OPEN-SOURCE SCRIPT
Aggiornato Pre-Cash Positioning VWAP
This indicator anchors VWAP at statistically significant Globex time windows that frequently precede meaningful directional movement in the NY U.S. futures markets.
The anchors begin at:
• 19:00 ET (Globex — true liquidity start)
• 02:30 ET
• 04:30 ET
• 08:15 ET
While Globex officially opens at 18:00 ET, liquidity participation and meaningful positioning activity often build more consistently beginning around 19:00 ET. This framework focuses on that transition into sustained overnight flow.
By tracking volume-weighted value from each of these reference points, the indicator provides a structured view of overnight positioning and evolving fair value as the market approaches and moves through the New York cash session.
Rather than relying on a single session VWAP, the collective structure of these anchored VWAPs reveals:
• Where inventory was accumulated
• Where value migrated overnight
• Whether price is extended or balanced into the cash open
• How positioning aligns (or conflicts) with NY session flow
The anchors begin at:
• 19:00 ET (Globex — true liquidity start)
• 02:30 ET
• 04:30 ET
• 08:15 ET
While Globex officially opens at 18:00 ET, liquidity participation and meaningful positioning activity often build more consistently beginning around 19:00 ET. This framework focuses on that transition into sustained overnight flow.
By tracking volume-weighted value from each of these reference points, the indicator provides a structured view of overnight positioning and evolving fair value as the market approaches and moves through the New York cash session.
Rather than relying on a single session VWAP, the collective structure of these anchored VWAPs reveals:
• Where inventory was accumulated
• Where value migrated overnight
• Whether price is extended or balanced into the cash open
• How positioning aligns (or conflicts) with NY session flow
Note di rilascio
This indicator anchors VWAP at statistically significant Globex time windows that frequently precede meaningful directional movement in the NY U.S. futures markets.The anchors begin at:
• 19:00 ET (Globex — true liquidity start)
• 02:30 ET
• 04:30 ET
• 08:15 ET
While Globex officially opens at 18:00 ET, liquidity participation and meaningful positioning activity often build more consistently beginning around 19:00 ET. This framework focuses on that transition into sustained overnight flow.
By tracking volume-weighted value from each of these reference points, the indicator provides a structured view of overnight positioning and evolving fair value as the market approaches and moves through the New York cash session.
Rather than relying on a single session VWAP, the collective structure of these anchored VWAPs reveals:
• Where inventory was accumulated
• Where value migrated overnight
• Whether price is extended or balanced into the cash open
• How positioning aligns (or conflicts) with NY session flow
Script open-source
Nello spirito di TradingView, l'autore di questo script lo ha reso open source, in modo che i trader possano esaminarne e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricordiamo che la ripubblicazione del codice è soggetta al nostro Regolamento.
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.
Script open-source
Nello spirito di TradingView, l'autore di questo script lo ha reso open source, in modo che i trader possano esaminarne e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricordiamo che la ripubblicazione del codice è soggetta al nostro Regolamento.
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.