VWAP Diario + VWAP 08:00-12:00 ventanas NY

What it plots

Daily VWAP (main line)

Anchored to the current trading day and only visible between 19:00 and 16:50 New York (UTC-5) to prevent any “ghost” segments.

Dynamic color: turns green when price closes above (bullish bias) and red when price closes below (bearish bias).

Optional standard-deviation/percentage bands (off by default).

08:00–12:00 VWAP (morning line)

Resets at 08:00 NY and shows until 12:00 NY only.

Acts as a morning value guide for early direction and pullbacks.

Clean rendering: Both lines use strict time masks and line breaks, so nothing is drawn outside their windows. You can toggle either line on/off.

How to Read It

Daily VWAP ≈ “fair value” of the whole session; use it for directional bias and confluence.

08:00–12:00 VWAP ≈ “fair value” of the morning; helps refine entries during the open.

Alignment:

Bullish environment: price and 08–12 VWAP sit above the Daily VWAP.

Rotation/mixed: price oscillates between the two lines.

Bearish: price and 08–12 VWAP sit below the Daily VWAP.

Two Mechanical Playbooks

Recommended charts: 1-minute for entries, 5-minute for context on NQ/Nasdaq100.
Primary execution window: 09:30–12:00 NY.

A) Trend Play (Break → Pullback to VWAP)

Goal: Join the day’s impulse with value confirmation.

Rules

Bias filter before 09:30

Bullish: 08–12 VWAP ≥ Daily VWAP; Bearish: 08–12 ≤ Daily.

First push 09:30–09:45 breaks the initial range high (bull) or low (bear).

Entry (pullback into confluence)

Wait for a pullback that tags/wicks the 08–12 VWAP or the Daily VWAP in the direction of bias.

Go long on bullish rejection (close back above); short on bearish rejection.

Stop-loss

Beyond the rejection wick or the touched VWAP (e.g., 1–1.5× ATR(1m/5m)).

Take-profit

TP1 = 1R (scale 50%); TP2 = 2–3R or day extremes (HOD/LOD).

If bands are on, consider exiting on a clean tag of the opposite band.

Management

Move to breakeven at 1R; exit early if price reclaims the opposite side of Daily VWAP.

Avoid when the morning is choppy and price sits glued between the two VWAPs.

B) Mean-Reversion Play (Controlled Reversal at Daily VWAP)

Goal: Capture a return to value after an overstretch and a clean rejection.

Rules

Stretch condition

Fast move away from Daily VWAP (3–5 bars) or beyond Band #1/#2 if enabled.

Rejection signal at Daily VWAP

A bar that touches Daily VWAP and closes back on the opposite side (pin/engulfing/strong close).

Entry

Long if a selloff rejects above Daily VWAP.

Short if a rally rejects below Daily VWAP.

Stop-loss

Just beyond the rejection wick or ~1× ATR(1m).

Take-profit

TP1 = 1R or the 08–12 VWAP; TP2 = 2–3R or a prior consolidation.

Management

If price crosses and holds on the other side of Daily VWAP (2 closes), cut the idea.

Avoid during high-impact news or when the session is strongly trending (prefer Play A).

Quality Filters

Volatility: Ensure ATR(14, 1m) or the 09:30–09:45 range exceeds your minimum.

Spread/liquidity: Skip abnormal spreads at the open.

News: If a red-level release is imminent, wait 2–3 bars after the print.

Coherence: Prefer trades when 08–12 and Daily VWAP don’t conflict.

Risk & Trade Management

Risk per trade: 0.25%–0.5% account risk.

Daily cap: 2–3 trades; stop for the day at –1R to –1.5R.

No over-reentry: Don’t chase if price is sitting exactly on a VWAP; wait for separation.

Log your metrics: setup type (A/B), confluences, distance to VWAP at trigger, time, R multiple.

Quick Pre-Trade Checklist

Bias aligned? (price vs Daily and 08–12 VWAP)

Choose Trend or Mean-Reversion play

Clear confluence at the VWAP line?

Realistic stop (≤ ~1.5× ATR 1m)?

Any imminent news?

TP plan: TP1 = 1R → BE, TP2 = 2–3R.