VWAP Sigma ATR Range
- Indicatori
- Johannes Human
- Versione: 1.0
- Attivazioni: 5
VWAP-ATR Range Indicator
Professional Volatility-Adaptive VWAP Bands for Precision Trading
The VWAP-ATR Range indicator is a powerful, adaptive volatility framework built around Volume-Weighted Average Price (VWAP). It combines statistical deviation (sigma) with Average True Range (ATR) to create dynamic, market-responsive trading zones that adjust in real time to changing market conditions.
Unlike fixed-width VWAP bands, VWAP-ATR Range expands and contracts intelligently based on actual market volatility, making it suitable for both high-volatility instruments (crypto, indices) and low-volatility markets (FX, metals).
Key Features
• Rolling / Session VWAP
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Rolling VWAP (continuous)
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Session-based VWAP (Daily, London, New York)
• ATR-Enhanced VWAP Bands
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Combines statistical deviation with ATR
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Prevents over-compression during low volatility
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Prevents under-representation during high volatility
• Multi-Sigma Levels
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Institutional-style mean reversion and expansion zones
• Real-Time Adaptive Width
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No fixed lookback distortion
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Bands respond instantly to volatility shifts
• Instrument-Agnostic
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Works on Forex, Crypto, Indices, Commodities
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Scales correctly across symbols and timeframes
Who This Indicator Is For
• Day traders and scalpers
• Institutional-style VWAP traders
• Crypto and high-volatility market traders
• Algorithm developers
• Traders who want adaptive, not static, VWAP levels
