Alpha Forge Adaptive VWAP Wave v1.0.19Alpha Forge Adaptive VWAP Wave is a selective, long-side market-structure overlay designed specifically for standard 1-hour charts.
It combines an adaptive VWAP-based wave with confirmed multi-timeframe qualification to help distinguish between balanced conditions, directional expansion, and established trends. Rather than producing signals on every crossover, the indicator waits for its internal market profile and routing requirements to align.
HOW THE ROUTING WORKS
The indicator evaluates two possible routes:
• 1H PRIMARY — The setup qualifies directly from the 1-hour market structure.
• 4H QUALIFICATION / 1H EXECUTION — A completed 4-hour candle establishes the broader thesis while the actual entry remains timed and confirmed on the 1-hour chart.
The 1-hour route always receives priority. The 4-hour route is only considered when the primary route does not qualify.
If neither route meets the internal requirements, the dashboard displays NO QUALIFIED ROUTE. This is intentional and means the indicator is choosing to stand aside rather than force a setup.
SIGNAL MARKERS
• Cyan BUY — Confirmed 1-hour tactical entry.
• Purple 4H QUAL BUY — Confirmed 4-hour thesis with a 1-hour tactical entry.
• Pink EXIT — Confirmed tactical exit or protective trade-management event.
Signals are deliberately selective and will not appear on every symbol.
ADAPTIVE WAVE
The cyan and magenta wave provides a visual representation of the active VWAP structure and surrounding deviation zones.
The wave is designed to make changes in balance, direction, and structural support easier to identify without covering the underlying price action. Its width and position adapt to the market rather than remaining fixed to a single static distance.
DASHBOARD
The Alpha Forge dashboard provides a compact summary of the current operating state:
• STATUS — Whether the system is in a trade or standing aside.
• ROUTE — The timeframe path currently controlling the setup.
• PROFILE — The trade-management profile selected by the internal qualification process.
• REGIME — The detected market environment.
• SAMPLE — The amount of historical evidence available for the selected profile.
• POSITION — Current position state and active profile.
FORGE GUIDE
The Forge Guide translates the active system state into three practical sections:
• WAITING — What the system is currently waiting for.
• WATCH — The structure or protection currently being monitored.
• ACTION — The appropriate response for the present state.
The Guide is informational. It does not replace personal risk management or independent analysis.
RECOMMENDED USE
• Use standard candlesticks or bars.
• Use the 1-hour chart timeframe.
• Leave the source at its default HLC3 setting unless you are deliberately testing an alternative.
• The 4-hour analysis is handled internally; there is no need to change the chart to 4H.
• Wait for the candle to close before treating a marker as confirmed.
The indicator is primarily intended for liquid stocks and metals. It may also qualify selected forex markets, but it is deliberately selective and should not be expected to produce a route on every currency pair.
SIGNAL CONFIRMATION
BUY and EXIT events are confirmed only after the 1-hour chart candle closes.
The higher-timeframe route uses information from previously completed 4-hour candles. This prevents an unfinished 4-hour candle from being treated as confirmed evidence.
The live wave and dashboard may move while the current candle is forming. Final markers and alerts are only confirmed at candle close.
ALERTS
The script supports confirmed BUY and EXIT alerts.
For standard PulseWire notifications, create alerts from the available BUY and EXIT conditions.
For dynamic webhook messages, select “Any alert() function call.” Create webhook alerts while the dashboard is FLAT whenever possible.
PulseWire stores a snapshot of the script, chart, and settings when an alert is created. Alerts should therefore be recreated after changing the script, symbol, timeframe, or important inputs.
IMPORTANT QUALIFICATION NOTES
This is an indicator, not a PulseWire strategy.
Its internal qualification process evaluates the historical information available on the loaded chart. Qualification can therefore vary with the symbol, market-data provider, and amount of chart history available.
The internal cost filter assumes 0.05% per side. It does not separately model spread, slippage, funding, swaps, or broker-specific commissions.
Historical qualification does not guarantee future performance. A qualified route identifies alignment with the model’s requirements; it is not a prediction or promise that a trade will be profitable.
Alpha Forge Adaptive VWAP Wave is intended as a market-structure and decision-support tool. It should be used alongside appropriate position sizing, risk controls, and independent analysis.
Indicator
Multi-Period VWAP (7D / 30D / 90D)This indicator plots three rolling Volume-Weighted Average Price (VWAP) lines calculated over trailing 7-day, 30-day, and 90-day windows, giving you a read on where price sits relative to volume-weighted "fair value" across short, medium, and long-term horizons.
Unlike a standard anchored VWAP that resets to zero at a fixed point (session, week, month), these lines are true rolling averages — they continuously reflect the most recent N days of trading and shift smoothly bar to bar, making them useful for spotting mean-reversion zones, confluence with order blocks/key levels, and gauging trend strength when the shorter VWAP is stacked above or below the longer ones.
Features:
- Adjustable lookback lengths for all three periods (defaults: 7 / 30 / 90 days)
- Toggle each VWAP on/off independently
- Customizable colors per line
- Choice of price source (HLC3, Close, or OHLC4)
- Optional "confirmed bars only" mode to prevent the lines from repainting as the current day's volume accumulates
- Live value labels on the last bar for each active VWAP
Built with crypto's 24/7 markets in mind, so the daily boundaries used for the rolling calculation aren't disrupted by traditional session gaps. Indicator
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VWAP Slope Trend Filter# VWAP Slope Trend Filter
The **VWAP Slope Trend Filter** is designed to identify the current intraday market direction by analyzing both the position and the slope of the Volume Weighted Average Price (VWAP).
Instead of simply checking whether price is above or below VWAP, the indicator measures how strongly VWAP is rising or falling. This helps filter out flat or sideways market conditions where trend-following entries are more likely to fail.
The VWAP slope is normalized using ATR, allowing the filter to adapt to different levels of market volatility.
## Trend Colors
**Green VWAP – Bullish Trend**
The VWAP is rising with sufficient momentum. Traders can use this condition as a filter for long setups.
**Red VWAP – Bearish Trend**
The VWAP is falling with sufficient momentum. Traders can use this condition as a filter for short setups.
**Gray VWAP – Neutral / Range**
The VWAP slope is too weak to confirm a clear trend. These conditions can be avoided to reduce trades during sideways markets.
## Main Features
* Session VWAP
* ATR-normalized VWAP slope
* Bullish, bearish, and neutral trend detection
* Adjustable slope sensitivity
* Adjustable slope lookback length
* Dynamic VWAP coloring
* Optional background trend highlighting
* Trend-change markers
* Bullish and bearish alert conditions
## Example Usage
The indicator can be used as a directional filter for another entry system.
A possible long setup:
1. Price is above VWAP.
2. VWAP is green and rising.
3. The primary entry indicator produces a long signal.
4. Enter the trade with predefined risk management.
A possible short setup:
1. Price is below VWAP.
2. VWAP is red and falling.
3. The primary entry indicator produces a short signal.
4. Enter the trade with predefined risk management.
When the VWAP is gray, traders may choose to avoid new positions until a clearer directional trend develops.
## Important
This indicator is intended to be used as a **trend filter**, not as a standalone trading system. It does not guarantee profitable trades and should be combined with proper entry rules, stop-loss placement, risk management, and backtesting.
The optimal Slope Length and Minimum Slope settings may vary depending on the market, trading session, and timeframe.
Indicator
Rolling VWAP + Volume Profile by Flip On DipRolling VWAP + Volume Profile draws a volume weighted average over a moving window of trading days, and a separate volume profile for each of the last few sessions.
🔁 The VWAP here is not anchored. Instead of resetting at the open it holds a sliding window of the last N sessions, so the line carries through the open and over the weekend without jumping. Two deviation bands sit either side, built from the volume weighted standard deviation rather than a plain one, so they widen when size trades away from the mean instead of just following range.
🕐 Session length is measured off the chart rather than assumed. A 6.5 hour stock day, a 23 hour gold day and a 24 hour crypto day all count as one day, so a 7 day window really is seven sessions on any symbol at any timeframe.
📊 Each session gets its own profile, built from a candle step you set. That step is independent of your chart, so the same 5m profile shows up whether you're looking at a 1m or a 1h chart and switching timeframes won't change the shape. Volume from each candle is spread across every level it touches, weighted by how much of the candle's range falls inside each one, instead of being dumped at the close. Point of control and value area are marked, and the session in progress rebuilds as it fills.
On that last point, worth being clear about what moves and what doesn't. The session in progress is live and will keep changing until it closes, roughly once a minute as volume comes in. That's the whole idea of a developing profile. Once a session ends its profile is drawn once and never touched again, so nothing behind you shifts around. The VWAP behaves the same way: it updates on the current bar like any average does, and past values stay where they were.
Two horizons. Micro gives daily profiles with a week long VWAP, Macro switches to weekly profiles with a fortnight long VWAP across a longer stretch of history. Each one keeps its own settings, so flipping between them doesn't cost you your tuning.
⚠️ Not every ticker reports real volume, and that changes what a profile means. Spot gold, most FX and index feeds publish nothing at all, while forex and CFD tickers that do publish are usually counting ticks rather than contracts. The indicator checks and tells you which one you're on. Where there's no volume it falls back to counting time spent at each price, which is still a useful map of where the market lingered, and the panel says so rather than leaving you to work out why the shape looks odd.
The panel in the corner handles the rest of it. Active horizon, VWAP window, profile step, and whether volume on this ticker is traded, tick only or missing. If something is quietly limiting the drawing, the chart timeframe being wrong for the horizon, the 500 box platform limit, not enough history loaded for the window you asked for, it writes it out in plain words with what to change.
There's also an optional fixed step for the VWAP itself, which makes the line identical on every timeframe. Off by default, since the chart bars are what most people expect.
⚡ Nothing is calculated outside the visible window, and every box and line is allocated once and reused instead of being deleted and redrawn, so panning around stays smooth even on long intraday history.
Three colour presets, Default, Light and Dark, or Custom to set every colour and transparency yourself. Row spacing and width, gradients, borders, POC and VAH/VAL lines, the 3D shadow, price labels and the panel are all configurable.
Open source, free to study or extend. Indicator
MACD/RSI/VWAP/MA/S&R BulkThis all-in-one script packs five of the market's most essential technical analysis tools into a single indicator slot. By combining momentum, trend, volume, and structural levels, you get a complete institutional-grade workspace without hitting upgrade walls or paying monthly subscription fees.
☕ If this indicator helps you optimize your charts and save on subscription costs, consider supporting my work! Buy me a coffee here: ko-fi.com
(Need a custom indicator built specifically for your trading strategy? Reach out for custom Pine Script development!)
🛠️ What's Included in the Bulk Suite?
Dual Moving Averages (MA): Fully customizable fast and slow moving averages. Choose your preferred calculation type (SMA, EMA, WMA, HMA, VWMA, RMA), set your exact lengths, and track trend direction directly on your chart.
VWAP (Volume Weighted Average Price): The gold standard for tracking intraday institutional fair value and average price execution.
Support & Resistance (S/R): Automatically plots historical swing points with clean vertical breaks (linebr), giving you clear structural boundaries for breakout and pullback planning.
MACD (Moving Average Convergence Divergence): Standard momentum and trend-following oscillator to capture shifts in market velocity.
RSI (Relative Strength Index): Essential momentum oscillator with customizable overbought and oversold levels to spot exhaustion and reversals.
⚙️ Full Customization & Control
Every single tool inside this suite comes with independent settings. You can completely toggle individual indicators on or off, adjust their lookback lengths, and fine-tune colors to keep your workspace clean, organized, and tailored precisely to your personal trading plan. Indicator
CVD + SMT DIVERGENCE VWAP ULTIMATE## **CVD + SMT DIVERGENCE VWAP ULTIMATE v2**
### **Overview**
CVD + SMT DIVERGENCE VWAP ULTIMATE v2 is an advanced, institutional-grade scalp engine engineered specifically for index futures traders (optimized for NQ/ES). It merges custom session-reset Cumulative Volume Delta (CVD) divergence detection, multi-asset SMT (Smart Money Technique) confirmation, dynamic standard deviation VWAP channels, and high-contrast neon visual themes into a single, cohesive ecosystem.
---
### **Key Features**
* **Session-Reset CVD Divergence Engine:** Tracks aggressive buying and selling pressure by anchoring delta calculations directly to the regular session open, filtering out noise and pinpointing genuine reversal setups via pivot confirmation.
* **Cross-Asset SMT Confirmation:** Automatically cross-references price action and extremes against correlated instruments (ES, YM, GC) to flag institutional divergences and trap setups.
* **Multi-StdDev VWAP & Dynamic Channels:** Features anchored VWAPs with customizable standard deviation multiplier bands (+/-1, +/-2, +/-3) and gradient cloud fills, alongside higher timeframe Weekly and Monthly VWAP references.
* **Integrated Session & Opening Range Tracker:** Built upon a modified framework of BigBeluga’s session engine, featuring custom boxes, mid-range lines, volume/delta statistics, and an on-chart session dashboard for Tokyo, London, New York, and the Opening Range / Initial Balance.
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Multi-Anchored VWAPMulti-Anchored VWAPMulti-Anchored VWAP — High/Low Pair + 5 Slots
This indicator plots a daily High/Low VWAP pair anchored to a configurable time-of-day, plus up to 5 additional fully-configurable anchored VWAPs — each with optional standard deviation bands.
Primary High/Low VWAP pair
At a configurable time each day (default 06:00 New York time), two VWAPs are anchored simultaneously:
- One seeded from the anchor bar's high
- One seeded from the anchor bar's low
Both lines originate exactly at the anchor bar's high and low, then run forward using your chosen source (default hlc3) until they re-anchor the next day. This gives you a clean volume-weighted "envelope" from a key session time — useful for tracking how price behaves relative to overnight or pre-market reference levels.
5 extra anchored VWAP slots
Each slot can be independently enabled and set to one of two modes:
- Recurring — re-anchors daily at a chosen time-of-day. Examples: RTH open (09:30 ET), RTH close (16:00 ET), midnight reset, London open (08:00 London), Asia open (09:00 Tokyo).
- One-shot — anchors once at a specific date/time and runs forward indefinitely. Use for earnings reactions, FOMC announcements, swing highs/lows, or breakout pivots.
Each slot has its own source, color, line width, and optional std-dev bands with a configurable multiplier.
Timezone support
New York, Chicago, Los Angeles, London, Berlin, Tokyo, Hong Kong, Sydney, and UTC — each anchor can use its own timezone, so you can mix session anchors across markets on one chart.
How to use
1. Add the indicator to your chart.
2. Open Settings — inputs are grouped per anchor.
3. Set the primary anchor time window as a 1-minute session string matching your anchor time (e.g. 0600-0601 for 6:00 AM). The first bar entering the window fires the anchor.
4. Enable extra slots as needed and pick Recurring or One-shot mode.
Notes
- VWAP requires volume data — on symbols without volume (some indices/FX feeds), the lines will be unreliable.
- Anchored VWAPs do not repaint historical values once an anchor has fired; the current bar updates tick-by-tick until close, as expected.
- Std-dev bands use Pine's built-in ta.vwap() band output (volume-weighted standard deviation of source values).
- If a one-shot timestamp is earlier than available history, the anchor fires on the earliest available bar. Indicator
Indicator
Rolling VWAP with SignalsRolling VWAP with Signals
Overview
Rolling VWAP with Signals plots a time-window ("rolling") VWAP with standard deviation bands, and generates filtered buy/sell signals on band breakouts. Unlike a session VWAP, which resets at a fixed anchor such as the start of day or week, this VWAP recalculates continuously over a trailing window that you define, for example the last 10 hours or the last 2 minutes of 3-minute bars. This keeps it adapting on any chart, in any session, in any market, including markets that trade around the clock.
This script is an original extension built on the rolling VWAP concept from Rolling VWAP . It adds standard deviation bands, trend-state coloring, crossover based buy/sell signals, an ATR rising filter, and a VWAP trend-alignment filter, none of which are present in the original.
How It Works
The rolling VWAP is computed by summing price times volume and volume over a trailing time window, then dividing, the standard VWAP formula applied to a moving window instead of a fixed session. The calculation runs on an independent timeframe set by the RVWAP Timeframe input, evaluated with request.security().
Standard deviation bands sit above and below the VWAP at a configurable multiple of the rolling standard deviation, computed with the direct weighted squared deviation method rather than the E minus E ^2 shortcut, which avoids precision loss on high-priced instruments.
smoothedATR = ta.swma(ta.atr(atrLength))
atrRising = not useATRFilter or smoothedATR > smoothedATR
Trend state is bullish when the VWAP is higher than it was one higher-timeframe bar ago and price is above the upper band, and bearish under the mirrored condition. The VWAP line is colored accordingly.
Buy and sell signals fire once, on the bar where price crosses a band, not on every bar price remains outside it:
Buy — close crosses over the upper band
Sell — close crosses under the lower band
Two optional filters narrow signals to higher-conviction setups:
Rising ATR — requires an SWMA-smoothed ATR to be higher than the prior bar, filtering out breakouts occurring while volatility is contracting
RVWAP trend alignment — requires the bullish or bearish trend state described above, so buy only fires in an established uptrend and sell only in an established downtrend
Four alert conditions are available: price above the upper band, price below the lower band, a buy signal, and a sell signal.
Inputs
RVWAP Timeframe — Timeframe the rolling VWAP and standard deviation calculation runs on, independent of the chart timeframe. Default: 1 minute.
RVWAP Time Period (Hours / Minutes) — Length of the trailing window used for the rolling calculation. Shorter windows track faster; longer windows behave more like a session VWAP. Default: 0 hours, 1 minute.
Standard Deviation Multiplier — Distance of the bands from the VWAP, in standard deviations. Lower values give tighter bands and more signals; higher values give wider bands and fewer, stronger signals. Default: 1.618.
Show Standard Deviation Bands — Toggles the band plots and disables buy/sell signals when off, since signals require a band cross. Default: on.
Show Fill Between Bands — Toggles the shaded fill between the upper and lower bands. Default: on.
Smooth VWAP/StdDev — Applies additional smoothing to the VWAP and standard deviation lines for a less-lagged appearance when off, or a smoother, laggier line when on. Default: off.
Require Rising ATR for Signals — Gates buy and sell signals on a rising smoothed ATR. Default: on.
Length — ATR length used by the rising-ATR filter. Default: 14.
Require RVWAP Trend Alignment for Signals — Gates buy signals on a bullish RVWAP trend and sell signals on a bearish RVWAP trend. Default: on.
Upper Band, Lower Band, Fill — Colors for the band lines and the fill between them.
Usage Notes
Requires a data feed that provides volume; the script raises a runtime error if none is available.
The rolling calculation needs a minimum of 10 bars within the window to produce a value; very short windows on sparse data may show gaps.
Rising ATR means the current SWMA-smoothed ATR value is strictly greater than the previous bar's value, a one-bar comparison rather than a multi-bar slope.
Values inside the current, still-forming RVWAP Timeframe bar can update intrabar, as with any request.security() call without a fixed historical offset. Confirmed bars do not repaint.
Disable both signal filters to see every raw band-crossing signal, or enable them independently to trade off signal frequency against signal quality.
Credits
Rolling VWAP methodology adapted from the original Rolling VWAP .
Uses the open-source PineCoders ConditionalAverages library for the windowed total calculations.
Disclaimer
This script is provided for educational and informational purposes only and does not constitute financial advice. Past performance is not indicative of future results. Always do your own research and apply proper risk management before trading.
Indicator
Gravity Bands [JOAT] Price orbits value. An anchored VWAP core with true volume-weighted deviation shells, on clean monochrome candles.
◆ WHAT IT IS
Gravity Bands treats fair value as a gravity core that price orbits and keeps returning to. The core is an anchored VWAP , and the bands around it are true volume-weighted standard deviations — not simple percentage or ATR envelopes. A signature "Lunar Mono" candle mode repaints the chart in clean white/grey so the gravity field is the only color on screen. It is a pure context tool with no buy/sell signals.
This is 100% original code, written from scratch. It is not a repackaged VWAP or bands script.
◆ HOW IT WORKS
1. The gravity core. A volume-weighted average price is accumulated from a chosen anchor — Session, Week or Month — resetting each new period. This is the center of value that price gravitates toward.
2. Volume-weighted shells. The bands are computed from the volume-weighted variance of price around the core, giving genuine ±1σ, ±2σ and ±3σ deviation shells. Because they are volume-weighted, the shells reflect where real activity occurred, not just where price ranged.
3. Stretch. The core distance is expressed in sigma — how many standard deviations price has escaped value. Small stretch means price is orbiting fair value; large stretch means it is extended and statistically stretched from the mean.
4. Lunar Mono candles. An optional mode repaints candles in white (up) and slate grey (down) so the colored gravity field reads instantly without competing with candle colors — the signature look of this tool.
◆ WHAT YOU SEE
• The gravity core (anchored VWAP) with a soft ±1σ / ±2σ / ±3σ gravity field
• Optional Lunar Mono monochrome candles
• An extreme-stretch background wash when price escapes the outer shell
• A resizable dashboard showing the core value, the stretch state and an orbit gauge, the upper and lower shell prices, the 1σ width in price and as a percent, the anchor mode, and a volume-feed check
◆ HOW TO USE IT
• Treat the core as the day's (or week's/month's) fair value — a magnet price often reverts to.
• Use the shells as objective stretch zones: reaching ±2σ or ±3σ marks a statistically extended condition where mean-reversion or exhaustion becomes more likely.
• Reclaiming or losing the core is a simple bias flip .
• Match the anchor to your horizon — Session for intraday, Week/Month for swing context.
• Requires a symbol with a real volume feed.
◆ NOTES & LIMITATIONS
Gravity Bands needs a genuine volume feed — without one the core approximates price and the shells lose meaning (the dashboard flags this). Deviation shells describe statistical stretch, not direction: price can stay extended in a strong trend. It is a context tool, not financial advice. Use it with your own method and risk management.
— made with passion by officialjackofalltrade
Indicator
Modern VWAP [GBB]What does VWAP actually mean on an asset that never closes?
That question is why I decided to give the good old VWAP a bit of an update for 2026 markets. VWAP is the average price actually paid since some starting point — the anchor. On stocks the anchor is obvious: the opening bell. Bitcoin has no bell. What your chart calls
"the session" is midnight UTC — a timezone convention, not a market
event.
Modern VWAP is an anchored VWAP with sigma bands that anchors itself, runs up to three instances at once, and only fires each signal family in the regime that family was designed for.
THE FOUR LAYERS
L0 — Baseline. VWAP of hlc3 accumulated from the anchor, with bands at one, two and three sigma, where sigma is the volume-weighted deviation of price around the VWAP itself — not a standard deviation of closes. On the same anchor this matches PulseWire's built-in VWAP.
L1 — Auto-anchoring. This replaces the click-to-anchor workflow. Anchors are either periodic — Session, Week, Month — or Swing, which re-anchors at a confirmed pivot high or low (pivot length 10 by default, 5 to 50). When a pivot confirms, the accumulators are rebuilt from the pivot bar itself, so the swing VWAP includes the heavy volume around the turn instead of starting after it. Composite mode runs up to three anchored VWAPs together.
L2 — Adaptive bands. The sigma multiplier is scaled by the Kaufman Efficiency Ratio: choppy tape widens the bands, trending tape tightens them. Off by default.
L3 — Regime-gated signals. A KER and ATR quadrant decides whether the tape is trending or ranging, and each family only fires in its own regime. Mean reversion fires in ranging only: price closes outside the two-sigma band, then closes back inside — inside both bands, so a
candle that crosses the entire channel fires nothing. Trend continuation fires in trending only: a pullback to VWAP that holds within three bars. Direction comes from side occupancy, 8 of the last 10 closes above or below VWAP, deliberately not from VWAP slope.
HOW TO READ THE CHART
Instance A is the one that matters. Its line, its bands, and its colour: the band colour is the regime readout. Purple is trending, yellow is ranging, grey is undefined and still warming up.
Instances B and C are context. They draw their VWAP line and the two-sigma pair only, in their own colours, so a weekly or swing anchor can sit behind your primary one without burying the chart.
Signals are labelled: MR pills for mean reversion, TC triangles for trend continuation, green for long and red for short, on confirmed bars only. There are four alert conditions, one per family.
One thing to know: the signals and the regime colour always read Instance A, whatever B and C happen to be anchored to.
SETTINGS
Composite — turn instances A, B and C on or off, each with its own anchor: Session, Week, Month or Swing. Defaults are A on Session, B on Swing, C off on Week.
Swing pivot length — 10 by default, range 5 to 50. Longer means fewer and larger swings, and a longer confirmation lag.
KER-adaptive bands, and KER weight — the L2 toggle, off by default, weight 0.5 on a 0 to 1 range.
Signal markers — turn the markers off and keep the alerts.
Colours — seven inputs. The defaults are tuned for a dark chart; adjust the accents if you trade on white.
Parity mode — leave this off. It replaces the display with the raw numeric fields I used to verify the Pine build against my reference
If you are starting out: leave everything at defaults.
Indicator
Rogue VP ProRogue VP Pro is an advanced Previous Day Volume Profile indicator built for traders who rely on volume-based market structure to identify high-probability trading opportunities.
The indicator generates a detailed volume profile from the previous trading session and projects the most important price levels onto the current session, providing a clear framework for identifying support, resistance, acceptance, rejection, and potential liquidity areas.
Designed for intraday traders, Rogue VP Pro offers extensive customization while remaining lightweight and easy to read.
Features:
Previous Day Volume Profile
High-resolution volume profile with configurable calculation and rendering density.
Displays the previous session's volume distribution directly on the current trading day.
Supports:
Regular Trading Hours (RTH)
Previous Overnight Session
All Sessions
Automatically calculates and plots:
• Point of Control (POC)
• Value Area High (VAH)
• Value Area Low (VAL)
Optional labels display the exact price of each level.
Value Area Deviations
Project customizable deviation levels above and below the Value Area, allowing traders to identify potential extension targets and exhaustion zones.
Default deviation levels include:
• ±0.25 VA
• ±1.0 VA
• ±2.0 VA
Volume Nodes
Automatically identifies:
• High Volume Nodes (HVNs) – areas of heavy participation
• Low Volume Nodes (LVNs) – potential rejection or low-liquidity zones
Detection sensitivity and filtering thresholds are fully customizable.
Volume Surge Highlights
Identify unusually high-volume bars during Regular Trading Hours.
Bars exceeding a user-defined multiple of average volume are highlighted, making it easy to spot institutional participation and momentum events.
EMA Overlay
Includes an optional Exponential Moving Average for additional trend confirmation and trade confluence.
Customizable Appearance
Customize nearly every aspect of the indicator, including:
• Profile colors
• Value Area colors
• Node colors
• Deviation colors
• Line widths
• Label visibility
• Profile placement (left or right)
• Profile width and rendering resolution
Alerts
Create PulseWire alerts whenever price touches one of the key Previous Day Volume Profile levels:
• POC
• VAH
• VAL
Alerts are limited to Regular Trading Hours for more relevant intraday notifications.
Ideal For
• Futures traders
• Index traders
• Options traders
• Scalpers
• Day traders
• Volume Profile enthusiasts
• Price Action traders
How It Can Be Used
Many traders use previous session volume information to:
• Identify high-probability support and resistance
• Monitor acceptance versus rejection around key value areas
• Locate potential breakout and reversal zones
• Trade rotations back toward the Point of Control
• Find confluence with other technical tools and market structure
Rogue VP Pro provides these important reference levels in a clean, highly configurable format, allowing traders to integrate volume profile analysis into virtually any trading strategy.
Disclaimer: This indicator is intended as a market analysis tool and should be used alongside sound risk management and your own trading plan. Indicator
All-In-One Trader Toolkit# All-In-One Trader Toolkit (AIO Toolkit)
A comprehensive overlay indicator that combines the key tools intraday futures traders need into a single script. Designed for ES, NQ, and other futures instruments with all sessions anchored to New York (Eastern) time.
## Features
**Supply & Demand Zones**
Auto-detected zones scored 1–10 based on impulse strength vs. basing range. Zones auto-extend until price closes through them (or use a fixed bar width). Filter by minimum score to show only the strongest levels. Fully customizable colors.
**Previous Day High/Low (PDH/PDL)**
Automatically plots the prior trading day's high and low as dashed reference lines. Configurable number of days to keep on chart.
**Pre-Market High/Low (PMH/PML)**
Captures the high and low of the overnight/globex session. Default session is 6:00 PM – 9:30 AM ET (full globex), adjustable to any window (e.g. 4:00 AM – 9:30 AM for London open only).
**15-Minute Opening Range Breakout (ORB)**
Plots the 9:30–9:45 AM ET opening range high/low. Generates BUY/SELL signals on breakout retests. Includes three configurable take-profit levels with optional symbol-specific points for NQ and ES.
**Daily VWAP + ±1 Standard Deviation Bands**
Manually calculated VWAP with upper and lower bands, resetting each trading day.
**NY-Open Anchored VWAP + ±1 Standard Deviation Bands**
Session-only VWAP anchored to the 9:30 AM NY open. Plots only during the 9:30–4:00 PM session with no carryover lines between sessions.
**Initial Balance (IB) + Extensions**
Captures the first 60 minutes of the NY session (9:30–10:30 AM ET). Plots IB High/Low with 50% and 100% extensions in both directions.
**News / Event Markers**
Up to 3 configurable event markers with custom labels and timestamps. Draws vertical dashed lines at the specified times.
**Dual EMA**
Two independent EMAs with adjustable length, color, and line width. Defaults: 8 EMA and 200 EMA.
## Display
- All labels are pinned to the right edge of the chart for easy identification
- Global label size control (tiny / small / normal / large / huge) applies to all elements
- Every feature can be toggled on/off independently
- All colors are fully customizable through the settings panel
## Alerts
Built-in alert conditions for ORB breakouts (up/down) and retest buy/sell signals.
## Best Used On
Intraday futures charts (1-min, 2-min, 5-min) for instruments like NQ, ES, YM, RTY. Works on any symbol but session times are optimized for US equity futures. Indicator
BBG Trap Score Indicator=================================================================
Trap Score - Institutional Liquidity & Trapped Trader Index
=================================================================
DESCRIPTION:
The Trap Score Index is a quantitative, non-repainting trading indicator designed to detect inducement, liquidity sweeps, trapped buyers, trapped sellers, absorption, and failed breakouts near key higher-timeframe (HTF) level locations.
Rather than relying on subjective pattern recognition, this tool translates order flow dynamics and price action into a deterministic 0 to 100 Trap Score computed at the close of every candle.
CORE CONCEPT:
Markets frequently generate fake breakouts beyond key swing highs and lows to trigger retail stop orders and attract aggressive breakout traders into illiquid positions. When institutional participants absorb these breakout orders, price fails to advance and reclaims the broken level, leaving retail traders trapped.
This indicator calculates two independent normalized metrics:
• 🟥 Bearish Trap Score: Measures trapped buyers at key resistance ➔ Short Setup
• 🟩 Bullish Trap Score: Measures trapped sellers at key support ➔ Long Setup
11 QUANTITATIVE SCORING FACTORS (100 Points Max):
Each candle evaluates 11 weighted mathematical conditions to build the 0–100 score:
1. Liquidity Sweep at Level (15 pts): Candle wicks past an N-bar swing level and closes back inside with wick ratio ≥ 35% and sweep distance ≤ 0.50 ATR.
2. Failed Breakout / Reclaim (15 pts): Price traded outside a key level and failed to hold outside within 3 bars.
3. Extreme Delta (10 pts): Intrabar volume delta ≥ 2.0× its 20-period average.
4. Volume Expansion (10 pts): Candle volume ≥ 1.5× its 20-period SMA.
5. Absorption (15 pts): Extreme volume/delta expansion accompanied by minimal price progress (≤ 0.15 ATR).
6. Delta-Price Divergence (10 pts): Volume delta achieves a new 5-bar extreme while price close fails to confirm.
7. Large-Trade Absorption (10 pts): Extreme volume spike (≥ 2.5× average) with a large wick (≥ 40%) and price progress ≤ 0.15 ATR.
8. HTF Location Proximity (10 pts): Current price within 0.15 × HTF ATR of HTF Swings, Previous Day High/Low (PDH/PDL), Previous Week High/Low (PWH/PWL), or Session VWAP.
9. VWAP / Value Area Rejection (5 pts): Rejection wick crossing Session VWAP or ± 1 stddev bands.
10. Confirmation Candle (5 pts): Candle close confirming directional momentum past the sweep range.
11. Exhaustion (5 pts): 3 consecutive bars of declining volume with narrow candle range (< 0.50 ATR).
HOW TO TRADE WITH TRAP SCORE:
1. Conviction Tiers & Signal Thresholds:
• Score < 50: Neutral / No Trade
• Score 50 – 64: Low Conviction (Observe)
• Score 65 – 79: Standard Setup (Default Alert Trigger)
• Score 80 – 89: High Conviction Setup
• Score ≥ 90: Exceptional Setup
2. Entry Rules:
• Enter on the open of the bar following a confirmed signal candle where Trap Score ≥ 65.
• Ensure market has not established acceptance outside the swept reference level.
3. Stop Loss Placement:
• Long Position: Sweep Low - (ATR × 0.10)
• Short Position: Sweep High + (ATR × 0.10)
4. Profit Targets (Partial Scale-Out):
• TP1 (50%): At 1.0R or Session VWAP (Move stop loss to Breakeven).
• TP2 (25%): At range midpoint or opposing value area.
• TP3 (25%): At opposing liquidity pool (PWH for longs, PWL for shorts) or 3.0R.
KEY SETTINGS & CUSTOMIZATION:
• HTF Resolution: Higher timeframe context resolution (Default: 240 / 4H).
• Swing Lookback: Number of bars to confirm reference highs and lows (Default: 20).
• Minimum Entry Score: Configurable signal score threshold (Default: 65).
• Dashboard Table: Toggleable top-right status summary panel displaying live scores, conviction levels, sweep states, and signals.
NON-REPAINTING GUARANTEE:
This indicator uses strict non-repainting Pine Script v6 syntax. Higher timeframe security requests fetch only closed completed bars (lookahead = barmerge.lookahead_off) to prevent lookahead bias or hindsight repainting.
Indicator
Multi-Anchor_VWAP & Deviation Bands [AFD]
Three anchored VWAPs on one chart, with the price zones where they agree shaded in for you.
WHAT IT IS
An anchored VWAP shows the average price everyone has paid since a moment you pick - the gap open, the earnings bar, the swing low that started the move. That is where buyers from that moment sit at break-even, which is why price keeps coming back to it.
One anchor answers one question, so most traders end up dropping three or four by hand and dropping them again every session. This runs three at once: each anchors where you want, each carries its own deviation bands, and the script shades the zones where two of them line up.
THE CONFLUENCE SHADING
Look at this first. It does work you would otherwise do by eye.
When your session VWAP and your weekly VWAP arrive at the same price, that price is being watched by two different groups at once. Those levels tend to matter more than either line alone, and with three curves running they are easy to miss.
The script shades between any two layers that come within your tolerance of each other - on by default at 8 points, and it checks all three pairings, 1 to 2, 1 to 3 and 2 to 3.
Set the tolerance in ticks, points, currency, or percent of price. Trading more than one instrument, use percent: it is the only one you never have to re-tune when you change symbol.
THE ANCHORS
Ten per layer, mixed freely.
Set and forget - Session, Week, Month, Quarter, Year. Re-anchors itself every new period.
Pick the bar yourself - Manual timestamp. Type a date and time. This is the one for an earnings bar, a Fed day, a gap.
Let the chart find it - prior-session high or low, confirmed swing high or low. These follow structure so you are not re-anchoring by hand.
Defaults are session and week, the pairing most intraday traders want.
Two things about the structure anchors look broken if nobody warns you:
The curve shows up late. A swing is not a swing until enough bars print after it. At swing length 10 the line appears 10 bars after the pivot, then draws itself back to the pivot where it belongs.
It never rewrites history. When a newer pivot confirms, the layer re-anchors from there forward. Everything already drawn stays put.
THE BANDS
Up to three per layer, each with its own multiple from 0.0 to 10.0. They tell you how stretched price is from that anchored average. Four ways to measure the stretch:
Standard deviation (default) - how far price usually strays from this average. The classic VWAP band.
ATR - sized by recent range instead, so the envelope opens up in fast markets.
Percent of VWAP - a fixed percentage. Same shape on any instrument.
Standard error - starts wide on a fresh anchor and tightens as the window fills.
Type the multiples in, or load a Fibonacci preset: 0.382 / 0.618 / 1.0 for the inner set, 1.0 / 1.618 / 2.618 for the outer.
IT TELLS YOU WHEN IT CANNOT DO ITS JOB
An anchored VWAP can quietly stop being volume-weighted, or stop covering the window you think it does. This one writes it on the layer's own label, and these notes cannot be switched off - they show even with line labels turned off:
"UNWEIGHTED (no volume)" or "N bars unweighted" - the feed gives no usable volume, so this is a plain average, not a VWAP. Most indices and some spot forex. This is the one that matters.
"one bar per session" / "two-bar window" - a prior-session anchor on a daily or higher chart, where it can only ever span two bars.
"clipped to the draw depth" or "segment past the 5,000-bar buffer, not drawn" - the line starts in mid-air because it hit a drawing limit, instead of pretending it reaches further back than it does.
"(retro)" - a structure anchor, found after the fact. "RTH" - regular hours only, which changes what the average is.
A clean chart carries none of these. One showing up means something you could not otherwise see has happened.
SETTING IT UP
Add it. Layer 1 takes the session, layer 2 the week, and the shading marks where they agree.
Want one clean line? Switch layer 2 off. Want a third timeframe? Switch layer 3 on.
Anchoring to an event: Manual timestamp, then the bar's date and time. Anchoring to structure: a confirmed swing or a prior-session extreme.
Running two or three layers, turn on "Show anchor" - once bands overlap, a label naming its starting bar beats one that just says "L2".
84 inputs in seven groups, and anything that does not apply greys itself out.
ALERTS
One alert: VWAP crosses, band crosses, both, or off. Create it in PulseWire with "Any alert() function call". It only fires when a bar closes, never mid-bar, so you are not woken up by a wick that gets taken back.
WORTH KNOWING BEFORE YOU USE IT
Structure anchors draw late. That is the trade for anchoring to something only confirmable in hindsight.
History runs 5,000 bars, and draw depth caps how far a line reaches. Hit either and the label says so instead of the line quietly stopping short.
On "Regular hours only" the ATR bands still measure across every bar on the chart, so they use a wider set of bars than the average does.
"Current window only" hides older curves once a repeating anchor has cluttered things up. Fills, the prior-window level and the confluence shading switch off in that mode.
These bands are this script's own definition, not a claim of equivalence with anyone else's bands of the same name.
Not usable in the Pine Screener - the manual anchor needs a time input, and the Screener substitutes its default instead of reading it, so it would anchor from the wrong bar without telling you.
One symbol, one timeframe. No higher-timeframe or cross-symbol requests.
WHAT MAKES IT DIFFERENT
Three genuinely independent anchors - own anchor, own source, own colours, own bands. Not one anchor with presets.
Confluence shading across all three pairings, in four choices of unit.
It anchors to bars it can only recognise after the fact - prior-session extremes and confirmed swings - and back-fills the curve to them. A running-total VWAP cannot reach backwards like that without starting over.
It states its own failure modes on the chart instead of returning a number that is not what its name says.
Four band bases behind one band definition, and Fibonacci ratios as presets on the levels you already have rather than as extra clutter.
Open source under the Mozilla Public License 2.0. Indicator
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