VWAP Volume Price Customized cycle
- 지표
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Xin You Lin
Golden Wings - 버전: 6.17
- 활성화: 5
Multi-Timeframe Anchored VWAP Indicator (Custom Period & Standard Deviation Channels) — Technical Description
Overview
This indicator extends the traditional VWAP with multi-timeframe anchoring, session reset, and standard deviation channels, providing a dynamic "fair value" reference area. All calculations are based on currently visible price and volume data; the indicator contains no future functions, does not repaint, and does not drift.
Core Features
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Multi-Timeframe Anchoring
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Automatically attaches a higher-timeframe VWAP (e.g., H4+ → Monthly, H1 → Weekly, M30- → Daily), or manually selects any timeframe (MN1, W1, D1, H4, etc.).
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Customizable Base Period
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A toggle allows free selection of the calculation period.
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Session Multiple Reset Points
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Supports multiple daily reset times (e.g., 00:00,08:00,16:00 ), recalculating VWAP at each specified moment to match different trading sessions.
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Triple Standard Deviation Channels
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Generates six symmetric channels (±1σ, ±2σ, ±3σ) based on volume-weighted standard deviation. Multipliers are independently adjustable (default 1, 2, 3).
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Display Range Control
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Sets the number of historical periods/sessions to display (e.g., last 10), focusing on recent data.
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Automatic Period Breaks
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Lines automatically break at the end of each period/session, preventing cross-period connections.
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Customizable Daily Start Time
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Allows arbitrary "open time" (e.g., 09:30, 00:00, 17:00) to adapt to different time zones.
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Volume-Weighted Calculation
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Each VWAP line is calculated from Typical Price × Volume, reflecting actual trading weight.
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General Parameter Configuration (Reference)
| Parameter | Description |
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| Anchor Period | Auto or manual (MN1/W1/D1/H4, etc.) |
| Session Reset Times | List of daily reset times |
| StdDev Multipliers (1/2/3) | Channel multipliers, default 1, 2, 3 |
| Display History Periods | Number of periods/sessions to show |
| Daily Start Time | Custom open time |
| Color / Width / Style | Fully customizable |
Compliance Statement
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This tool is solely a technical analysis aid. Its output represents statistically derived value ranges and volatility boundaries and does not constitute investment advice or entry/exit signals.
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The indicator contains no hidden code or malicious components and makes no external network connections.
Note: Per MQL5 forum rules, posts containing trading recommendations or advertising are prohibited. This description is intended for general technical discussion only.
