Vwapband

Day Trading Session VWAP & Averages A clean, session‑aware VWAP and Moving Averages indicator designed for intraday traders who want accurate, stable, session‑anchored levels without chart clutter. This tool tracks RTH VWAP, Overnight VWAP, and VWAP Standard Deviation Bands, resetting cleanly at each session boundary for precise institutional‑style reference levels. 📌 Key Features Session‑Anchored VWAP VWAP resets at RTH open VWAP resets again at RTH close ON session (PM → AH → Globex PM → Globex AM) uses one continuous VWAP Fully stable — no shifting when inputs change VWAP Standard Deviation Bands Optional ±1σ and ±2σ bands True variance‑based calculation (not ATR or SMA approximations) Independent visibility toggles Cloud shading for fast visual context Moving Averages Up to three customizable MAs EMA or SMA Independent visibility, length, and color controls Clean plot() rendering for perfect price‑scale alignment 🎯 Designed For Futures and equities intraday traders RTH vs ON session structure analysis VWAP‑based mean reversion and volatility expansion setups Traders who want a lightweight, stable indicator without noise or chart clutter 🧠 How It Works Session logic automatically adapts to equities or futures VWAP anchor resets at: RTH open → start of new day VWAP RTH close → start of ON VWAP Standard deviation bands are computed from the same anchor for perfect alignment.

Indicator

by ech0whiskey

Smooths VWAP Suite Title: Smooth's VWAP Suite: Advanced Futures Context & Filtered Signals Description: Overview & Purpose Smooth's VWAP Suite is a comprehensive volume-weighted average price toolkit engineered specifically for futures traders (e.g., NQ, ES). The primary justification for combining these specific elements—Daily VWAP, Standard Deviation Bands, Session AVWAPs (Overnight, RTH, Weekly), and dynamic signals—into a single script is to solve the problem of "context fragmentation." Futures markets respect multiple volume anchors simultaneously. Rather than cluttering a chart with five individual, unlinked indicators, this suite unites micro (intraday) and macro (weekly) volume levels into one cohesive map. Furthermore, it introduces a custom "Current Day Only" filter mathematically anchored to the 18:00 EST futures open, fixing the common issue where standard indicators rely on the midnight calendar-day rollover. How It Works: Underlying Concepts & Logic This script calculates the Volume-Weighted Average Price by maintaining a cumulative running total of Price × Volume, divided by Total Volume. Session AVWAPs & Previous Day: The script calculates distinct VWAPs based on specific time anchors. It automatically tracks the Weekly open, the Regular Trading Hours (RTH) open, and the Overnight (OVN) session. It also statically plots the Previous Day's closing VWAP value, acting as a critical pivot for the current session. Standard Deviation Variance: The bands surrounding the Daily VWAP are calculated using the mathematical square root of volume-weighted variance. This provides dynamic, mathematically sound support and resistance zones based on current market volatility, plotted at user-defined multipliers (defaulting to 1.0, 2.0, and 3.0 SD). Signal Engine & EMA Filter: The built-in signals are not basic crossovers. To prevent false signals in chopping ranging markets, the script requires an EMA (Exponential Moving Average) directional filter to confirm the trend. Reversal/Cross Signals: Trigger when price straddles the VWAP, closes on the opposite side, is aligned with the EMA slope, and is positioned correctly relative to the Weekly VWAP. Continuation Signals: Trigger when price pushes into a Standard Deviation band (e.g., SD 1 or SD 2) and actively rejects it, closing back toward the trend direction while maintaining the EMA slope. How Traders Can Use It This suite is designed for trend identification, mean-reversion targeting, and precise entry confirmation. Macro Context Alignment: Use the Weekly and Previous Day VWAP lines to determine the broader bias. If the current Daily VWAP is trading above both, the macro trend is bullish. Mean Reversion: When price extends into the SD 2 or SD 3 bands, the asset is statistically overextended based on current volume. Traders can look for price action weakness at these extremes to target a reversion back to the Daily VWAP (the mean). Signal Execution: Utilize the script's visual markers (Arrows/Triangles) for entry confirmations. A bullish signal firing after a bounce off the lower SD 1 band, while the Daily VWAP remains above the Weekly VWAP, offers a high-probability continuation setup. Chart Decluttering: For active day traders, toggle the "Current Day Only" setting. This utilizes custom logic to sever all historical visual data prior to the exact 18:00 EST futures anchor, keeping your screen entirely focused on the current session's price action. Customization Every element is modular. Traders can toggle specific bands, adjust standard deviation multipliers, change the EMA filter length for signals, and customize the visual offsets of the price labels to fit their specific screen layout.

Indicator

by CaptainSmooth

Daytrading Suite v6.4: Neon TPO + FVG + IB Lines (Stable)Here is the complete **Trading Manual & Strategy Guide** for the **Master Daytrading Suite (Neon + IB Edition)**. This guide explains exactly **when** to trade and **how** to execute trades using the tools in the script. --- # 📘 MASTER TRADING MANUAL (Neon + IB) ### 1. THE BASICS * **Best Assets:** BTCUSDT & ETHUSDT (Futures). * **Best Timeframe:** 5 Minutes (Entry) / 15 Minutes (Trend). * **Key Session:** New York Session (High Volatility). * **Golden Rule:** Never go **LONG** inside a Red Supply Zone. Never go **SHORT** inside a Green Demand Zone. --- ### 2. THE INDICATORS (Legend) | Indicator | Color | Function | How to use | | --- | --- | --- | --- | | **Supply Zone** | 🟥 **Red Box** | Resistance | Look for Short setups here. | | **Demand Zone** | 🟩 **Green Box** | Support | Look for Long setups here. | | **Golden Pocket** | 🟧 **Orange** | Retracement | The "Sweet Spot" for trend entries (Fib 0.618). | | **VWAP** | 🔵 **Blue Line** | Trend Anchor | Price > VWAP = Bullish. Price < VWAP = Bearish. | | **Initial Balance (IB)** | 🟨 **Yellow Box** | Opening Range | Breakout above = Bullish. Breakdown below = Bearish. | | **FVG (Gap)** | 🟩/🟥 **Tiny Box** | Trigger | **Green FVG** = Entry Signal for Longs. **Red FVG** = Entry Signal for Shorts. | --- ### 3. STRATEGY A: The Trend Pullback (High Win Rate) *Use this when the market is trending smoothly.* #### ✅ HOW TO ENTER A LONG (BUY) POSITION 1. **Trend Check:** Price is trading **ABOVE** the VWAP (Blue Line) and EMA 9 (Yellow Line). 2. **The Wait:** Wait for the price to drop back down (pullback). 3. **The Zone:** Price touches the **Green Demand Zone** OR the **Orange Golden Pocket**. 4. **The Trigger:** A **Green FVG Box** appears on the 5-minute chart. 5. **Execution:** Enter Long. Stop Loss below the recent low. Take Profit at the next Red Zone. #### 🔻 HOW TO ENTER A SHORT (SELL) POSITION 1. **Trend Check:** Price is trading **BELOW** the VWAP (Blue Line) and EMA 9 (Yellow Line). 2. **The Wait:** Wait for the price to rally up (pullback). 3. **The Zone:** Price touches the **Red Supply Zone** OR the **Orange Golden Pocket**. 4. **The Trigger:** A **Red FVG Box** appears on the 5-minute chart. 5. **Execution:** Enter Short. Stop Loss above the recent high. Take Profit at the next Green Zone. --- ### 4. STRATEGY B: The IB Breakout (Volatility) *Use this specifically after the first hour of the New York Session (approx. 10:30 NY time).* * **The Setup:** Look at the **Yellow Box (Initial Balance)** which marks the high/low of the first hour. * **Bullish Breakout:** If a candle closes **above** the Yellow Box + Price is above VWAP → **Go Long**. * **Bearish Breakdown:** If a candle closes **below** the Yellow Box + Price is below VWAP → **Go Short**. * **The Trap (Fakeout):** If price breaks out but immediately falls back inside the Yellow Box, close the trade immediately. --- ### 5. DAILY ROUTINE (Checklist) 1. **Open PulseWire:** Switch to the **15m Chart**. 2. **Check Context:** Where are we? Are we near a big Red Box (Supply) or Green Box (Demand)? 3. **Check Trend:** Is price above or below the Blue VWAP line? 4. **Wait for the Open:** Let the first hour of New York pass (to form the Yellow IB Box). 5. **Set Alerts:** Right-click the chart and set alerts for "IB Breakout" or "Golden Pocket". 6. **Execute:** Switch to the **5m Chart** to find your entry trigger (FVG). --- ### 6. RISK MANAGEMENT RULES * **Stop Loss:** NEVER trade without one. Place it just outside the FVG box or the Zone. * **Risk per Trade:** 1% to 2% of your account maximum. * **No Trade Zone:** If the price is "chopping" (moving sideways) inside the Yellow IB Box, **do not trade**. Wait for a breakout.

Indicator

by socke1986

Volume Weighted Average Price @Marx_Capital Simple VWAP indicator edited to not connect the lines between sessions for a cleaner look without vertical lines at session ends. Session end and start times are customizable.

Indicator

by Marx_Capital

Adaptive VWAP Stdev Bands Introduction Heyo, here are some adaptive VWAP Standard Deviation Bands with nice colors. I used Ehlers dominant cycle theories and ZLSMA smoothing to create this indicator. You can choose between different algorithms to determine the dominant cycle and this will be used as reset period. Everytime bar_index can be divided through the dominant cycle length and the result is zero VWAP resets if have chosen an adaptive mode in the settings. The other reset event you can use is just a simple time-based event, e.g. reset every day. Usage I think people buy/sell when it reaches extreme zones. Enjoy! --- Credits to: @SandroTurriate - VWAP Stdev Bands @blackcat1402 - Dominant Cycle Analysis @DasanC - Dominant Cycle Analysis @veryfid - ZLSMA (Sry, too lazy for linking) I took parts of their code. Ty guys for your work! Just awesome.

Indicator

by simwai