Category Trend  at 02/08/2023

Advanced VWAP indicator

Notice. There is an update for this algorithm which is awaiting moderation. Please check back soon to view the latest version of this algorithm.

This is an advanced VWAP indicator that allows you to customize all the aspects of it.

You can make the VWAP to anchor: 

  1. By Session in case of markets that have multiple sessions in the same day (e.g. HK50 or AUS200), 
  2. By Day
  3. By Week

It supports display of up to 3 Standard Deviation bands. You can set custom colors to each band and also set their multipliers or just hide/show them.

For now, the indicator has a bit of a strange name in the Custom Indicators list. You can find it as EKVWAP. In the future I might consider to change the name.


If you have any observations of how the indicator can become better or you have found a bug in it, just let me know and I will try my best to assist.

You can find me at: efthymios (at)


Thank you very much!



Update 2 Aug 2023: Added the ability to have a manual anchor point for the VWAP calculation.

Once you click on a bar on the graph, click on the Alt-A keys (configurable in the options) to set the manual anchor point for the VWAP calculation. The calculation will start from the point you were while clicking the Alt-A keys. Clicking again Alt-A will exit the manual VWAP calculation and return to the previous one.


Update 25 Sep 2023: Minor fix when displaying the VWAP from live data.


View of the VWAP & the bands.

View of the VWAP & the bands.


View of the configuration.

View of the configuration.

// // The author hid the code of this algorithm

Joined 13.06.2023

  • Type: Free
  • Language: C#
  • Trading Platform: cTrader Automate
  • Filename: EKVWAP.algo
  • Rating: 5
  • Downloads: 725
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