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VWAP - High of Day Auto Anchor

VWAP that auto anchors to the latest High of Day candle and changes if a new high reached
Release Note
Added in the Points from VWAP to Std Dev outer band and points outside the band (EXT)Improved coding to avoid occasional crash
Release Note
Update:- Fixed: indicator now updates correctly during Bar Replay — previously nothing drew until replay caught all the way up to the live bar.
- Improved: VWAP/bands now recalculate once per closed bar instead of on every intrabar tick, reducing load on active symbols/timeframes.
- Fixed: "Percentage" band mode now has its own width input instead of being locked at 1%.
- Fixed: a data gap (missing price/volume) no longer freezes the VWAP for the rest of the session.
- Added: a warning label on symbols with no volume data, instead of the indicator silently drawing nothing.
- Changed: the Offset input now only projects the VWAP/band endpoint forward, rather than shifting the entire line.
Release Note
Update:- Fixed: indicator now updates correctly during Bar Replay — previously nothing drew until replay caught all the way up to the live bar.
- Improved: VWAP/bands now recalculate once per closed bar instead of on every intrabar tick, reducing load on active symbols/timeframes.
- Fixed: "Percentage" band mode now has its own width input instead of being locked at 1%.
- Fixed: a data gap (missing price/volume) no longer freezes the VWAP for the rest of the session.
- Added: a warning label on symbols with no volume data, instead of the indicator silently drawing nothing.
- Changed: the Offset input now only projects the VWAP/band endpoint forward, rather than shifting the entire line.
- Added: "Show Current Price on Label" option — displays the live price alongside the VWAP label, toggle on/off as preferred.
Release Note
Update:- Changed: "Show Current Price on Label" replaced with two separate toggles — "Show Price on VWAP Label" and "Show Price on Band Labels" (the latter applies to both UB and LB together).
- Fixed: each label now shows its own value (VWAP labels show the VWAP price, band labels show that band's price) instead of all three showing the same current market price.
Release Note
Update notes:Fixed a Bar Replay bug where the line and labels wouldn't draw until replay caught all the way up to the current live bar.
Fixed the Offset input so it only projects the line's endpoint forward, instead of shifting the entire historical line.
Fixed "Percentage" band mode, which was previously hardcoded to 1% with no way to adjust it — added a Percentage Width (%) input.
Added a guard against gaps in price/volume data so a single bad bar can no longer freeze the VWAP calculation for the rest of the session.
Added a clear on-chart message when a symbol/feed reports no volume, instead of leaving the chart blank with no explanation.
Added the option to show each line's own current price directly on its label. Two independent toggles: one for the VWAP label, and one shared toggle for the Upper/Lower Band labels together. Both now default to on.
Added a toggle to show/hide the band-width and extension-distance info on the VWAP label, for anyone who just wants the plain label name (and price). Defaults to on.
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คำจำกัดสิทธิ์ความรับผิดชอบ
ข้อมูลและบทความไม่ได้มีวัตถุประสงค์เพื่อก่อให้เกิดกิจกรรมทางการเงิน, การลงทุน, การซื้อขาย, ข้อเสนอแนะ หรือคำแนะนำประเภทอื่น ๆ ที่ให้หรือรับรองโดย TradingView อ่านเพิ่มเติมใน ข้อกำหนดการใช้งาน