The most configurable VWAP indicator available—track institutional order flow with precision across any timeframe, session, or anchor point you choose.

VWAP (Volume Weighted Average Price) shows where the majority of volume has traded, revealing institutional positioning and fair value zones. This implementation goes far beyond basic VWAP with flexible reset periods, three band calculation methods, and complete Fibonacci level customization.

Core Features

• Flexible Reset Periods:
• • Time-based: Daily, Weekly, Monthly, Yearly, or custom hourly intervals (1H, 2H, 3H, 4H, 6H, 8H, 12H)
  • Session-based: Asian, London, New York sessions with configurable start times and timezone offsets
  • Anchor Point: Pin VWAP to any specific datetime (earnings, news events, key levels)
  • Rolling: Never reset—calculate from all available data
• Three Band Calculation Methods:
• • High/Low Range: Bands based on previous period's price range—shows expected volatility zones
  • Fibonacci Pivot: Uses classical pivot point calculation from previous period's High/Low/Close—combines S/R levels with VWAP
  • Standard Deviation: Traditional statistical bands—expands/contracts with actual volatility
• Complete Fibonacci Level Control:
• • 8 levels: 100%, 88.6%, 76.4%, 62.8%, 50% (VWAP), 38.2%, 23.6%, 11.4%, 0%
  • Individual level visibility toggles
  • Upper/Lower band group controls for quick adjustment
  • Levels adapt dynamically to chosen band method

Advanced Capabilities

• Session Management:
• • Configure exact session start times (e.g., London 14:00, NY 19:00 in your timezone)
  • UTC offset adjustment (-12 to +14 hours)
  • Visual session info display shows current reset schedule
  • Handles hourly resets with timezone awareness
• Performance Optimized:
• • Lazy calculation—bands only computed when visible
  • Intelligent caching for period calculations
  • Batch processing for historical data
  • Minimal CPU impact even with all levels enabled
• Professional Architecture:
• • MVC pattern for maintainability
  • Factory pattern for band calculators
  • Easy parameter updates without full recalculation
  • Clean separation of calculation vs. display logic

Perfect For

• Institutional traders: Track where the "smart money" accumulated during specific sessions or periods
• Intraday scalpers: Use session-based resets to find fair value for quick mean reversion trades
• Event-driven trading: Anchor VWAP to earnings/news releases to gauge post-event sentiment
• Multi-timeframe analysis: Compare daily vs. weekly VWAP to identify longer-term institutional positioning
• Support/Resistance traders: Fibonacci bands act as dynamic S/R zones that adapt to volume distribution

Use Cases

• Session Trading: Reset VWAP at London open, trade deviations from fair value during NY session
• Earnings Plays: Anchor to earnings release time, trade mean reversion to post-earnings VWAP
• Range Trading: Use 38.2%/62.8% Fibonacci bands as entry zones, target VWAP for exits
• Trend Confirmation: Price above VWAP + holding = bullish bias; below = bearish bias
• Pivot S/R: Combine Fibonacci Pivot bands with VWAP for institutional support/resistance levels

VWAP is where volume met price. These bands show where volume might meet price next.