Volume Weighted Average Price - RTH NY + Extended

VWAP auto anchors each day to start of the New York Session

Standard Deviation Bands +1/-1
Labels at the end of the lines with text color matching change of line color

Range Calculation is from VWAP to one side dev band. If you want range from Upper Band to Lower band double the calculation

Ext Number is how many points in real time is price outside of the standard deviation

Sürüm Notları

Replaced the Delta Triangle with a directional triangle that changes direction to weather above or below the VWAP

Sürüm Notları

v1.1 — Bug Fixes

Session reset — VWAP now resets correctly at the 9:30 AM open on all timeframes (1m, 5m, 15m etc). Previous version used a 1-minute window detection that silently failed on higher timeframes, causing the VWAP to never reset.

Stale extension label — Band extension distance in the label now clears correctly when price returns inside the bands. Previously it held the last extension value even after price moved back inside.

Variance calculation — Fixed a numeric type mismatch in the standard deviation calculation that could cause errors on some builds.

Negative offset — Offset input now accepts negative values for left-shifting the plots.

Label parameters — Switched to named parameters on all label calls for forward compatibility with future Pine version updates.

Sürüm Notları

Update:
- Fixed: a calculation bug where the VWAP could get skewed on active symbols — the running total was being re-added on every price tick of the still-forming bar instead of once per closed bar.
- Fixed: labels now update correctly during Bar Replay — previously they didn't appear until replay caught all the way up to the live bar.
- 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 risks corrupting the running VWAP total.
- Added: a warning label on symbols with no volume data, instead of the indicator silently drawing nothing.
- Added: "Show Current Price on Label" option — displays the live price alongside the VWAP label, toggle on/off as preferred.

Sürüm Notları

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.

Sürüm Notları

Update notes:

Fixed a VWAP accuracy bug where the running total was being recalculated on every price tick of the still-forming bar, causing that bar's volume to be counted multiple times before it closed. VWAP now only commits a bar's contribution once, when it closes.
Fixed a Bar Replay bug where the VWAP line and labels wouldn't draw until replay caught all the way up to the current live bar.
Fixed "Percentage" band mode, which was previously hardcoded to 1% with no way to adjust it — added a Percentage Width (%) input.
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.
Added a toggle to show/hide the band-width and extension-distance info (the "▲: X pts | Ext: Y pts" text) on the VWAP label, for anyone who just wants the plain label name (and price, if enabled).

Sürüm Notları

Update notes:

Fixed a VWAP accuracy bug where the running total was being recalculated on every price tick of the still-forming bar, causing that bar's volume to be counted multiple times before it closed. VWAP now only commits a bar's contribution once, when it closes.
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 "Percentage" band mode, which was previously hardcoded to 1% with no way to adjust it — added a Percentage Width (%) input.
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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CzechMate06

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.

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CzechMate06