OPEN-SOURCE SCRIPT
更新済 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
リリースノート
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
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。
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。