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Ben's Toolkit: HTF EMAs + VWAP + Vector + Black Wing

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TITLE
Toolkit: HTF EMAs, VWAP Bands, IB/OTE, Killzones, RS Rating + Dashboard

SHORT DESCRIPTION
An intraday workspace in one overlay: higher-timeframe EMAs, session VWAP with deviation bands, the opening range with an auto OTE fib, prior-day / overnight levels, ICT killzones, unraided swing liquidity, an RS Rating and a hover-to-explain dashboard, with right-edge tags that never print on top of each other.

DESCRIPTION

OVERVIEW
Toolkit puts the levels an intraday trader usually loads as six or seven separate indicators into one overlay, so they share one colour scheme, one set of right-edge tags and one dashboard. Every module has its own switch, and a Quick Toggles block at the top of the settings turns each one on or off without scrolling.

Nothing here is a buy or sell signal. The script draws reference levels and states; how you use them is up to you.

WHY THESE PIECES TOGETHER
Higher-timeframe averages give the trend context, VWAP and its bands give the session's fair value and stretch, the opening range and OTE give the day's first structure, prior-day / overnight / killzone highs and lows give the liquidity above and below price, and the RS Rating gives the symbol's strength against the market. Shown together, the dashboard can answer "where is price against all of these right now" in one place, and the tag placer can keep every level readable at the right edge.

MODULES

• Higher-timeframe EMAs (default daily 8 / 21 / 50 / 100 / 200)
Live mode blends the current price into the last completed higher-timeframe EMA (EMA_now = EMA_prev + a × (price − EMA_prev), a = 2 / (n + 1)), so the line moves during the day while past bars never repaint. Fixed mode shows the last completed value.

• EMA Set 2 (default 50 / 100 / 200)
Picks its timeframe automatically: charts below 10 minutes get 10-minute EMAs, a 10-minute chart or higher gets its own timeframe. It hides itself when it would duplicate the main set. Drawn as polylines over the most recent bars.

• VWAP with deviation bands
Session VWAP (hl2 × volume, reset each day) with volume-weighted standard-deviation bands at 1.28 and 2.01 plus an outer pair you choose (2.51 / 3.09 / 4.01). Each band can carry a tag such as "VWAP +2.01sd".

• Opening range (IB30 / IB60) and OTE fib
The high, low and midpoint of the first 30 (or 60) minutes after the 09:30 ET cash open. An OTE fib (0 / 0.236 / 0.5 / 0.618 / 0.786 / 1) is drawn on the IB: bullish (0 at the high) when the IB high was made after its low, bearish when the low came last, with the 0.618–0.786 zone shaded in the matching colour. The fib can draw live while the IB forms and locks once it completes. Each session's IB and OTE stay where they formed; today plus a chosen number of past sessions are kept. An optional time window (default 09:30–16:00 ET) hides the OTE outside cash hours.

• Prior day and overnight
PDH / PDL / PDC from completed regular-hours daily bars. ONH / ONL from the extended-hours bars between the previous close and the open (needs extended hours enabled on the chart).

• ICT killzones
Asia, London, New York AM, New York lunch (off by default) and New York PM boxes, each with its high and low extended until price trades through them. The latest session's high and low are also copied into the right-edge tags.

• Unraided liquidity
Swing highs and lows on a chosen timeframe (default 60 minutes, 6 bars each side, 300-bar look-back) that price has not traded through since they formed.

• Black Wing ribbon
An EMA ribbon (4 / 16 / 31 / 34 / 48) with optional ATR wings around the centre line. Its state on four timeframes (default 15m / 1h / D / W) feeds the dashboard.

• Hull Suite (off by default)
HMA / THMA / EHMA band coloured by trend, optionally from a higher timeframe.

• Vector line
highest(lowest(low, 20), 20): a stepped line that follows price up closely and steps down slowly. Optional markers when price closes on the other side of it for two bars in a row.

• RS Rating
An IBD-style 1–99 relative-strength rating: the symbol's past year (last three months weighted double) against the S&P 500, placed on a 1–99 scale with daily cutoffs from Fred6724's public rating feed. Shown in the dashboard, as a colour strip along the bottom of the chart (green 80+, grey 40–79, red under 40; intraday candles use the previous day's finished rating so the strip never repaints), and optionally as a badge and as dots when the RS line makes a new high. Index funds that track the market sit near the middle of the scale.

RIGHT-EDGE TAGS
Every line gets one tag in its own colour at the right edge. Tags are spaced at least the larger of a chart-ATR or daily-ATR distance apart, so neighbouring levels never print on top of each other. Hover any tag for what its line is.

DASHBOARD
Compact or Full, any corner (default top left, with blank rows so the indicator names do not cover it). It shows the ribbon on four timeframes, the trend and equilibrium state, distance from VWAP in standard deviations, the Vector side, the opening-range / OTE state, the daily ATR, today's range against a normal day, relative volume against the same time of day over the last sessions, stretch from the daily 21 EMA, days to earnings, the RS Rating, and price against each higher-timeframe EMA. Hover any row for an explanation.

Relative volume is measured from the chart's own bars on both sides (today so far vs the average at the same minute of the session), so it reads correctly even when the intraday data feed carries a single exchange's volume.

LOOK
Auto / Dark / Light themes. The light theme darkens light colours so every line and tag stays readable on a white chart. Separate opacity settings for lines and for text. Nothing is printed in the status line or on the price scale.

HOW TO USE
1. Add it to an intraday chart (1–30 minutes). Turn on extended hours for the overnight levels.
2. Use Quick Toggles to show only the modules you want.
3. Hover the dashboard rows and the tags to see what each one measures.

NOTES
• Built for US equities and index ETFs/futures; session times are in America/New_York and can be changed.
• The script draws levels and states only. It does not place orders, and nothing in it is a forecast or a recommendation.
• Uses request.security for higher-timeframe values; completed higher-timeframe bars are used wherever a value is drawn on past bars, so history does not repaint.

CREDITS
• RS Rating cutoffs and rating curve: Fred6724 (github.com/Fred6725/relative-strength), Mozilla Public License 2.0. RS strip and RS-line dots after TheMarketBishop's "Bishop Biryani Ribbons", Mozilla Public License 2.0.
• ICT killzones: after tradeforopp's "ICT Killzones & Pivots", Mozilla Public License 2.0.
• Unraided liquidity: after Texmoonbeam's "Unraided Liquidity and S/R Pivots", Mozilla Public License 2.0.
• Hull Suite: after InSilico's "Hull Suite".
• VWAP deviation bands: after the "VWAP Stdev Bands v2 Mod" script.
• Vector line: after the Fractal X "Vector" indicator.
• Black Wing ribbon: after the "Black Wing" indicator.
Thank you to each of these authors.
Informacje o Wersji
New:
weekly anchored VWAP
VWAP anchor setting (default unchanged)
IB extensions 1.618 to 4.5
IB/OTE that stay where they formed, like the killzones
OTE time window
RS strip along the bottom
Improved:
right-edge tags spread around their lines and following the zoom
killzone levels copied into the tags without doubled names
lighter killzones
the Hull button working on its own
no status-line values or price-scale labels
RS badge off by default
Fixed: the IB, range and relative volume now reset each day on regular-hours-only charts.
Informacje o Wersji
Just some bug fixes
Informacje o Wersji
fixes
Informacje o Wersji
bug fix
Informacje o Wersji
RELEASE NOTES (paste into "Update existing script")

2026-10-26

New
• Pivot & Targets: the daily pivot, classic (prior high + low + close) / 3 or with today's 09:30 open (H + L + C + O) / 4, built from the same daily bar as PDH / PDL / PDC.
• T1 / T2 / T3 targets around the pivot, spaced by daily ATR(14) and fitted on 16 years of NQ: T1 is reached on about half of days, T2 on about 1 in 5, T3 on about 1 in 20, each side (held on 2020–2026 and on QQQ / SPY). The odds are in the tag hover text; each target has its own switch.
• σ bands: ±1σ and ±2σ expected-move bands from the prior day's close (weekly and monthly optional), from the matching implied-vol index (VXN for QQQ, VIX for SPY, VVIX for VIX; 20-day realized vol otherwise).
• Asia and London highs / lows (killzones 1 and 2) drawn as dashed levels from the 09:30 open, like PDH / PDL, in the zone's colour. They follow "Extend Highs / Lows": with "Until Taken" a level drops off once price trades through it. Switches for each zone.
• Quick Toggles: Pivot & T1-T3, σ Bands and IB / OTE Lines. IB / OTE Lines hides only the lines; the right-edge tags with names and prices, the 09:30 labels and the OTE zone stay.
• VWAP: a Show Bands master switch and a Band 1 switch (Band 2 and the outer band already had one), and Band 1 colours (upper / lower, grey by default).

Improved
• Hull: Auto is the default timeframe and uses 30m on any chart under 30m (1m / 3m / 5m / 15m), then the next higher timeframe. Black Wing's Auto is unchanged.
• Settings: Pivot & Targets and Opening Range (IB) & OTE now sit right under Quick Toggles.

Earlier release

New
• Weekly anchored VWAP: a dashed line from the first bar of the week, with a "wVWAP" tag.
• VWAP anchor setting: chart's trading day (default, unchanged), 09:30 ET cash open (cash-session bars only), or 18:00 ET Globex for futures. Bands and the previous-day VWAP follow the anchor.
• IB extensions: 1.618 / 2.25 / 2.5 / 3.272 / 4 / 4.5 IB ranges in the OTE's direction, dashed, with small numbers at their left end during the cash session. Levels are editable.
• IB and OTE now stay where they formed, like the killzones: each session's lines are drawn once the IB completes, grow through that cash session and then stay. Today plus 3 past sessions are kept (setting).
• OTE time window: show the OTE only during a chosen time (default 09:30–16:00 ET).
• RS Rating strip along the bottom of the chart (green 80+, grey 40–79, red under 40); intraday candles use the previous day's finished rating, so it never repaints.

Improved
• Right-edge tags: overlapping tags are spread around their lines (half above, half below) instead of all being pushed upward, and the spacing follows the zoom, so tags stay next to the lines they name.
• Killzone highs / lows are copied into the right-edge tags; the killzones' own small end labels hide while they are, so names are not printed twice.
• Killzones: lines, labels and borders 10% more transparent (adjustable).
• The Hull button in Quick Toggles now turns Hull on and off by itself.
• No values in the status line and no price labels on the price scale by default.
• RS badge above the last candle is off by default (the rating stays in the dashboard).

Fixed
• On charts with regular hours only, the IB, today's range and relative volume now reset each new day.
Informacje o Wersji
RELEASE NOTES (paste into "Update existing script")

2026-10-26

New
• Pivot & Targets: the daily pivot, classic (prior high + low + close) / 3 or with today's 09:30 open (H + L + C + O) / 4, built from the same daily bar as PDH / PDL / PDC.
• T1 / T2 / T3 targets around the pivot, spaced by daily ATR(14) and fitted on 16 years of NQ: T1 is reached on about half of days, T2 on about 1 in 5, T3 on about 1 in 20, each side (held on 2020–2026 and on QQQ / SPY). The odds are in the tag hover text; each target has its own switch.
• σ bands: ±1σ and ±2σ expected-move bands from the prior day's close (weekly and monthly optional), from the matching implied-vol index (VXN for QQQ, VIX for SPY, VVIX for VIX; 20-day realized vol otherwise).
• Asia and London highs / lows (killzones 1 and 2) drawn as dashed levels from the 09:30 open, like PDH / PDL, in the zone's colour. They follow "Extend Highs / Lows": with "Until Taken" a level drops off once price trades through it. Switches for each zone.
• Quick Toggles: Pivot & T1-T3, σ Bands and IB / OTE Lines. IB / OTE Lines hides only the lines; the right-edge tags with names and prices, the 09:30 labels and the OTE zone stay.
• VWAP: a Show Bands master switch and a Band 1 switch (Band 2 and the outer band already had one), and Band 1 colours (upper / lower, grey by default).

• Next Session (Auto by default, in Pivot & Targets): after the close, overnight, pre-market and at weekends, PDH / PDL / PDC, the pivot, T1–T3 and the daily σ bands show the next session (built from today's finished bar) and ONH / ONL show tonight's range so far; their tags get a ▸ and their lines start at the 16:00 close. Off keeps the current session until 09:30.

Improved
• Hull: Auto is the default timeframe and uses 30m on any chart under 30m (1m / 3m / 5m / 15m), then the next higher timeframe. Black Wing's Auto is unchanged.
• Settings: Pivot & Targets, VWAP and Opening Range (IB) & OTE now sit right under Quick Toggles, in that order.

Earlier release

New
• Weekly anchored VWAP: a dashed line from the first bar of the week, with a "wVWAP" tag.
• VWAP anchor setting: chart's trading day (default, unchanged), 09:30 ET cash open (cash-session bars only), or 18:00 ET Globex for futures. Bands and the previous-day VWAP follow the anchor.
• IB extensions: 1.618 / 2.25 / 2.5 / 3.272 / 4 / 4.5 IB ranges in the OTE's direction, dashed, with small numbers at their left end during the cash session. Levels are editable.
• IB and OTE now stay where they formed, like the killzones: each session's lines are drawn once the IB completes, grow through that cash session and then stay. Today plus 3 past sessions are kept (setting).
• OTE time window: show the OTE only during a chosen time (default 09:30–16:00 ET).
• RS Rating strip along the bottom of the chart (green 80+, grey 40–79, red under 40); intraday candles use the previous day's finished rating, so it never repaints.

Improved
• Right-edge tags: overlapping tags are spread around their lines (half above, half below) instead of all being pushed upward, and the spacing follows the zoom, so tags stay next to the lines they name.
• Killzone highs / lows are copied into the right-edge tags; the killzones' own small end labels hide while they are, so names are not printed twice.
• Killzones: lines, labels and borders 10% more transparent (adjustable).
• The Hull button in Quick Toggles now turns Hull on and off by itself.
• No values in the status line and no price labels on the price scale by default.
• RS badge above the last candle is off by default (the rating stays in the dashboard).

Fixed
• On charts with regular hours only, the IB, today's range and relative volume now reset each new day.
Informacje o Wersji
ib fix
Informacje o Wersji
fixed liquidity and some menu stuff
Informacje o Wersji
something about the timeframe change cash session but seems good
Informacje o Wersji
fixed pivot stuff
Informacje o Wersji
pivot default
Informacje o Wersji
k
Informacje o Wersji
fib fixes
Informacje o Wersji
increased sigma accuracy

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