Market Session AVWAPAuto-resetting Anchored VWAP for Asia, Europe, and US sessions + US Previous Day. Zero setup, works out of the box.
█ WHAT IT DOES
Four Anchored VWAPs that auto-reset daily at each session open:
🟠 ASIA — 00:00 UTC (Globex rollover / Tokyo)
🔵EUROPE — 08:00 UTC (European cash open)
🟢 USA — 15:30 UTC (US cash open / 9:30 ET)
🟢 USA PD — Previous day US session (anchored from yesterday's 15:30)
Each session AVWAP only appears when its session has started today.
No stale data from yesterday bleeding into the morning.
█ USA PREVIOUS DAY — WHY IT MATTERS
The USA PD line is not a static level — it's a live AVWAP anchored from yesterday's 15:30 that keeps digesting volume.
It shows where yesterday's US institutional flow is still pulling price.
When today's USA AVWAP crosses the previous day's, you're looking at an intraday regime change.
█ HOW TO READ IT
- Price holding above a session AVWAP → that session's participants are in control
- Session AVWAPs stacking (Asia < EU < USA) → trend alignment across sessions
- Compression between session AVWAPs → coiling, expansion coming
- USA crossing USA PD → regime shift, the new session is taking over from yesterday's flow
- Confluence of session AVWAP with key structural levels → high-probability reaction zone
█ WORKS BEST WITH
Recommended in combination with GEX indicators to identify significant intra/inter-session confluences.
When a session AVWAP aligns with a GEX wall,
that's where structure meets flow — and that's where the real trades happen.
█ SETTINGS
Session times are fully configurable (UTC). Default values match standard market hours.
All four lines can be toggled independently. Price source selectable (HLC3 default).
Alerts included:
• Price crosses USA AVWAP
• Price crosses USA Previous Day AVWAP
• USA crosses USA PD (regime change signal)
█ NO SETUP REQUIRED
Just add to chart. Sessions auto-detect, auto-reset at midnight.
No dates to change, no anchors to drag. It just works.
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