AI Anchored VWAP Indicator

AI Anchored VWAP Indicator plots the Volume-Weighted Average Price anchored automatically to your chosen reference point - session, day, or week - with statistical deviation bands, giving you a dynamic fair-value line that institutional traders use constantly but that most retail platforms only offer in a manual, click-to-anchor form.

KEY FEATURES
- Fully automatic anchoring: choose Session, Day, or Week and the indicator recalculates the correct anchor point on every new period without any manual clicking or dragging.
- Plots the VWAP line itself plus upper and lower deviation bands (configurable multiplier), calculated as the volume-weighted standard deviation of price around the VWAP - the same statistical approach used by professional VWAP tools.
- Efficient calculation: only recomputes over the current anchor period's bars, not the entire chart history, so it stays fast even on charts with years of data.
- Resets cleanly at every new anchor boundary - no drift, no leftover bands from the previous session bleeding into the new one.
- Works on any symbol and timeframe.

INPUTS
- Anchor: Session, Day, or Week
- Deviation Multiplier: controls how wide the upper/lower bands are drawn

WHO IS THIS FOR
Day traders and institutional-style traders who use VWAP as a fair-value reference and mean-reversion/breakout tool. Price trading above VWAP is often read as bullish control, below as bearish control, and the deviation bands help identify statistically stretched, potentially mean-reverting conditions.

Combine the Day anchor for intraday trading or the Week anchor for a broader institutional reference point - switch anytime by changing the input.