VWAP Deviation + Absorption

About

PolishQuant - Two edges in one tool: daily-anchored VWAP deviation bands to mark price extremes, and a real-orderflow absorption engine to confirm them. Triggers only fire when aggressive flow is being absorbed AND price is stretched to an outer VWAP band — mean-reversion with a reason. BUILT ON REAL DATA, NOT PROXIES: • Delta — real buy − sell (vd), not volume × candle-color • CVD — real cumulative delta (cvd), not a running sum of fake delta • Book — real bid/ask depth imbalance (book), which TradingView simply cannot see HOW IT WORKS: 1. VWAP bands (±Nσ from the daily anchor) locate price extremes — inner and outer bands derived from live standard deviation. 2. An absorption score detects aggressive flow soaked up by passive orders — high volume + small body + real delta against the move + book support/resistance. Five z-scored components (Real Delta, CVD Slope, Volume Surge, Price Inefficiency, Book Imbalance) are weighted into a 0–100 score per side. 3. Triggers require the score to be high AND price to be at (or near) the outer band. The absorption threshold auto-eases at the band, so a genuine extreme doesn't need a perfect score to fire. HISTOGRAM PANE: Above zero = BUY absorption (bullish — aggressive sellers absorbed, price holds) Below zero = SELL absorption (bearish — aggressive buyers absorbed, price holds) Brightness scales with strength; auto-dims below the low threshold. VWAP bands plot on the chart (red = sell zone above, green = buy zone below, white anchor), with subtle zone fills, band-extreme background shading, entry arrows on price, and matching markers in the pane. Configurable: band widths, absorption weights, z-score lookbacks, gates, score thresholds, band-proximity requirement, cooldown, an optional big-wick qualifier (rejection-candle confirmation), and full color control. Requires an instrument with real orderflow data (delta, CVD, order book). An intraday tool — built around the daily VWAP anchor.