OPEN-SOURCE SCRIPT
VWAP First Return Stats Table
First VWAP Return Half-Hour Table (9:30–4:00 EST)
This clean, real-time statistics table shows exactly which 30-minute window has historically been the most common for the first return to daily VWAP during regular trading hours (9:30 AM – 4:00 PM EST).
For each of the 5 major instruments (ES1!, CL1!, GC1!, 6E1!, BTCUSD), the table displays the percentage of trading days where the very first touch of the daily volume-weighted average price occurred in each half-hour bucket.
Perfect for:
VWAP traders & mean-reversion strategies
Intraday scalpers looking for high-probability reversion windows
Futures & crypto day traders who want data-driven timing edges
Key Features
13 precise half-hour buckets from 9:30 all the way to 15:30 (covers the 16:00 close bar)
Percentages always sum to 100% for days that touched VWAP at least once by 4:00 PM EST
Accurate daily VWAP anchored to EST midnight (same as your main VWAP Deviation Table)
Full EST timezone handling — works regardless of your chart timezone
Clean black table with customizable text size (tiny → large)
Updates live as new days complete
Works on any timeframe (1-min to 15-min recommended for best accuracy)
Symbols included:
ES1! CL1! GC1! 6E1! BTCUSD
How to use:
Simply add the indicator to any chart. The table appears in the top-right corner and shows historical probabilities instantly. Use it to quickly spot which time window has the highest chance of the first VWAP touch for your favorite symbol — extremely useful for planning entries, exits, or alerts.
Combine this with the original “VWAP Deviation Table” for a complete intraday VWAP dashboard.
Note:
Percentages are calculated from all available historical data. The more days loaded, the more stable the stats become.
This clean, real-time statistics table shows exactly which 30-minute window has historically been the most common for the first return to daily VWAP during regular trading hours (9:30 AM – 4:00 PM EST).
For each of the 5 major instruments (ES1!, CL1!, GC1!, 6E1!, BTCUSD), the table displays the percentage of trading days where the very first touch of the daily volume-weighted average price occurred in each half-hour bucket.
Perfect for:
VWAP traders & mean-reversion strategies
Intraday scalpers looking for high-probability reversion windows
Futures & crypto day traders who want data-driven timing edges
Key Features
13 precise half-hour buckets from 9:30 all the way to 15:30 (covers the 16:00 close bar)
Percentages always sum to 100% for days that touched VWAP at least once by 4:00 PM EST
Accurate daily VWAP anchored to EST midnight (same as your main VWAP Deviation Table)
Full EST timezone handling — works regardless of your chart timezone
Clean black table with customizable text size (tiny → large)
Updates live as new days complete
Works on any timeframe (1-min to 15-min recommended for best accuracy)
Symbols included:
ES1! CL1! GC1! 6E1! BTCUSD
How to use:
Simply add the indicator to any chart. The table appears in the top-right corner and shows historical probabilities instantly. Use it to quickly spot which time window has the highest chance of the first VWAP touch for your favorite symbol — extremely useful for planning entries, exits, or alerts.
Combine this with the original “VWAP Deviation Table” for a complete intraday VWAP dashboard.
Note:
Percentages are calculated from all available historical data. The more days loaded, the more stable the stats become.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
Thanks for the support!
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
Thanks for the support!
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.