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VWAP - Globex with labels

VWAP auto anchors each day to the Market open globex (ETH)

Standard Deviation Bands +1/-1
Labels at the end of the lines with text color matching change of line color

Range Calculation is from VWAP to one side dev band. If you want range from Upper Band to Lower band double the calculation

Ext Number is how many points in real time is price outside of the standard deviation

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Corrected Colors not changing when line color changed

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Replaced the Delta Triangle with a directional triangle that changes direction to weather above or below the VWAP

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v1.1 — Bug Fixes

Session reset — VWAP now resets correctly at the daily open on all timeframes. Previous version used timeframe.change("D") which fires on every bar when viewed on a Daily chart, causing the VWAP to recalculate per-bar rather than anchoring to the session open.

Stale extension label — Band extension distance in the label now clears correctly when price returns inside the bands. Previously it held the last extension value even after price moved back inside.

Negative offset — Offset input now accepts negative values for left-shifting the plots.
Label size — Label size setting now correctly maps to Pine's internal size constants. Previously the raw string was passed directly, which could silently fall back to a default size rather than the selected option.

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Update:
- Fixed: labels now update correctly during Bar Replay — previously they didn't appear until replay caught all the way up to the live bar.
- Fixed: "Percentage" band mode now has its own width input instead of being locked at 1%.
- Added: "Show Current Price on Label" option — displays the live price alongside the VWAP label, toggle on/off as preferred.

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Update:
- Changed: "Show Current Price on Label" replaced with two separate toggles — "Show Price on VWAP Label" and "Show Price on Band Labels" (the latter applies to both UB and LB together).
- Fixed: each label now shows its own value (VWAP labels show the VWAP price, band labels show that band's price) instead of all three showing the same current market price.

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Update notes:

Fixed a Bar Replay bug where the line and labels wouldn't draw until replay caught all the way up to the current live bar.
Fixed "Percentage" band mode, which was previously hardcoded to 1% with no way to adjust it — added a Percentage Width (%) input.
Added the option to show each line's own current price directly on its label. Two independent toggles: one for the VWAP label, and one shared toggle for the Upper/Lower Band labels together. Both now default to on.
Added a toggle to show/hide the band-width and extension-distance info on the VWAP label, for anyone who just wants the plain label name (and price). Defaults to on.

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Added 2 Standard Deviation Bands for 3 total

2nd is set for 1.5
3rd is set for 2

CzechMate06

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