VWAP Band Fills with Anchored VWAP MT4

VWAP Band Fills with Anchored VWAP MT4 brings the VWAP of TradingView to MetaTrader 4. If you use TradingView's built-in "VWAP", you will find the same inputs here (Anchor Period, Source, Offset, Bands Calculation Mode, Bands Multiplier #1 to #3, Hide VWAP on 1D or Above), the same formula (Pine ta.vwap) and the same colors - plus an anchored VWAP that starts wherever you drag a vertical line.

THE FORMULA
Within each anchor period, bar by bar:
VWAP = sum(source x tick volume) / sum(tick volume)
deviation = sqrt( sum(tick volume x source^2) / sum(tick volume) - VWAP^2 )
Band #n = VWAP +/- deviation x multiplier #n (Percentage mode: VWAP x 1% x multiplier)
Everything restarts at the first bar of the next period.

WHAT YOU CAN SET
Setting | Choices | Default
Anchor Period | Session, Week, Month, Quarter, Year, Decade, Century | Session
Source | open, high, low, close, hl2, hlc3, ohlc4, hlcc4 | hlc3
Offset | 0-500 bars | 0
Bands Calculation Mode | Standard Deviation, Percentage | Standard Deviation
Band #1 / #2 / #3 | on/off, multiplier 0-100 | #1 on x1, #2 off x2, #3 off x3
Fill bands | on/off, opacity 1-100% per band | on, 5% (as on TradingView)
Anchored VWAP | on/off, first position in bars back | off, 100 bars
Sunday bars | Auto, merge into Monday, separate day | Auto

MT4 NOTES - PLEASE READ
1. Tick volume only. MT4 has no real volume, so the VWAP is always weighted by tick volume.
2. Fills are drawn as thin histogram bars between the bands, because MT4 has no fill style. The bar width follows the chart zoom (up to 5 px), so at high zoom you may see small gaps between them. The fill colors are pre-mixed with your chart background and follow it when you change the background.
3. Colors come from the inputs. VWAP, band and fill colors and widths are set in the Inputs tab; the Colors tab is not used.
4. To keep the candles visible above the fills, "Chart on foreground" is switched on while fills are shown. The original setting is stored on the chart and restored when the last copy is removed (a fill-using tool of the same series shares it; the setting comes back only when none of them is left). Set "Keep candles in front of the fills" = false if you prefer to manage it yourself.
5. Inputs have no group headings in MT4; they appear in the order listed at the end.

ANCHORED VWAP
Set "Show anchored VWAP" = true. A dotted vertical line is placed 100 bars back. Drag it to a swing point, a news bar or any bar you like; when you drop it, the orange anchored VWAP is redrawn from that bar. It uses the same source and tick volume, without bands. One line serves all copies on the chart and is removed together with the last copy.

HOW CLOSE IT IS TO TRADINGVIEW
- Same formula. The values still differ a little, because your broker's tick volume is not TradingView's volume data. Expect a close match, not an identical one.
- Day and week boundaries are your MT4 server's 00:00 (weeks start on Monday). On the usual GMT+2 / GMT+3 servers, 00:00 equals 17:00 New York, so forex and gold sessions begin at the same moment as on TradingView.
- BTC and other 24-hour symbols: TradingView begins the session at 00:00 UTC. With a server in another time zone the session begins a few hours earlier or later, and the Session VWAP values differ from TradingView.

KNOWN LIMITS
- The newest (forming) bar moves with each tick. Closed bars stay as they are, except the anchored VWAP after you move its line.
- Right after attaching, the short name may show "probe#..." for a moment while the indicator checks whether it runs on a chart. It returns to normal by itself.
- Under iCustom it draws nothing and changes no chart setting; the anchored VWAP then starts "bars back" bars before the newest bar. Attached to another chart by an EA with ChartIndicatorAdd, it may draw nothing - attach it by hand or with a template.
- No objects and no messages in the Strategy Tester. No DLLs, no files, no internet access.
- An analysis tool only: no alerts, no signals, no trading, no promised result.

iCUSTOM BUFFERS
6 VWAP | 7 Upper Band #1 | 8 Lower Band #1 | 9 Upper Band #2 | 10 Lower Band #2 | 11 Upper Band #3 | 12 Lower Band #3 | 13 Anchored VWAP.
Buffers 0-5 hold the fill bars; do not read them. Band values are filled even for hidden bands; EMPTY_VALUE where there is no value. (The MT5 edition uses different numbers.)

INPUTS (MT4 ORDER)
Hide VWAP on 1D or Above = false; Anchor Period = Session; Source = hlc3; Offset = 0; Sunday bars = Auto; Bands Calculation Mode = Standard Deviation; Show Band #1 = true; Multiplier #1 = 1; Show Band #2 = false; Multiplier #2 = 2; Show Band #3 = false; Multiplier #3 = 3; VWAP color = #2962FF; VWAP width = 1; Band #1 color = #4CAF50; Band #2 color = #808000; Band #3 color = #089981; Band line width = 1; Fill bands = true; Fill opacity = 5; Keep candles in front of the fills = true; Show anchored VWAP = false; First anchor: bars back = 100; Anchored VWAP color = #FF9800; Anchored VWAP width = 2; Language = Auto.
Out-of-range values stop the indicator from loading, with the reason in the Experts log.

SUPPORT
Help with installation, settings and bug reports via MQL5 messages. I do not answer questions about market direction or specific trades.

The MT5 edition (a separate product) and other tools by the same author are listed on my seller profile.

TradingView is a trademark of TradingView, Inc. This product is not affiliated with, sponsored by or endorsed by TradingView, Inc.
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Liquidity Scalper System: a liquidity-based trading system in indicator form. Most indicators only show an arrow, and the trader then has to decide where the stop goes, where the target is and whether the signal can be trusted at all. Liquidity Scalper System covers the full trade cycle: it finds liquidity pools, gives a signal when they are broken, immediately calculates Entry, Stop Loss and three targets, and shows statistics and out-of-sample test results on the panel. The system picks its o
Market Reversal Alerts
Lee Samson
4.19 (114)
Profit from market structure changes as price reverses and pulls back. The Market Reversal Alerts indicator identifies when a trend or extended price move is approaching exhaustion, alerts you the moment market structure shifts, and confirms the entry when price re-tests the reversal zone, so you trade defined areas instead of guesses. How it works As price forms new highs or lows near potential exhaustion points, the indicator identifies the breakout and momentum, then draws a rectangle on the
Gann Made Easy
Oleg Rodin
4.84 (174)
Gann Made Easy is a professional and easy to use Forex trading system which is based on the best principles of trading using the theory of W.D. Gann. The indicator provides accurate BUY and SELL signals including Stop Loss and Take Profit levels. You can trade even on the go using PUSH notifications. PLEASE CONTACT ME AFTER PURCHASE TO GET TRADING  INSTRUCTIONS   AND GREAT EXTRA INDICATORS  FOR FREE! Probably you already heard about the Gann trading methods before. Usually the Gann theory is a
Neuro Poseidon MT4
Daria Rezueva
4.74 (46)
Neuro Poseidon is a new indicator by Daria Rezueva. It combines precise trading signals with adaptive TP/SL levels - creating best possible trades as a result! Message me and get  Neuro Poseidon Assistant  as a gift to automize your trading process! What makes it stand out? 1. Proven profitability on all assets and timeframes 2. Only confirmed BUY and SELL signals present on the chart 3. Adaptive TP & SL levels generated by the software for each trade 4. Easy to understand - suitable for all
Break and Retest Hunter MT4 is a powerful MetaTrader 5 indicator designed to automatically identify support and resistance levels, breakout structures, and potential retest opportunities in real time. Bonus Indicator: After purchasing Break and Retest Hunter , contact me to receive Trade Indicator Assistant EA completely free as a bonus utility. $65 for the next 10 copies . Next price is $120.  Combining adaptive market analysis, clear BUY/SELL signals, Fibonacci-based profit targets, and a pre
Gold Channel is a volatility-based indicator, developed with a specific timing algorithm for the XAUUSD pair, which consists of finding possible corrections in the market. This indicator shows two outer lines, an inner line (retracement line) and an arrow sign, where the theory of the channel is to help identify overbought and oversold conditions in the market. The market price will generally fall between the boundaries of the channel. If prices touch or move outside the channel it is a tradi
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Elliott Wave Auto Count for MetaTrader 4 labels Elliott waves automatically on four degrees at the same time: the base degree and the three degrees above it. It follows the rules and guidelines of "Elliott Wave Principle" (Frost & Prechter), and for the current wave it shows a price x time target zone and an invalidation level. It is meant for MT4 traders who use Elliott wave analysis and want a rule-based starting count, with the alternate count and the invalidation level always visible. It is
Fibo Price Time Zones combines Fibonacci price levels with Fibonacci time targets and draws them on the chart as boxes (price x time zones). Where boxes from several waves and from up to two higher timeframes overlap, the area is emphasized in three levels. It is meant for traders who already use Fibonacci retracements and extensions and also want to see roughly when a level is worth watching, without drawing every tool by hand. It is a display tool only: it gives no buy or sell signals and doe
RSI AutoScale is a clean, lightweight RSI for traders who use both TradingView and MetaTrader 5 and want the two charts to look the same. WHAT IT SHOWS - RSI (Wilder smoothing): the same values as the standard RSI, with any applied price. - Signal line on the RSI: SMA, EMA, SMMA or LWMA, with its own period. - Levels: upper, middle and lower lines (70 / 50 / 30 by default). They use MT5's native levels, so they reach the right edge and their values appear on the scale. - Zone fills: the middle
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Stoch RSI Band Fill is a Stochastic RSI indicator for MetaTrader 5. MT5 does not include a built-in Stoch RSI, so this indicator adds one. It follows the same calculation steps as the built-in Stoch RSI on TradingView and uses the same layout: K and D lines, 80 / 50 / 20 levels and a shaded band between the upper and lower levels. CALCULATION, STEP BY STEP 1. RSI of the selected price (default: close, length 14), smoothed with Wilder's method (RMA). The first average is the simple average of the
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Pivot Points Six Types with Level Alerts is a TV-compatible pivot point indicator for MetaTrader 5. It uses the same formulas and the same period boundaries as the "Pivot Points Standard" indicator that comes with TradingView, and it draws the levels the same way: short horizontal lines that start at the first bar of each period, with "R1 (price)" style labels in orange (#FB8C00). SIX CALCULATION TYPES The levels are calculated from the high, low and close of the previous period. - Traditional
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MACD Four Color Histogram is a MACD for MetaTrader 5 that uses the same formula and the same look as the built-in MACD on TradingView. It is made for traders who use both platforms and want the MACD on each chart to read the same way. HOW IT DIFFERS FROM THE MT5 STANDARD MACD - MT5 standard MACD: the histogram is the MACD line itself, and the signal line is an SMA. - This indicator: three parts, as on TradingView. MACD line, signal line, and histogram = MACD - signal. The histogram has 4 colors.
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This is the MetaTrader 4 edition of RSI AutoScale. It draws the standard Wilder RSI with a signal line, a shaded band between the levels, colored areas where the RSI leaves that band, and a choice of three scales. It is meant for traders who use TradingView and MetaTrader 4 side by side and want the RSI pane to look much the same on both. HOW IT LOOKS ON MT4 - RSI line: the same values as MT4's built-in RSI for the same period and applied price. - Signal line: a moving average of the RSI (SMA, E
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MetaTrader 4 ships with a Stochastic and an RSI, but not with a Stochastic RSI. This indicator fills that gap for MT4 users and is built to be TV-compatible: it follows the calculation of the Stoch RSI that comes with TradingView, and the pane looks the way TradingView users expect - a blue K line, an orange D line, dashed 80 and 20 levels, a dotted 50 line and a light band between 80 and 20. WHAT APPEARS IN THE SUBWINDOW - K and D lines. The Data Window lists only K and D. - Upper band (80) a
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Supply & Demand Zones marks supply and demand zones on a MetaTrader 5 chart with one fixed, fully published rule: a strong bar (body at least X times ATR) that leaves a short "base" of small-body bars behind it. The base becomes a demand zone when the strong bar is bullish and closes above it, or a supply zone when the strong bar is bearish and closes below it. Each zone shows its state: fresh, touched with a count, or broken. It is meant for traders who draw these zones by hand and want them d
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Pivot Points Six Types with Level Alerts MT4 brings TV-compatible pivot points to MetaTrader 4. If you also chart on TradingView, you know its built-in "Pivot Points Standard". This MT4 indicator reproduces it: the same six calculation methods, the same period choices from one day to ten years, and the same look - an orange (#FB8C00) line for each level, starting at the beginning of each period, labelled like "S2 (1.08345)". WHICH LEVELS EACH METHOD GIVES Method | Levels drawn | Note Tradition
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A MetaTrader 4 MACD built to read like the MACD you see on TradingView: a MACD line, a signal line, and a histogram of the gap between them, colored in four shades. If you switch between the two platforms during the day, the MACD pane on your MT4 chart will look and behave the way you are used to. WHY NOT THE MT4 BUILT-IN MACD? MT4's own MACD draws the MACD line as gray bars and smooths the signal line with an SMA. There is no separate histogram and no color change. This indicator calculates the
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Candle Countdown Tag with Spread shows how long the current candle has left, in a small colored tag right next to the last candle - the way TradingView shows its bar countdown. The same tag can also show the current spread, the time left of up to two more timeframes and the open time of the next candle. It is a display tool for MetaTrader 5: no alerts, no signals, no trading. WHAT IT SHOWS - Time left of the chart timeframe: mm:ss under one hour, hh:mm:ss under one day, "2d 04:15:30" for longe
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VWAP Band Fills with Anchored VWAP is a TV-compatible VWAP for MetaTrader 5. It uses the same formula as the built-in "VWAP" indicator of TradingView (Pine ta.vwap), offers the same inputs - anchor period, source, offset, standard deviation or percentage bands #1 to #3 - and draws it the same way: a blue VWAP line, green / olive / teal bands and light fills between them. An optional anchored VWAP starts from a vertical line that you drag to any bar. HOW IT IS CALCULATED For every bar of the cu
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Dow Structure MTF shows the Dow theory trend of five timeframes at once in MetaTrader 4, using the pullback low / rally high method that is common among Japanese traders. For each timeframe it shows whether the trend is up, down or range, which price would change it, and how far the current price is from that price. Only closed bars are used, so a confirmed result does not change afterwards (no repaint). It is meant for traders who check the trend structure of several timeframes by hand and wan
Fibo Price Time Zones for MetaTrader 4 combines Fibonacci price levels with Fibonacci time targets and draws them on the chart as boxes (price x time zones). Where boxes from several waves and from up to two higher timeframes overlap, the area is emphasized in three levels. It is meant for MT4 traders who already use Fibonacci retracements and extensions and also want to see roughly when a level is worth watching. It is a display tool only: it gives no buy or sell signals and does not place ord
Time Average Lines draws four averages measured by time, not by the number of bars, so each line keeps the same length of time when you switch timeframes: a time moving average, a TWAP, a same-time-of-day average and a time-based EMA. For the same-time average, the rest of today is shown as a dotted path that joins the past averages; the path is a summary of the past, not a forecast. It is meant for intraday traders who want averages that mean the same thing on M1 and on M15, and who want to co
Auto Trendline Channel MTF draws trendlines, parallel channels and horizontal support / resistance automatically from confirmed swing highs and lows in MetaTrader 4, and records for each line the touch count, close breaks, wick breaks and retests. A table shows, for the chart timeframe and two higher timeframes, the nearest line above and below the price, the distance to it and the Dow theory direction. It is meant for traders who draw trendlines and levels by hand and want them drawn by fixed,
Currency Strength Meter for MetaTrader 4 combines the 28 pairs of the 8 major currencies (USD, EUR, JPY, GBP, AUD, NZD, CAD, CHF) into one strength line per currency, with a ranking table for the chart timeframe, M15, H1, H4 and D1. The full formula is published below. It is meant for MT4 traders who compare currencies before choosing which pair to look at, and who want to know exactly how the numbers are made. It is an analysis aid: it does not tell you when to buy or sell and does not show fu
Trade History Stats Panel for MetaTrader 4 reads the closed trades in your own account history and sums them up in a panel on the chart: number of trades, win rate, profit factor, average P/L per trade, drawdown of the closed-trade curve, holding time, buy / sell, and tables by month, symbol, weekday and hour. It is meant for traders who want to look back at their own past trades, like a trading journal that fills itself in, and to check the numbers by period, symbol or magic number. It never p
Prop Challenge Loss Tracker for MetaTrader 4 shows, in a panel on the chart, how much room is left before the daily loss limit and the maximum loss limit of a funded-account (prop) challenge are reached, and sends staged alerts as the limits are used up. It is meant for traders taking a prop challenge who want to see their remaining loss room at a glance, set to the rules of their own program. It is a display and alert tool only: it never opens, modifies or closes any order. Whether a limit is
Market Structure Liquidity Map for MetaTrader 4 draws smart money concepts (SMC) style market structure on the chart: swing labels, break of structure (BOS), change of character (CHoCH), equal highs and lows, previous day and week levels, liquidity sweeps and unfilled fair value gaps (FVG), with a small table for the chart timeframe and two higher timeframes. It is meant for MT4 traders who read structure and liquidity by hand and want the same levels drawn the same way every time. It is a disp
Divergence Detector for MetaTrader 4 finds regular and hidden divergences between price swings and one oscillator of your choice (RSI, MACD histogram, Stochastic %K, OBV, CCI or Momentum) and draws them on the price chart and in the indicator window, with a small table for four other timeframes. It is meant for MT4 traders who look for divergences by eye and want them found by fixed, visible rules on closed bars. It is a display tool only: it gives no buy or sell signals and does not place orde
Multi Symbol Market Scanner Panel shows up to 30 symbols in one table on your MT4 chart: trend direction, RSI and ATR% on M15, H1, H4 and D1, plus today's range, distance from yesterday's high or low and a simple H1 / H4 swing structure. Click a symbol name to switch the chart to it. It is meant for MT4 traders who watch many forex pairs, metals or indices and want one overview instead of opening many charts. It is a display tool only: it gives no buy or sell signals, does not rank symbols to t
Asia London New York Session Key Levels for MetaTrader 4 draws the three main sessions (plus one optional extra session) as boxes with their high, low and open lines, and adds key levels: previous day, week and month high and low, week and month open, and round numbers. Session times can be set in New York time, London time, UTC or server time, with daylight saving handled automatically. It is meant for MT4 intraday traders who mark session ranges and prior-day levels by hand and want them draw
Risk and Lot Size Calculator for MetaTrader 4 works out the lot size for the amount you are prepared to lose. Drag three lines on the chart (entry, stop loss, take profit) and the panel shows the lot size, the money at risk, the profit at the take profit, the risk:reward ratio and the margin required, with an optional view of the loss room left on a prop (funded) account. It is meant for manual traders who want to size each position from the stop distance before they place the order. It is a ca
Copy trades between MetaTrader 4 and MetaTrader 5 terminals on one Windows computer. Cross Terminal Trade Copier MT4 runs in an MT4 terminal, either as the sending side (Master) or as the copying side (Receiver). The data goes through a file in the MetaTrader common data folder: no DLL imports, no web requests, no outside server. Use it only for your own accounts on one PC. It is not intended for copying into anyone else's account or for distributing signals. IMPORTANT - ONE MASTER ON EACH CH
Daily and Max Loss Limit Guard MT4 is an Expert Advisor for MetaTrader 4 that keeps an eye on the account equity and enforces the loss limits you choose. When the daily loss limit, the maximum loss floor or the optional daily profit target is reached, it removes pending orders, closes the open orders it is responsible for, and keeps closing any new order until the stop ends. On the chart, the panel uses the short name "Equity DD Guard". What it is not: it does not open trades on your real or de
An Expert Advisor for MetaTrader 4 that treats several open orders as one "basket" and closes the basket as a whole when the combined profit or loss gets to the level you have chosen. It works with orders from manual trading and from other EAs. On the chart, its panel carries the short name "Basket P/L Closer". Please note what it does not do. It places no new trades on your real or demo account, offers no buy or sell signals and is not a trading system. Out of the box all four closing rules ar
Candle Countdown Tag with Spread MT4 puts a TradingView-style countdown on your MT4 chart: a small tag beside the last candle that tells you when the bar closes, together with the current spread. Optional extra lines show the time left of two more timeframes and when the next candle opens. Nothing else - it does not trade, alert or give signals. ONE TAG, UP TO FIVE LINES Line | Example | Setting Chart timeframe | 12:41 | on by default Extra timeframe 1 | H4 02:12:41 | off (choose a timeframe t
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Do you mark supply and demand zones by hand and get a slightly different result every time? This free MetaTrader 4 indicator draws them with one fixed rule that is written out in full below, so you can check every zone yourself. The idea: a strong candle (body at least X times ATR) leaves a "base" of 1 to 10 small candles right before it. A bullish strong candle that closes above the base turns it into a demand zone; a bearish one that closes below it turns it into a supply zone. The indicator
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