VWAP Suite [PeByte]

About

Multi-Period VWAPs: Plots concurrent VWAPs for 4H/D/W/M/Q/Y with customizable colors/widths, optional StdDev bands (σ1–σ3), labels, and fills. Can hide the “jump” at period resets. Past-Period Projections: Extends VWAP and selected σ bands from prior periods for a chosen number of lookbacks, with aging transparency and optional filled bands. Rolling VWAPs: Independent rolling VWAPs with configurable windows (days) for 7D/30D/90D groups, each with optional σ bands and fills. Naked VWAP Suite: Persists historical VWAP levels (“NVWAPs”) by period and displays them until invalidated by price touch (wick/body with user-set tolerance). Independent Naked σ lines: σ1± (and σ2± if enabled) are tracked and invalidated independently and drawn as segments until touched. Visibility control: Option to hide invalidated (dead) lines; keep only the Top-X nearest alive per period; dim non-Top-X. Labels: Axis or floating labels for NVWAPs; optional axis labels/text for naked σ lines; configurable text sizes; option to embed scoring inside the NVWAP axis label. Scoring & Ranking: Per NVWAP, computes Volume score (0–100), signed Delta z-score, and a composite rank R (weighted blend). Optional color by Δ sign. Touch/Logic Settings: Choose wick vs body for invalidation, basis-points/absolute tolerances, and period inclusion filters. Diagnostics: Optional on-chart debug readouts for raw Volume and Delta with human-readable units. In short, it’s a full VWAP workflow: real-time multi-period VWAPs, historical projections, configurable rolling VWAPs, robust Naked VWAP/σ tracking with independent invalidations, and a scoring framework to rank the most actionable levels.