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

You can make the VWAP to anchor: 

1. To a manual anchor point.
2. By Session in case of markets that have multiple sessions in the same day (e.g. HK50 or AUS200), 
3. By Day
4. 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.

Manual anchor point:

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.