Advanced VWAP indicator

This is an advanced VWAP indicator that allows you to customize all the aspects of it.

You can make the VWAP to anchor: 

1. By Session in case of markets that have multiple sessions in the same day (e.g. HK50 or AUS200), 
2. By Day
3. By Week

It supports display of up to 3 Standard Deviation bands. You can set custom colors to each band and also set their multipliers or just hide/show them.

For now, the indicator has a bit of a strange name in the Custom Indicators list. You can find it as EKVWAP. In the future I might consider to change the name.

Please!

If you have any observations of how the indicator can become better or you have found a bug in it, just let me know and I will try my best to assist.

You can find me at: efthymios (at) micro-core.eu

Thank you very much!

Efthymios

Update 2 Aug 2023: Added the ability to have a manual anchor point for the VWAP calculation.

Once you click on a bar on the graph, click on the Alt-A keys (configurable in the options) to set the manual anchor point for the VWAP calculation. The calculation will start from the point you were while clicking the Alt-A keys. Clicking again Alt-A will exit the manual VWAP calculation and return to the previous one.

Update 25 Sep 2023: Minor fix when displaying the VWAP from live data.

View of the VWAP & the bands.

View of the configuration.