OPEN-SOURCE SCRIPT
VWAP (5 min)
VWAP (5 min) is a session-based market structure indicator for futures/equities traders. It automatically plots the key price levels that ICT and institutional traders reference daily:
Session Levels
RTH (Regular Trading Hours) High, Low, and Open — updated live during the 9:30–4:00 PM session
Overnight (ON) High and Low — covers the 5:00 PM–9:30 AM globex session, with a gray background shading during those hours
Initial Balance (IB) High and Low — the first 60 minutes of RTH (9:30–10:30 AM), drawn as a two-tone box
Prior Day Levels
Yesterday's High (YH) and Yesterday's Low (YL) — carried forward from the prior RTH session
VWAP
A 5-minute timeframe VWAP that can be displayed on a 1-minute chart, colored green when trending up and red when trending down
Includes an adjustable Lookahead toggle in the VWAP Settings group — when off (default), VWAP only updates on confirmed 5-min bar closes, which is safe for backtesting and avoids repainting; when on, VWAP updates in real time as the current 5-min bar develops, which is useful for live trading but will repaint on historical bars
Labels
All levels are labeled dynamically at the right edge of the chart and scale their offset based on how many bars are visible
Session Levels
RTH (Regular Trading Hours) High, Low, and Open — updated live during the 9:30–4:00 PM session
Overnight (ON) High and Low — covers the 5:00 PM–9:30 AM globex session, with a gray background shading during those hours
Initial Balance (IB) High and Low — the first 60 minutes of RTH (9:30–10:30 AM), drawn as a two-tone box
Prior Day Levels
Yesterday's High (YH) and Yesterday's Low (YL) — carried forward from the prior RTH session
VWAP
A 5-minute timeframe VWAP that can be displayed on a 1-minute chart, colored green when trending up and red when trending down
Includes an adjustable Lookahead toggle in the VWAP Settings group — when off (default), VWAP only updates on confirmed 5-min bar closes, which is safe for backtesting and avoids repainting; when on, VWAP updates in real time as the current 5-min bar develops, which is useful for live trading but will repaint on historical bars
Labels
All levels are labeled dynamically at the right edge of the chart and scale their offset based on how many bars are visible
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.
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
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.
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.