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Custom Session VWAP by Bybllo

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A VWAP with a fully adjustable session start time, plus three configurable deviation bands and cloud fills between them.

Standard "Session" VWAP resets at midnight - which doesn't match how many markets actually trade. This version lets you set exactly what time of day (in US Eastern Time) counts as the start of a new session, so the anchor lines up with your instrument's real trading day instead of being locked to midnight.

Note: the default setting is 0000 (midnight) in US Eastern Time. If your chart is displaying times in a different timezone (e.g. Korea Standard Time), the session may appear to start at a time like 13:00 on your chart - that's simply your local display of US Eastern midnight, not an error. This start time is fully adjustable to whatever time you prefer.

The +1~+2 and -1~-2 deviation zones are also shaded as their own cloud, which is a convenient way to read price at a glance instead of judging the gap between two separate lines.

Works well across every intraday timeframe and the daily timeframe alike. I personally use it for short-term futures scalping on the 1-minute chart.
Release Note
Adjusted the color scheme for the VWAP line, the three deviation bands, and their cloud fills (including the +1~+2 / -1~-2 shaded zones) for better visual clarity.

No changes to calculation logic, session handling, or default settings - purely a visual update.

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