Dynamic Square of Nine AVWAP

📐 Dynamic Square of Nine Anchor VWAP

“Study the volume of sales, the space in price movements, and last and most important—the time period.”

— W.D. Gann, How to Make Profits Trading in Commodities

This indicator is one my personal interpretations of that principle. A unique variation of the traditional anchored VWAP.

It combines Square of Nine geometry, customizable degree-based price bands, and a volume-reactive visual layer, resulting in a tool that gives dimensional structure to price movement through time, space, and volume.


🛠️ How to Use:

Upon loading, you'll be prompted to select a chart anchor (date & time).

Once selected, the Anchor VWAP will populate, projecting bands outward based on Square of Nine degree intervals.

Scale the Anchor VWAP manually to align with your instrument's price structure.

By default, the tool uses classic Square of Nine pressure points:
±45°, ±90°, ±180°, and ±360°

You can customize these levels to reflect any meaningful degree intervals (e.g., 72°, 144°, 216°, etc.).

Enable adjustable fill zones between bands to enhance spatial awareness.

🔍 Volume-Infused Visualization:

Each band includes a volume-based color fill gradient:

Brighter fill = higher volume activity

Dimmer fill = lower volume

This gives you a visual readout of how price, time, and volume converge within the Dynamic Square of Nine AVWAP.