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.

Catatan Rilis

Restored user-selectable color picker for VWAP line.

Skrip open-source

Dengan semangat TradingView yang sesungguhnya, pembuat skrip ini telah menjadikannya sebagai sumber terbuka, sehingga para trader dapat meninjau dan memverifikasi fungsinya. Salut untuk penulisnya! Meskipun Anda dapat menggunakannya secara gratis, perlu diingat bahwa penerbitan ulang kode ini tunduk pada Tata Tertib kami.

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Pernyataan Penyangkalan

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Skrip open-source

ech0whiskey