VWAP - London Session, Labelled + Ranges

VWAP auto anchored to the start of London session

Labelled that changes color to match the line color

The first calculation next to the VWAP name is the points distance from the VWAP to the Standard Dev Band. If you want to know the distance from one Std Dev +1 to -1 then double this
number.

The Ext is the real time points value of the current price outside of the Std Dev +1 or -1 band

Notes de version

Replaced the Delta Triangle with a directional triangle that changes direction to weather above or below the VWAP

Notes de version

Update:
- Fixed: a calculation bug where the VWAP could get skewed on active symbols — the running total was being re-added on every price tick of the still-forming bar instead of once per closed bar.
- Fixed: labels now update correctly during Bar Replay — previously they didn't appear until replay caught all the way up to the live bar.
- Fixed: a data gap (missing price/volume) no longer risks corrupting the running VWAP total.
- Added: a warning label on symbols with no volume data, instead of the indicator silently drawing nothing.
- Added: "Show Current Price on Label" option — displays the live price alongside the VWAP label, toggle on/off as preferred.

Notes de version

Update:
- Changed: "Show Current Price on Label" replaced with two separate toggles — "Show Price on VWAP Label" and "Show Price on Band Labels" (the latter applies to both UB and LB together).
- Fixed: each label now shows its own value (VWAP labels show the VWAP price, band labels show that band's price) instead of all three showing the same current market price.

Notes de version

Update notes:

Fixed a VWAP accuracy bug where the running total was being recalculated on every price tick of the still-forming bar, causing that bar's volume to be counted multiple times before it closed. VWAP now only commits a bar's contribution once, when it closes.
Fixed a Bar Replay bug where the VWAP line and labels wouldn't draw until replay caught all the way up to the current live bar.
Added the option to show each line's own current price directly on its label. Two independent toggles: one for the VWAP label, and one shared toggle for the Upper/Lower Band labels together.
Added a toggle to show/hide the band-width and extension-distance info (the "▲: X pts | Ext: Y pts" text) on the VWAP label, for anyone who just wants the plain label name (and price, if enabled).

Notes de version

Update notes:

Fixed a VWAP accuracy bug where the running total was being recalculated on every price tick of the still-forming bar, causing that bar's volume to be counted multiple times before it closed. VWAP now only commits a bar's contribution once, when it closes.
Fixed a Bar Replay bug where the line and labels wouldn't draw until replay caught all the way up to the current live bar.
Added the option to show each line's own current price directly on its label. Two independent toggles: one for the VWAP label, and one shared toggle for the Upper/Lower Band labels together. Both now default to on.
Added a toggle to show/hide the band-width and extension-distance info on the VWAP label, for anyone who just wants the plain label name (and price). Defaults to on.

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.

CzechMate06

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Script open-source

CzechMate06