Prix Moyen Pondéré par le Volume (PMPV)

Volume Weighted Average Price [OmegaTools]Ω VWAP — Omega Volume Weighted Average Price Ω VWAP plots VWAP and its standard deviation bands on four independent anchors: Extended Hours (the full trading day), Regular Trading Hours, Weekly and Rolling. For the anchored periods it also draws the levels at which the previous period closed. Each anchor is configured separately, so the script works as a single clean VWAP or as a full map of intraday, cash-session and weekly value. WHAT IT DOES Four VWAP engines in one script: Extended

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Aurora SPI █ Aurora Profile A session volume profile is often read as a histogram beside the chart: a prominent row, a value area, and perhaps a few obvious gaps. Aurora Profile starts with that same distribution and asks a more detailed question: what is happening inside its peaks, valleys, edges, and smaller corridors while the session is still forming? The indicator turns the developing profile into a price map. It shows the volume distribution, POC, VAH, VAL, local volume zones, profile row levels,

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par Drizzle_Algo56

Rolling VWAP with Signals Update: new defaults RVWAP timeframe: the chart timeframe. RVWAP period: 1 hour. Standard deviation multiplier: 1.0. Smoothing: on by default, with type SWMA. SWMA always uses 4 samples, so the length input is disabled while it is selected. Directional volume lookback: 34 bars. Note The window never holds fewer than 10 bars. With the 1-hour default, the window is effectively 10 bars on chart timeframes of 15 minutes and above, because the hour spans fewer than 10 bars there

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Precision VWAP Chase WHAT VWAPCHASE IS VWAPChase measures how far price is from session VWAP, in units of recent volatility. The reading is live price minus session VWAP, divided by a fixed 5-minute Wilder ATR(7). A reading of +2.5 means price is 2.5 times the current 5-minute ATR above VWAP. A reading of -1.0 means price is 1.0 times that ATR below it. VWAP is the volume-weighted average traded price for the session. Distance from VWAP provides a simple reference for how far price has moved from that session aver

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par MohaveTrader

Flex VWAP # 🌊 Flex VWAP — Dynamic Anchor Waves & Value Bands ### 📌 Overview Traditional **Volume Weighted Average Price (VWAP)** is one of the most respected institutional tools in technical analysis. However, standard 24-hour Session VWAP suffers from a major mathematical flaw for day traders: **Volume Saturation Lag**. As the trading day progresses, accumulated volume becomes massive. Consequently, the standard VWAP line flattens out, loses its sensitivity, and fails to adapt to rapid afternoon moment

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par sithuphyo_21

VWAP Aurora_Suite Aurora VWAP _SUITE Overview Aurora VWAP places several volume-weighted price references on one chart: a daily VWAP, London and US/COMEX session VWAPs, a volume-leading session VWAP with deviation bands, two-day extreme anchored VWAPs, and a separate reference VWAP engine. A compact table summarizes the current values, anchor states, and a five-factor sentiment reading. Optional right-edge tags and exchange-open markers help identify lines and session transitions. The purpose is to compare

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par Drizzle_Algo56

Futures VWAP Suite - NY / Globex / Weekly / Monthly Futures VWAP Suite Four anchored VWAPs in one indicator, built for CME-style futures (ES, NQ, CL, GC, etc.). Each VWAP has an optional volume-weighted standard deviation band so you can see value and extension for the cash session, the full Globex session, the week and the month on one chart. WHAT IT PLOTS • NY VWAP — anchored to the 09:30 ET cash open. Runs until the next day's 09:30 open, so overnight trade is measured against the prior RTH value. • Globex VWAP — anchored to the 18:00 ET se

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MOYA VWAP Suite [RealSebastianMoya]Hello traders! Introducing: "MOYA VWAP Suite" This script brings together every meaningful way institutional and retail traders use VWAP into a single, fully configurable tool — five independent session-based VWAPs, classic period-extreme anchored VWAPs (Daily/Weekly/Monthly, High and Low), a custom anchor for swing points or exact dates, standard deviation bands, and real futures volume normalization for Forex/CFD charts. Rather than forcing you to choose one "flavor" of VWAP, this scrip

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par RealSebastianMoya

Custom Session VWAP by Bybllo A VWAP with a fully adjustable session start time, plus three configurable deviation bands and cloud fills between them. Standard "Session" VWAP resets at midnight - which doesn't match how many markets actually trade. This version lets you set exactly what time of day (in US Eastern Time) counts as the start of a new session, so the anchor lines up with your instrument's real trading day instead of being locked to midnight. Note: the default setting is 0000 (midnight) in US Eastern Time. If y

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Structure-Anchored VWAP Structure-Anchored VWAP — a VWAP that re-anchors to market structure, not the clock A normal VWAP resets on a fixed session — the day, the week. But the level that matters is rarely the one measured from midnight; it's the one measured from the move you're actually trading: the last change of character, the last break of structure, the last liquidity sweep. Structure-Anchored VWAP resets its cumulative volume-weighted average price from the structural event YOU choose, so the mean / value line

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par zebris_boris

Session VWAP Profile & Candle Delta [BigBeluga]🔵 OVERVIEW The Session VWAP Profile & Candle Delta is a comprehensive technical analysis tool that combines anchored Volume Weighted Average Price (VWAP) bands, dynamic standard deviation channels, session volume profiles, and intra-candle delta distribution boxes. Traditional volume profiles and VWAP indicators often lack automated higher-timeframe session switching or fail to break down volume distribution into distinct bullish and bearish candle counts per price bin. To solve this limita

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MSX Liquidity Lines Liquidity Lines Marks resting liquidity at confirmed swing highs and lows, and shows you when it gets taken. Every confirmed pivot high and pivot low gets a horizontal line that extends to the right and stays there until price trades through it. When a level is swept, the line dims and stops at the bar that took it — so at any moment the bright lines are the liquidity still sitting on the chart, and the faded ones are the history of what's already been run. How the levels are placed Three de

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Smart AVWAPs ## Smart AVWAPs Smart AVWAPs is a multi-anchored VWAP indicator designed for swing traders who want to identify areas where several important volume-weighted price levels converge. Instead of anchoring VWAPs to every minor swing, the indicator automatically creates AVWAPs from selected high-importance events: * High relative volume swing highs and lows * Earnings gaps * 52-week highs and lows * Major reversal candles with elevated volume The indicator keeps the most recent active AVWAPs on t

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VWAP Reversal Strategy V1 Overview The VWAP Reversal Strategy V1 is a selective intraday framework designed to capture structured pullbacks to VWAP after a confirmed breakout. It focuses on quality over frequency and integrates volatility, confirmation and optional higher-timeframe bias filtering. Core Concept Markets frequently break above or below VWAP (fair value), only to retest it before continuation. This strategy trades that sequence: Long Setup Price breaks above VWAP A retest of VWAP occurs within a defined

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STRYK: MOMENTUM STRYK: MOMENTUM: puts context on price in one overlay: a rolling volume-weighted average price with deviation bands, a long exponential moving average with an optional smoothing overlay, candles coloured by a selectable read (order-flow delta, participation fuel, or three price-only modes), a volume-participation background shade, and the session level map — previous Day / Week / Month highs and lows with an optional internal quartile grid, plus the overnight Asian range. Every block has a maste

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Tidemarks - Session Levels & VWAP Tidemarks — Session Levels & VWAP Tidemarks brings session levels, daily and weekly reference prices, confirmed higher-timeframe swings, and VWAP into one customizable chart overlay. It keeps key prices visible as the session develops, with individual level controls and automatic label staggering to help keep crowded areas readable. Available levels include: Session: Pre-market and after-hours highs and lows. Daily: Prior-day open, high, low, and close; current-day open, high, low,

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Stryk: VWAP + EMA # Stryk: VWAP + EMA — publish description > Paste into the script description. No performance figures, no links, no promotional language. Estimates and data dependencies disclosed. --- **Stryk: VWAP + EMA** puts three reads on price and nothing else: a rolling volume-weighted average price with deviation bands, a long exponential moving average with an optional smoothing overlay, and candles coloured by order-flow delta. No signals, no labels, no tables. ## Rolling VWAP Volume-weighted aver

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ORB+VWAP NY Bounce ORB + VWAP Bounce — opening-range break with a resting VWAP retest An intraday entry model for the 1-minute chart on index futures. It combines an opening-range breakout filter with a mean-reversion entry, and it only ever takes one trade per session. THE IDEA IN ONE SENTENCE The opening range breaks; a resting LIMIT order then waits at the session VWAP and fills the moment price retests it in the direction of that break. HOW IT WORKS Each session runs through three phases. 1. RANGE — th

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par RicoTrades_21

Multi Anchored VWAP - Automatic Session and Custom Anchors This indicator was built to remove the daily manual work involved in resetting multiple anchored VWAPs. It automatically maintains a set of recurring VWAPs based on key market/session events, while also providing discretionary anchor slots for events or levels you want to track manually. Default automatic VWAPs Asia — 01:00 Europe/London Frankfurt Open (FFO) — 07:00 Europe/London London Open (LDO) — 08:00 Europe/London New York Open — 09:30 America/New_York Weekly — Friday 21:00 Europe/London

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Structure-Anchored VWAP [WillyAlgoTrader]📐 Structure-Anchored VWAP is an overlay indicator that anchors a true volume-weighted average price to market structure and re-anchors it automatically at every confirmed swing pivot, structure break, fast extreme, or one manual date — combining a pivot-based structure engine, an O(1) prefix-sum VWAP core, volume-weighted sigma bands, a retest entry model with ATR risk management, and a sectioned dashboard with session statistics. The core insight: a VWAP anchored to the start of the current s

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par WillyAlgoTrader

Oleg Algo Welcome to Oleg Algo, a heavy-duty, multi-layered statistical mean-reversion and trend-following strategy designed for traders who like to scale into volatility like a crazy. This script allows you to harvest profits from market extremes using dynamic gap thresholds, aggressive scale-in martingale sizing, and built-in risk boundaries. Key Features Dual Strategy Modes: Switch effortlessly between Reversal Mode (catching extreme overextended moves by fading the gap) and Trending Mode (riding the

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Multiday Anchored Auto VWAP by Bybllo OVERVIEW Multiday Anchored Auto VWAP plots up to 10 automatically anchored, rolling Volume Weighted Average Price (VWAP) lines - Rolling Day #0 (today) through Rolling Day #9 (9 days ago) - plus 5 fully independent manual VWAP lines you anchor to any date/time you choose. Unlike anchored-VWAP tools that force a choice between automatic or manual mode, the 10 automatic Rolling Day lines and the 5 Manual Input lines here run completely independently and can be shown together - keep the last few r

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VWAP Z-Score Oscillator **VWAP Z-Score Oscillator — Complete Description** **Overview** The indicator is a single-pane oscillator that measures how far price has moved from a rolling, volume-weighted average price. It answers one question on every bar: how far is price from its recent volume-weighted fair value, and how significant is that gap. The output can be shown either as a normalized standard-deviation reading or as the raw price distance, selectable by the user. **Core Calculation** - **Moving VWAP.** A rol

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Golden Trident | Swing-Anchored VWAP Trend System Golden Trident is a long-only, daily-timeframe trend-following strategy built specifically for XAUUSD (spot gold). Rather than relying on a lagging moving-average crossover or a single volatility band, it reads market structure directly — tracking swing highs and lows to determine trend direction — and pairs that with a volume-weighted anchor price that resets at every structural trend change. This gives the strategy a "fair value" reference line that adapts to each new trend leg rather than dra

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par blitz_locked