OPEN-SOURCE SCRIPT
Earnings Anchored VWAP
Earnings Anchored VWAP
Volume Weighted Average Price anchored to a stock's most recent earnings report, with automatic pre-market / post-market detection and standard deviation bands.
What It Does
This indicator calculates VWAP starting from the most recent earnings date and runs it forward to the present bar. It automatically detects whether earnings were released pre-market or post-market and anchors the VWAP to the correct reaction day:
Pre-market earnings → VWAP starts on the day of the report (the gap day)
Post-market earnings → VWAP starts the following trading day
The earnings VWAP acts as an institutional fair-value reference. Large funds often build positions around earnings and use VWAP from that anchor as a benchmark. Price trading above the earnings VWAP suggests the post-earnings trend is intact; trading below signals that buyers from earnings are underwater.
Features
Auto pre/post market detection using gap analysis (adjustable threshold)
"Show Most Recent EPS Only" toggle to display only the current earnings period
Up to 3 standard deviation bands above and below (individually toggleable)
Separate color and weight controls for VWAP line and deviation bands
Forward extension lines projected from the last bar
Optional chart bubble label
Works on daily, weekly, and intraday timeframes
Inputs
Pre-Mkt Gap Threshold % — Minimum gap size to classify earnings as pre-market (default 1.0%). Lower this for stocks with smaller earnings reactions.
Show Most Recent EPS Only — When enabled, only the VWAP from the latest earnings is drawn. Disable to see all historical earnings VWAPs.
Hide All / 1st / 2nd / 3rd Deviations — Control which standard deviation bands are visible.
Extension Bars — Number of bars to project the VWAP and bands forward using the current slope.
Volume Weighted Average Price anchored to a stock's most recent earnings report, with automatic pre-market / post-market detection and standard deviation bands.
What It Does
This indicator calculates VWAP starting from the most recent earnings date and runs it forward to the present bar. It automatically detects whether earnings were released pre-market or post-market and anchors the VWAP to the correct reaction day:
Pre-market earnings → VWAP starts on the day of the report (the gap day)
Post-market earnings → VWAP starts the following trading day
The earnings VWAP acts as an institutional fair-value reference. Large funds often build positions around earnings and use VWAP from that anchor as a benchmark. Price trading above the earnings VWAP suggests the post-earnings trend is intact; trading below signals that buyers from earnings are underwater.
Features
Auto pre/post market detection using gap analysis (adjustable threshold)
"Show Most Recent EPS Only" toggle to display only the current earnings period
Up to 3 standard deviation bands above and below (individually toggleable)
Separate color and weight controls for VWAP line and deviation bands
Forward extension lines projected from the last bar
Optional chart bubble label
Works on daily, weekly, and intraday timeframes
Inputs
Pre-Mkt Gap Threshold % — Minimum gap size to classify earnings as pre-market (default 1.0%). Lower this for stocks with smaller earnings reactions.
Show Most Recent EPS Only — When enabled, only the VWAP from the latest earnings is drawn. Disable to see all historical earnings VWAPs.
Hide All / 1st / 2nd / 3rd Deviations — Control which standard deviation bands are visible.
Extension Bars — Number of bars to project the VWAP and bands forward using the current slope.
オープンソーススクリプト
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免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。
オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。