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Anchored VWAP Pro - Multi-Timeframe Analysis Tool

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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.
Release Notes
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.
Release Notes
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

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.