ueuito VWAP + VWAP Previous Day End

This script is a fully featured VWAP indicator, based on the standard Volume-Weighted Average Price formula used by professional traders. It calculates the VWAP anchored to the selected period and also provides optional standard deviation or percentage-based bands.

In addition to the traditional VWAP logic, this version introduces an important enhancement:

⭐ Previous Day VWAP Closing Line (New Feature)

The script automatically calculates the final VWAP value of the previous trading day and plots it as a horizontal line at the start of each new session.
This line remains visible throughout the current day, allowing traders to quickly identify where the market closed relative to the VWAP on the prior day.

This added feature provides several advantages:

Highlights a key institutional reference level that is often used for mean-reversion setups.

Allows intraday traders to compare current price action with the previous session’s VWAP benchmark.

Helps identify support/resistance behavior around the prior VWAP close.

The line is customizable with options for:

Color

Width

Style (solid, dashed, dotted)

On/off toggle

✔ Summary of Features

Standard VWAP calculation with optional session or custom anchors

Three optional VWAP bands (standard deviation or percentage based)

Fully configurable appearance settings

Previous Day VWAP Closing Line added as a key enhancement

Works on any intraday timeframe

Automatically resets at the start of each trading session