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!