AB AnchorVWAP

How it works

–  Multi-anchor engine — Session, Weekly, Monthly and Quarterly VWAPs simultaneously, plus auto-anchored VWAPs from the most recent significant swing high and low, plus unlimited manual click-to-anchor points (news, earnings, breakouts).

–  True sigma bands — ±1/±2/±3 sigma computed from the volume-weighted variance of price around VWAP, not a lazy standard deviation of closes. Bands expand realistically with participation.

–  Interaction signals — first-touch pullback to session VWAP in trend, ±2-sigma fade signals in balance (optionally gated by a built-in trend/range filter), and VWAP compression when multiple anchors converge — the highest-energy decision points.

–  Value migration — slope and band width classify the session as accepting higher, accepting lower or balancing.

Marketplace description

VWAP is the benchmark every institutional execution desk answers to — and most MT5 VWAPs compute it wrong. AnchorVWAP calculates true volume-weighted average price with true volume-weighted sigma bands, runs session/weekly/monthly/quarterly anchors simultaneously, auto-anchors from significant swing points, and lets you click-anchor from any event bar. First-touch pullback signals in trends, 2-sigma fade signals in balance, and a VWAP-compression detector that flags when multiple anchors converge. Slope-and-width analytics tell you whether the session is accepting higher, accepting lower, or balancing. The complete institutional VWAP toolkit in one indicator. Non-repainting, EA-ready.


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