OPEN-SOURCE SCRIPT
VWAP NYO Deviation
VWAP - Deviation At NYO
A clean, real-time overlay indicator that instantly shows how the major liquid markets are opening relative to their developing daily VWAP — plus powerful historical context in one compact table.
What the table displays (updated live on every chart):
Symbol – ES1!, CL1!, GC1!, 6E1!, BTCUSD
Deviation (%) – Today’s RTH open (9:30 AM EST) vs. the VWAP up to that exact moment, expressed as a percentage.
→ Green background = opening above average deviation
→ Red background = opening below average deviation
Avg Abs Dev (%) – Historical average absolute opening deviation (all completed days on your chart)
Touch VWAP % – Percentage of completed trading days where price touched the daily VWAP at least once during Regular Trading Hours (9:30–16:00 EST)
Additional features
On your main chart symbol, a clean colored label automatically appears at the exact 9:30 AM EST bar showing that symbol’s opening VWAP deviation (green up / red down).
Fully automatic EST/New York timezone handling — works on any timeframe and any symbol you’re viewing.
Table text size is fully customizable (tiny → large / auto).
Best for
Futures & BTC day traders who use VWAP as a primary reference
Quick cross-market bias check at the open
Mean-reversion / VWAP magnet strength analysis
Monitoring how “stretched” the open is versus historical norms
Simply add the indicator, and the table appears in the top-right corner. The more history loaded on your chart, the more accurate the average deviation and touch percentage become.
Perfect companion for any VWAP-based strategy.
Enjoy! 🚀
A clean, real-time overlay indicator that instantly shows how the major liquid markets are opening relative to their developing daily VWAP — plus powerful historical context in one compact table.
What the table displays (updated live on every chart):
Symbol – ES1!, CL1!, GC1!, 6E1!, BTCUSD
Deviation (%) – Today’s RTH open (9:30 AM EST) vs. the VWAP up to that exact moment, expressed as a percentage.
→ Green background = opening above average deviation
→ Red background = opening below average deviation
Avg Abs Dev (%) – Historical average absolute opening deviation (all completed days on your chart)
Touch VWAP % – Percentage of completed trading days where price touched the daily VWAP at least once during Regular Trading Hours (9:30–16:00 EST)
Additional features
On your main chart symbol, a clean colored label automatically appears at the exact 9:30 AM EST bar showing that symbol’s opening VWAP deviation (green up / red down).
Fully automatic EST/New York timezone handling — works on any timeframe and any symbol you’re viewing.
Table text size is fully customizable (tiny → large / auto).
Best for
Futures & BTC day traders who use VWAP as a primary reference
Quick cross-market bias check at the open
Mean-reversion / VWAP magnet strength analysis
Monitoring how “stretched” the open is versus historical norms
Simply add the indicator, and the table appears in the top-right corner. The more history loaded on your chart, the more accurate the average deviation and touch percentage become.
Perfect companion for any VWAP-based strategy.
Enjoy! 🚀
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.
Thanks for the support!
Pernyataan Penyangkalan
Informasi dan publikasi ini tidak dimaksudkan, dan bukan merupakan, saran atau rekomendasi keuangan, investasi, trading, atau jenis lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Ketentuan Penggunaan.
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.
Thanks for the support!
Pernyataan Penyangkalan
Informasi dan publikasi ini tidak dimaksudkan, dan bukan merupakan, saran atau rekomendasi keuangan, investasi, trading, atau jenis lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Ketentuan Penggunaan.