Tonic VWAP
- Indicadores
- Geanini Barbeli
- Versão: 1.3
- Ativações: 5
VWAP Indicator — Version 2.0
By Tonic Investment
The VWAP Indicator (Volume Weighted Average Price) by Tonic Investment provides a precise and configurable visual representation of VWAP across multiple institutional time horizons. Designed for professional traders and systematic strategies, the indicator allows users to analyse price positioning relative to volume-weighted market value throughout different trading cycles.
VWAP is widely used by institutional participants to evaluate execution quality, identify mean-reversion opportunities, and determine fair value during a trading session. This implementation extends the standard VWAP model by allowing calculations across multiple timelines and price models, enabling deeper analysis across intraday and macro market structures.
Key Features
Multi-Timeline VWAP Calculation
The indicator supports several VWAP anchor periods, allowing traders to observe market equilibrium across different structural horizons:
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Daily
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Weekly
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Monthly
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Quarterly
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Yearly
This flexibility enables traders to monitor both short-term execution levels and broader institutional positioning.
Configurable Price Calculation Models
Users can select how VWAP is calculated based on the preferred price methodology:
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Close
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Open
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High
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Low
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Median Price — (High + Low) / 2
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Standard Price — (High + Low + Close) / 3
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Weighted Price — (High + Low + Open + Close) / 4
These options allow the indicator to adapt to different analytical styles and trading models.
Volume Handling
The indicator supports two volume types depending on market data availability:
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Tick Volume (default) — available on all brokers and instruments
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Real Volume — used when supported by the exchange or broker
This ensures compatibility across a wide range of markets while maintaining accuracy where real volume data is available.
Standard Deviation Bands
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σ1 / σ2 / σ3
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Individual enable/disable
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Custom multipliers
Designed for Professional or Retail Trading
The Tonic Investment VWAP Indicator is engineered for traders who require:
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Clear institutional price benchmarks
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Multi-period VWAP analysis
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Flexible calculation models
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Compatibility with algorithmic and discretionary trading
The indicator integrates seamlessly into MetaTrader 5, providing a reliable VWAP reference for market analysis, strategy development, and trade execution.
Link to our Telegram Trades (Not Financial Advise) Telegram Link: https://t.me/Tonic_Trades_Signals