T&C - VWAP pack

T&C – VWAP Pack (NY + London + Weekly)

This indicator plots multiple anchored VWAPs based on fixed New York, London and weekly session start times, all expressed in CET (Central European Time).

Each VWAP is calculated from a predefined time anchor and runs forward from that moment. Previous sessions are hidden where applicable so only the relevant reference period is displayed.

⸻

Plotted VWAPs (CET)

New York
• NY Open: VWAP anchored at 15:30 CET (current NY day only)
• NY Midnight: VWAP anchored at 06:00 CET (current NY day only)
• NY Midnight – 2 Day: VWAP anchored at yesterday’s NY midnight (06:00 CET) and displayed for two days

London
• LO Open: VWAP anchored at 23:00 CET (London FX open, displayed for 24 hours)
• LO Midnight: VWAP anchored at 09:00 CET (London session start, current day only)
• LO Midnight – 2 Day: VWAP anchored at yesterday’s London open (23:00 CET) and displayed for two days

Weekly
• Weekly VWAP: VWAP anchored at Sunday 23:00 CET
• Only the current week is displayed

⸻

Calculation logic
• VWAP is calculated using the selected source (default: HLC3) and volume
• At each anchor time, VWAP calculation resets
• VWAP values are accumulated forward from the anchor until the end of the defined session window
• All anchors are time-based, not candle-based, and remain consistent across timeframes

⸻

Display behavior
• Each VWAP can be enabled or disabled individually
• Default colors:
• Blue: New York VWAPs
• Green: London VWAPs
• Orange: Weekly VWAP
• Two-day VWAPs use a thicker line for visual distinction

⸻

Use case

This indicator is intended for traders who reference session-anchored VWAP levels during New York, London and weekly market cycles.