual context

Moving Averages

Up to three customizable MAs
EMA or SMA
Independent visibility, length, and color controls
Clean plot() rendering for perfect price‑scale alignment

🎯 Designed For

Futures and equities intraday traders
RTH vs ON session structure analysis
VWAP‑based mean reversion and volatility expansion setups
Traders who want a lightweight, stable indicator without noise or chart clutter

🧠 How It Works
Session logic automatically adapts to equities or futures
VWAP anchor resets at:

RTH open → start of new day VWAP
RTH close → start of ON VWAP

Standard deviation bands are computed from the same anchor for perfect alignment.

Notes de version

Restored user-selectable color picker for VWAP line.

Script open-source

Dans l'esprit TradingView, le créateur de ce script l'a rendu open source afin que les traders puissent examiner et vérifier ses fonctionnalités. Bravo à l'auteur! Bien que vous puissiez l'utiliser gratuitement, n'oubliez pas que la republication du code est soumise à nos Règles.

ech0whiskey

Clause de non-responsabilité

Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.

Script open-source

ech0whiskey