VWAP Regime AI Indikator
- Indicateurs
- Version: 1.23
- Activations: 5
Advanced VWAP Analysis with AI-Based Volatility Clustering, Adaptive Deviation Bands and Automated Trading Signals.
Overview
VWAP Regime AI is an advanced technical indicator for MetaTrader 5 designed to analyze market conditions using Volume Weighted Average Price (VWAP), adaptive standard deviation bands and AI-inspired volatility clustering.
The indicator uses a K-Means clustering algorithm to classify market volatility into three regimes:
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Low Volatility
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Medium Volatility
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High Volatility
Based on the detected volatility regime, the indicator can dynamically adjust its VWAP deviation bands and automatically select between Mean Reversion and Breakout signal modes.
The goal is to provide traders with a clearer understanding of market conditions and potential trading opportunities.
Key Features
1. Advanced VWAP System
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Session VWAP
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Weekly VWAP
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Monthly VWAP
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Quarterly VWAP
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Yearly VWAP
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Custom applied price selection
2. AI-Based Volatility Clustering
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K-Means volatility classification
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Three volatility regimes
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Confidence score calculation
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Configurable lookback period
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Adjustable clustering iterations
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Automatic volatility analysis
3. Adaptive Deviation Bands
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First Standard Deviation Band
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Second Standard Deviation Band
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Optional third band setting
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Dynamic band scaling
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Adjustable deviation multipliers
4. Secondary VWAP
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Optional second VWAP line
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Independent anchor period
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Useful for multi-period VWAP analysis and confluence
5. Intelligent Trading Signals
Three signal modes are available:
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Mean Reversion: Identifies potential reversals towards VWAP.
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Breakout: Identifies potential moves beyond the outer deviation bands.
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Auto Mode: Automatically selects the signal approach according to the detected volatility regime.
6. On-Chart Information Panel
The integrated dashboard displays:
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Current Market Regime
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Regime Confidence
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Adaptive Band Scale
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Current VWAP Value
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Price Stretch in Standard Deviations
7. Visual Buy & Sell Signals
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Green Buy arrows
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Red Sell arrows
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Configurable signal cooldown
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Adjustable hysteresis filter
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Optional signal display
Flexible Configuration
VWAP Regime AI offers extensive input settings, allowing traders to customize the indicator according to their preferred trading style and market conditions.
Adjustable parameters include:
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VWAP anchor periods
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ATR calculation period
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K-Means lookback
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Clustering iterations
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Volatility confidence threshold
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Adaptive band scaling
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Signal mode
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Deviation multipliers
Suitable For
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Forex Trading
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Indices
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Commodities
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Cryptocurrency Markets
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Stocks
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Intraday Trading
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Swing Trading
The indicator can be used across different chart timeframes.
Important Information
VWAP Regime AI is a technical analysis tool and does not guarantee profitable trades. Its signals should be combined with appropriate risk management and independent market analysis.
No automated trading or trade execution is included. This is a chart indicator for MetaTrader 5.
VWAP Regime AI
Analyze Volatility. Understand Market Conditions. Identify Potential Trading Opportunities.
