Anchored VWAP +/- SD Bands
**Anchored VWAP +/− SD Bands** plots the volume-weighted average price from a chosen anchor with ±1, ±2 and ±3 standard-deviation bands, plus a live Z-score readout so you can see *exactly* how stretched price is from session fair value.
## What it does
VWAP is the price every dollar of volume has paid since the anchor — the "fair value" reference for the session. The SD bands wrap that line in statistical confidence intervals: ~68% of bars stay within ±1σ, ~95% within ±2σ, >99% within ±3σ. Touching the bands means price is over-extended relative to where volume agrees the asset should trade.
## Features
**Three anchor modes**
- **Futures (18:00 ET)** — resets daily at the futures session open
- **Daily (00:00 ET)** — resets at midnight ET (use for crypto / 24h symbols)
- **Custom Date/Time** — resets ONCE at any timestamp you pick. Anchor from FOMC, earnings, contract roll, a swing high or low, the post-news candle — anything that matters to your context.
**Z-score panel** — live numeric readout of current σ distance from VWAP, color-coded:
- green inside ±1σ (normal)
- orange ±1σ to ±2σ (stretched)
- red beyond ±2σ (extreme)
Switchable to any of the 4 chart corners.
**±1, ±2, ±3 SD bands** — full statistical range visible at a glance, with the ±2σ channel filled blue.
**Smart warmup** — bands stay hidden for the first N bars after each anchor reset so they don't snap onto VWAP at the open.
**Configurable source** — defaults to `hlc3` (conventional VWAP input), switch to close, ohlc4, etc.
**Optional slope coloring** — color VWAP green when rising, red when falling for at-a-glance trend bias. Off by default (yellow line).
**VWAP value tag** — small label at the right tip of the line showing the current VWAP price.
**5 built-in alerts** — band tags (upper/lower), VWAP reclaim, VWAP lost, anchor reset. All carry the `{{ticker}}` placeholder.
**Works on every timeframe** — uses minute-of-day crossing detection instead of bar-start equality, so the anchor fires correctly on 1m, 4H, 8H, daily — anywhere.
## How to use
**Mean reversion**: fade ±2σ / ±3σ tags back toward VWAP. The Z-score going red flags the setup before you read the chart.
**Trend**: VWAP acts as session support/resistance. The "VWAP reclaim" and "VWAP lost" alerts mark regime shifts intraday.
**Context**: a symbol pinned to +1σ all session is trending strong; one oscillating around 0σ is balanced; one tagging both ±2σ in the same session is volatile or news-driven.
## Settings
All inputs grouped: **Anchor**, **Math**, **Display**. Panel position is swappable between all 4 corners. Every input has a tooltip.
## Notes
- The "Custom Date/Time" anchor only resets once. Use it for event-anchored trades (post-FOMC, swing high, breakout candle).
- On volume-less instruments (some indexes), the indicator falls back to a time-weighted mean so the line still renders.
- Load enough chart history to include your anchor point or the indicator will accumulate from chart-start instead.
## License
Source code is released under the Mozilla Public License 2.0. Fork freely.
## What it does
VWAP is the price every dollar of volume has paid since the anchor — the "fair value" reference for the session. The SD bands wrap that line in statistical confidence intervals: ~68% of bars stay within ±1σ, ~95% within ±2σ, >99% within ±3σ. Touching the bands means price is over-extended relative to where volume agrees the asset should trade.
## Features
**Three anchor modes**
- **Futures (18:00 ET)** — resets daily at the futures session open
- **Daily (00:00 ET)** — resets at midnight ET (use for crypto / 24h symbols)
- **Custom Date/Time** — resets ONCE at any timestamp you pick. Anchor from FOMC, earnings, contract roll, a swing high or low, the post-news candle — anything that matters to your context.
**Z-score panel** — live numeric readout of current σ distance from VWAP, color-coded:
- green inside ±1σ (normal)
- orange ±1σ to ±2σ (stretched)
- red beyond ±2σ (extreme)
Switchable to any of the 4 chart corners.
**±1, ±2, ±3 SD bands** — full statistical range visible at a glance, with the ±2σ channel filled blue.
**Smart warmup** — bands stay hidden for the first N bars after each anchor reset so they don't snap onto VWAP at the open.
**Configurable source** — defaults to `hlc3` (conventional VWAP input), switch to close, ohlc4, etc.
**Optional slope coloring** — color VWAP green when rising, red when falling for at-a-glance trend bias. Off by default (yellow line).
**VWAP value tag** — small label at the right tip of the line showing the current VWAP price.
**5 built-in alerts** — band tags (upper/lower), VWAP reclaim, VWAP lost, anchor reset. All carry the `{{ticker}}` placeholder.
**Works on every timeframe** — uses minute-of-day crossing detection instead of bar-start equality, so the anchor fires correctly on 1m, 4H, 8H, daily — anywhere.
## How to use
**Mean reversion**: fade ±2σ / ±3σ tags back toward VWAP. The Z-score going red flags the setup before you read the chart.
**Trend**: VWAP acts as session support/resistance. The "VWAP reclaim" and "VWAP lost" alerts mark regime shifts intraday.
**Context**: a symbol pinned to +1σ all session is trending strong; one oscillating around 0σ is balanced; one tagging both ±2σ in the same session is volatile or news-driven.
## Settings
All inputs grouped: **Anchor**, **Math**, **Display**. Panel position is swappable between all 4 corners. Every input has a tooltip.
## Notes
- The "Custom Date/Time" anchor only resets once. Use it for event-anchored trades (post-FOMC, swing high, breakout candle).
- On volume-less instruments (some indexes), the indicator falls back to a time-weighted mean so the line still renders.
- Load enough chart history to include your anchor point or the indicator will accumulate from chart-start instead.
## License
Source code is released under the Mozilla Public License 2.0. Fork freely.
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.
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.