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MarketMastery VWAP Framework by DGT
The MarketMastery VWAP Framework is a professional-grade valuation system designed to map fair value, directional bias, and market participation across all trading horizons.
At its core is the Price Action Engine, a proprietary, price-only structure model that dynamically identifies swing highs and lows across Local, Regional, Global, and Macro levels. This allows VWAPs to anchor directly to true market structure, rather than relying solely on fixed session or time-based resets.
By unifying session-based, time-based, range-based, user-defined, and structure-anchored VWAPs, the framework delivers a complete, adaptive valuation layer that evolves with price and volume in real time.
Built for intraday, swing, and positional traders, it transforms VWAP from a static reference into a context-aware decision tool, clearly highlighting acceptance, rejection, and value migration.
KEY FEATURES
⯌ Swing-Anchored VWAPs (Structure-Based)
⯌ User-Defined Anchor VWAP
⯌ Session-Anchored VWAPs
⯌ Time-Anchored VWAPs
⯌ Range-Anchored VWAPs (Price Extremes)
⯌ Multi-Context Valuation Framework
Who This Is For
Important Notes
DISCLAIMER
This script is intended for informational and educational purposes only.
It does not constitute financial, investment, or trading advice.
All trading decisions made based on its output are solely the responsibility of the user.
At its core is the Price Action Engine, a proprietary, price-only structure model that dynamically identifies swing highs and lows across Local, Regional, Global, and Macro levels. This allows VWAPs to anchor directly to true market structure, rather than relying solely on fixed session or time-based resets.
By unifying session-based, time-based, range-based, user-defined, and structure-anchored VWAPs, the framework delivers a complete, adaptive valuation layer that evolves with price and volume in real time.
Built for intraday, swing, and positional traders, it transforms VWAP from a static reference into a context-aware decision tool, clearly highlighting acceptance, rejection, and value migration.
KEY FEATURES
⯌ Swing-Anchored VWAPs (Structure-Based)
Automatically anchors VWAPs to confirmed swing highs and lows detected by the Price Action Engine.
These VWAPs track how value develops after structural shifts and remain active until volatility-adjusted acceptance invalidates them, making them ideal for trend legs, re-accumulation, and distribution phases.
⯌ User-Defined Anchor VWAP
Manually anchor VWAP to any bar on the chart for discretionary analysis.
This mode uniquely supports the Advanced VWAP Deviation Engine, offering symmetric, asymmetric, and hybrid deviation bands to assess imbalance, absorption, and volatility expansion around key reference points.
⯌ Session-Anchored VWAPs
Anchors VWAP to the official open of major trading sessions:
Asia (Tokyo), Frankfurt, London, New York, and NYSE Cash (RTH).
Useful for identifying session bias, institutional participation, and cross-session acceptance.
⯌ Time-Anchored VWAPs
Resets VWAP at Day, Week, Month, and Quarter opens, providing higher-timeframe context and alignment for swing and positional trades.
⯌ Range-Anchored VWAPs (Price Extremes)
Anchors VWAP to price extremes instead of time.
Automatically resets on new Highs or Lows for selected ranges (Day, RTH, Week, Month), highlighting reactions at statistically important boundaries.
⯌ Multi-Context Valuation Framework
Layer multiple VWAP types intentionally to build a clear valuation map, showing where value formed, who participated, and whether price is accepting or rejecting that value.
Who This Is For
✔ Traders who use VWAP professionally, not casually
✔ Intraday, swing, and positional traders
✔ Traders focused on market structure, acceptance, and participation
✔ Users who want context, not clutter
Important Notes
Structure detection is 100% price-based (no indicators, no fixed lookbacks)
VWAP behavior adapts to price, volume, and volatility
Designed for clarity and decision-making, not signal spam
DISCLAIMER
This script is intended for informational and educational purposes only.
It does not constitute financial, investment, or trading advice.
All trading decisions made based on its output are solely the responsibility of the user.
Note di rilascio
Range-Anchored VWAP now supports Initial Balance (IB) anchoring⯌ Initial Balance (IB) VWAP Range & IB Range Display
Plots a VWAP anchored to the Initial Balance (IB) range, allowing volume to be evaluated relative to the market’s early session structure and initial balance extremes.
Additionally, the Initial Balance High and Low are displayed to clearly define the session’s first key balance area, serving as a structural reference for early support, resistance, and breakout behavior.
⯌ IB Extensions
Projects multiples of the Initial Balance range above the IB High and below the IB Low, helping estimate directional targets, range expansion, and potential exhaustion zones.
Note di rilascio
Structure Terminology UpdateStructure labels have been standardized across all MarketMastery tools. Local, Regional, and Global are now Micro, Minor, and Major. Macro remains unchanged. The engine and all analytical logic are unaffected — existing workflows and alerts continue to work as before.
Intraday Timeframe Validation
A warning now appears when a feature requiring an intraday timeframe is active on a higher timeframe chart. Covers Session-Anchored VWAP, Day Open VWAP, High/Low of Day, High/Low of RTH, and Initial Balance.
Tooltip Improvements
Input tooltips updated across the script for improved clarity and consistency.
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Questo indicatore è disponibile solo per gli abbonati a SoleMare Analytics • MarketMastery Tools. Iscriviti per accedere a questo e ad altri script di dgtrd.
SoleMare Analytics | MarketMastery™ Tools | Exclusively on TradingView
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.
Disponibile nello spazio a pagamento
Questo indicatore è disponibile solo per gli abbonati a SoleMare Analytics • MarketMastery Tools. Iscriviti per accedere a questo e ad altri script di dgtrd.
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.