Średnia Cena Ważona Wolumenem (VWAP)

VWAP VP IB ATR Multi Dashboard Dashboard monitors 3 assets Globex VWAP Session VWAP - Tokyo (Asia), London, New York (RTH) IB - Initial Balance When inside the bands then it will display In Value and outside Discovery ATR for the current timeframe. Can be adjusted with number of bars to look back and it displays that number Madonna - Coined by Chris Drysdale IB gets touched for the very first time

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Pujan_Anchored VWAP (From First Candle)If you want VWAP anchored to the very first candle of the chart (no reset at all), then the logic is simple: start accumulating from the first visible bar and keep going.

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VWAP VP IB ATR Multi Dashboard Dashboard monitors 3 assets Globex VWAP Session VWAP - Tokyo (Asia), London, New York (RTH) IB - Initial Balance When inside the bands then it will display In Value and outside Discovery ATR for the current timeframe. Can be adjusted with number of bars to look back and it displays that number

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VWAP VP IB Dashboard Multi Instruments Dashboard monitors 3 assets Globex VWAP Session VWAP - Tokyo (Asia), London, New York (RTH) IB - Initial Balance When inside the bands then it will display In Value and outside Discovery

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VWAP Dashboard Globex RTH London Tokyo SVP VWAP Profiles for Multiple assets (3) that shows distances and if in value Volume Profile for Globex session In Value or outside in Price Discovery During each session Asia, London and New York, that session is also showing the same across all 3 instruments

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VWAP Dashboard Globex RTH Globex RTH VP Addition to the VWAP Dashboard is the Globex Volume Profile and RTH Volume Profiles When inside the VAH\VAL levels in will show In Value and outside of these Discovery with an arrow for the direction across 3 assets at the same time.

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VWAP Dashboard Globex RTH Multi Assets Dashboard shows 3 assets and what is the current price location in relation to each Globex (full day or overnight) VWAP and the RTH (New York) VWAP. It will also show whether it is inside the Std Dev Bands +-1 (In Value) otherwise it will give the points distance outside in the EXT column. The Dist column shows the distance from the VWAP to the total current price location, not just to the outer band on the other VWAPs I've published. There is a arrow that shows the direction price is currently

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VWAP Reversal Signals This script displays long or short flags after a touch of the VWAP 2 standard deviation line occurs according to the script rules which attempt to determine when there is a bounce toward VWAP. A flag also indicates if VWAP is hit or else if a settings-configurable distance from VWAP is touched. If, instead, the stop is reached, a red "X" is displayed.

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GEX Levels ES Futures Only GEX Levels — Gamma Exposure Trading Map This indicator overlays key Gamma Exposure (GEX) levels directly on your ES futures chart, giving you a real-time structural map of where dealer hedging creates predictable price behavior. What it shows: 🟢 Ceiling (Major Positive Gamma) — The dominant gamma wall. Price gravitates toward this level and tends to reject hard. Strong resistance above, magnet from below. ⚡ Flip Line (Zero Gamma) — The regime boundary. Above it, dealers are long gamma — they

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VWAP - Handoff (Last Globex Touch)Auto anchors to the last candle that touched the Globex VWAP in a trending market that is useful when is extended not looking to come back to Globex any time soon. Labelled and has points from VWAP to Std Dev +-Band and points outside of the dev bands as well.

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VWAP - Tokyo\Asian Session VWAP auto anchored to the start of Tokyo\Asian session Labelled that changes color to match the line color The first calculation next to the VWAP name is the points distance from the VWAP to the Standard Dev Band. If you want to know the distance from one Std Dev +1 to -1 then double this number. The Ext is the real time points value of the current price outside of the Std Dev +1 or -1 band

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VWAP ORB Pullback Strategy This strategy is an Opening Range Breakout pullback system that uses the first X minutes after the market open to define the opening range, then looks for breakout entries that pull back to VWAP for confirmation. It is designed to trade in the direction of momentum after the opening range is established, with ATR-based stop loss and profit target levels. How it works It records the opening range high and low during the first part of the session after the U.S. market opens at 9:30 AM New York ti

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od TraderTed420

Rolling VWAP by Avenoir Rolling VWAP by Avenoir Plots up to five rolling VWAPs (7D, 30D, 90D, 180D, 365D) as dotted historical traces, with clean text labels on the right edge of the chart. Features Five toggleable lookbacks: 7, 30, 90, 180, and 365 days Two calculation modes: Daily Based — pulls daily data via request.security, so the VWAPs stay consistent regardless of your chart timeframe Current Timeframe — calculates from the active chart timeframe using fixed bar lengths Minimal styling: single line color, ad

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Fib 1-2-3-4 Vol/Delta/Proj Overview This indicator automates a practical Fib 1–2–3–4 workflow on the chart: fractal-style swings define point 1 and point 2, retracements mark the discount/premium zone, and negative extensions mark take-profit style targets. It is built for fast markets (e.g. MNQ / NQ) but works on any symbol the chart supports. Purpose The goal is to keep the chart readable while still showing: Where the active leg is (swing line + optional zone fill) Key retracements (defaults favor 61.8%–88.6%; extras

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od attiquekhan23

VWAP DELTA 🇬🇧 ENGLISH VWAP DELTA is a Volume Weighted Average Price that uses delta volume magnitude as its weighting factor instead of total volume. Unlike a standard VWAP — where every bar contributes proportionally to its raw volume — VWAP DELTA gives more weight to bars where buyers or sellers clearly dominated, and less weight to bars where volume was balanced between both sides. The result is a price level that better reflects where the market agreed during high-conviction moves. HOW IT WORKS: Delt

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Multi-Session VWAP + ORB shows multi-session VWAP and ORB (customizable) includes: NY VWAP London VWAP Daily VWAP Weekly VWAP (resetting Sunday) 200EMA 9EMA ORB (time customizable)

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PnLFlow Triple M (EMA + VWAP)PnLFlow Triple M (EMA + VWAP) is a precision-based price action indicator designed to highlight liquidity wicks alongside key dynamic levels for high-probability trading decisions. This tool identifies high and low wick rejections, helping traders spot potential liquidity sweeps and reversal zones in real time. It is combined with three essential moving averages (EMA 14, EMA 200, EMA 400) to provide short-term momentum, mid-term trend, and long-term directional bias. Additionally, the buil

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PilotJD Indicator 9:30-9:45am ORB Simple key levels VWAP 5m TF CME_MINI:MNQ1!

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SHK All-In-One | 3MA - VWAP - Liq - SMC - Marco - ZZ ╔══════════════════════════════════════════════════════════════════╗ ║ SHK All-In-One ║ ║ by SHK · Pine Script v6 ║ ╚══════════════════════════════════════════════════════════════════╝ ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🏅 CREDITS & ORIGINAL AUTHORS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ This script is a combined, extended and restructured version of several outstanding open-source indicat

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od Syed_Hussain_K

CandelaCharts - Killzone VWAP 📝 Overview The CandelaCharts - Killzone VWAP indicator provides a specialized Volume Weighted Average Price (VWAP) calculation for specific intraday sessions (Killzones) and the daily period. It includes advanced features like Standard Deviation bands and Rolling VWAP calculation, making it a powerful tool for volume-based trend analysis. 📦 Features 5 Customizable Sessions : Tracks VWAP across Asia, London, NY AM, NY Lunch, and NY PM sessions. Daily VWAP Modes : Classic : R

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od CandelaCharts

BoaBias: Anchored Swing VWAP (MTF) - Touch, Alerts, Stats █ WHAT IT DOES Chart timeframe: Multiple anchored VWAP curves from swing pivots—not session VWAP. Resistance-anchored paths (swing highs) and support-anchored paths (swing lows) draw as polylines and clear after confirmation (same rules as the inputs: one qualifying close or N bars in a row ). Optional touch markers when the bar range spans VWAP (green below / red above). Higher timeframes: Optional HTF 1–3 reuse the same pivot + anchored-VWAP logic inside request.security with

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od Goldfinch_song

BoaBiasVwapSwingRxStats Library "BoaBiasVwapSwingRxStats" reset_slot_rx(idx, slotTouched, firstTouchBar, cohortConsec, kMetInWindow, atrMetInWindow, feFirstSwingBar, feFirstOppBar, feFirstBeyondBar, noTouchSent, feUnset) Parameters: idx (int) slotTouched (array) firstTouchBar (array) cohortConsec (array) kMetInWindow (array) atrMetInWindow (array) feFirstSwingBar (array) feFirstOppBar (array) feFirstBeyondBar (array) noTouchSent (int) feUnset (int

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od Goldfinch_song

VWAP Levels - Actual + Previa Niveles de VWAP por temporalidades. Código de Javier Rodríguez y Aitor.

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Volatility-Driven VWAP Structure (Zeiierman)█ Overview Volatility-Driven VWAP Structure (Zeiierman) is a VWAP-based market structure tool that adapts its regime logic using volatility, Z-score normalization, and reversal-anchored VWAP profiles. The script builds a rolling VWAP structure and adjusts its transition distance using an adaptive volatility engine. The result is a dynamic structure line that shifts only when VWAP displacement is strong enough relative to current volatility conditions. When a structure reversal occurs, the

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