Auto Anchored VWAP

The Auto Anchored VWAP (AAVWAP) is a customizable Volume Weighted Average Price (VWAP) indicator that allows traders to manually define where VWAP starts, instead of resetting at each session open. This flexibility enables traders to align VWAP calculations with key market events, specific time anchors, or price structures for more precise market analysis.

Unlike standard VWAP indicators that reset at fixed intervals, AAVWAP allows traders to select a predefined anchor point, such as the start of the trading session, a custom time, or specific price action levels. The indicator then calculates VWAP from that anchor forward, displaying standard deviation bands for additional context on price movement.

Key Features

• Custom Time Anchoring – Manually set VWAP to start at any specific time, useful for:
  • Market Opens (New York, London, etc.)
  • ICT Killzones (London Open, New York Open, Asian Session, etc.)
  • Economic Events 
• Predefined VWAP Anchor Points – Select from:
  • Session Start (Resets at the start of the daily session, like standard VWAP)
  • First Bar of the Week/Month (Useful for macro VWAP tracking)
  • Swing-Based Anchors (Highest High / Lowest Low in the last X bars)
  • Highest Volume Candle (VWAP starts from the bar with the highest volume in the last X bars)
• Customizable Standard Deviation Bands – Display up to 5 VWAP deviation bands to help identify:
  • Trend Continuation & Reversal Zones
  • Mean Reversion & Liquidity Traps
• Fully Customizable Visualization – Adjust VWAP line color, band opacity, and region fills to match your trading style.
• Works on Any Market & Timeframe – Apply AAVWAP to stocks, futures, forex, or crypto on any timeframe.
• Hidden Plots for Automation – Includes hidden VWAP and deviation values, allowing for integration into automated trading strategies.

Gain complete control over VWAP placement and analysis—whether you're trading session opens, liquidity sweeps, or smart money setups, AAVWAP lets you anchor VWAP where it matters most.