OPEN-SOURCE SCRIPT
VWAP [crlmx]
Flexible Volume Weighted Average Price (VWAP) for clean
volume-weighted fair value benchmark and trend direction.
Key Features
- Adjustable VWAP Anchor
- 30min, 1H, 2H, 4H, 8H, 12H, D, W, M, Q, Y
- Sessions New York, London, Asia, with adjustable time
- Clean session breaks, no skews in VWAP line
- Period limit fearure (default 3) hides older periods
- Streamlined inputs/UI brought to you by crlmx
Trading Applications
- Intraday anchors (30min-12H): scalping and day trading
- Daily anchor: traditional intraday analysis
- Weekly/Monthly/Quarterly: swing trading context
- Yearly: long-term fair value
- Configuration examples:
Scalping: 30min-1H anchor | Limit: 5-10 | Bands: On | Multiplier: 1.0-1.5
Intraday: Day anchor | Limit: 3-5 | Bands: On | Multiplier: 1.0-2.0
Swing: Week-Month | Limit: 3-5 | Bands: Off | VWAP line only
Position: Quarter-Year | Limit: 3 | Bands: Off | Fair value reference
Version History
v1.56 (Latest - 22 Feb 2026)
- VWAP display limit feature: shows set amount of periods
- Added Market Sessions
- Streamlined input panel organisation
volume-weighted fair value benchmark and trend direction.
Key Features
- Adjustable VWAP Anchor
- 30min, 1H, 2H, 4H, 8H, 12H, D, W, M, Q, Y
- Sessions New York, London, Asia, with adjustable time
- Clean session breaks, no skews in VWAP line
- Period limit fearure (default 3) hides older periods
- Streamlined inputs/UI brought to you by crlmx
Trading Applications
- Intraday anchors (30min-12H): scalping and day trading
- Daily anchor: traditional intraday analysis
- Weekly/Monthly/Quarterly: swing trading context
- Yearly: long-term fair value
- Configuration examples:
Scalping: 30min-1H anchor | Limit: 5-10 | Bands: On | Multiplier: 1.0-1.5
Intraday: Day anchor | Limit: 3-5 | Bands: On | Multiplier: 1.0-2.0
Swing: Week-Month | Limit: 3-5 | Bands: Off | VWAP line only
Position: Quarter-Year | Limit: 3 | Bands: Off | Fair value reference
Version History
v1.56 (Latest - 22 Feb 2026)
- VWAP display limit feature: shows set amount of periods
- Added Market Sessions
- Streamlined input panel organisation
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.