TWAP/VWAP AUTO SHIFTER Bands

🟢 TWAP/VWAP AUTO SHIFTER Bands – NinjaTrader Logic + Dynamic Deviation Zones

Script Name: `TWAP/VWAP AUTO SHIFTER Bands`
Created by: [Pratik_4Clover](tradingview.com/u/Pratik_4Clover)

📌 Overview

This powerful tool combines institution-grade price anchoring (VWAP/TWAP) with adaptive volatility bands and smart zone visualization. The core innovation: a toggleable VWAP logic engine, letting traders switch between:

* 🧠 Standard TradingView VWAP/TWAP
* 🧠 Custom NinjaTrader-style VWAP logic (faithfully ported for Pine Script 6)

Use it to visualize where price is anchored, where trend turns, and where hidden liquidity or mean-reversion zones may be forming.


🎯 What This Script Does

This indicator plots:

1. A central VWAP/TWAP line, anchored to -any timeframe or custom period-
2. Karma trend line using adaptive volatility envelopes
3. Dynamic bands that react to price range, volatility, and momentum
4. Optional range-based zones using Fibonacci-like ratios for structure detection
5. A visual "hidden fill" shading system to highlight bullish or bearish control


🚀 Unique Features

🧮 1. NinjaTrader VWAP Logic (Optional)

When enabled, this mode replaces TradingView’s default VWAP with a custom weighted average based on:

mean = average of ((high + low) and (open + close))
VWAP = sum(mean × volume) / sum(volume)


✔ Gives more stable center in volatile conditions
✔ Matches many institutional VWAP tools

Use the toggle:

☑️ “Use NinjaTrader VWAP Formula”

To activate this precision logic.

🕰 2. Anchor VWAP/TWAP to Any Timeframe

Choose your VWAP anchor from:

* D = Daily
* W = Weekly
* M = Monthly
* Or define your **own custom timeframe** (e.g., “240” or “15”)

This makes it:

⏳ Perfect for day traders anchoring intraday
🧭 Valuable for swing traders observing weekly bias
🧱 Solid for long-term positioning


📊 3. Karma Deviation Line (Trend Pulse)

The Karma line uses an adaptive efficiency ratio + fast/slow deviation logic to track momentum shifts.

* When it crosses above VWAP: possible bullish control
* When it falls below: possible reversion risk

It uses smoothed deviation bands to filter noise.

🎨 4. Hidden Fills & Range Bands

Zone shading makes this one of the most visual VWAP bands indicators out there:

* Red shade = aggressive push above VWAP
* Green shade = price collapsing under VWAP
* White “internal channel” = tight inner value zone
* Purple/gray bands = map structural levels for profit-taking, fading, or breakout watch

🧠 How to Use It


🧩 VWAP Anchoring

* Set timeframe to match your strategy horizon
* Use custom anchor (like 15m, 2h) to match intraday setups

🧠 Ninja Logic

* Enable to use VWAP matching NinjaTrader and institutional backends
* Recommended for high-volume or low-liquidity instruments

📈 Karma Bands

* Look for Karma line breaking VWAP from below → early trend
* Look for Karma curling down inside green zone → mean reversion

📐 Range Zones

* Use shaded fills to visualize exhaustion
* Watch for clean bounces off internal ratios

⚙️Recommended Settings

| Style | Setting |
| -------------------------------| ------------------------------------ |
| VWAP Mode | NinjaLogic ON (for precise behavior) |
| Anchor TF | Daily (or custom intraday like 30m) |
| Deviation | Fast: 50, Slow: 200 |
| Show Range Marks | ON |
| Hidden Zones | ON (for visual clarity) |


🧪 Tested On:

* BTC/ETH/USD
* Nifty Futures
* NASDAQ Stocks
* SPY/QQQ
* Crude Oil and Metals



📝 Author’s Note

This indicator is part of the "DawnOfEmpire" series — aiming to build "non-traditional", "hybrid logic" tools for visually decoding price behavior. Inspired by institutional logic, but customized for discretionary and hybrid system traders.

Your feedback, forks, and experiments are welcome.


📍Follow Pratik_4Clover for more unique indicators
Remember that this is an educational idea and past performance is not assurance of future performance.
🟢 Happy Anchoring!