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STRYK: SESSION VWAP
STRYK: SESSION VWAP
🔹 STRYK: SESSION VWAP gives the three major trading sessions (Asia, London and New York) each their own VWAP. While a session is open, its VWAP runs and curves with price like a normal VWAP. When that session closes, the VWAP locks at its final value and carries forward as a flat line through the rest of the day. When the same session opens again the next day, the line snaps to the new open and starts over. On the chart you see three stepping lines, one per session, each with live curves in it, so you always know where each session's fair value finished and where the current one is building.
🔹 Why session VWAPs matter. Each session has a different set of participants. The Asia VWAP shows where overnight business averaged out, the London VWAP shows where European flow was priced, and the New York VWAP shows where the cash session is trading. A locked VWAP from an earlier session is a reference level that many traders watch. Price returning to it, holding it or rejecting it often tells you whether the new session accepts or rejects the earlier session's value.
🔹 How lock and snap work. A session starts on the first candle inside its hours and accumulates price × volume until its last candle. On the first candle after the session ends, the VWAP and its bands freeze. They stay frozen (locked, shown with 🔒 and an optional fade) until that same session opens again, then they reset and start fresh. If a session is already open when the chart's first candle loads, that partial session is skipped until its next open, so you never see a half-built VWAP presented as a full one. "Gap at snap" can leave a one-candle break where the line jumps instead of drawing a vertical step.
🔹 Default sessions (Chicago time, editable): ASIA 17:00–02:00, covering the CME Globex open through Tokyo. LONDON 02:00–10:30, which is 08:00–16:30 UK time. NEW YORK 08:30–15:00, the cash session. You can change any session's hours, rename it, or switch it off. Hours can cross midnight, and the time zone setting follows daylight-saving changes automatically. Choose times that line up with your chart timeframe, because a candle that straddles a custom boundary can't be split.
🔹 Standard-deviation bands. Each session has optional ±1, ±2 and ±3 bands with editable multipliers. The bands are volume-weighted (the same weights as the VWAP), so they widen as the session's range develops, and they lock together with the VWAP when the session closes. A common reading is that ±1 is normal rotation, ±2 is stretched and ±3 is extreme. Band colour, width and style are set per session.
🔹 Gradient fill. A soft two-step shade can be drawn between each VWAP and its widest switched-on band. It is light from the VWAP out and stronger between the next band in and the outer band, so you can see at a glance how far price has stretched from session value. The shading follows the clock: whichever session is live right now is shaded automatically, and the moment a session closes and locks its shading is removed, so older sessions keep only their flat VWAP line and bands. Fill strength is adjustable, and you can switch auto-shade off to choose sessions with their own fill switches instead.
🔹 Naked prior-session VWAPs. When a session snaps to a new open, its previous final VWAP is kept as a thin dotted line, but only if price never traded back to it while it was locked. These untested levels often act as magnets or reaction points later. A naked level is removed as soon as a later candle's wick touches it, or after a set number of new opens of that session. You choose how many to keep per session.
🔹 Right-edge tags and session table. Small tags beside the last candle show each session's name and VWAP value, with 🔒 when it is locked. The optional table lists each session as LIVE or 🔒, its VWAP, and the distance from the last price in points and ticks, with ▲ when price is above the VWAP and ▼ when it is below. Position, text size and colours are all adjustable, and every size works on phone screens.
🔹 Alerts. Alerts fire only on locked VWAPs (finished sessions' flat lines) and only on closed candles, so a live, still-moving VWAP never triggers them. CROSS fires when the close crosses a locked level. REJECT (optional) fires when a candle touches the level and closes back on the side it came from, meaning the level held as support or resistance. Each session has its own alert condition (Asia VWAP, London VWAP, New York VWAP), and an "Any alert() function call" alert sends one combined message naming the session, the event and the price.
🔹 Settings guide. Group 0 · Display holds the master switch, time zone, VWAP source (hlc3 by default), locked-line fade, gap at snap, gradient fill strength, auto-shade live session and the right-edge tags. Groups 1 · ASIA, 2 · LONDON and 3 · NEW YORK each hold that session's on/off and name, hours, VWAP colour, width and style, the ±1/±2/±3 band switches and multipliers, the band line style and the fill switch. Group 4 · Naked VWAPs, table & alerts holds the naked-level keep and expire settings, the table layout and the alert options. Every setting has a full plain-English tooltip.
🔹 Notes and limitations. The VWAP is built from chart candles, so its precision follows your timeframe. Lower timeframes give smoother session lines, and higher timeframes may not line up with custom session boundaries. On symbols with no volume data, the indicator falls back to an equal-weight average so the lines still draw. Tick distances in the table use the symbol's minimum tick. The indicator is designed for 24-hour futures such as MES, ES, NQ and MNQ, but it works on any symbol that trades through the sessions you set.
🔹 Disclaimer. STRYK: SESSION VWAP is a context and reference tool. It does not give buy or sell signals and is not financial advice. Past reactions at VWAP levels do not guarantee future ones. Always use your own risk management.
🔹 STRYK: SESSION VWAP gives the three major trading sessions (Asia, London and New York) each their own VWAP. While a session is open, its VWAP runs and curves with price like a normal VWAP. When that session closes, the VWAP locks at its final value and carries forward as a flat line through the rest of the day. When the same session opens again the next day, the line snaps to the new open and starts over. On the chart you see three stepping lines, one per session, each with live curves in it, so you always know where each session's fair value finished and where the current one is building.
🔹 Why session VWAPs matter. Each session has a different set of participants. The Asia VWAP shows where overnight business averaged out, the London VWAP shows where European flow was priced, and the New York VWAP shows where the cash session is trading. A locked VWAP from an earlier session is a reference level that many traders watch. Price returning to it, holding it or rejecting it often tells you whether the new session accepts or rejects the earlier session's value.
🔹 How lock and snap work. A session starts on the first candle inside its hours and accumulates price × volume until its last candle. On the first candle after the session ends, the VWAP and its bands freeze. They stay frozen (locked, shown with 🔒 and an optional fade) until that same session opens again, then they reset and start fresh. If a session is already open when the chart's first candle loads, that partial session is skipped until its next open, so you never see a half-built VWAP presented as a full one. "Gap at snap" can leave a one-candle break where the line jumps instead of drawing a vertical step.
🔹 Default sessions (Chicago time, editable): ASIA 17:00–02:00, covering the CME Globex open through Tokyo. LONDON 02:00–10:30, which is 08:00–16:30 UK time. NEW YORK 08:30–15:00, the cash session. You can change any session's hours, rename it, or switch it off. Hours can cross midnight, and the time zone setting follows daylight-saving changes automatically. Choose times that line up with your chart timeframe, because a candle that straddles a custom boundary can't be split.
🔹 Standard-deviation bands. Each session has optional ±1, ±2 and ±3 bands with editable multipliers. The bands are volume-weighted (the same weights as the VWAP), so they widen as the session's range develops, and they lock together with the VWAP when the session closes. A common reading is that ±1 is normal rotation, ±2 is stretched and ±3 is extreme. Band colour, width and style are set per session.
🔹 Gradient fill. A soft two-step shade can be drawn between each VWAP and its widest switched-on band. It is light from the VWAP out and stronger between the next band in and the outer band, so you can see at a glance how far price has stretched from session value. The shading follows the clock: whichever session is live right now is shaded automatically, and the moment a session closes and locks its shading is removed, so older sessions keep only their flat VWAP line and bands. Fill strength is adjustable, and you can switch auto-shade off to choose sessions with their own fill switches instead.
🔹 Naked prior-session VWAPs. When a session snaps to a new open, its previous final VWAP is kept as a thin dotted line, but only if price never traded back to it while it was locked. These untested levels often act as magnets or reaction points later. A naked level is removed as soon as a later candle's wick touches it, or after a set number of new opens of that session. You choose how many to keep per session.
🔹 Right-edge tags and session table. Small tags beside the last candle show each session's name and VWAP value, with 🔒 when it is locked. The optional table lists each session as LIVE or 🔒, its VWAP, and the distance from the last price in points and ticks, with ▲ when price is above the VWAP and ▼ when it is below. Position, text size and colours are all adjustable, and every size works on phone screens.
🔹 Alerts. Alerts fire only on locked VWAPs (finished sessions' flat lines) and only on closed candles, so a live, still-moving VWAP never triggers them. CROSS fires when the close crosses a locked level. REJECT (optional) fires when a candle touches the level and closes back on the side it came from, meaning the level held as support or resistance. Each session has its own alert condition (Asia VWAP, London VWAP, New York VWAP), and an "Any alert() function call" alert sends one combined message naming the session, the event and the price.
🔹 Settings guide. Group 0 · Display holds the master switch, time zone, VWAP source (hlc3 by default), locked-line fade, gap at snap, gradient fill strength, auto-shade live session and the right-edge tags. Groups 1 · ASIA, 2 · LONDON and 3 · NEW YORK each hold that session's on/off and name, hours, VWAP colour, width and style, the ±1/±2/±3 band switches and multipliers, the band line style and the fill switch. Group 4 · Naked VWAPs, table & alerts holds the naked-level keep and expire settings, the table layout and the alert options. Every setting has a full plain-English tooltip.
🔹 Notes and limitations. The VWAP is built from chart candles, so its precision follows your timeframe. Lower timeframes give smoother session lines, and higher timeframes may not line up with custom session boundaries. On symbols with no volume data, the indicator falls back to an equal-weight average so the lines still draw. Tick distances in the table use the symbol's minimum tick. The indicator is designed for 24-hour futures such as MES, ES, NQ and MNQ, but it works on any symbol that trades through the sessions you set.
🔹 Disclaimer. STRYK: SESSION VWAP is a context and reference tool. It does not give buy or sell signals and is not financial advice. Past reactions at VWAP levels do not guarantee future ones. Always use your own risk management.
リリースノート
fixed candle enginesリリースノート
added more alertsリリースノート
STRYK: SESSION VWAP v1.6.3 — update notes🔹 Band highlight: the live session is shaded from its VWAP out to the band price is in, and switches as price moves. Only bands you have on count. With band 1 alone, ±1 always stays shaded. Past every band you have on, the outermost one stays shaded. Locked sessions are no longer shaded.
🔹 New candle colouring: 14 engines in one dropdown, painting full candles or bodies only, with an optional price line in the engine colour. Includes Delta HTF candles (DRE), the new Delta control engine, ΔC, Delta sign, VWAP σ-distance, VWAP trend, VWAP bands and VWAP reversion. The VWAP engines read whichever session is live.
🔹 Delta control engine: buyer or seller control read from a rolling 15 or 30-minute delta window, or hourly in Steady mode. A faded early estimate runs ahead and goes solid once control confirms. Candles turn blue when price runs hard against the colour, and amber on absorption.
🔹 Delta now comes from TradingView's real bid/ask footprint where your plan has it, otherwise from 1-minute data. REPLAY MODE is added for Bar Replay.
🔹 Alerts rebuilt with 10 alert types, each with its own switch: locked VWAP rejection, ±1/2/3σ breakouts, ±1σ re-entry, 2σ → 1σ reversion, naked VWAP filled, VWAP trend flip, delta control flip and absorption. One combined message per candle names the session, event, level and price. The new 'ANY selected STRYK:SV alert' condition covers every type you switch on.
🔹 New MASTER SWITCHES section at the top to turn each part on or off: indicator, each session, table, candle colouring, naked VWAPs, tags and alerts.
🔹 New price-scale label switches: choose which VWAPs and bands show their value on the price scale, while every line stays on the chart.
🔹 Fixes: the "too many plots" runtime error is fixed, and the colour lag on the live candle is fixed. The settings are optimised for speed, and every setting has a plain-English tooltip.
リリースノート
STRYK: SESSION VWAP v1.6.6 — update notes (since v1.6.3)🔹 Zero-lag live candle for Delta control. The candle still forming is now plain green above its open and red below, following price tick by tick. When it closes, the Delta control colour prints on top: solid when confirmed, faded for an early estimate, blue when control is fading, amber on absorption. A new "Delta control: live candle" setting switches between instant price direction (default) and the older control preview.
🔹 New absorption range override (optional toggle). After a yellow absorption candle closes, its high and low become a reference range. Every candle after it is coloured by where it closes: green above the range, blue inside, red below. The live candle follows the same rule. When a new absorption candle prints, the range moves and starts over.
🔹 Clearer settings. Tooltips now explain exactly which colours come from live price and which come from the confirmed control reading. Alerts and the confirmed control state are unchanged.
リリースノート
STRYK: SESSION VWAP (STRYK:SV) v1.6.7🔹 A separate VWAP for each trading session: Asia, London and New York. Each one runs while its session is open, locks flat at the close and carries through the day, then snaps to the next open of that session.
🔹 ±1 / ±2 / ±3 standard-deviation bands per session, each switchable with editable multipliers. The live session's bands are shaded from the VWAP out to the band price is in, switching as price moves. Only bands you have on count, so with band 1 alone the ±1 envelope always stays shaded.
🔹 Naked prior-session VWAPs stay on the chart until price returns. A table shows each session as LIVE or LOCKED, its VWAP and the distance from price in points and ticks.
🔹 Fourteen candle-colouring engines, painting full candles or bodies, with a price line in the engine colour. They include Delta HTF candles, Delta control, ΔC, VWAP trend and VWAP σ-distance. Delta comes from real footprint data where available, otherwise a 1-minute estimate.
🔹 Delta control reads buyer or seller control from a rolling 15 or 30-minute delta window, or hourly. The candle still forming follows price green or red with no lag, and the control colour prints when it closes: solid when confirmed, faded for an early estimate, blue when control is fading, amber on absorption. An optional absorption range override colours later candles green above, blue inside or red below the last absorption candle's range.
🔹 Eleven alert types in one message: locked VWAP rejections, ±1/2/3σ breakouts, ±1σ re-entries, 2σ → 1σ reversions, naked VWAPs filled, VWAP trend and delta control flips, absorption, and absorption range flips. Each type has its own switch, and one 'ANY selected' alert condition covers all the types you switch on.
🔹 Choose which lines show their value on the price scale while every line stays on the chart. Master switches for every part, plain-English tooltips and phone-friendly settings. Context tool, not financial advice.
リリースノート
STRYK: SESSION VWAP (STRYK:SV) v1.6.8🔹 A separate VWAP for each trading session: Asia, London and New York. Each one runs while its session is open, locks flat at the close and carries through the day, then snaps to the next open of that session.
🔹 ±1 / ±2 / ±3 standard-deviation bands per session, each switchable with editable multipliers. The live session shades only the band price is in, on both sides of the VWAP (price between +1 and +2 shades the +1…+2 and −1…−2 strips), switching as price moves. Only bands you have on count, so with band 1 alone ±1 always stays shaded.
🔹 Naked prior-session VWAPs stay on the chart until price returns. A table shows each session as LIVE or LOCKED, its VWAP and the distance from price in points and ticks.
🔹 Fourteen candle-colouring engines, painting full candles or bodies, with a price line in the engine colour. They include Delta HTF candles, Delta control, ΔC, VWAP trend and VWAP σ-distance. Delta comes from real footprint data where available, otherwise a 1-minute estimate.
🔹 Delta control reads buyer or seller control from a rolling 15 or 30-minute delta window, or hourly. The candle still forming follows price green or red with no lag, and the control colour prints when it closes: solid when confirmed, faded for an early estimate, blue when control is fading, amber on absorption. An optional absorption range override colours later candles green above, blue inside or red below the last absorption candle's range.
🔹 Eleven alert types in one message: locked VWAP rejections, ±1/2/3σ breakouts, ±1σ re-entries, 2σ → 1σ reversions, naked VWAPs filled, VWAP trend and delta control flips, absorption, and absorption range flips. Each type has its own switch, and one 'ANY selected' alert condition covers all the types you switch on.
🔹 Choose which lines show their value on the price scale while every line stays on the chart. Master switches for every part, plain-English tooltips and phone-friendly settings. Context tool, not financial advice.
リリースノート
STRYK: SESSION VWAP v1.8.2 — what's new since v1.7.2🔹 ABSORB CANDLE engine. Built for trading absorption. An absorption candle (heavy trading while price barely moves) prints amber and its high and low become the range. Every candle after it is green above the range, blue inside, red below, until the next absorption candle resets it. The live candle reads the same rule from the live price, so it stays in step with the price line. Choose how absorption is found: Volume (no delta data fetched at all, the no-lag default) or Delta (footprint / 1-minute). Sensitivity: Strict, Normal or Loose. It replaces the old absorption range override toggle.
🔹 Faster live updates. Delta data is fetched only when an engine or alert uses it, and only at the candle close when the live candle doesn't need it (Delta data: Auto). The band highlight and naked lines are redrawn only when something changes, not every tick. Candle colouring now works on daily, weekly and monthly charts too.
🔹 Naked VWAP upgrade. A filled level turns grey and stops at the candle that touched it, so you see whether price rejected it or sliced through. Tags show age and day. Wick-touch or close-through with a tick tolerance, keep up to 10 per session. New alerts: naked VWAP approached, and held / sliced on the first close after a touch. The table adds the nearest naked level above and below (points, ticks, ATR) and a fill-rate line against a plain midpoint control.
🔹 Previous-day levels. High, low, open, close (settlement-time close), midpoint, previous-day VWAP and the last overnight high and low, on the RTH or Globex day. Shown as price-scale labels by default, with lines if you want them.
🔹 Price-scale labels. Every plotted level now has its own label switch in one section, so you keep the scale clean while every line stays on the chart.
🔹 Settings. The candle engine, table position, speed gain (Fast window 5000 candles / Deep look 10000) and the ABSORB test dropdowns all sit in MASTER SWITCHES. Every setting has a plain-English tooltip.
🔹 Housekeeping. Plot count audited and fixed (RE10140). The 2σ → 1σ reversion entry left the alert dropdown; it still fires through 'ANY selected STRYK:SV alert' and the combined alert() message, so recreate that alert if you used it.
リリースノート
STRYK: SESSION VWAP v1.9 — what's new since v1.7.2🔹 ABSORB CANDLE engine, now the default. Built for trading absorption. An absorption candle (heavy trading for that time of day while price barely moves) prints amber — hover it for what happened — and its high and low become the range: every candle after it is green above, blue inside, red below, until the next one. The live candle reads the same rule from the live price, so it stays in step with the price line. One switch picks the mode: Delta (footprint, the truer read) or Volume (no delta data, no lag); both carry settings tested on real MES sessions. It replaces the old absorption range override toggle.
🔹 Faster live updates. Delta data is fetched only when an engine or alert uses it, and only at the candle close when the live candle doesn't need it (Delta data: Auto). The band highlight and naked lines are redrawn only when something changes, not every tick. Candle colouring now works on daily, weekly and monthly charts too.
🔹 Naked VWAP upgrade. A filled level turns grey and stops at the candle that touched it, so you see whether price rejected it or sliced through. Tags show age and day. Wick-touch or close-through with a tick tolerance, keep up to 10 per session. New alerts: naked VWAP approached, and held / sliced on the first close after a touch. The table adds the nearest naked level above and below (points, ticks, ATR) and a fill-rate line against a plain midpoint control.
🔹 Previous-day high and low from the full 17:00–16:00 futures day. Shown as price-scale labels by default, with lines if you want them.
🔹 Price-scale labels. Every plotted level now has its own label switch in one section, so you keep the scale clean while every line stays on the chart.
🔹 Settings. The candle engine, table position, speed gain (Fast window 5000 candles / Deep look 10000) and the ABSORB mode switch all sit in MASTER SWITCHES. Every setting has a plain-English tooltip.
🔹 Engines trimmed to the ones that earn their place: Delta control, ABSORB CANDLE, the seven VWAP engines and Price direction. The DRE, ΔC, Delta sign, Candle conviction and Price gradient engines are gone, and with them the heaviest code. The default engine is ABSORB CANDLE. Check your group 5 settings once after loading.
🔹 Housekeeping. Plot count audited and fixed (RE10140). The 2σ → 1σ reversion entry left the alert dropdown; it still fires through 'ANY selected STRYK:SV alert' and the combined alert() message, so recreate that alert if you used it.
リリースノート
STRYK: SESSION VWAP v1.9 — what's new since v1.7.2🔹 ABSORB CANDLE engine, now the default. Built for trading absorption. An absorption candle (heavy trading for that time of day while price barely moves) prints amber — hover it for what happened — and its high and low become the range: every candle after it is green above, blue inside, red below, until the next one. The live candle reads the same rule from the live price, so it stays in step with the price line. One switch picks the mode: Delta (footprint, the truer read) or Volume (no delta data, no lag); both carry settings tested on real MES sessions. It replaces the old absorption range override toggle.
🔹 Faster live updates. Delta data is fetched only when an engine or alert uses it, and only at the candle close when the live candle doesn't need it (Delta data: Auto). The band highlight and naked lines are redrawn only when something changes, not every tick. Candle colouring now works on daily, weekly and monthly charts too.
🔹 Naked VWAP upgrade. A filled level turns grey and stops at the candle that touched it, so you see whether price rejected it or sliced through. Tags show age and day. Wick-touch or close-through with a tick tolerance, keep up to 10 per session. New alerts: naked VWAP approached, and held / sliced on the first close after a touch. The table adds the nearest naked level above and below (points, ticks, ATR) and a fill-rate line against a plain midpoint control.
🔹 Previous-day high and low from the full 17:00–16:00 futures day. Shown as price-scale labels by default, with lines if you want them.
🔹 Price-scale labels. Every plotted level now has its own label switch in one section, so you keep the scale clean while every line stays on the chart.
🔹 Settings. The candle engine, table position, speed gain (Fast window 5000 candles / Deep look 10000) and the ABSORB mode switch all sit in MASTER SWITCHES. Every setting has a plain-English tooltip.
🔹 Engines trimmed to the ones that earn their place: Delta control, ABSORB CANDLE, the seven VWAP engines and Price direction. The DRE, ΔC, Delta sign, Candle conviction and Price gradient engines are gone, and with them the heaviest code. The default engine is ABSORB CANDLE. Check your group 5 settings once after loading.
🔹 Housekeeping. Plot count audited and fixed (RE10140). The 2σ → 1σ reversion entry left the alert dropdown; it still fires through 'ANY selected STRYK:SV alert' and the combined alert() message, so recreate that alert if you used it.
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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。