Structured Anchored VWAP
- Göstergeler
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Shipra Gupta
Ben Shipra Gupta, matematik, ekonomi ve algoritmik işlem sistemleri konusunda güçlü bir altyapıya sahip trader ve kantitatif strateji geliştiricisiyim. Yıllar boyunca forex, altın, endeksler, emtialar ve kripto para piyasalarında aktif olarak çalıştım ve tutarlılık, hassasiyet ve disiplinli işlem - Sürüm: 1.10
Structure-Anchored VWAP
Structure-Anchored VWAP [WAT] is a structure-aware VWAP indicator for MetaTrader 5 that anchors VWAP to meaningful market swings and structure changes instead of simply resetting on a fixed session basis. It combines market structure, anchored VWAP, deviation bands, retest signals and ATR-based trade management into one framework.
Key Features
- Structure-Anchored VWAP — VWAP is built from a detected swing/structure anchor.
- Three Anchor Modes — Swing , Structure , and Fast allow different approaches to identifying the VWAP anchor.
- Market Structure Labels — Identifies HH, HL, LH, LL, EQH and EQL around confirmed pivots.
- VWAP Deviation Bands — Optional 0.5σ Band 1 and 2σ Band 2 show the statistical distance from VWAP.
- Bullish/Bearish VWAP Coloring — The VWAP line changes according to the current structural direction.
- VWAP Retest Signals — After price remains away from VWAP for the configured number of bars, a return/touch of VWAP can generate a long or short signal.
- Volume Spike Protection — Extreme volume can be capped using a median-volume multiplier to prevent abnormal volume from disproportionately affecting VWAP.
- Premium / Fair Value / Discount Zones — Current price is classified relative to the VWAP deviation structure.
- Automatic SL/TP Levels — ATR-based Stop Loss plus TP1, TP2 and TP3 levels are calculated automatically.
- Break-Even Management — After TP1 is reached, the stop can automatically move to entry.
- Live Dashboard — Displays trend, current signal, VWAP, valuation zone, trades, win rate and recent outcome sequence.
How the Indicator Thinks
Market Structure → Anchor → VWAP → Deviation → Retest → Trade
The indicator first identifies meaningful structure. It then anchors a VWAP to the relevant structural leg and calculates the VWAP together with its statistical deviation bands. A directional retest of the anchored VWAP can subsequently trigger a trade signal.
Default Risk Model
The default Balanced preset uses:
| Parameter | Default |
|---|---|
| Stop Loss | 1.5 ATR |
| TP1 | 1R |
| TP2 | 2R |
| TP3 | 3R |
| Break-Even | Enabled |
The code also provides Conservative, Aggressive, Scalping and Custom risk presets.
