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Anchored VWAP Pro

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Anchored VWAP Pro - Multi-Timeframe VWAP System with Advanced Signal Filters

Core Functionality:

Plots five anchored VWAPs (NY Open, HOD, LOD, Start-of-Day at 18:00 ET, Previous Day) with optional standard deviation bands and generates high-probability mean reversion signals.

Key Features:

Multiple VWAP Anchors: Tracks price equilibrium from critical intraday levels
Standard Deviation Bands: 3-level configurable bands for NYO and SOD VWAPs
Opening Range Breakout (ORB): Customizable period (5-60 min) with high/low/midpoint levels
Midnight Open Reference: Horizontal line marking 00:00 ET open price

Signal Generation:

Buy Signal: Price retraces to NYO/SOD VWAP support, then closes above HOD VWAP
Sell Signal: Price retraces to NYO/SOD VWAP resistance, then closes below LOD VWAP

Advanced Filters (Optional):

Midnight Open Bias: Mean reversion logic using midnight price position (bullish/bearish/neutral states)
A+ Setup Window: Time-based signal quality designation with custom colors
Formation Delay: Minimum time requirement since HOD/LOD formation
Daily Signal Limit: Caps maximum signals per session
Candle Quality: Body percentage and directional alignment requirements
True Retracement: Requires price bounce before validating retracement signals

Customization:

All colors, widths, and line styles fully configurable
Flexible time windows for signals and A+ setups
Toggle individual VWAPs and features independently
Comprehensive alert system with detailed context

Use Cases:
Intraday mean reversion trading, VWAP-based support/resistance, institutional price level tracking, multi-timeframe confluence analysis.

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