Anchored VWAP Pro - Multi-Timeframe Analysis Tool

29 ago

Professional anchored VWAP indicator featuring multiple key anchor points for comprehensive price analysis. Displays volume-weighted average prices from critical market moments including NY market open, daily highs/lows, session start, and previous day reference levels.
Key Features:

NY Open VWAP (9:30 AM ET anchor)
High of Day (HOD) and Low of Day (LOD) VWAPs with dynamic anchoring
Start-of-Day VWAP (18:00 ET session anchor)
Previous Day VWAP for reference and support/resistance analysis
Customizable line colors, widths, and styles (solid/dashed/dotted)
Clean visibility controls for each VWAP line
Optimized for forex and futures markets with proper session timing
Historical line preservation with configurable display periods

Usage:
Ideal for identifying key support/resistance levels, mean reversion opportunities, and institutional price levels. The multiple anchor points provide context for both intraday and swing trading strategies.
Settings:
Full customization of visibility, colors, line weights, and styles through organized input groups. Toggle individual VWAPs on/off based on your trading strategy requirements.
Market Application:
Designed for 24-hour markets including forex, indices, and commodities. Particularly effective on major currency pairs and index futures during active trading sessions.

29 ago

Note di rilascio

Purpose: Multi-timeframe VWAP indicator with automated buy/sell signals for mean reversion trading.
VWAP Lines:

NY Open VWAP (white): Anchored at 9:30 AM market open
HOD/LOD VWAP (green/red): Anchored at session high/low points
Start-of-Day VWAP (white dashed): Anchored at 6:00 PM ET previous day
Previous Day VWAP (yellow dashed): Prior session's SOD VWAP extended forward

Signal Logic:

Buy Signal: Price retraces from HOD area down to NYO/SOD VWAP, then closes above HOD VWAP
Sell Signal: Price retraces from LOD area up to NYO/SOD VWAP, then closes below LOD VWAP
Signals active only after 9:45 AM during NY session (9:45 AM - 4:00 PM ET)

Bias Filter:

Bullish: Price above both SOD and Previous Day VWAP - only buy signals allowed
Bearish: Price below both SOD and Previous Day VWAP - only sell signals allowed
Neutral: Price between SOD and Previous Day VWAP - no signals generated

Features:

Customizable colors, widths, and line styles
Toggle individual VWAP lines on/off
Enable/disable signals and bias filtering
Visual arrows mark entry points
Configurable alerts for buy/sell signals

Use Case: Identifies high-probability mean reversion entries when price bounces off key VWAP levels while respecting overall market bias direction.

30 ago

Note di rilascio

Update Summary:
Fixed trading signal logic to ensure proper sequence detection:

Prevents buy/sell signals on HOD/LOD candles themselves
Requires valid retracement to NYO/SOD VWAP after HOD/LOD creation before signal can trigger
Eliminates false signals that previously fired without proper setup sequence
Resets signal states when new HOD/LOD levels are established

6 set

Note di rilascio

VWAP labels added.

6 set

Note di rilascio

Fixed issue with VWAP labels not being deleted when new candles are formed causing ghosting effect of multiple labels being left behind.

11 set

Note di rilascio

ORB (Opening Range Breakout) Addition to Anchored VWAP Pro
What was added:

ORB functionality integrated into the existing Anchored VWAP Pro indicator
5 time period options: 5, 15, 30, 45, and 60-minute opening ranges
Gray horizontal lines showing the high and low of the selected opening range period
Enable/disable toggle for the ORB feature
Independent timezone setting for ORB (separate from VWAP timezones)
Customizable colors and line width for ORB high/low lines
Trading hours restriction - ORB lines only display during NY market hours (9:30 AM - 4:00 PM ET)

How it works:

Calculates the highest high and lowest low during the specified opening range period (e.g., 9:30-9:45 AM for 15-minute ORB)
Displays horizontal lines at those levels after the opening range period ends
Lines continue throughout the trading session until market close
Lines disappear outside of trading hours to avoid chart clutter

Key settings added:

ORB Period dropdown (5/15/30/45/60 minutes)
ORB timezone selector
ORB line colors (default gray)
ORB line width
Enable ORB checkbox

11 set

Note di rilascio

ORB 50% level added

16 set

Note di rilascio

Anchored VWAP Pro - Recent Updates
Standard Deviation Bands
Added optional standard deviation bands for all VWAP types (NYO, HOD, LOD, SOD, Previous Day). Each VWAP can independently display upper and lower bands using a customizable multiplier (0.1-5.0x). Bands use a fixed 20-period standard deviation calculation to avoid runtime performance issues. Band colors and line widths are fully customizable.

VWAP Name Labels
Implemented clean end-of-line labels for all VWAP types with individual toggle controls:

NYO, SOD labels: Use dark gray boxes for better visibility against chart backgrounds
HOD, LOD, PREV labels: Use color-matched boxes with transparency matching their VWAP line colors
Labels appear only at the current bar (no historical clutter)
Configurable label size (Tiny/Small/Normal/Large) and style (Text Box/Text Only)
Default: All labels disabled to maintain clean charts

Market Bias Configuration
Introduced dual bias system replacing the single bias filter:
Multi-VWAP Bias Filter (Default: ON)

Bullish when close > both SOD and Previous Day VWAP
Bearish when close < both SOD and Previous Day VWAP
Uses the original complex logic for multi-timeframe confirmation

SOD Bias Filter (Default: OFF)

Bullish when close > Start-of-Day VWAP
Bearish when close < Start-of-Day VWAP
Provides simplified single-reference bias determination

When both filters are enabled, both must agree for trading signals to fire (most restrictive). Alert messages specify which bias system triggered signals. This gives traders flexibility between simple directional reads and sophisticated multi-timeframe confirmation.

5 giorni fa

Note di rilascio

Standard Deviation Band System Overhaul

Added 3-level band system with individual multipliers (#1, #2, #3) and separate color controls for each level
Streamlined to practical VWAPs only: Kept standard deviation bands for NYO and SOD VWAPs only, removed HOD/LOD bands since they work better as static support/resistance levels.

14 ore fa

Note di rilascio

A+ Setup Configuration System
The updated code introduces a sophisticated multi-layer filtering system with five distinct layers:
LAYER 1: Premium Time Window

Customizable A+ time window (default 9:45-11:30 AM)
Separate colors for A+ signals vs regular signals
Visual distinction between premium and standard setups

LAYER 2: Formation Timing Filter

Minimum delay requirement since HOD/LOD formation (default 10 minutes)
Prevents rushed entries immediately after new highs/lows
Configurable delay period (5-60 minutes)

LAYER 3: Daily Signal Counter

Optional limit on total signals per trading day (1-10 signals)
Automatic reset at NY market open
Prevents overtrading by capping daily signal count

LAYER 5: Candle Quality Filter

Minimum candle body percentage requirement (default 60%)
Optional directional alignment (bullish candles for BUY, bearish for SELL)
Filters out weak/indecisive price action

Enhanced Visual System

Four separate signal types: A+ Buy, Regular Buy, A+ Sell, Regular Sell
Custom colors for each signal category
Enhanced signal arrows with "A+" designation

Advanced Alert System
Alerts now include comprehensive context:

A+ time window status
Current signal count vs daily limit
Candle quality metrics and directional alignment
All original bias filter information

Improved Signal Logic

Bias filter configuration changed (Multi-VWAP disabled by default, SOD enabled)
Enhanced signal validation with multiple quality checks
Prevention of double-counting signals