OPEN-SOURCE SCRIPT
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
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Penafian
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Skrip sumber terbuka
Dalam semangat TradingView sebenar, pencipta skrip ini telah menjadikannya sumber terbuka, jadi pedagang boleh menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupuan anda boleh menggunakan secara percuma, ingat bahawa penerbitan semula kod ini tertakluk kepada Peraturan Dalaman.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.