Structured Anchored VWAP

Structure-Anchored VWAP [WAT]

Structure-Anchored VWAP [WAT] is a market-structure-aware VWAP indicator for MetaTrader 5 that anchors VWAP to meaningful swing and structural points instead of relying only on fixed session resets.

It combines Market Structure + Anchored VWAP + Deviation Bands + Retest Signals + ATR Trade Management into one visual framework.

Key Features

✓ 3 Anchor Modes — Swing, Structure and Fast
✓ Structure Detection — HH, HL, LH, LL, EQH and EQL
✓ Anchored VWAP — VWAP follows meaningful structural moves
✓ Deviation Bands — Optional 0.5σ and 2σ bands
✓ Premium / Fair Value / Discount zones
✓ VWAP Retest Signals after configurable displacement
✓ Bullish/Bearish VWAP colouring based on structure
✓ Volume Spike Protection using median-volume filtering
✓ ATR-Based SL + TP1 + TP2 + TP3
✓ Automatic Break-Even after TP1
✓ Live Dashboard with trend, VWAP, signals and trade statistics

How It Works

Market Structure → VWAP Anchor → Deviation → Retest → Trade Management

The indicator identifies structural pivots, anchors VWAP to the relevant market move, measures price deviation from VWAP and monitors potential retests.

Default Balanced Risk Model

Additional Conservative, Aggressive, Scalping and Custom presets are available.

Why Use It?

Traditional VWAP tells you where volume-weighted equilibrium is. Structure-Anchored VWAP adds market context by connecting that equilibrium to the structural move that created it.

Suitable for scalping, intraday and swing analysis.

Structure first. VWAP second. Context-driven execution.