VWAP Value Channel


Includes indicator and how-tos for installation & configuration.


  • High resolution, efficient real-time VWAP calculation on all bar types
  • Supports continuous, yearly, quarterly, monthly, weekly and session durations, or can be anchored to a specific date and time
  • Sports 4 levels of configurable standard-deviation based envelopes above and below the VWAP, value range can be set to span any of the 4 envelope levels.  The value range is conceptually similar to but not to be confused with a volume or TPO value area
  • Marks bar highs and lows outside the VWAP channel
  • Optional naked VWAPs
  • Configurable labels and colors

Additional information

Supported Markets

Futures, Stocks & ETFs, Forex

Time Frame

Intraday, Day, Intermediate