OPEN-SOURCE SCRIPT
VWAP (5 min)
VWAP (5 min) is a session-based market structure indicator for futures/equities traders. It automatically plots the key price levels that ICT and institutional traders reference daily:
Session Levels
RTH (Regular Trading Hours) High, Low, and Open — updated live during the 9:30–4:00 PM session
Overnight (ON) High and Low — covers the 5:00 PM–9:30 AM globex session, with a gray background shading during those hours
Initial Balance (IB) High and Low — the first 60 minutes of RTH (9:30–10:30 AM), drawn as a two-tone box
Prior Day Levels
Yesterday's High (YH) and Yesterday's Low (YL) — carried forward from the prior RTH session
VWAP
A 5-minute timeframe VWAP that can be displayed on a 1-minute chart, colored green when trending up and red when trending down
Includes an adjustable Lookahead toggle in the VWAP Settings group — when off (default), VWAP only updates on confirmed 5-min bar closes, which is safe for backtesting and avoids repainting; when on, VWAP updates in real time as the current 5-min bar develops, which is useful for live trading but will repaint on historical bars
Labels
All levels are labeled dynamically at the right edge of the chart and scale their offset based on how many bars are visible
Session Levels
RTH (Regular Trading Hours) High, Low, and Open — updated live during the 9:30–4:00 PM session
Overnight (ON) High and Low — covers the 5:00 PM–9:30 AM globex session, with a gray background shading during those hours
Initial Balance (IB) High and Low — the first 60 minutes of RTH (9:30–10:30 AM), drawn as a two-tone box
Prior Day Levels
Yesterday's High (YH) and Yesterday's Low (YL) — carried forward from the prior RTH session
VWAP
A 5-minute timeframe VWAP that can be displayed on a 1-minute chart, colored green when trending up and red when trending down
Includes an adjustable Lookahead toggle in the VWAP Settings group — when off (default), VWAP only updates on confirmed 5-min bar closes, which is safe for backtesting and avoids repainting; when on, VWAP updates in real time as the current 5-min bar develops, which is useful for live trading but will repaint on historical bars
Labels
All levels are labeled dynamically at the right edge of the chart and scale their offset based on how many bars are visible
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.
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.