Plots 2 different VWAPs for regular & extended trading sessions, with option for a plot fill between the 2 (using pinescript's new vertical gradient feature).
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Added ATR bands. Can add fill between bands upon request.
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- Added VWAP bands - Removed ATR bands as they were placeholders for VWAP bands
3 sets of VWAP bands for RTH & ETH, fills between the pairs.
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- fixed text
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- Added "Closest VWAP Bands" - Will show either RTH or ETH VWAP band line, whichever is lowest/highest for upper/lower lines - Added toggle to hide ETH band lines in RTH sessions
Left chart shows RTH & ETH VWAPs & their bands. Right chart shows RTH & ETH VWAPS & the closest VWAP bands. Also shows ETH bands, but hides them during RTH session.
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- Added VWAP Circles for RTH & ETH VWAPs (can add circles for the band lines if requested). These circles can make price action clearer with less lines on the chart.
Left chart shows VWAP lines with VWAP circles. Right chart shows just VWAP circles.
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- Fixed RTH VWAP Circles displaying on ETH.
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- Changed ETH on ETH only toggle to apply to all ETH lines (idea is that traders who trade ETH will use ETH vwap, but as market opens then there are more RTH traders than ETH only traders, so RTH VWAP is prioritised. ETH VWAP is then prioritised during after hours).
Man I love your scripts. I just made a very similar one, but with 3 vwaps - one for each session (so they're anchored to the beginning of each trading session). Your code is so much cleaner, though
vnhilton
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@hundredtoamillion, Thanks hundred! Your scripts are also amazing. I like the idea of a VWAP for each session. I should add that for my equity sessions indicator. Thank you!
Your code is so much cleaner, though