Indicateur
Anchored VWAP Hand-Off 2.03Anchored VWAP Hand-Off 2.03 is a multi-leg cascading VWAP indicator. It starts with a classic Anchored VWAP from a user-selected date (Leg 1), then automatically creates new "hand-off" VWAP legs (up to 24) every time price crosses the previous VWAP. Each new leg resets its calculation from the bar of the cross, creating a dynamic chain of VWAPs that follow price action.
Key Features:
Source: Typically close (customizable).
Trigger: EMA(1) of the source (essentially price itself).
Color Logic: Each VWAP leg changes color based on whether price is above (bullish) or below (bearish) it. Supports unified color mode.
Up to 24 cascading legs (user controls how many are shown).
Visual anchor line at the start date.
Main Use Cases:
Dynamic Support & Resistance
The multiple VWAP legs act as adaptive moving support/resistance zones. Traders watch for bounces off these lines or breaks through several legs at once.
Trend Strength & Momentum
Strong trends often break multiple hand-off legs quickly.
Choppy/consolidating markets produce many frequent hand-offs (more lines clustering).
Mean Reversion Setups
Price tends to return to the nearest active VWAP legs. Useful for fade-the-extreme strategies.
Breakout / Breakdown Confirmation
When price decisively breaks through several VWAP legs in sequence, it often signals a high-probability directional move.
Intraday & Swing Trading
Particularly popular on stocks, futures, and crypto for finding "fair value" shifts after news events or strong moves. The hand-off mechanism makes it more responsive than a single static anchored VWAP.
Visual Market Structure
Helps traders see how "value" is migrating over time as new legs form.
Best Timeframes: Works on all, but especially useful on 5min to daily charts.Pro Tip: Start with 8–12 legs. Too many legs can make the chart noisy. Use the anchor date on significant events (earnings, breakout days, macro events, etc.).This indicator is an evolution of standard Anchored VWAP, designed to solve the problem of a single anchored VWAP becoming stale after big moves.
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Stratégie
Institutional VWAP Bands [JOAT]Institutional VWAP Bands
An anchored VWAP with standard-deviation bands that classifies price as cheap, fair or expensive and offers two complementary playbooks: mean reversion and trend pullback.
What it is
VWAP is the benchmark institutions measure their own fills against — the market's running notion of fair value. Standard-deviation bands around it map where price is stretched relative to that benchmark. This indicator runs an anchored VWAP with three band pairs and turns them into a structured, non-repainting decision tool rather than a plain VWAP line.
How it works
• Anchored VWAP — volume-weighted average price accumulated from a chosen anchor (session, week or month) with a controlled reset, so the reference restarts cleanly each period.
• Sigma bands — three pairs of bands at one, two and three standard deviations of price around VWAP, computed from the same volume-weighted variance. These define the stretch zones.
• Value state — every bar is classified with a z-score into cheap, fair or expensive relative to VWAP. This drives the colour system and the dashboard.
• Mean-reversion fades — when price is stretched to the outer bands against the higher-timeframe trend and then reclaims back inside, a fade toward VWAP is signalled. The reclaim requirement is deliberate, so you are not blindly catching a falling knife.
• Trend-pullback entries — in a trend, a retracement to VWAP or the first band that holds is a discount entry in the trend direction. Both playbooks are labelled by type, and Buy/Sell are mutually exclusive with a minimum-gap control.
Trade levels
Each signal draws a red risk box to the ATR stop and a green reward box to the third target, with inner dividers and right-edge labels for entry, stop and each take-profit. For reversion signals the first target is clamped toward VWAP so it always sits on the profit side of entry.
The dashboard
An adjustable value-ladder panel shows the value state, the z-score, the trend bias, the active playbook and signal, a conviction estimate, and a live first-target-before-stop tally from closed bars only.
How to use it
• Choose the anchor that matches your style: session for intraday, week or month for swing context.
• Fade the outer bands only against the trend and with a reclaim; take pullbacks to VWAP with the trend.
• Works across assets and timeframes, though the anchor should suit the timeframe you trade.
Settings
Anchor period, VWAP source, three band multipliers, trend filter length, reversion trigger, ATR risk multiple and target R multiples, plus visual and dashboard controls.
Originality and usefulness
VWAP and deviation bands are standard building blocks; the contribution here is the explicit two-playbook logic (reclaim-based reversion versus trend pullback), the value-state classification that ties colour, dashboard and signals together, and the reversion target clamp — combined into one coherent, non-repainting framework and fully explained.
Notes and limitations
• VWAP is most meaningful on instruments with reliable volume; on symbols without real volume the bands lose accuracy, which is stated here honestly.
• Reversion trades against a strong trend carry inherent risk even with the reclaim filter.
• The tally reflects only past bars on the current chart and is not a forecast.
• Educational and analytical tool, not financial advice.
— made with passion by officialjackofalltrades
Indicateur
Multiday VWAP by ByblloMultiday VWAP by Bybllo
OVERVIEW
This indicator plots up to 5 independent rolling Volume Weighted Average Price (VWAP) lines, each anchored a different number of calendar days back from the present bar (default: 2, 3, 4, 5, and 6 days back). Unlike a standard session VWAP that resets every day, each line here accumulates price*volume continuously from its own anchor day up to the current bar, giving traders a set of rolling reference levels for recent multi-day price/volume balance.
I built this for my own trading because I couldn't find an existing community script that did exactly this — a set of independent, multi-day rolling VWAP lines in one indicator — so I'm sharing it in case it's useful to others too.
KEY FEATURES
- 5 independently configurable rolling VWAP lines — toggle visibility, set the lookback in calendar days, and pick a color for each line individually.
- Lookback days are entered as calendar days (weekends included), so "6 days back" always lands on the same relative session regardless of where in the week you are.
- Real-price calculation — prices are pulled via request.security() against the plain ticker, so the VWAP values are identical whether your chart is displaying candlesticks, Heikin Ashi, Renko, or any other non-standard chart type. Volume is unaffected by chart type and is used as-is.
- Robust new-day detection — instead of relying on the chart's own bar-by-bar progress to detect a new trading day (which can be unreliable right after the chart first loads), this script requests daily-resolution data directly. Daily data loads much faster than intraday data, so the VWAP anchors are detected reliably even immediately after opening the chart.
HOW TO USE
Open the indicator settings and, for each of the 5 lines, set how many calendar days back you want that VWAP to start accumulating from. Use the lines as dynamic support/resistance or fair-value reference levels, similar to how a session VWAP is used, but for multi-day accumulation periods.
NOTES
- This script requires volume data from your data provider. If no volume is available for the symbol, the VWAP values will not calculate correctly.
- "Rolling Days" counts calendar days, not trading/session days.
Feedback and suggestions are welcome. Indicateur
Shiva Pro V5 Structure Signals IntelligencePro V5 — Market Structure
& Smart Signal Engine
A unified day-trading and swing system built for 5m, 10m, and 1H charts. Five independent confirmation layers — trend, volatility, momentum, volume, and structure — work together before any signal is published. Every entry is committed at candle close. Nothing repaints.
Day Trading
Swing Trading
5m · 10m · 1H
Non-Repainting
Stocks · Crypto · Futures
Pine Script® v6
Architecture
Eight systems, one chart
Shiva Pro V5 is not a single indicator — it is eight interlocking analytical layers rendered on one overlay so you never need to context-switch between panes. Each layer can be toggled independently; together they give you a complete picture of market intent.
🏗
Market Structure
Automatic swing high / low detection. BOS (Break of Structure) and CHoCH (Change of Character) labels fire at candle close — BOS confirms trend continuation, CHoCH warns of reversal before it develops.
📦
Order Blocks
Detects the last opposing candle before a strong impulse move. Up to five blocks per side are tracked simultaneously. Blocks fade in transparency as they age — the newest, most relevant zone always reads brightest.
⚡
5-Stage Signal Engine
Every LONG or SHORT label passes five independent gates: EMA trend stack, ATR volatility expansion, RSI + MACD momentum, above-average volume, and structure confirmation. A 10-bar cooldown prevents signal clustering.
💧
VWAP Break & Retest
Identifies high-volume breaks of VWAP, waits for price to retest within 0.2%, then confirms the bounce with momentum. A chop filter suppresses signals when price has crossed VWAP 2+ times in 20 bars — no oscillating false entries.
🛡
Risk Management
SL and TP1 draw instantly at signal. Lines are self-deleting — they expire after your chosen bar count or are cleared immediately when a new signal fires, keeping the chart clean. TP2 / TP3 are hidden by default.
📊
MTF Dashboard
Live table showing trend direction, RSI, and volume status on your three trading timeframes (5m, 10m, 1H) plus a 4H / 1D swing backdrop. Day Alignment score (X/3) tells you at a glance if all TFs agree.
☁️
Clouds & Ribbon
Reversal Cloud (EMA 9/21) changes color with momentum, Bias Ribbon (EMA 20/50) fills to show macro direction, and an optional Sentiment Cloud (EMA 50/200) paints the long-term trend beneath everything.
🔔
17 Alert Conditions
Every signal type has its own alert: LONG, SHORT, VWAP Buy, VWAP Sell, BOS, CHoCH, Pullback, Reversal, High Volume Spike, Trailing Stop Hit, and full MTF alignment calls for all-bull and all-bear.
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Rolling Anchored VWAPRolling Anchored VWAP (RAVWAP) plots up to three independent, volume-weighted average price lines that roll forward bar by bar. Unlike session VWAP, which resets at the open, each line uses a moving anchor: at every bar, the window starts exactly N bars ago and runs through the current bar, so you get a continuously updating fair-value reference without session breaks.
Overview
VWAP is widely used by institutions to gauge whether price is trading above or below the volume-weighted average. This indicator extends that idea with rolling anchored windows of any length you choose — useful on any timeframe, including higher timeframes where session VWAP is less relevant.
Each VWAP is fully configurable: enable or disable it, set its own period, color, and line width, and optionally display volume-weighted standard deviation bands at ±1σ, ±2σ, and ±3σ.
How it works
For a given Period setting of N:
The anchor is placed N bars before the current bar
VWAP is calculated from that anchor through the current bar (inclusive)
On each new bar, the anchor advances by one bar
Example with Period = 100:
Bar 100 → VWAP over bars 0 through 100
Bar 101 → VWAP over bars 1 through 101
Bar 102 → VWAP over bars 2 through 102
The calculation uses efficient rolling sums, so it stays responsive even with periods in the hundreds or thousands.
Standard deviation bands use the same volume-weighted formula as TradingView’s built-in VWAP:
σ = √( Σ(V × P²) / Σ(V) − VWAP² )
Band toggles affect display only — they do not change the VWAP value.
Features
3 independent rolling VWAPs with separate periods (defaults: 100, 250, 500)
Individual enable/disable for each VWAP
Custom color and line width per VWAP
Optional ±1σ, ±2σ, ±3σ bands per VWAP
Optional filled band between ±1σ
Configurable source (default: HLC3)
Non-repainting — historical values are fixed after each bar closes
No session resets — continuous rolling windows on any timeframe
Overlay on price — plots directly on the chart scale Indicateur
VWAP Wave System [MMT]VWAP Wave System is a full-featured VWAP-based market structure indicator designed to help traders read session context, identify directional bias, and spot high-probability setups around VWAP and its deviation bands. It combines multiple anchored VWAPs, Initial Balance tools, setup signals, candle coloring, alerts, and a dashboard into one clean framework for intraday and swing-style session analysis.
How It Works
The indicator plots several VWAP references depending on what you enable:
Intraday VWAP for the current trading session, including optional deviation bands and value area fill.
Weekly VWAP to show broader short-term bias.
Monthly VWAP for higher-timeframe context.
RTH VWAP for regular trading hours only, which is useful if you want a cleaner institutional-style session view.
Each VWAP can be turned on or off independently, and each one can display deviation bands to show how extended price is relative to that VWAP. This makes it easier to tell whether price is trading in balance, stretching into discovery, or reverting back toward value.
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How To Use It
A simple way to use this indicator is to start with the VWAP that matches your trading style:
Use Intraday VWAP if you trade active sessions and want fast decision-making.
Use RTH VWAP if you focus on regular market hours and want cleaner session structure.
Use Weekly or Monthly VWAP if you want to trade with the larger directional bias in mind.
From there, watch how price behaves around the VWAP bands:
Above VWAP often suggests bullish control or strength.
Below VWAP often suggests bearish control or weakness.
Inside the value area usually suggests balance or rotational conditions.
Touches and rejections at the bands can help identify fade or continuation opportunities.
Setup Signals
The indicator includes four main setup types, each with separate long and short signals:
S1: Price Discovery Continuation.
S2: Fade Value Area Extremes.
S3: Return to Value.
S4: VWAP Bounce.
These setups are designed to cover different market conditions. For example, S1 is useful when price accepts beyond a band and continues in that direction, while S2 looks for rejection after trading into an extreme. S3 is more of a return-to-balance setup, and S4 looks for a reaction off VWAP inside the value area.
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Initial Balance Tools
The Initial Balance section is useful for understanding the first part of the session and how price may react around that opening range. It can plot:
IB High.
IB Low.
IB Midpoint.
IB 25/75 levels.
IB projections beyond the range.
Break/retest markers when price interacts with those levels.
This is especially useful for traders who pay attention to opening range behavior, breakout continuation, or failed breakouts. The projections can help estimate common expansion targets based on the size of the initial balance range.
Candle Coloring And Dashboard
The candle coloring feature changes candle color based on how far price is from the intraday VWAP, helping you quickly see whether momentum is strong, moderate, or fading. That makes it easier to read whether the market is stretched or still comfortably within normal movement.
The dashboard provides a quick summary of:
Intraday bias.
RTH bias.
Weekly bias.
Monthly bias.
Current setup state.
Setup VWAP and band levels.
Bars outside or inside the accepted range.
Practical Workflow
A clean way to use the script is:
Turn on the VWAPs relevant to your trading horizon.
Use the dashboard to confirm current bias and session context.
Watch for price acceptance above or below the active VWAP bands.
Use the setup labels and alerts to catch S1-S4 opportunities.
Use Initial Balance and projections to plan targets and invalidation levels.
For example, if price opens strong, holds above the intraday VWAP, and accepts above the upper deviation band, that can support a continuation-style read. If price pushes into a band and immediately rejects back into value, that may be a cleaner fade or return-to-value opportunity.
Best For
This indicator is best for traders who want a structured way to trade around VWAP rather than using VWAP as a simple line on the chart. It works well for:
Intraday scalpers.
Session traders.
VWAP mean reversion traders.
Breakout and continuation traders.
Traders who use Initial Balance and market profile-style context.
Indicateur
RTH Session VWAPRTH Session VWAP
Timezone-correct session VWAPs (NY RTH, London, Asia) + a 24h VWAP with StdDev bands. Sessions anchor to their own market timezone, so they plot right from anywhere.
Session VWAPs for New York, London, and Asia, plus a continuous 24-hour/daily VWAP, with optional standard-deviation bands — built for intraday futures trading from any timezone.
The core problem this solves: most session-VWAP scripts read their session times in the chart's exchange timezone, so the boundaries drift or break when you view the chart from a different timezone. Here each session is computed in its own explicit market timezone (America/New_York, Europe/London, Asia/Tokyo), so the sessions anchor correctly no matter where you are or how your chart timezone is set. Daylight saving is handled automatically.
Features
New York VWAP defaults to the regular cash session (09:30–16:00 ET), anchored to the RTH open.
London and Asia session VWAPs, each in its own timezone, off by default.
An always-on 24h VWAP anchored to the trading day, drawn independently of the sessions.
Optional ±1 / ±2 standard-deviation bands for every VWAP.
Independent show toggles per session, plus a master switch.
Configurable session hours, timezones, StdDev multipliers, and VWAP source.
Clean chart legend — input arguments and helper plots are kept out of the status line.
How to use
Add to chart. By default you'll see the New York RTH VWAP (green) and the 24h VWAP (amber). Enable the London/Asia sessions or the StdDev bands under Inputs. Session hours are entered in each session's own market timezone (e.g. NY 0930-1600). VWAP and its deviation bands act as intraday mean/value references — price returning to VWAP, or rejecting a ±1/±2 band, are common contexts traders watch.
Credit
This is an open-source modification of "Koalafied VWAP Session/Day" (Session VWAP) by TJ_667, published under the Mozilla Public License 2.0. All original credit goes to TJ_667. This version adds explicit per-session timezones, an RTH default, a 24h VWAP, per-session toggles, and a Pine v6 migration.
Source and notes: github.com Indicateur
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Auction & Liquidity Command Center Volume Profile, MeasuredAuction & Liquidity Command Center — Volume Profile, Measured
The levels traders already use — prior POC, value area, naked POCs, prior day high/low, session AVWAP, HVN/LVN — each scored by its measured reaction on this chart: how often price rejects vs breaks, and what the fade has been worth in R. Levels with evidence, not levels with vibes. Never a buy or sell.
What it does
Every structure tool draws levels. None of them measures what happens when price gets there. This tool builds the session-anchored auction map with profile-grade accuracy, detects qualified touches of every level, resolves each touch through a triple-barrier outcome, and pools the results by level TYPE into a live scoreboard: pPOC +0.01R · rej 50% · n156. You see not just where the levels are, but which kinds of levels have actually meant something on this chart — and which are coin flips.
The components, and why they are combined
This is a deliberate synthesis of four parts, each covering the previous one's weakness:
A profile-grade level engine (Market Profile — J. P. Steidlmayer). Nine level types from the session volume-at-price profile and session extremes: prior POC, prior VAH/VAL (classical two-row 70% expansion), naked POCs (prior POCs never revisited), prior day high/low, the session's anchored VWAP, and HVN/LVN volume nodes (prominence-filtered local extremes). Accuracy choices: each bar's volume is distributed range-proportionally across the rows it overlaps (not binned at one point); POC ties break toward the session center. Weakness left open: a drawn level says nothing about whether it matters.
A qualified-touch detector. A level must be ARMED — price fully away from it by at least k×ATR — before a touch of it can count, and it disarms after every touch. Chop sitting on a line cannot enter the record. Approach direction is stored with every event. Weakness left open: a touch is not an outcome.
Triple-barrier outcome resolution (outcome labelling — M. López de Prado). From each touch: REJECT if price moves m×ATR back the way it came first, BREAK if it moves m×ATR through first, TIMEOUT after T bars. Purity rules: barriers are fixed at the ATR of the touch moment; evaluation starts the bar after the touch; a bar hitting both barriers is a timeout, never a guess. Weakness left open: one level's history is n = 1.
Per-TYPE pooling with honesty gates. Statistics pool by level type, never by individual line — a type is a real sample. A type shows no score until a minimum number of its touches have resolved (default 20); until then it reads BUILDING with its count. Timeouts are reported in n but excluded from the reject/break ratio. Fade expectancy = (rejects − breaks) / (rejects + breaks), in R.
How to read it
Rails are colored and styled by type (solid profile levels, dashed day levels, dotted volume nodes, violet naked POCs); each label carries its type's live score or its BUILDING count.
Evidence on the chart: a gray • at every qualified touch, then ○ (teal) where the touch rejected and ✕ (amber) where it broke. Every number on the scoreboard can be audited against the chart.
Dashboard: nearest level and its score, with a plain-language verdict (tends to hold / coin flip / tends to break) so the read needs no statistics background; per-type scoreboard (fade R · reject % · n) for all nine types; touch counts; the exact engine settings in the NOTE row.
Honest expectations: most types on most charts score near zero — that is the truthful baseline, and seeing it protects you from folklore. The value is in the exceptions this chart's own history reveals (for example, day extremes often carry a modest positive fade expectancy while POC retests are a coin flip), and in knowing the difference.
How to use it
Use the scoreboard to weight your own playbook: give more respect to touches of types that have measured well here, less to types that grade as noise — and size accordingly. The "Touch of a MEASURED level" alert fires only when price reaches a type with a real sample behind it. This is context about where price reactions have had structure — never a direction, never an entry signal.
Non-repaint & universality
Profiles, POC/VA/nodes and day levels commit only at session close on confirmed bars; touches and outcomes resolve on confirmed bars; the AVWAP is cumulative within its session. Nothing repaints. The script requests no external data of any kind — no lower timeframes, no security calls — so it runs identically on every plan and every symbol with volume.
Use on any market
Volume source, profile rows, value-area %, node thresholds, arm distance, barriers and sample gates are all inputs. Defaults suit liquid intraday index futures; intraday timeframes give the engine the most touches to learn from.
Originality & credits
The synthesis — a range-proportional session profile, qualified-touch detection, touch-time-ATR triple-barrier outcomes, and per-type pooled reaction statistics displayed as a live scoreboard — is original work for this publication. Concept credits: Market Profile / point of control / value area — J. Peter Steidlmayer; naked (virgin) POC — market-profile literature; anchored VWAP — as popularised in modern trading literature; triple-barrier outcome labelling — M. López de Prado. Implementation and charting design are the author's own.
Disclaimer
Research and education only. NOT financial advice, NOT a signal service, NOT a guarantee of future results. Reaction statistics are empirical frequencies from this chart's limited history, pooled per level type; they change with regime and sample, and a positive expectancy is not a promise. Validate independently and manage your own risk. Indicateur
Indicateur
SMB Fashionably Late Scalp (9EMA x VWAP)SMB "Fashionably Late Scalp" (9 EMA × VWAP) — backtest & study tool
WHAT THIS IS
An open, fully tunable Pine v5 strategy implementation of the "Fashionably Late
Scalp," a 9-EMA-crosses-VWAP intraday setup published by SMB Capital. It is built
for honest backtesting and study of the setup's mechanics — not as a turnkey
profitable system (see "Honest notes on performance" below).
THE SETUP (long; short is the mirror)
1. Divergence — a sustained move separates the 9 EMA from the session VWAP.
2. The Turn — price puts in a distinct low of the day, then starts back up.
3. Convergence — the 9 EMA rises back and crosses VWAP. That cross is the trigger.
Entry: an up-sloping 9 EMA crossing a flat-to-downsloping VWAP (mirror for shorts).
Stop: 1/3 of the distance from VWAP to the low of day.
Target: a measured move — low-of-day to the cross, projected the same distance
beyond the cross.
TWO ENTRY MODES
• Anticipate cross (stop order) : TradingView can normally only act on the
bar AFTER a cross. Because the EMA's next value is deterministic in price
(EMA_next = α·P + (1−α)·EMA_now), the script solves for the exact price P that
makes the 9 EMA meet VWAP and rests a stop order there — so it fills AT the cross,
intrabar. Non-repainting: the trigger is fixed on the closed bar and refreshed
each bar.
• React next bar open (market): conventional market entry on the confirmed cross
(fills one candle late). Kept for A/B comparison.
Note: the anticipatory trigger sits above VWAP by ~4× the EMA-to-VWAP gap (9-EMA
algebra), so the further the EMA lags VWAP at entry, the higher the fill and the
lower the realized reward:risk. A "Minimum reward:risk" input — measured from the
actual fill, not from VWAP — bounds this.
KEY INPUTS
• EMA length; separate EMA & VWAP slope lookbacks/thresholds (VWAP uses a longer
lookback so "flat-to-downsloping" reflects the day's posture, not a 1-bar wiggle)
• Stop fraction, stop-anchor mode, cross-price mode, minimum reward:risk
• "The turn" requirement, re-entry cooldown, long/short toggles
• Optional filters: ideal EST session windows (10:00–10:45 / 10:46–13:30), a
>15-minute EMA-flat veto, and a volume-confirmation filter
• A signal-funnel table (top-right) showing how many crosses survive each gate, so
you can see exactly what is or isn't triggering
REQUIREMENTS & BEHAVIOR
• Needs a volume-bearing instrument (stocks/futures). On symbols without real
volume the session VWAP is undefined and the script stops with a message.
• Session VWAP and the low/high of day share one daily anchor, so they reset
together across RTH/ETH/24h charts.
• Signals evaluate on closed bars; no lookahead. Set realistic commission and
slippage in the Strategy Properties before drawing any conclusions.
HONEST NOTES ON PERFORMANCE
The source cites roughly a 60% win rate at ~3:1 reward:risk. Those numbers come
from a discretionary playbook, and in my own testing this mechanical version does
NOT reproduce them — it is not reliably profitable out of the box. That is
expected: the original depends on trader judgment this code cannot encode
(selecting "in-play" names, reading the speed/quality of the turn, position sizing,
skipping messy tape), and scalping costs erode a thin edge quickly. Treat this as a
faithful study/backtest harness for the mechanics and a base to experiment on — not
a signal to trade live. Nothing here is financial advice; test and manage your own
risk.
CREDITS
Setup concept: SMB Capital ("The Fashionably Late Scalp," public cheat sheet).
Pine v5 implementation, the anticipatory-cross entry, and the diagnostics are mine. Stratégie
VOLUME VOID - REAL FVG's [Divi-Len]
VOID — FVG × Volume-Void continuation (NQ 5m) — free & open source
VOID trades one specific, fully mechanical setup on Nasdaq futures: a displacement fair value gap whose interior contains a genuine **volume void** — a pocket where almost no contracts traded — on the correct side of VWAP. Price imbalance confirmed by volume imbalance.
In five years of bias-free testing on real CME volume, raw FVGs on NQ showed **no edge** on their own; FVGs carrying the void confirmation did.
Video walkthrough (ai slop, will upload proper video in the future):
www.youtube.com
www.youtube.com
The five rules (all on one candle):
1. A 3-candle fair value gap completes (this candle's low above the high two bars back; mirrored for shorts).
2. Gap at least 0.3 × ATR(14).
3. Close on the continuation side of VWAP (longs above, shorts below).
4. The gap zone holds ≤ a threshold fraction of the surrounding 20 bars' volume — the void.
5. The void sits in the continuation-exit half of the gap.
Entry at that candle's close. Stop 3×ATR. Target 3R. Monday–Thursday, first qualifying signal of the day only , nothing at/after 15:00 ET, always flat by close. No break-even, no trailing, no partials — every exit-management scheme we tested made it worse. One alert, one bracket order, done.
Built so you can trade it without reading anything else:
every signal draws the position-tool picture (green zone to target, red zone to stop, plain BUY/SELL label with all three prices), the top-right panel tells you in words what the system is doing right now, every input has a plain-English tooltip, and there are style presets (zones / lines / minimal arrows) with your own colors.
The numbers, honestly — read this part.
The research engine (bias-free, archived CME 1-minute data) measures: PF 1.62, out-of-sample 1.80, ~51% win rate, 73% of months profitable across three years, worst month about −2R, best +11R at roughly one trade a day, two days a week. On TradingView we then did something most publishers don't: we exported every tester trade with its measured void value and audited both measurement paths against the research engine, trade by trade. Result: TradingView's 1-minute intrabar reconstruction selects materially different trades (that path tested ~breakeven — it's now off by default), while the chart-bar void measurement at threshold 0.30 is the faithful one there. With default settings the 2023→present tester shows roughly PF 1.05–1.10 net, positive every full year — a modest number, and exactly the number you'll reproduce yourself , which is the point. So: the tester number is your conservative, self-verifiable floor; the research number is what the precise measurement earns on the research data. The gap between them is disclosed on purpose — it's what an honest port of a volume-microstructure edge across data feeds looks like.
Why there are two scripts:
the strategy (with the full tester, equity curve, and exportable trade list) was always the intended giveaway; the signals-only indicator simply shipped first because the strategy build wasn't ready in time for the first presentation. Use the strategy to verify, the signals to trade day-to-day — they run identical rules. In the strategy, enabling "Verbose trade tags" stamps every order with its measured void and gap values, which appear in Strategy Tester → List of Trades → Export, so any trade in history can be independently checked against the rules above. Entries also fire webhook-ready JSON alerts if you automate (sim first, always).
Presets — and a verified promise to early users.
The script ships with a Settings preset selector, and before publishing this update we verified each preset by exporting its full trade list and diffing it against the original release:
— "TV floor" (default): the chart-bar measurement whose tester results anyone can reproduce (546 trades, PF ~1.09, 2023→present, positive every full year).
— "First publish" (compatibility): recreates the original release's signals exactly — verified 478 of 478 trades identical, every timestamp and direction . If you've been tracking or forward-testing since day one, select this and your history continues seamlessly. That's not a promise; it's a measured fact.
— "True edge" (research spec): the research pipeline's exact settings — same 1-minute measurement as the original, VWAP anchored at midnight NY (97% of trades shared with the original; 14 reclassified by the anchor). Honest caveat: TradingView's intrabar data understates the research result on this preset.
— "Manual" : unlocks every measurement input.
One more verification worth knowing: we ran the tester at default and at high bar-magnifier precision — results were identical to the trade (PF 1.090 both). With 3×ATR stops and 3R targets, fills don't depend on intrabar precision, so you don't need any paid plan feature to reproduce these numbers. Updates will never silently change what you were following — any future signal-affecting change ships as a new preset.
**Risk guidance:** 0.15–0.25% of account per trade. At 51%/3R, losing streaks of 4–6 trades are normal statistics — size so they're boring. Expect two or three shallow red months per year; that's what a real edge looks like.
**Limitations:** backtests are not promises; fills, slippage and data feeds differ; futures trading carries substantial risk of loss. Verify on your own charts before trading real size. Nothing here is financial advice.
Shared freely, in the same spirit the core idea reached me. Credits to Cramson Capital for sharing the Low Volume Node idea, and his commitment to sharing trading success and helping others.
From: Rupert (Divi-Len)
(ps: if this helps you and you're in a position to, donations are genuinely appreciated right now)
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This is the verification build — full tester, equity curve, exportable tagged trade list. A signals-only build will be published separately for cleaner day-to-day charts. The signal only one I published BEFORE will be deleted in the future, it was protected script and was meant to be temporary Stratégie
All Session Levels (Futures) - Asia, London, Overnight, NY PriorA session-levels built for trading during the New York session on the Micro Dow (MYM), though it works on any index future or intraday symbol. The core idea: the Asia and London sessions are thin and choppy on the Dow because the underlying US cash market is closed; rather than trading those sessions directly, this indicator plots the key levels they leave behind and helps you trade them when real volume arrives at the 9:30 ET open.
What it plots
Asia session high/low (default 8:00 PM–2:00 AM ET) — overnight liquidity pools.
London session high/low (default 3:00 AM–8:00 AM ET) — the more recent, more relevant overnight range.
Overnight high/low (ONH/ONL) — the full overnight range.
Prior day NY high/low/close — the most-watched daily references, drawn per-day so they don't stretch across chart history.
9:30 NY open marker and a shaded 9:30–10:30 killzone highlighting the highest-probability window.
Auto-detected supply and demand zones — the script identifies base-then-impulse departures (a tight consolidation candle followed by a strong directional move) and draws the base as a zone. Zones remain on the chart only until mitigated: once price closes fully back through a zone, it's automatically removed, so you only ever see live, untested zones.
Info dashboard (top-right) listing every current level and its price.
Alerts
Eight built-in alert conditions: level breaks (London, Asia, and overnight highs/lows) and zone taps (when price enters the most recent unmitigated demand or supply zone). Create them via the alarm-clock icon after adding the indicator; "Once Per Bar Close" is recommended for the break alerts.
How to use it
Set your chart timezone to America/New York (or adjust the timezone input to match your data feed).
Run it on an intraday timeframe, 3m to 15m is the sweet spot; 5m is a good all-round default.
Before the open, review the plotted overnight and prior-day levels.
In the 9:30–10:30 window, watch for price interacting with those levels: a clean break-and-hold for continuation, or a failed break that snaps back inside the range for a reversal.
Use the confluence of a zone tap, price extended past VWAP, and volume for entry confirmation.
Notes and settings
All session windows are fully adjustable in the settings, as are colors, and the supply/demand sensitivity (impulse strength, base size, lookback, and max zones per side).
The overnight window contains the Asia and London windows by design, so ONH/ONL will often overlap those extremes — toggle it off if you prefer less overlap.
The zone-tap alerts track only the most recent unmitigated zone on each side to avoid alert spam.
Disclaimer
This is an analysis and charting tool, not a trading system or financial advice. It does not generate buy/sell signals or guarantee any outcome. Levels and zones are calculated from historical price and session times; past behavior does not predict future results. Always do your own analysis and manage your own risk. Indicateur
Momentum Pro Dashboard | MouryaOverview
The Momentum Pro Dashboard is an institutional-grade, all-in-one Heads-Up Display (HUD) engineered specifically for active momentum and day traders. Built purely in Pine Script v6, this dashboard consolidates critical tape reading, volume analysis, and dynamic levels into a clean, mathematically balanced 3-column UI, eliminating the need to constantly switch tabs or clutter your chart with multiple indicators.
1. The Layout & Architecture
The script generates a 3-column Heads-Up Display (HUD) directly on your chart. It is completely dynamic—if you disable a feature in the settings, the table automatically shrinks to close any empty gaps.
Top Header: A spanning banner showing the Ticker, Company Name, Country, Exchange, Sector, and Industry. (It includes a manual override in the settings if TradingView tries to label the exchange as "BATS").
Column 1: Core fundamental data, session momentum percentages, and price extremes.
Column 2: Dynamic support/resistance levels (EMAs, VWAP Bands, and Pivots).
Column 3: A real-time, ticking Tape (Time & Sales) for live order flow.
2. Column 1: Core Metrics & Extremes
This column tracks the fundamental setup and the active momentum of the asset.
Current Price: The live price of the asset. The text turns Green if the day is positive, and Red if the day is negative.
Float & Mkt Cap: Formatted cleanly in Millions (M) or Billions (B).
Float Color Code: < 1M (Bright Green), 1M–5M (Standard Green), 5M–10M (Dark Green), 10M–20M (Yellow), > 20M (Red).
Daily % (Close-to-Close): Performance based strictly on yesterday's official Regular Trading Hours (RTH) close.
Intraday %: Performance based strictly on today's open.
GAP %: The difference between yesterday's close and today's open.
Daily Volume & Turnover: Total shares traded today, and the dollar amount of that volume (Volume * Price).
Rel. Vol. (Relative Volume): Compares today's volume pace to the 10-day average.
Color Code: < 1x (Red), 1x to 5x (Yellow), > 5x (Green).
Short %: Calculates true Short Interest by dividing FINRA's reported EOD Short Volume by yesterday's total trading volume.
Color Code: < 5% (Dark Green), 5–20% (Light Green), 20–50% (Yellow), 50–100% (Light Red), > 100% (Dark Red).
Buy/Sell %: A proxy for Bid/Ask hitting, showing the percentage of volume executed on upticks vs. downticks.
Per Lot: Shows the point value multiplier of the asset (crucial for Futures).
Day High & Day Low (Custom Cycle): Tracks the highest and lowest prices of the current session, starting exactly at the Post-Market open and running through the RTH close.
52W High & 52W Low: Rolling 1-year extremes.
ATH & ATL (All-Time High/Low): Dynamically scans all locally loaded chart data to find the absolute extremes without crashing TradingView's servers.
3. Column 2: Institutional Averages & Levels
This column provides your key support and resistance zones. Crucially, these are anchored to standard institutional timeframes so your levels perfectly match what Wall Street algorithms are looking at, ignoring weird pre-market distortions.
EMAs (1-4): Four customizable Exponential Moving Averages (Defaults: 10, 20, 50, 200).
VWAP Engine: A custom-built Volume Weighted Average Price calculator.
VWAP Main: The core session VWAP.
Upper Bands (1, 2, 3): Standard deviation bands above VWAP.
Lower Bands (1, 2, 3): Standard deviation bands below VWAP.
Pivots (P, R1-R5, S1-S5): Mathematical support/resistance levels. You can choose the calculation type in settings (Traditional, Fibonacci, Camarilla, etc.).
(Note: Every single EMA, VWAP band, and Pivot level has its own independent On/Off checkbox in the settings so you can declutter at will).
4. Column 3: The Tape (Time & Sales)
A highly optimized, array-based real-time order tracker right on your chart.
Rows: You can set it to show anywhere from 1 to 20 of the most recent trades.
Standard Colors: Green (Buy/Ask hit), Red (Sell/Bid hit), Gray (Neutral/Absorption).
Neon Block Order Highlights: In the settings, you define a "Large Print" threshold (e.g., 2,000 shares). Any order larger than that size flashes in Neon Green (Buy) or Neon Red (Sell) so you instantly spot institutional sizing.
5. Under-the-Hood Engineering (The "Secret Sauce")
Proximity Alerts: In the settings, there is a "Proximity Alert %" (default 0.15%). If the live price gets within 0.15% of any level in Column 1 or Column 2, that level turns Yellow to warn you. If price touches it directly, it turns Red.
Crash-Proof Data Handling: If you load this script on an asset that lacks certain data (e.g., Forex has no Short Interest or Float), the script will not crash. It will elegantly bypass the calculation and output a clean "—" in the table.
Cumulative Memory: The script utilizes varip arrays. This means it can remember and process data tick-by-tick between official candle closes, allowing the Tape to update instantly in real-time. Indicateur
VWAP + RSI ConfluenceThis indicator merges VWAP and RSI into one clean visual system by coloring candles based on their agreement.
Green candles → Bullish confluence: Price is above VWAP and RSI is above the midline (default 50).
Red candles → Bearish confluence: Price is below VWAP and RSI is below the midline.
White candles (Hold) → Conflict between VWAP and RSI. The market is undecided — best to stay out and avoid choppy, low-quality setups.
The white “Hold” candles act as a powerful filter that helps you avoid trading when the two indicators disagree.
How to Use
Trade in the direction of the colored candles (green = long bias, red = short bias).
Avoid trading during white “Hold” candles.
Best used at key support/resistance levels or in combination with your existing price action or structure.
Works on all timeframes and instruments.
Important Setup Step (Required for Reliable Colors)
For the custom candle colors to display correctly even when the indicator is not selected, you must do the following once:
Add the indicator to your chart.
Right-click anywhere on the chart.
Select Object Tree.
Right-click on VWAP + RSI Confluence.
Go to Visual Order → Bring to front.
After this step, the colors will remain stable. It is recommended to save your chart as a template afterward so you don’t have to repeat this process.
Settings
VWAP Anchor: Choose between Day, Week, Month, or Year (resets the VWAP calculation accordingly).
RSI Length: Default is 21 (adjustable).
RSI Midline: Default is 50.0 (the threshold for bullish/bearish agreement).
Colors: Fully customizable colors for Bullish candles, Bearish candles, Hold candles, and their wicks.
Recommended Use
This indicator is especially useful for day trading and swing trading when you want a clear visual filter that reduces conflicting signals between momentum (RSI) and institutional average price (VWAP). Indicateur
AlphaSpark Levels v6AlphaSpark Levels v6
Complete trading levels indicator with Volume Profile, VWAPs, Liquidity Swings, Previous Session H/L, and Gamma Exposure (GEX) Levels.
Features:
• Volume Profile (periodic + developing)
• VWAPs (Daily/Weekly/Monthly) with naked levels
• Liquidity Swings (15m, 4h, Daily, Weekly)
• Previous Session H/L (Daily, Weekly, Monthly) with labels
• GEX Levels (Gamma Flip, Call Wall, Put Wall, Highest OI, 0DTE Magnet)
• Dashboard widget with level summary
• Alerts for level crosses
How to use GEX Levels:
1. Join Discord for live GEX updates (link in comments)
2. Copy values from Discord posts
3. Paste into indicator inputs
4. Levels appear on chart automatically
Based on market maker hedging mechanics. Free for community members. Indicateur
Edo VWAP CoreEdo VWAP Core — Fair-Value Reading Built on Weekly and Monthly Anchored VWAP with Standard Deviation Bands, Premium/Discount States, Sigma Distance and Information Panel
The volume-weighted average price is, within any given period, the closest thing to an asset's fair value: it is the price every participant has actually paid, weighted by the volume traded on each candle. Whoever buys well above it is paying a premium relative to the market as a whole; whoever buys below is getting a discount. The session VWAP captures only one day and resets too often to be useful for swing work; anchoring the calculation to a higher horizon turns that same idea into a stable reference for positioning.
Edo VWAP Core builds on that principle by anchoring the VWAP to two horizons at once — the current week and the current month — and framing each line with standard deviation bands. On its own, an anchored VWAP is just a line. With Edo VWAP Core, that line gains a premium/discount state classification, a sigma-distance reading, deviation bands that delimit the cheap and expensive zones, a translucent fill between price and VWAP that switches colour with the active state, and an information panel that condenses the whole quantitative reading. Five coordinated layers on a single overlay, designed to answer one question continuously: is price trading expensive or cheap relative to what the market has actually paid?
WEEKLY AND MONTHLY ANCHORED VWAP
The indicator draws two anchored VWAPs simultaneously. The weekly line resets at the start of each new week and accumulates, candle by candle, the volume-weighted typical price up to the current moment; it is the main operational reference, plotted in blue. The monthly line resets at the start of each new month and accumulates the volume of the entire current month, so it runs slower and more stable, plotted in orange and providing the higher-horizon context. Both are calculated internally with the close of each candle of the active timeframe, so they do not depend on higher-timeframe functions and do not repaint: once a candle closes, its contribution to the VWAP is fixed. The default typical price source is hlc3, the standard input for VWAP.
The relationship between the two lines describes the value structure of the asset. Weekly above monthly with price above both reads as premium with buying pressure dominant across both horizons; weekly below monthly with price below both reads as sustained discount; price caught between the two lines is a transition zone with no clear value bias between the week and the month.
STANDARD DEVIATION BANDS
Around each VWAP the indicator draws two pairs of volume-weighted standard deviation bands, calculated consistently with the VWAP itself: the ±1σ pair delimits the normal fluctuation zone, and the ±2σ pair delimits the extreme zone, where price is statistically very far from fair value. The bands are what turn the VWAP from a simple line into a measurable value scale — they quantify how expensive or cheap price is trading in terms of standard deviations. The area between +1σ and +2σ is shaded warm (the premium zone), the area between −1σ and −2σ is shaded cool (the discount zone), and the central ±1σ band carries a faint tone of the VWAP colour to mark the equilibrium region. Band widths reflect the volatility of the period: the wider the bands, the more volatile the move.
PREMIUM / DISCOUNT STATE CLASSIFICATION
The indicator classifies each bar into one of five exclusive states according to the position of the close relative to the reference VWAP and its bands. Premium Extreme: close above +2σ, upside overextension. Premium: close between +1σ and +2σ, price trading expensive. Neutral: close within ±1σ, fair value around the VWAP. Discount: close between −1σ and −2σ, price trading cheap. Discount Extreme: close below −2σ, downside overextension. The colour code follows the classic premium/discount logic — warm tones for the expensive zone, cool tones for the cheap zone — and the state is reflected simultaneously in the price-VWAP fill, in the panel and, optionally, in the chart background and the candle colouring. The panel accompanies the state with a bar counter showing how many consecutive candles price has spent in it; a high counter inside Premium Extreme or Discount Extreme signals a sustained overextension.
By default the state is calculated over the weekly VWAP as the reference. If the corresponding input is disabled, the state is computed over the monthly VWAP instead, and the panel header indicates which one is in use with a "W ref" or "M ref" label.
SIGMA DISTANCE AND PRICE-VWAP FILL
Sigma distance is the central quantitative measure: it expresses how many standard deviations separate the current close from the reference VWAP, computed as the close minus the reference VWAP divided by the reference standard deviation. A positive value means price is above the VWAP (premium), a negative one below (discount). Because it is normalised, it behaves like a z-score — a reading of +2σ means the same on one asset as on any other, regardless of absolute price — which lets the degree of overextension be compared homogeneously across instruments. Between price and the reference VWAP the indicator draws a translucent fill in the colour of the active state, warm in premium, cool in discount, neutral around fair value, so the value condition of the asset is legible at a glance without consulting the panel; its opacity is configurable.
INFORMATION PANEL
The panel condenses the whole reading into a compact three-column table. Its header shows the active reference VWAP. It displays the current State with its colour and consecutive-bar counter; the σ Dist reading in standard deviations; the weekly VWAP value with an up/down arrow depending on whether price is above or below it, plus its ±1σ and ±2σ band levels; and the same block for the monthly VWAP with its own bands. The panel can be placed in any of the four chart corners and resized to Small or Medium, with Dark and Light themes to blend with the chart background. It can also be hidden entirely.
CONFIGURATION
The inputs are grouped by functional block. The Anchors block toggles the weekly and monthly VWAP independently, sets the price source (hlc3 by default) and the line width. The Bands block enables the deviation bands, sets the inner and outer multipliers (1.0 and 2.0 by default), the fill opacity, and which VWAP drives the state classification (weekly by default). The State block governs the visual translation of the state — background colouring, background opacity, candle painting, the price-VWAP fill and its opacity. The Style block exposes the five state colours, the weekly and monthly line colours and the Dark/Light theme, and the Panel block controls panel visibility, position and size. The defaults are calibrated to work without adjustment on stocks, crypto, forex, indices and futures; the only parameter most users touch is the band multipliers when adapting the value scale to a particularly volatile asset.
ALERTS
Nine predefined alert conditions cover every meaningful event: Premium Extreme, Premium, Neutral, Discount and Discount Extreme fire when price enters the corresponding state; Cross Above VWAP and Cross Below VWAP fire when price crosses the reference VWAP; and New Weekly Anchor and New Monthly Anchor fire when a new period begins and the corresponding VWAP resets. The two extreme-state alerts are the most useful for detecting overextensions, the VWAP cross alerts warn of bias changes relative to fair value, and the anchor-reset alerts flag when the reference has refreshed and the context should be reassessed. State-change alerts are best configured on bar close.
HOW TO READ IT
A clean reading combines the layers into common patterns. Mean reversion from an extreme: price reaches Premium Extreme or Discount Extreme beyond ±2σ and the bar counter grows — moves that far from fair value statistically tend to correct back toward the VWAP, so any entry against that direction starts from a high-risk zone. VWAP as dynamic support or resistance: in healthy trends price drifts toward the premium or discount zone, pulls back to the reference VWAP and bounces without losing it, the line acting as dynamic support in an uptrend or resistance in a downtrend, with the fill making the pullbacks visible. Weekly-monthly confluence: when both VWAPs and their bands overlap in the same price zone, that region gains weight — a discount that coincides with the weekly −1σ and the monthly VWAP is a far more solid value zone than one touching a single reference. VWAP reclaim after discount: price trading cheap reclaims the reference VWAP with an impulse candle, the fill flips colour and the state shifts from Discount to Neutral, marking the moment the asset stops trading cheap and returns to fair value — a value-bias change that often accompanies bullish resumptions.
OPEN SOURCE
Edo VWAP Core is published as a free open source indicator. The full Pine Script is publicly accessible on TradingView for study, adaptation and integration into any workflow. Part of the Edolab Markets free tools ecosystem alongside Edo SuperTrend Core, Edo Multi Stoch, Edo Liquidity Zones, Edo Ichimoku State and more available on TradingView.
This indicator is a technical analysis tool for educational and informational purposes only. It does not generate automatic buy or sell signals and should not be considered financial advice. Trading financial markets involves significant risk of capital loss. Past performance does not guarantee future results. Always use proper risk management. Indicateur
Dynamic Visible AVWAPDynamic Visible AVWAP is a visible-range anchored VWAP tool designed to help traders read active price interaction with important visible swing areas.
The script automatically anchors AVWAP lines from the highest high and/or lowest low inside the currently visible chart range. This makes the tool dynamic: when the visible chart area changes, the anchors are recalculated from the new visible range.
Additional AVWAPs can be enabled with the AVWAP Count setting. When more than one AVWAP is selected, the script adds extra anchors from the next valid swing highs or swing lows. This allows multiple AVWAP references to be displayed at the same time, creating a clearer view of potential confluence zones.
Main features:
Dynamic AVWAP based on the currently visible chart range
Long, Short, or All display modes
Optional multiple AVWAPs per side
Optional deviation channels around each AVWAP
Optional channel fill
Separate style controls for AVWAP lines, channels, arrows, and anchor text
Optional anchor arrows and custom anchor label text
Adjustable text size for anchor labels
Optimized line budgeting to keep the script stable when multiple AVWAPs are displayed
How it can be used:
Dynamic Visible AVWAP can help identify areas where price is interacting with volume-weighted mean levels from important visible swing points. These levels may be useful for context, confluence, pullback analysis, trend continuation review, or mean-reversion observation.
Important note:
The anchors are based on the currently visible chart range. If you zoom, scroll, or change the visible area of the chart, the AVWAP anchors may change because the script recalculates the highest high, lowest low, and additional swing anchors from the new visible range.
This indicator should be used together with broader market analysis, such as structure, volume, liquidity, higher-timeframe levels, and personal risk management. Indicateur
