VWMA MACD Amanita Buy/Sell Signals VWMA MACD Amanita Buy/Sell Signals – Volume-Weighted Momentum Indicator
A twist on the classic MACD: this indicator uses Volume Weighted Moving Averages (VWMA) instead of EMAs, giving more weight to price moves backed by higher volume.
Features:
VWMA-based MACD line & signal line
Histogram highlights bullish/bearish momentum
Color-coded for easy visualization
Quick Guide:
MACD above Signal → bullish
MACD below Signal → bearish
Rising histogram → strengthening trend
Falling histogram → weakening trend
Perfect for traders who want momentum confirmed by volume.
Hacim Ağırlıklı Ortalama Fiyat (VWAP)
Frozen 4H VWAP – Precision AnchoredFrozen 4H VWAP – Precision Anchored Like Ice
The Frozen 4H VWAP – Precision Anchored delivers a clean, stable, and reliable view of the 4-hour Volume Weighted Average Price, designed for traders who want higher timeframe insights without intrabar noise or repainting.
🔹 Key Features:
Non-Repainting: VWAP value is “frozen” at the close of each 4H candle — no mid-bar updates or flickering.
4H Timeframe Anchoring: Seamlessly pulls 4-hour VWAP values into any timeframe you’re trading on.
Clear Trend Reference: Updates only when a new 4H candle begins, acting as a trustworthy anchor for support/resistance.
Custom Source Option: Choose from different price sources (default: HLC3) to fit your strategy.
Whether you're scalping, day trading, or swing trading, this indicator gives you a powerful edge by grounding your decisions in higher timeframe VWAP data — clear, calm, and frozen in time.
Vantage-XVANTAGE-X – The Market. Decoded.
Your vantage point between bull & bear — clarity, precision, and high-probability trading signals.
VANTAGE-X is a high-probability trading system designed to cut through the noise and deliver clarity at a glance.
🔹 What It Does
• EMA 20 (1H), EMA 50 (4H), EMA 200 (chart timeframe) → Instant bullish/bearish signals
• VWAP → Bullish/Bearish/Neutral, based on last 5 candles for precision
• Daily Bias → Bullish or Bearish without switching charts
• Chop Filter → Detects if market is trending or choppy (last 10 candles)
• Works across all assets on TradingView — futures, forex, stocks, crypto, options
🔹 Why Traders Use It
• Eliminates chart clutter and analysis paralysis
• No more flipping timeframes — dashboard updates automatically
• Clear signals = faster decisions, cleaner trades
🚨 Subscription Access Only – Invite-Only Script
This indicator is available exclusively to subscribed members of VANTAGE-X. Access is tied to your TradingView username and managed manually by our team.
👉 Website coming soon
BDNS ORB Strategy v3BDNS Opening Range Breakout Strategy
What This Strategy Does This strategy implements an Opening Range Breakout (ORB) system that identifies the high and low prices during a customizable opening period, then trades breakouts above or below these levels with momentum confirmation. The strategy goes beyond basic ORB concepts by incorporating ADX momentum filtering, VWAP directional bias, dynamic position sizing, and sophisticated exit management including breakeven moves and trailing stops.
Core Strategy Logic
Opening Range Definition: The strategy tracks price action during a user-defined opening period (default: 9:30-9:35 AM ET for 5 minutes). During this time, blue horizontal lines appear marking the session high and low. A yellow background highlights this opening range period.
Breakout Detection: After the opening range completes, green and red horizontal lines appear showing the actual entry levels - these are offset from the range boundaries by a configurable number of ticks (default: 24 ticks) to filter out false breakouts and ensure committed moves.
Entry Conditions: Trades trigger when price breaks through these offset levels during the trading window (green background, default until 10:30 AM ET), but only when:
ADX momentum indicator exceeds threshold (default 24.0) in the breakout direction
Price relationship to VWAP confirms directional bias (when VWAP filter enabled)
Daily trade limits haven't been reached
Large range filtering conditions are met
Visual Elements and Usage
Range Lines: Blue lines show the actual opening range boundaries. These appear immediately when the opening session begins.
Entry Levels: Green (long) and red (short) lines show where trades will trigger, appearing after the opening range completes.
Information Table: A data table appears in the top-right showing real-time strategy status including range size in ticks, ADX readings, filter status, trade counts, and momentum conditions.
Position Management:
When in a trade, colored circles appear showing:
Lime circles: Long position targets (T1, T2, T3)
Orange circles: Short position targets
Red circles: Stop loss levels
Blue crosses: Breakeven levels (when that feature activates)
Purple lines: Trailing stop levels (when position 3 trailing activates)
Background Colors:
Yellow: Opening range session active
Green: Trading window active
Purple: Large range day detected
Gray: Large range day being skipped
Position Management System
The strategy uses a three-tier exit approach:
Position 1: Takes partial profits at first target (default 50% of range size)
Position 2: Exits at second target (default 100% of range size)
Position 3: Either exits at third target or uses trailing stop after Position 2 wins
Breakeven Feature: When enabled and price reaches the breakeven trigger level, all stop losses move to a more favorable breakeven level instead of the original stop, protecting against giving back profits.
Trailing Stop System: After Position 2 hits its target, Position 3 automatically switches to a trailing stop that moves in the trader's favor as price continues trending.
Customization for Different Instruments
The default settings are configured for MNQ (Micro NASDAQ futures) but the ORB concept is highly customizable for any futures instrument and timeframe. Range duration, breakout offsets, and filter thresholds should be adjusted based on the specific instrument's volatility characteristics and typical intraday patterns.
Filter Usage Guidelines
ADX Momentum Filter: Essential for avoiding breakouts during consolidation. Higher thresholds (30+) for trending markets, lower (20-25) for more opportunities.
VWAP Filter: Helpful in trending conditions but may reduce trade frequency. Better to disable during range-bound or mean-reverting periods.
Large Range Filter: Critical risk management tool. When the opening range exceeds your threshold:
Skip: Avoids trades when stops would be too large
Fade: Trades mean reversion back into the range
Trade: Takes breakouts regardless (higher risk)
Range Size Considerations: Setting a large range threshold (200-400 ticks) helps avoid days when both sides of the range get tested before any meaningful breakout occurs, which often leads to whipsaws.
Risk Management Features
Dynamic Stops and Targets: All exit levels scale with the opening range size, ensuring risk/reward remains consistent regardless of daily volatility. A 100-tick range day will have proportionally smaller stops than a 300-tick range day.
Position Sizing: Configure contract amounts for each position tier based on account size and risk tolerance.
Daily Trade Limits: Prevents overtrading by limiting trades per direction per day.
Breakout Offset: The tick offset from range boundaries is crucial - too small creates false signals, too large misses good moves. Test different values based on your instrument's typical noise levels.
Advanced Features
Large Third Target: Set Target 3 to 300-500% to essentially hold runners indefinitely, using the trailing stop as the primary exit method for capturing extended trends.
Fade Trading: On large range days, the strategy can trade mean reversion when initial breakouts fail, often providing good counter-trend opportunities.
Time-Based Exits: All positions close at the end of the trading window, preventing overnight risk.
Strategy Properties Used
Initial Capital: $5,000 (realistic for micro contract trading)
Commission: $0.50 per contract (realistic retail rates)
Position Size: 100% of equity (manages risk through contract quantities and stop placement)
Default quantities: 3/1/1 contracts across the three positions
The default settings assume larger account sizes or proprietary trading firm accounts where higher risk tolerance is acceptable. With MNQ at $0.50 per tick, a typical 200-tick opening range with 75% stop loss (150 ticks) would risk $375 on a 5-contract position. For smaller retail accounts, consider reducing position sizes significantly - using only Position 1 (3 contracts) would risk $225, or even reducing to 1-2 total contracts to maintain appropriate risk levels relative to account size.
Getting Started Apply the strategy to your preferred instrument
Adjust the opening range time and duration for your market
Set appropriate breakout offset based on typical noise levels
Configure large range threshold based on your risk tolerance
Test filter combinations to find what works best for your trading style
Adjust contract quantities based on your account size and risk management rules
The strategy works best on liquid instruments with clear opening sessions and sufficient volatility to generate meaningful ranges. Results will vary significantly based on market conditions, parameter settings, and the specific instrument traded.
I warrant that the information created and published by by me here on TradingView is not prohibited, doesn't constitute investment advice, and isn't created solely for qualified investors.
Vwapbot (VWAP + Ut Bot Alerts)Vwapbot (VWAP + Ut Bot Alerts) - Complete Guide
This Pine Script indicator combines two powerful trading tools: Volume Weighted Average Price (VWAP) and the UT Bot trend-following system. Here's a comprehensive breakdown:
What This Indicator Does
The indicator provides:
1. VWAP calculation with deviation bands
2. UT Bot trend signals with trailing stops
3. Combined confluence alerts when both indicators align
4. Visual information table showing current market conditions
Core Components
1. VWAP (Volume Weighted Average Price)
What it is: VWAP calculates the average price weighted by volume, giving more importance to high-volume periods.
Settings:
• VWAP Source: Price used for calculation (default: hlc3 - average of high, low, close)
• VWAP Anchor: Reset period (Session/Week/Month/Quarter/Year)
Usage:
• Price above VWAP = bullish bias
• Price below VWAP = bearish bias
• VWAP acts as dynamic support/resistance
2. VWAP Deviation Bands
What they show: Statistical boundaries around VWAP based on price volatility
Settings:
• Standard Deviation Multiplier: How far the bands extend (default: 1.0)
• Show Bands: Toggle visibility
Usage:
• Gray dashed lines: 1 standard deviation bands (normal price range)
• Red dotted lines: 2 standard deviation bands (extreme price levels)
• Price touching outer bands may indicate reversal opportunities
3. UT Bot (Ultimate Trend Bot)
What it does: Creates a trailing stop system that follows trends and signals reversals
Settings:
• Key Value: Sensitivity multiplier (1.0 = balanced, lower = more sensitive)
• ATR Period: Lookback period for volatility calculation (default: 10)
How it works:
• Uses ATR (Average True Range) to calculate dynamic support/resistance levels
• Green line = uptrend (trailing stop below price)
• Red line = downtrend (trailing stop above price)
4. UT Bot Alerts are integrated to the logic of Volume Profile i,e VWAP, the UT Bot Stop trailing line plot its data and change trends obtaining it's logic from the VWAP and Standard Deviation bands, thus it differs in it's logic of UT Bot alerts from other indicators.
Visual Elements
On-Chart Displays:
1. Blue line: VWAP
2. Gray lines: 1st deviation bands
3. Red lines: 2nd deviation bands
4. Green/Red thick line: UT Bot trailing stop
5. Green triangles up: Buy signals
6. Red triangles down: Sell signals
7. Background color: Light green (bullish) / Light red (bearish)
Information Table (Top Right):
• VWAP: Current VWAP value
• UT Bot: Current trailing stop level
• Trend: Bullish/Bearish status
• Price vs VWAP: Above/Below comparison
• Deviation: Percentage distance from VWAP
• Volume: Current bar volume
Trading Signals
Basic Signals:
1. UT Bot Buy: Green triangle when trend turns bullish
2. UT Bot Sell: Red triangle when trend turns bearish
3. VWAP Cross Above: Price crosses above VWAP
4. VWAP Cross Below: Price crosses below VWAP
Confluence Signals :
1. Bullish Confluence: UT Bot buy signal + Price above VWAP
2. Bearish Confluence: UT Bot sell signal + Price below VWAP
How to Use This Indicator
For Trend Following:
1. Enter long when you get a bullish confluence signal
2. Enter short when you get a bearish confluence signal
3. Exit when the UT Bot trend changes color
For Mean Reversion:
1. Look for reversals when price hits the 2nd deviation bands
2. Confirm with UT Bot signals
3. Target return to VWAP
For Support/Resistance:
1. Use VWAP as dynamic support in uptrends, resistance in downtrends
2. Watch for bounces at deviation bands
3. Confirm direction with UT Bot trend color
Best Practices
Timeframes:
• Intraday: Use Session VWAP anchor
• Swing trading: Use Weekly/Monthly anchors
• Position trading: Use Monthly/Quarterly anchors
Risk Management:
• Stop loss: Below/above the UT Bot trailing stop
• Position sizing: Smaller positions when price is at extreme deviation bands
• Confluence: Wait for both VWAP and UT Bot alignment for strongest signals
Market Conditions:
• Trending markets: Focus on UT Bot signals and VWAP direction bias
• Ranging markets: Use deviation bands for entry/exit points
• High volume periods: VWAP becomes more significant
Alert System
The indicator provides 6 types of alerts:
1. UT Bot buy/sell signals
2. VWAP crossover alerts
3. Confluence alerts (most important)
Set up alerts for confluence signals to catch the highest probability setups when both indicators align.
This indicator works best when combined with proper risk management and used in conjunction with market structure analysis. The confluence signals provide the highest probability entries, while the individual components help with market.
Advice from the publisher:
For using with Indices e.g NIFTY 50, BANKNIFTY etc. use parameters:
UT BOT Key Value : 1
UT BOT ATR Period : 10
Standard Deviation Multiplier : 1 {Default}
For using with commodities e.g NATURALGAS, CRUDEOIL etc. use parameters:
UT BOT Key Value : 2
UT BOT ATR Period : 7
Standard Deviation Multiplier : 1 {Default}
Multi+Custom VWAPMulti-VWAP (Session, Weekly, Monthly, Custom)
Description:
This script plots multiple VWAP (Volume Weighted Average Price) levels on the chart, giving traders a broader perspective of price action across different time horizons.
Features:
Session VWAP → Resets at the start of each trading session.
Weekly VWAP → Resets every Monday.
Monthly VWAP → Resets at the start of each new month.
Custom VWAP → User can specify a custom start date and time, and the script will calculate VWAP from that moment until the current bar.
Use Cases:
Compare intraday (session) VWAP with higher-timeframe VWAPs (weekly & monthly) to spot confluence levels.
Track how price interacts with institutional benchmarks.
Use custom VWAP to anchor from specific events (earnings, news releases, breakouts, etc.).
Notes:
Works on any timeframe and instrument that has volume data.
Designed to be clean and minimal with adjustable colors and line styles.
Useful for day traders, swing traders, and long-term investors who monitor VWAP across multiple time horizons.
VWAP For Loop [BackQuant]VWAP For Loop
What this tool does—in one sentence
A volume-weighted trend gauge that anchors VWAP to a calendar period (day/week/month/quarter/year) and then scores the persistence of that VWAP trend with a simple for-loop “breadth” count; the result is a clean, threshold-driven oscillator plus an optional VWAP overlay and alerts.
Plain-English overview
Instead of judging raw price alone, this indicator focuses on anchored VWAP —the market’s average price paid during your chosen institutional period. It then asks a simple question across a configurable set of lookback steps: “Is the current anchored VWAP higher than it was i bars ago—or lower?” Each “yes” adds +1, each “no” adds −1. Summing those answers creates a score that reflects how consistently the volume-weighted trend has been rising or falling. Extreme positive scores imply persistent, broad strength; deeply negative scores imply persistent weakness. Crossing predefined thresholds produces objective long/short events and color-coded context.
Under the hood
• Anchoring — VWAP using hlc3 × volume resets exactly when the selected period rolls:
Day → session change, Week → new week, Month → new month, Quarter/Year → calendar quarter/year.
• For-loop scoring — For lag steps i = , compare today’s VWAP to VWAP .
– If VWAP > VWAP , add +1.
– Else, add −1.
The final score ∈ , where N = (end − start + 1). With defaults (1→45), N = 45.
• Signal logic (stateful)
– Long when score > upper (e.g., > 40 with N = 45 → VWAP higher than ~89% of checked lags).
– Short on crossunder of lower (e.g., dropping below −10).
– A compact state variable ( out ) holds the current regime: +1 (long), −1 (short), otherwise unchanged. This “stickiness” avoids constant flipping between bars without sufficient evidence.
Why VWAP + a breadth score?
• VWAP aggregates both price and volume—where participants actually traded.
• The breadth-style count rewards consistency of the anchored trend, not one-off spikes.
• Thresholds give you binary structure when you need it (alerts, automation), without complex math.
What you’ll see on the chart
• Sub-pane oscillator — The for-loop score line, colored by regime (long/short/neutral).
• Main-pane VWAP (optional) — Even though the indicator runs off-chart, the anchored VWAP can be overlaid on price (toggle visibility and whether it inherits trend colors).
• Threshold guides — Horizontal lines for the long/short bands (toggle).
• Cosmetics — Optional candle painting and background shading by regime; adjustable line width and colors.
Input map (quick reference)
• VWAP Anchor Period — Day, Week, Month, Quarter, Year.
• Calculation Start/End — The for-loop lag window . With 1→45, you evaluate 45 comparisons.
• Long/Short Thresholds — Default upper=40, lower=−10 (asymmetric by design; see below).
• UI/Style — Show thresholds, paint candles, background color, line width, VWAP visibility and coloring, custom long/short colors.
Interpreting the score
• Near +N — Current anchored VWAP is above most historical VWAP checkpoints in the window → entrenched strength.
• Near −N — Current anchored VWAP is below most checkpoints → entrenched weakness.
• Between — Mixed, choppy, or transitioning regimes; use thresholds to avoid reacting to noise.
Why the asymmetric default thresholds?
• Long = score > upper (40) — Demands unusually broad upside persistence before declaring “long regime.”
• Short = crossunder lower (−10) — Triggers only on downward momentum events (a fresh breach), not merely being below −10. This combination tends to:
– Capture sustained uptrends only when they’re very strong.
– Flag downside turns as they occur, rather than waiting for an extreme negative breadth.
Tuning guide
Choose an anchor that matches your horizon
– Intraday scalps : Day anchor on intraday charts.
– Swing/position : Month or Quarter anchor on 1h/4h/D charts to capture institutional cycles.
Pick the for-loop window
– Larger N (bigger end) = stronger evidence requirement, smoother oscillator.
– Smaller N = faster, more reactive score.
Set achievable thresholds
– Ensure upper ≤ N and lower ≥ −N ; if N=30, an upper of 40 can never trigger.
– Symmetric setups (e.g., +20/−20) are fine if you want balanced behavior.
Match visuals to intent
– Enabling VWAP coloring lets you see regime directly on price.
– Background shading is useful for discretionary reading; turn it off for cleaner automation displays.
Playbook examples
• Trend confirmation with disciplined entries — On Month anchor, N=45, upper=38–42: when the long regime engages, use pullbacks toward anchored VWAP on the main pane for entries, with stops just beyond VWAP or a recent swing.
• Downside transition detection — Keep lower around −8…−12 and watch for crossunders; combine with price losing anchored VWAP to validate risk-off.
• Intraday bias filter — Day anchor on a 5–15m chart, N=20–30, upper ~ 16–20, lower ~ −6…−10. Only take longs while score is positive and above a midline you define (e.g., 0), and shorts only after a genuine crossunder.
Behavior around resets (important)
Anchored VWAP is hard-reset each period. Immediately after a reset, the series can be young and comparisons to pre-reset values may span two periods. If you prefer within-period evaluation only, choose end small enough not to bridge typical period length on your timeframe, or accept that the breadth test intentionally spans regimes.
Alerts included
• VWAP FL Long — Fires when the long condition is true (score > upper and not in short).
• VWAP FL Short — Fires on crossunder of the lower threshold (event-driven).
Messages include {{ticker}} and {{interval}} placeholders for routing.
Strengths
• Simple, transparent math — Easy to reason about and validate.
• Volume-aware by construction — Decisions reference VWAP, not just price.
• Robust to single-bar noise — Needs many lags to agree before flipping state (by design, via thresholds and the stateful output).
Limitations & cautions
• Threshold feasibility — If N < upper or |lower| > N, signals will never trigger; always cross-check N.
• Path dependence — The state variable persists until a new event; if you want frequent re-evaluation, lower thresholds or reduce N.
• Regime changes — Calendar resets can produce early ambiguity; expect a few bars for the breadth to mature.
• VWAP sensitivity to volume spikes — Large prints can tilt VWAP abruptly; that behavior is intentional in VWAP-based logic.
Suggested starting profiles
• Intraday trend bias : Anchor=Day, N=25 (1→25), upper=18–20, lower=−8, paint candles ON.
• Swing bias : Anchor=Month, N=45 (1→45), upper=38–42, lower=−10, VWAP coloring ON, background OFF.
• Balanced reactivity : Anchor=Week, N=30 (1→30), upper=20–22, lower=−10…−12, symmetric if desired.
Implementation notes
• The indicator runs in a separate pane (oscillator), but VWAP itself is drawn on price using forced overlay so you can see interactions (touches, reclaim/loss).
• HLC3 is used for VWAP price; that’s a common choice to dampen wick noise while still reflecting intrabar range.
• For-loop cap is kept modest (≤50) for performance and clarity.
How to use this responsibly
Treat the oscillator as a bias and persistence meter . Combine it with your entry framework (structure breaks, liquidity zones, higher-timeframe context) and risk controls. The design emphasizes clarity over complexity—its edge is in how strictly it demands agreement before declaring a regime, not in predicting specific turns.
Summary
VWAP For Loop distills the question “How broadly is the anchored, volume-weighted trend advancing or retreating?” into a single, thresholded score you can read at a glance, alert on, and color through your chart. With careful anchoring and thresholds sized to your window length, it becomes a pragmatic bias filter for both systematic and discretionary workflows.
VSA - The Volume HUDVSA Volume HUD: Your At-a-Glance Volume Dashboard
Tired of cluttered charts with multiple indicators taking up screen space?
The VSA Volume HUD is a clean, powerful, and fully customisable Heads-Up Display that puts all the critical volume and price action data you need into one compact box, right on your chart.
Designed for traders who rely on Volume Spread Analysis (VSA), this tool helps you instantly gauge the strength, conviction, and context behind every price move as it happens.
Key Features
This indicator isn't just about showing the current volume; it provides a comprehensive, real-time analysis of the market's activity.
Real-time VSA Dashboard: A persistent on-screen table that updates with every tick, giving you instant feedback without needing to look away from the price. The HUD is fully draggable (hold Ctrl/Cmd + click and drag) to place it anywhere you like.
Essential Volume Metrics:
Current Volume: Displayed in a clean, abbreviated format (e.g., 1.25M for millions, 54.3K for thousands).
% Change (vs. Previous Bar): Instantly see if volume is expanding or contracting.
Vs Short-Term Average: Compare the current bar's volume to a moving average to spot unusual spikes.
Volume Velocity: Measures the rate of change in volume over a short period, helping you spot acceleration or deceleration in market interest.
Relative Volume (RVOL): See how the current volume compares to the average for that specific time of day, perfect for identifying abnormally high or low activity.
Price Action & Volatility Context:
Range vs. ATR: Quickly determine if the current bar's volatility is expanding or contracting compared to the recent average.
Price vs. VWAP: See how far the current price has deviated from the session's Volume-Weighted Average Price, a key level for institutional traders.
Deep Customization is Key
Tailor the HUD to perfectly match your trading style and chart aesthetic.
Display & Layout:
Compact Mode: Remove the metric labels for a sleek, minimalist view that saves screen space.
Bar Meters: Enable optional visual bars next to key metrics for a quick, graphical representation of strength.
Total Control: Toggle every single metric on or off to build the exact dashboard you need. Adjust text size, position, and background opacity with ease.
Smart Coloring & Visual Alerts:
Advanced VSA Coloring: This isn't just about up/down candles. The script intelligently colors volume based on confluence. It highlights increasing volume on a strong up-bar (bullish confirmation) or increasing volume on a down-bar (potential climax or distribution), giving you a deeper VSA context.
High Volume Highlight: Make standout bars impossible to miss! The entire HUD background can change color automatically when volume surges past a custom threshold (e.g., over 150% of the average), instantly drawing your attention to critical moments.
Full Color Customization: Change every color to match your chart's theme, including separate colors for bullish/bearish moves, the background, and the border.
How to Use It
The VSA Volume HUD is a powerful confirmation tool. Use it to:
Confirm Breakouts: Look for a spike in Volume vs. Average and RVOL as price breaks a key level.
Spot Exhaustion: Notice high volume on a narrow-range candle after a long trend, visible through the Range/ATR metric.
Gauge Conviction: Use the Advanced Coloring to see if volume is supporting the price move (e.g., green volume on a green candle) or diverging from it.
aVWAP with LabelAnchored VWAP with Label
- Select the indicator, a vertical line will appear on the chart to select the anchor
- Allows to hide the plot line while keeping the label, for a cleaner chart
- Allows 3 Presets of color and line width for types
News
Buyers
Sellers
Whale VWAP HeatmapWhat it does
This indicator paints a heatmap around an anchored VWAP to make market context obvious at a glance.
Above VWAP → cyan background
Below VWAP → amber background
The farther price is from VWAP (in %), the stronger the color intensity.
How it works
Uses an anchored VWAP that resets on the period you choose (Session / Week / Month / Quarter / Year / Decade / Century / Earnings / Dividends / Splits).
Computes the percentage distance between price and VWAP, then maps that distance to background opacity.
Optional VWAP line can be shown/hidden.
Inputs (Settings)
Anchor Period — choose when VWAP resets (Session→Year, plus E/D/S options).
Source — price source (default hlc3).
Hide on D/W/M (Session only) — hides the script on Daily/Weekly/Monthly when anchor=Session (avoids NA behavior).
Enable Heatmap — turn background coloring on/off.
Max distance for full color (%) — at/above this % from VWAP, color hits full intensity (typical 0.5–2% depending on volatility).
Show VWAP Line / Line Color/Width — visual preference.
How to read it (quick playbook)
Context first: color tells you if price is trading above/below “fair value” (VWAP).
Intensity = how stretched price is from VWAP.
Use it to frame bias (above/below VWAP) and to avoid chasing extended moves.
Notes & limitations
Requires volume (VWAP is volume-weighted). If the data vendor doesn’t provide volume for the symbol, the script will stop.
For intraday, Session anchor is common. For swing/context, try Week or Month.
VWAP Suite {Phanchai}VWAP Suite {Phanchai}
Compact, readable, TradingView-friendly.
What is VWAP?
The Volume Weighted Average Price (VWAP) is the average price of a period weighted by traded volume. It’s used as a fair-value reference (mean) and resets at the start of each new period.
Included VWAP Modes
Session — resets each trading day (current session).
Week / Month / Quarter / Year — current calendar periods.
Anchored Week / Month / Quarter / Year — starts at the beginning of the previous completed period.
Rolling 7D / 30D / 90D — rolling windows: today + last 6/29/89 daily sessions.
Important
This suite does not generate buy/sell signals. It provides structure and confluence; decisions remain yours.
Use Cases
Identify fair-value zones / mean-reversion areas.
Plan TP / SL around periodic VWAPs.
Define DCA levels (e.g., anchored to prior week/month).
Gauge trend bias via VWAP slope and reactions.
How to Use
Inputs → VWAP 1..5: Choose the period per slot (Session, Anchored, Rolling, etc.) and toggle Show .
Sources: Select the price source for all VWAPs (default: HLC3).
Global: Line offset (bars) shifts plots visually (does not affect calculations).
Style tab: Adjust per-line colors, thickness, and line style.
Alerts
Price crosses a VWAP (per slot).
VWAP slope turns UP or DOWN (per slot).
Tips & Notes
Volume required: Poor/absent volume (e.g., some FX tickers) can degrade accuracy.
Anchored modes: Start at the prior period’s open; values appear only after that timestamp.
Rolling modes: Use completed daily sessions (including today).
Clutter control: If labels crowd, increase Line offset or hide unneeded slots.
Confluence: Combine with market structure, liquidity zones, or momentum filters for stronger context.
Built for clear VWAP workflows. Trade safe!
VWAP RIBBONVWAP Ribbon Indicator
The VWAP Ribbon Indicator is a comprehensive technical analysis tool designed for TradingView, utilizing multiple Volume-Weighted Average Price (VWAP) calculations across different timeframes (Daily, Weekly, Monthly, Yearly, and Custom) to identify potential trading opportunities. It generates buy/sell signals, detects institutional bias, compression zones, breakouts, false breakouts, and reversions, providing traders with a robust framework for decision-making. The indicator is highly customizable, allowing users to tailor its settings to their trading style and timeframe.
Features
Multi-Timeframe VWAPs: Plots VWAPs for Daily, Weekly, Monthly, Yearly, and a user-defined Custom timeframe, each with configurable deviation bands.
Buy/Sell Signals: Generates signals based on price interactions with VWAPs, rebounds, and crosses, with adjustable sensitivity and minimum conditions.
Institutional Bias: Identifies bullish or bearish institutional bias based on VWAP alignments and slopes.
Compression Zones: Detects areas where VWAPs converge, indicating potential accumulation or distribution phases.
Breakout and False Breakout Detection: Identifies confirmed breakouts and false breakouts after compression zones, with volume and price confirmation.
Reversion Signals: Detects reversions after price excesses beyond VWAP deviation bands, anchored to pivot points.
Custom VWAP: Allows users to define a custom VWAP timeframe (e.g., specific hours, days, weeks) for tailored analysis.
Tactical Panel: Displays real-time signal and market data in a customizable panel (compact or detailed).
Advanced Filters: Incorporates volume, RSI, EMA, and candlestick patterns to enhance signal accuracy.
How to Use
Adding the Indicator:
In TradingView, go to the Pine Editor, paste the provided code, and click "Add to Chart."
The indicator will overlay VWAP lines and deviation bands on your chart, with optional labels and a tactical panel.
Configuration: The indicator is divided into several input groups for easy customization:
⚙️ Activate VWAPs in Signals: Enable or disable Daily, Weekly, Monthly, Yearly, or Custom VWAPs for signal generation.
Visual VWAP Ribbon Settings: Toggle visibility and adjust colors for VWAP lines and deviation bands. Customize the Custom VWAP timeframe (e.g., 4 hours, 2 days).
Buy/Sell Signals: Enable labels for basic signals ("B" for Buy, "S" for Sell), set minimum conditions (1–10), and adjust signal sensitivity (0.1–1.0).
Institutional Bias Conditions: Enable background coloring for bias, set minimum VWAP spacing (%), and optionally require price alignment with VWAPs.
Statistical Signals: Enable reversion labels, adjust lookback periods, and set volume gates for reversions.
VWAP Compression: Enable detection of VWAP convergence zones and breakout/false breakout signals.
Custom Signals: Enable labels for Custom VWAP rebounds with configurable cooldowns.
Pro Filters: Apply advanced filters like minimum VWAP slope, relative price confirmation, volume thresholds, RSI, and EMA weights.
Signal Weight Configuration: Assign weights to various conditions (e.g., price crosses, rebounds) to fine-tune signal scoring.
Tactical Panel: Enable the panel, choose its position (e.g., top-right), and select compact or detailed mode.
Interpreting Signals:
Buy/Sell Signals: Appear as "B" (Buy) or "S" (Sell) labels with detailed tooltips listing triggered conditions (e.g., price crossing Daily VWAP, rebound from lower band). Signals require a minimum number of conditions (default: 3) and a normalized score above the sensitivity threshold (default: 0.5).
Institutional Bias: Background coloring (green for bullish, red for bearish) indicates VWAP alignment (e.g., Daily > Weekly > Monthly) and slope conditions. Neutral bias has no coloring.
Compression Zones: Gray background highlights areas where VWAPs are within a user-defined threshold (default: 0.5%), signaling potential accumulation/distribution.
Breakout Signals: Labeled as "BREAK ▲" or "BREAK ▼" after exiting a compression zone with strong candlestick confirmation and volume.
False Breakout Signals: Labeled as "FALSE ▲" or "FALSE ▼" when price crosses a Daily VWAP band but reverses back, indicating a failed breakout.
Reversion Signals: Labeled as "▲ R ▬ BUY" or "▼ R ▬ SELL" at pivot points after price excesses beyond VWAP bands, confirmed by volume (if enabled).
Custom VWAP Signals: Labeled as "C-BUY" or "C-SELL" for rebounds off the Custom VWAP’s deviation bands, with configurable volume and candlestick filters.
Tactical Panel: Displays the latest signal, price, date, bias, compression status, trend direction, VWAP distances, volume state, and technical summary (slopes, band distances).
Best Practices:
Timeframe Selection: The indicator auto-scales parameters for different timeframes (Daily+, Intraday ≥1h, Sub-hour). Adjust settings like lookbackBars or devThreshold for specific timeframes if autoScaleReversion is disabled.
Signal Sensitivity: Increase signalSensitivity (e.g., 0.7) for stricter signals or decrease (e.g., 0.3) for more frequent signals. Adjust minConditions to balance signal frequency and reliability.
Volume Filters: Enable useVolumeGate or useLiquidityFilter for high-liquidity assets to reduce false signals in low-volume conditions.
Compression and Breakouts: Use compression zones to anticipate breakouts. Enable showBreakoutLabels and showfalseBreakoutLabels to monitor confirmed and failed breakouts.
Custom VWAP: Set a specific timeframe (e.g., 4 hours) for intraday trading or longer periods (e.g., 2 weeks) for swing trading. Enable showCustomSignalLabels for tailored signals.
Reversion Trading: Use reversion signals for mean-reversion strategies, especially in range-bound markets. Adjust devThreshold and pivotLength for sensitivity.
Tactical Panel: Use the detailed panel for a quick overview of market conditions. Compact mode is ideal for minimal screen clutter.
Alerts:
Set up alerts for:
Institutional Bias (Buy/Sell)
VWAP Compression (Start/End)
Basic Buy/Sell Signals
Reversion Signals (Buy/Sell)
Breakout Signals (Bullish/Bearish)
False Breakout Signals (Bullish/Bearish)
Custom VWAP Rebound Signals (Buy/Sell)
Weekly/Monthly/Yearly VWAP Rebound Signals
In TradingView, go to the Alerts tab, select the indicator, and choose the desired condition. Customize alert messages as needed.
Notes
Performance: The indicator uses max_bars_back=5000 and max_labels_count=500 to ensure compatibility with most assets. For low-liquidity assets, consider enabling useLiquidityFilter to avoid noisy signals.
Customization: Experiment with weights in the "Signal Weight Configuration" group to prioritize specific conditions (e.g., increase wReboundD for Daily VWAP rebounds).
Limitations: Signals are based on historical data and VWAP interactions. Always combine with other analysis tools and risk management strategies.
License: This indicator is released under the Mozilla Public License 2.0.
Anchored VWAP by Fin VirajSimple Anchored VWAP with Directional Colors
📊 Overview
A clean and efficient Anchored VWAP (Volume Weighted Average Price) indicator with dynamic directional coloring. This indicator provides traders with a reliable reference point for price action analysis based on volume-weighted calculations from specific anchor points.
✨ Key Features
🎯 Multiple Anchor Types
Session: Anchors to daily trading session start
Day: Resets at the beginning of each trading day
Week: Weekly anchor points for swing trading
Month: Monthly anchors for longer-term analysis
Manual Date: Set custom anchor date for specific events
🌈 Directional Color System
🟢 Green: Price above VWAP with upward momentum
🔴 Red: Price below VWAP with downward momentum
🔵 Blue: Neutral/transitional conditions
📏 Standard Deviation Bands
Customizable multipliers (default: 1.0 and 2.0)
Toggle on/off as needed
Support and resistance levels based on statistical deviation
Filled area between bands for better visualization
🔧 Settings & Customization
Input Parameters
Anchor Type: Choose from 5 different anchor methods
Manual Anchor Date: Set specific date for manual anchoring
Reset Anchor Point: Manual reset button
Show Standard Deviation Bands: Toggle bands visibility
Band Multipliers: Adjust band distance (1σ and 2σ)
VWAP Line Width: Customize line thickness (1-4)
Color Customization
Bullish Color: Customize uptrend color
Bearish Color: Customize downtrend color
Neutral Color: Customize neutral state color
Band Color: Customize standard deviation bands color
📈 How to Use
For Day Trading
Set anchor type to "Session" or "Day"
Use VWAP as dynamic support/resistance
Green color = bullish bias, Red color = bearish bias
For Swing Trading
Set anchor type to "Week" or "Month"
Longer-term VWAP acts as major S/R level
Standard deviation bands show potential reversal zones
For Event-Based Analysis
Set anchor type to "Manual Date"
Choose significant event date (earnings, news, etc.)
Analyze price behavior relative to that anchor point
🎨 Visual Interpretation
VWAP Line Colors
Bright Green: Strong bullish momentum (price above rising VWAP)
Bright Red: Strong bearish momentum (price below falling VWAP)
Blue: Neutral conditions or transitional phase
Standard Deviation Bands
Upper Bands: Potential resistance levels
Lower Bands: Potential support levels
Band Touches: Often indicate reversal or continuation points
💡 Trading Applications
Support & Resistance
VWAP acts as dynamic support in uptrends
VWAP acts as dynamic resistance in downtrends
Standard deviation bands provide additional S/R levels
Trend Analysis
Price consistently above VWAP = bullish trend
Price consistently below VWAP = bearish trend
Color changes help identify trend shifts
Entry & Exit Points
Use VWAP reclaims for potential long entries
Use VWAP breaks for potential short entries
Standard deviation bands for profit-taking levels
⚙️ Technical Details
Pine Script Version: v6
Overlay: Yes (plots on price chart)
Calculation: Volume-weighted average price from anchor point
Standard Deviation: Statistical measure of price dispersion
Performance: Optimized for real-time calculation
🔄 Anchor Reset Logic
The indicator automatically resets based on selected anchor type:
Session/Day: Resets at market open
Week: Resets at week start
Month: Resets at month start
Manual: Resets from chosen date
Manual Reset: Override button for immediate reset
📋 Best Practices
Choose appropriate timeframe for your anchor type
Combine with volume analysis for better confirmation
Use multiple timeframes for comprehensive analysis
Consider market context when interpreting signals
Test on demo before live trading
⚠️ Disclaimer
This indicator is for educational and informational purposes only. Always conduct your own analysis and risk management before making trading decisions.
Rolling VWAP with Bands (Locked Timeframe)Rolling VWAP with Customizable Bands — Locked Timeframe
This indicator plots a rolling Volume Weighted Average Price (VWAP) over a fixed, user-selected timeframe — so it stays consistent no matter what chart timeframe you’re viewing. Unlike the standard anchored VWAP, this one works like a moving average weighted by volume, providing a smoother, more adaptive central price line that doesn’t reset each session.
It also includes up to three optional deviation bands, each with its own toggle and multiplier setting. The bands are based on standard deviation, helping you quickly identify when price is stretched above or below its mean.
Features:
Locked-timeframe VWAP — calculation stays fixed to your chosen resolution (e.g., 1H, 4H, Daily)
Adjustable lookback length for VWAP calculation
Up to 3 standard deviation bands, each with:
On/Off toggle
Independent multiplier control
Works on any chart timeframe without changing shape
Optional filled shading between bands for clarity
Uses:
Spot overbought/oversold conditions relative to VWAP
Identify dynamic support & resistance
Confirm trend strength or mean reversion setups
Keep a consistent reference line across multiple chart timeframes
Jose's Rolling VWAP with BandsRolling VWAP with Customizable Deviation Bands
This indicator plots a rolling Volume Weighted Average Price (VWAP) over a user-defined lookback period, rather than resetting each day or from a fixed anchor point. The rolling calculation makes it act more like a moving average — but weighted by volume — providing a smoother, more adaptive central price line.
It also includes up to three optional deviation bands, which can be independently toggled on/off and assigned their own multipliers. These bands are calculated using the chosen lookback’s standard deviation, giving traders a quick visual of price dispersion around VWAP.
Features:
Adjustable rolling VWAP lookback length
Up to 3 customizable standard deviation bands
Individual checkboxes for enabling/disabling each band
Independent multiplier control for each band
Works on any timeframe and symbol
Uses:
Identify overextended price moves relative to VWAP
Spot dynamic support/resistance zones
Gauge mean reversion opportunities
Confirm trend strength when price hugs or breaks away from VWAP
VWAP with 2 EMAs + EMA TimeFrameAs you can see the chart displays the VWAP on white and the 9 EMA on the 5 min tf on green, the blue line represents the same 9 EMA on the 15 min tf that way you can see right away without navigating between timeframes if the price is retesting, breaking, rejecting a higher timeframe, you can change the EMA values for the chart and also the timeframe for the desired extra EMA, very useful for day traders and scalpers who need to think faster. Less stressful less annoying.
Hope it works for you.
Advanced VWAP CalendarThe Advanced VWAP Calendar is a designed to plot Volume Weighted Average Price (VWAP) lines anchored to user-defined and preset time periods, including weekly, monthly, quarterly, and custom anchors. As of August 15, 2025, this indicator provides traders with a robust tool for analyzing price trends relative to volume-weighted averages, with clear labeling and extensive customization options. Below is a summary of its key features and functionality, with technical details and code references updated to focus on user-facing behavior and presentation, while preserving all other aspects of the original summary.
Key Features
Multiple Time Period VWAPs:
Weekly VWAPs: Supports up to five VWAPs for a user-selected month and year, starting at midnight each Monday (e.g., W1 Aug 2025, W2 Aug 2025). Enabled via a single toggle, with anchors automatically set to the first Monday of the chosen month.
Monthly VWAPs: Plots VWAPs for all 12 months of a selected year (e.g., Jan 2025, Feb 2025) or a single user-specified month/year. Labels use month abbreviations (e.g., "Aug 2025").
Quarterly VWAPs: Covers four quarters of a selected year (e.g., Q1 2025, Q2 2025), with options to enable all quarters or individual ones (Q1–Q4).
Legacy VWAPs: Provides monthly and quarterly VWAPs for a user-selected legacy year (e.g., 2024), labeled with a "Legacy" prefix (e.g., "Legacy Jan 2024," "Legacy Q1 2024"), with similar enablement options.
Custom VWAPs: Includes 10 fully customizable VWAPs, each with user-defined anchor times, labels (e.g., "Q1 2025"), colors, line widths (1–5), text colors, bubble styles, text sizes (8–40), and background options.
Clear and Dynamic Labeling:
Labels appear to the right of the chart, showing the VWAP value (e.g., "Q1 2025 123.45").
Weekly labels follow a "W# Month Year" format (e.g., "W1 Aug 2025").
Monthly labels use abbreviated months (e.g., "Aug 2025"), while quarterly labels use "Q# Year" (e.g., "Q3 2025").
Legacy labels include a "Legacy" prefix (e.g., "Legacy Q1 2024").
Labels support customizable text sizes (tiny to huge) and can be displayed with or without a background, with optional bubble styles.
Flexible Customization:
Each VWAP can be enabled or disabled independently, with user inputs for anchor times, labels, and visual properties.
Colors are predefined for weekly (red, orange, blue, green, purple), monthly (varied), quarterly (red, blue, green, yellow), and legacy VWAPs, but custom VWAPs allow any color selection.
Line widths and text sizes are adjustable, ensuring visual clarity and chart readability.
This indicator was a dual effort, code was heavily contributed in effort by AzDxB, major credit and THANKS goes to him www.tradingview.com
VWAP Bands Pro - Session Based by kobiko3030
📊 Advanced Professional Trading Indicator
VWAP Bands Pro is an advanced indicator that combines the power of VWAP with 4 dynamic bands for precise identification of support and resistance zones. This indicator is designed for professional traders who want deep and accurate market movement analysis.
✨ Key Features
🎯 Smart VWAP Bands
4 adjustable bands based on standard deviation
Optional band 4 hiding for beginner traders
Precise calculation based on volume-weighted price
🌏 Global Session Support
New York Session (9:30 EST)
Asia Session (18:00 EST)
Automatic reset at the beginning of each session
📱 Flexible User Interface
Dynamic labels (V, VR1-4, VS1-4)
Custom color selection
Adjustable line thickness for each band
Multiple display modes
🔔 Advanced Alert System
VWAP breakout alerts
Alerts for all bands (3 & 4)
Clear and precise messages
🛠️ Customization Options
Band Settings
Standard deviation multipliers: 1.0, 2.0, 3.0, 4.0 (default)
Each band independently adjustable
Range: 0.1 to 5.0
Display Settings
Continuous trading start - display from session beginning
Limited candle count - show last X candles
Current day only - no historical data
Visual Design
VWAP, support, and resistance colors
Individual line thickness
Hideable labels
📈 Trading Strategies
Support and Resistance Zones
VS1-VS4: Support bands (green)
VR1-VR4: Resistance bands (red)
V: Central VWAP line
Entry Points
Breakouts above/below VWAP
Bounces from outer bands
Band retests
Risk Management
Use bands as Stop Loss levels
Identify oversold/overbought zones
Adapt to different market conditions
🎖️ Indicator Advantages
✅ Precise calculation based on volume weighting
✅ Complete flexibility in customization
✅ Global session support
✅ User-friendly interface
✅ Built-in alert system
✅ Suitable for all trading styles
📋 Usage Instructions
Add the indicator to your chart
Select trading session (New York/Asia)
Adjust bands according to your trading style
Set up alerts for important breakouts
Start trading with precise key zone identification
💡 Trading Tips
Use outer bands to identify extremes
Combine with additional indicators for confirmation
Adjust bands to asset volatility
Follow alerts to spot opportunities
Consider session-specific behavior patterns
🔧 Technical Specifications
Pine Script Version: 5
Overlay: Yes
Timeframe: All timeframes supported
Markets: Suitable for all markets (Forex, Stocks, Crypto, Futures)
Session Support: New York & Asia with EST timezone
Volume Calculation: HLC3 * Volume weighted
📊 What Makes This Different
Unlike standard VWAP indicators, this pro version offers:
Session-based reset for intraday precision
4 customizable bands instead of basic 2
Professional labeling system for quick identification
Advanced alert conditions for all key levels
Flexible display options for different trading approaches
⚡ Performance Features
Efficient calculation - minimal lag
Clean visual design - no chart clutter
Responsive labels - update in real-time
Session breaks - clear visual separation
Volume validation - ensures accurate VWAP calculation
VWAP Session and NY CashAuto Anchored VWAPs with Label options
Session starts at 1800 EST
Cash Open or NY Session starts 0930 EST
FREEDOM - TJR Model\ FREEDOM – TJR Model\ 🚀
\ Automates TJR’s well-known NQ playbook with clean visuals, filters, and alerts—so you can focus on execution.\
\ Core idea\
1. Trade \ NQ\ in the \ New York session\ 🗽
2. Wait for a \ liquidity sweep\ of a \ prior session\ High/Low (Asia or London) ✂️
3. Confirm with \ SMT (NQ vs ES) divergence\ 🔀
4. Act on a \ proprietary entry signal\ 🔒
5. Risk at the swing 🛡️, target \ untapped internal/session liquidity\ 🎯
This indicator draws those session levels for you, tracks sweeps, detects SMT, applies higher-timeframe confluence, and fires alerts that respect your time window and filters.
---
\ What it draws & detects\
\ • Sessions & Liquidity Sweeps\ 🕒
* Plots \ Asia / London / New York\ session bands.
* On session close, it freezes the session’s \ High/Low\ as dotted “previous-session levels” and \ extends them forward\ until price \ crosses\ (choose \ Wicks\ or \ Close\ ).
* When price takes a previous-session \ High\ → \ Buyside sweep\ ; takes a \ Low\ → \ Sellside sweep\ .
* Optional \ Sweep Zones\ expand around the swept level using an \ ATR(21)\ margin; can auto-fade “fake” sweeps.
\ Tip: Keep “Extend previous session High/Low until cross” ON to maintain a clean roadmap into NY open.\
\ • SMT Divergence (NQ vs ES)\ 🔀
* Classic pivot-to-pivot SMT:
* \ Bearish SMT\ = NQ makes a \ higher high\ while ES does \ not\ .
* \ Bullish SMT\ = NQ makes a \ lower low\ while ES does \ not\ .
* Draws \ lines\ from pivot to pivot (no chart spam), with optional inline “SMT” label and optional confidence \ score\ (0–100) based on strength + recency.
* Context aware:
* Only shows \ Bearish SMT\ after a \ buy-side sweep\ (previous-session High taken).
* Only shows \ Bullish SMT\ after a \ sell-side sweep\ (previous-session Low taken).
* Respects your \ NY time window\ if enabled.
\ • Proprietary Entry Signals\ 🔒
* Prints entry lines + arrows only when your rules align (proprietary detection under the hood).
* Respects:
* \ Session-sweep bias\ (optional): Sells only after buy-side sweep; Buys only after sell-side sweep.
* \ Monotonic filter\ : new Sell must be \ higher\ than last Sell; new Buy must be \ lower\ than last Buy (resets each session).
* \ Minimum distance\ to nearest previous-session dotted level (in ticks).
* \ NY time filter\ window.
* \ HTF confluence\ (see below).
---
\ HTF Confluence (optional)\ 📈
* Choose \ MA slope\ (\ EMA/SMA/RMA/WMA\ ) or \ HH/HL structure\ on a higher timeframe (e.g., 60m/240m).
* Entry arrows and alerts can be gated so they only print when HTF bias agrees with the setup.
\ Tip: Start with EMA 50 on 60m for a smooth directional filter; add HH/HL only if you want stricter structure confirmation.\
---
\ Dashboard (bottom-right)\ 🧩
* \ VWAP state\ :
* \ Overbought\ (🔴) if close > VWAP + (mult × stdev)
* \ Oversold\ (🟢) if close < VWAP − (mult × stdev)
* Otherwise \ Neutral\ (⚪️)
* \ Premium / Discount\ vs previous-session 50% midline: Premium = above (red bias), Discount = below (green bias).
* \ SMT row\ : Bullish / Bearish / Neutral with optional score.
---
\ How to use the settings (quick tour)\
\ ENTRY\
* \ Entry Swing Length\ : lower = more signals.
* \ Confirmation\ : \ Candle Close\ or \ Wicks\ for breakout.
* \ Filter entry by session sweeps\ : enforces “sell after buy-side sweep, buy after sell-side sweep.”
* \ Minimum distance (ticks)\ : blocks entries too close to previous-session dotted levels.
* \ Replay mode\ : keeps entries visible in Bar Replay.
* \ NY Time filter\ : default \ 08:00–14:00 NY\ ; arrows/alerts respect the window.
* \ Arrow offset (ticks)\ : how far above/below the candle to plot the arrow.
\ SESSION SWEEPS\
* Toggle \ Buyside/Sellside zones\ , adjust \ ATR(21)\ margin & length.
* \ Hide Fake Sweep Zones\ (default ON).
* \ Extend H/L until cross\ (Wicks/Close).
* Optional \ daily reset\ for unswept dotted lines.
\ SESSIONS\
* Enable/disable \ Asia, London, NY AM, NY PM\ ; set start/end; choose color; extend midline if desired.
* DST toggles for NY/London.
\ HTF Confluence\
* Turn it ON/OFF; pick timeframe & method (MA slope or HH/HL); set MA type/length or swing length.
\ Dashboard\
* Show/hide table; set VWAP stdev length/multiplier.
* SMT settings: comparison symbol (\ default ES1!\ ), pivot length, show score/labels, recency window, etc.
\ Alerts\ (always last) 🔔
* \ Session line cross\ : choose Highs/Lows and crossing mode (\ Same as extension / Wicks / Close\ ).
* \ Entry alerts\ : \ Filtered / Unfiltered / Both\ .
* \ Filtered\ = respects sweep bias, HTF confluence, minimum distance, monotonic rule, and time window.
* \ Unfiltered\ = ignores sweep bias/HTF/monotonic (still respects minimum distance + time window).
* All entry alerts also respect the \ NY time window\ when enabled.
---
\ Suggested workflow\
* Open NQ on a 1–5m chart.
* Let the dotted \ previous-session H/L\ extend into NY; wait for a \ sweep\ .
* Check \ SMT\ : after buy-side sweep → look for \ bearish SMT\ ; after sell-side sweep → look for \ bullish SMT\ .
* Take the \ proprietary entry\ when filters agree.
* Stop at the swing; aim for \ untapped internal/session liquidity\ .
* Let \ alerts\ handle the monitoring.
---
\ Why traders like it\
* It mirrors the model popularized by \ TJR\ while removing the chart admin: sessions, sweeps, SMT, HTF gating, distances, monotonic sequencing, time windows, and ready-to-use alerts—so your execution stays consistent. ✨
---
\ Disclaimer\ ⚠️
\ This tool is for educational purposes only and does not constitute financial advice. Markets involve risk; always do your own research and test in replay/paper before trading live. FREEDOM – TJR Model is inspired by TJR’s publicly known framework but is not affiliated with, endorsed by, or sponsored by TJR. You are solely responsible for your trading decisions and outcomes.\
VWAP Multi-TimeframeThis is a multi-timeframe VWAP indicator that provides volume weighted average price calculations for the following time periods:
15min
30min
1H
2H
4H
6H
8H
12H
1D
1W
1M
3M
6M
1Y
You can use the lower timeframes for short term trend control areas and use the longer timeframes for long term trend control areas. Trade in the direction of the trend and watch for price reactions that you can trade when price gets close to or touches any of these levels.
This indicator will provide a data plot value of 1 for bullish when price is above all VWAPs that are turned on, -1 for bearish when price is below all VWAPs that are turned on and 0 for neutral when price is not above or below all VWAPs. Use this 1, -1, 0 value as a filter on your signal generating indicators so that you can prevent signals from coming in unless they are in the same direction as the VWAP trend.
Features
Trend direction value of 1, -1 or 0 to send to external indicators so you can filter your signal generating indicators using the VWAP trend.
Trend table that shows you whether price is above or below all of the major VWAPs. This includes the daily, weekly, monthly and yearly VWAPs.
Trend coloring between each VWAP and the close price of each candle so you can easily identify the trend direction.
Customization
Set the source value to use for all of the VWAP calculations. The default is HLC3.
Turn on or off each VWAP.
Change the color of each VWAP line.
Change the thickness of each VWAP line.
Turn on or off labels for each VWAP or turn all labels on or off at once.
Change the offset length from the current bar to the label text.
Change the label text color.
Turn on or off trend coloring for each VWAP.
Change the color for up trends and down trends.
Turn on or off the trend direction display table.
Change the location of the trend direction display table.
Adjust the background and text colors on the trend direction display table.
How To Use The Trend Direction Filtering Feature
The indicator will provide a data plot value of 1 for bullish when price is above all of the VWAPs that are turned on, a value of -1 for bearish when price is below all of the VWAPS that are turned on and a value of 0 for neutral when price is above and below some of the VWAPs that are turned on.
The name of the value to use with your external indicators will show up as: VWAP Multi-Timeframe: Trend Direction To Send To External Indicators
Make sure to use that as your source on your external indicators to get the correct values.
This 1, -1 or 0 value can then be used by another external indicator to tell the indicator what is allowed to do. For instance if you have another indicator that provides buy and sell signals, you can use this trend direction value to prevent your other indicator from giving a sell signal when the VWAP trend is bullish or prevent your other indicator from giving a buy signal when the VWAP trend is bearish.
You will need to program your other indicators to use this trend filtering feature, but this indicator is already set up with this filtering code so you can use it with any other indicator that you choose to filter(if you know how to customize pine script).
Markets You Can Use This Indicator On
This indicator uses volume and price to calculate values, so it will work on any chart that provides volume and price data.
AVWAP from day's highThis indicator will automatically plot AVWAP from day's high candle.
formual will be HL/2 and H
