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VWAP NYO Deviation
VWAP - Deviation At NYO
A clean, real-time overlay indicator that instantly shows how the major liquid markets are opening relative to their developing daily VWAP — plus powerful historical context in one compact table.
What the table displays (updated live on every chart):
Symbol – ES1!, CL1!, GC1!, 6E1!, BTCUSD
Deviation (%) – Today’s RTH open (9:30 AM EST) vs. the VWAP up to that exact moment, expressed as a percentage.
→ Green background = opening above average deviation
→ Red background = opening below average deviation
Avg Abs Dev (%) – Historical average absolute opening deviation (all completed days on your chart)
Touch VWAP % – Percentage of completed trading days where price touched the daily VWAP at least once during Regular Trading Hours (9:30–16:00 EST)
Additional features
On your main chart symbol, a clean colored label automatically appears at the exact 9:30 AM EST bar showing that symbol’s opening VWAP deviation (green up / red down).
Fully automatic EST/New York timezone handling — works on any timeframe and any symbol you’re viewing.
Table text size is fully customizable (tiny → large / auto).
Best for
Futures & BTC day traders who use VWAP as a primary reference
Quick cross-market bias check at the open
Mean-reversion / VWAP magnet strength analysis
Monitoring how “stretched” the open is versus historical norms
Simply add the indicator, and the table appears in the top-right corner. The more history loaded on your chart, the more accurate the average deviation and touch percentage become.
Perfect companion for any VWAP-based strategy.
Enjoy! 🚀
A clean, real-time overlay indicator that instantly shows how the major liquid markets are opening relative to their developing daily VWAP — plus powerful historical context in one compact table.
What the table displays (updated live on every chart):
Symbol – ES1!, CL1!, GC1!, 6E1!, BTCUSD
Deviation (%) – Today’s RTH open (9:30 AM EST) vs. the VWAP up to that exact moment, expressed as a percentage.
→ Green background = opening above average deviation
→ Red background = opening below average deviation
Avg Abs Dev (%) – Historical average absolute opening deviation (all completed days on your chart)
Touch VWAP % – Percentage of completed trading days where price touched the daily VWAP at least once during Regular Trading Hours (9:30–16:00 EST)
Additional features
On your main chart symbol, a clean colored label automatically appears at the exact 9:30 AM EST bar showing that symbol’s opening VWAP deviation (green up / red down).
Fully automatic EST/New York timezone handling — works on any timeframe and any symbol you’re viewing.
Table text size is fully customizable (tiny → large / auto).
Best for
Futures & BTC day traders who use VWAP as a primary reference
Quick cross-market bias check at the open
Mean-reversion / VWAP magnet strength analysis
Monitoring how “stretched” the open is versus historical norms
Simply add the indicator, and the table appears in the top-right corner. The more history loaded on your chart, the more accurate the average deviation and touch percentage become.
Perfect companion for any VWAP-based strategy.
Enjoy! 🚀
Açık kaynak kodlu komut dosyası
Gerçek TradingView ruhuyla, bu komut dosyasının mimarı, yatırımcıların işlevselliğini inceleyip doğrulayabilmesi için onu açık kaynaklı hale getirdi. Yazarı tebrik ederiz! Ücretsiz olarak kullanabilseniz de, kodu yeniden yayınlamanın Topluluk Kurallarımıza tabi olduğunu unutmayın.
Thanks for the support!
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.
Açık kaynak kodlu komut dosyası
Gerçek TradingView ruhuyla, bu komut dosyasının mimarı, yatırımcıların işlevselliğini inceleyip doğrulayabilmesi için onu açık kaynaklı hale getirdi. Yazarı tebrik ederiz! Ücretsiz olarak kullanabilseniz de, kodu yeniden yayınlamanın Topluluk Kurallarımıza tabi olduğunu unutmayın.
Thanks for the support!
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.