VWAP and IVP Volatility Screener Alert

VWAP and IVP Volatility Screener Alert is a multi-asset, institutional-grade market scanner that combines Auto-Anchored VWAP, Implied Volatility Percentile (IVP), Choppiness Index, Strike Price Structure, and Volume Profile (POC / Value Area) to generate high-probability trade signals across multiple symbols.


Designed for traders who rely on volatility regimes, VWAP interactions, trend confirmation, and strike-based price behavior, this tool automatically evaluates up to 10 assets simultaneously and displays actionable BUY/SELL conditions in a unified dashboard and screener panel.


Key Features

1. Multi-Asset Screener (10 Symbols)
Scans FX, indices, commodities, and metals. Displays RSI, ADX, trend, score, volatility regime, VWAP/POC/Value Area position, IVP, and Choppiness. Custom strike increments per asset.

2. Auto-Anchored VWAP System
Auto anchors by Session, Day, Week, Month, or Auto. Includes VWAP bands and bounce detection to show when price is Above, Below, or interacting with VWAP.

3. Volume Profile + POC / Value Area
Generates intraday/session POC, VAH, and VAL. Detects breaks, retests, and bounce signals.

4. IV Percentile (IVP) Engine
Converts realized volatility into IVP and classifies regimes (EXT.HI → EXT.LO). Supports Favorable, Extreme, and High-Volatility modes for different trading styles.

5. Choppiness Index (CHOP)
Identifies trending vs ranging conditions and feeds directly into scoring and alerts.

6. 11-Criteria Alert System
Alert logic includes RSI, ADX, trend, volume, VWAP, POC/VA, strike proximity, std-dev breaks, IVP, CHOP, and score thresholds. Supports Score-Based or Multi-Criteria modes.

7. Price-to-Strike Mapping
Rounds price to the correct strike ladder, detecting reversals, continuation, breakout levels, and helping frame stop-loss/TP zones.

8. Session-Aware Filtering
Filters signals for Asian, London, and NY sessions with custom timezone support.