Session Aware VWAP

Ever Wonder Why Sessions Feel So Different?
London’s caffeine rush kicks in at 07:00 UTC, New York brings its own energy at 13:00 UTC, and Asia’s quiet mornings can suddenly roar. Each session has its own heartbeat, and this indicator traces it with precision, painting VWAP and its bands only when a session’s live. It’s like tuning into different radio stations, just with price action.

Spotlight on the Main Features

1. Deviation Multiplier & ATR Length
   Tweak a 1.5× ATR band, tighten it for calm markets, loosen up when volatility spikes.
   
   
2. Volume Spike Filter
   Flags those “wait, did you see that?” moments when volume suddenly jumps.
   
   
3. Trend EMA + Buffer
   A 50‑period EMA with half an ATR buffer—filters noise but still catches real momentum.
   
   
4. Session Boxes & Debug Mode
   Shaded session boundaries keep you oriented; debug mode if you love a bit of chart clutter.
   

Here’s the Thing: How It Works

• Reset VWAP at each session start (fresh sum of price×volume & volume).
  
• Calculate upper and lower bands using ATR×deviation multiplier.
  
• Plot only during its session—London lines vanish when New York takes over, and so on.
  

Putting It to Work: Real‑World Tips
Quick Scalps: When price snaps above the lower band on a volume spike during London overlap, you might grab a quick tick or two.

Trend Confirmation: If price stays above the EMA buffer across sessions, lean into longs. If it dips below, maybe pause and grab coffee.

Dodge False Breakouts: Built‑in 5‑bar cooldown helps you ignore that one‑off fake‑out.

Ready to Give It a Spin?
Try it on EUR/USD or GBP/JPY, then drop your setups below let’s learn out loud.