EdgeXplorer – VWAP Cloud Runner

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EdgeXplorer – VWAP Cloud Runner

VWAP Cloud Runner is a high-resolution, percentile-based volume-weighted average price (VWAP) cloud designed to help traders track dynamic price positioning across time-anchored VWAP layers. Unlike traditional single-line VWAPs, this tool offers a complete “cloud system” of rolling anchored VWAPs, statistically evaluated and plotted across multiple quantiles to visualize relative value zones and market bias gradients in real time.

Built for traders who depend on volume-informed structure, VWAP Cloud Runner can be used in both trending and ranging environments to identify premium vs. discount conditions, price acceptance, and overbought/oversold behavior — through the lens of aggregated VWAP layers.



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🔍 What Does VWAP Cloud Runner Do?

This indicator computes a user-defined number of rolling anchored VWAPs — each seeded from a recurring anchor period (e.g. every hour, session, or day) — and stores them in memory. From this array of VWAPs, it then calculates statistical percentile levels (Max, High, Median, Low, Min) across the set.

Each percentile level reflects where price sits relative to the historical range of VWAPs, rather than raw price alone. The resulting cloud offers:
• A contextual map of volume-based fair value,
• A way to visually separate trending from reversionary price action,
• And a statistically sound framework for mean reversion, breakout filtering, or value zone trades.

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⚙️ How It Works – Technical Breakdown
1. Anchor Period Selection
Every new bar of the selected anchor timeframe triggers the start of a new VWAP instance. Each VWAP is built over time using standard volume * price accumulation and volume division.
2. Rolling VWAP Array
The user sets the number of VWAPs (VWAP Count) to track (up to 500). Each VWAP updates in real-time and is stored in an internal array.
3. Percentile Calculation
At every new bar:
• The indicator performs percentile interpolation on the array of stored VWAPs using TradingView’s array.percentile_linear_interpolation() method.
• It extracts 5 key percentile levels (Min, Low, Median, High, Max) and plots them live on the chart.
4. Visual Styling & Optional Enhancements
• Lines can be solid or dashed depending on preference.
• Gradient fills between percentile bands form the “cloud.”
• The script includes smoothing logic to soften fills based on the difference between anchor periods, improving legibility.




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📈 What Each Visual Component Represents

Visual Meaning
Max (Green Line) 100th percentile VWAP — the highest anchored VWAP in memory
High (Light Gray Line) ~70th percentile — often used to mark premium zones
Median (Gray Line) 50th percentile VWAP — midpoint of historical VWAPs
Low (Light Gray Line) ~30th percentile — used to gauge discount or acceptance zones
Min (Red Line) 0th percentile — lowest VWAP across all tracked anchors
Gradient Fills Shaded clouds between max/median and min/median, visually representing value extremes
Anchor Highlight A faint gray background briefly appears when a new VWAP is seeded (anchor event)
Dashed Styling Optional dashed lines toggle to differentiate levels without distraction

Everything on screen is statistically anchored and volume-aware — not arbitrary.

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📊 Inputs & Settings Explained

VWAP Cloud Runner Settings

Input Description
Anchor Period Determines how often a new VWAP is seeded. Common examples: 15m, 1h, 1D
VWAP Source Price source used for VWAP calculation (default: hlc3)
VWAP Count Number of rolling VWAPs to store and evaluate. Affects how responsive or stable the cloud is

Toggle / Percentile / Width / Color

Each of the 5 layers — Max, Upper, Median, Lower, and Min — includes:
• Toggle (on/off)
• Percentile (editable for custom statistical boundaries)
• Line Width
• Color

This design gives traders full control to custom-tailor the cloud’s resolution and emphasis.

Style Options

Input Description
Use Dashed Lines Adds rhythm to cloud lines by visually breaking up uniform structure
Enable Gradient Fill Enables shaded cloud fills between Min–Median and Max–Median
Show Anchor Highlight When enabled, highlights the bar where each new VWAP instance is created


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🧠 How to Interpret VWAP Cloud Runner

This tool is built for contextual reading, not explicit signals. Here’s how to interpret what you see:
• Price Near Max → Price is at a volume-weighted extreme → possible overextension or trend strength
• Price Near Min → Price is deeply discounted relative to recent VWAP history → potential reversion
• Price Near Median → Price is in balance → potential for breakout or continuation depending on trend

Use VWAP slope and percentile spacing to read the “shape” of price structure:
• Tight range between all percentiles → compression, awaiting expansion
• Widening gaps → trend formation or volatility burst
• Symmetric curve → balanced distribution
• Skewed cloud → directional bias forming

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🧪 Use Cases and Strategy Tips
• 🎯 Mean Reversion Strategies: Fade extremes when price touches Max or Min and fails to close beyond
• 🛡️ Trend Confirmation: Ride price between High and Max or Low and Min — these zones act as trend channels
• 📉 Breakout Filtering: Use percentile gaps to measure conviction — small gaps = low conviction breakout
• 💡 Volume Fair Value: Trade only when price is near or reclaims the median VWAP → fair value validation

Works seamlessly across assets — whether you’re scalping BTC, swing trading FX pairs, or following trend continuation in equities.

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🔒 Compliance Notice

VWAP Cloud Runner is a data visualization and contextual awareness tool. It does not provide trade signals or advice and should be used in conjunction with your existing strategy and risk parameters.

This script is protected under ETAPX Inc. and is proprietary to the EdgeXplorer platform. Redistribution, resale, or any use outside of TradingView without express written permission is strictly prohibited.

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Nota Keluaran

EdgeXplorer – Liquidity Scope v1.2

Liquidity Scope, built exclusively for the EdgeXplorer Platform, is a real-time structural liquidity mapping tool that reveals where price is hunting stops, faking out breakouts, and targeting reactive zones in the market. Whether you trade smart money concepts, institutional flow, or pure price action — this tool helps you track the behavior of liquidity, not just price itself.

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🔍 What Does Liquidity Scope Do?

Liquidity Scope automatically detects swing highs and lows, tracks how price behaves around them, and visually plots zones where liquidity sweeps, traps, and mitigations occur.

Here’s what it identifies:
• When price wicks into liquidity (without closing beyond the swing level)
• When price breaks a swing level cleanly
• When price returns to retest a previously broken swing
• When a sweep zone is mitigated, invalidated, or completed

The script dynamically marks these zones with real-time updates — giving traders a visual map of what areas are still active and which have been hunted or absorbed.



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⚙️ How It Works – Technical Logic (in Plain English)
1. Swing Identification
The script continuously scans for recent pivot highs and lows using the ta.pivothigh() and ta.pivotlow() functions. These act as liquidity targets — areas where stops and resting orders often accumulate.
2. Sweep Logic
Once a swing is identified:
• If price wicks past the swing but doesn’t close beyond → it’s a liquidity test (stop-hunt).
• If price closes past the swing → it’s a break and the zone becomes active.
• If price later retests the level → it’s flagged as a retest sweep.
• If price fully invalidates or mitigates the zone → it’s cleaned from the chart.
3. Live Tracking State
Each swing point tracks its own state flags (broken, wicked, retested, mitigated, taken), so the system knows:
• Whether to draw a wick zone vs. a breakout zone
• When to remove expired or completed zones
4. Auto-Cleaning and Zone Management
Zones are removed after:
• Mitigation is confirmed
• They are “taken out”
• They age out past a user-defined max bar count




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📈 What Each Visual Component Represents

Visual Meaning
Max (Green Line) 100th percentile VWAP — the highest anchored VWAP in memory
High (Light Gray Line) ~70th percentile — often used to mark premium zones
Median (Gray Line) 50th percentile VWAP — midpoint of historical VWAPs
Low (Light Gray Line) ~30th percentile — used to gauge discount or acceptance zones
Min (Red Line) 0th percentile — lowest VWAP across all tracked anchors
Gradient Fills Shaded clouds between max/median and min/median, visually representing value extremes
Anchor Highlight A faint gray background briefly appears when a new VWAP is seeded (anchor event)
Dashed Styling Optional dashed lines toggle to differentiate levels without distraction

Everything on screen is statistically anchored and volume-aware — not arbitrary.

⸻

📊 Inputs & Settings Explained

VWAP Cloud Runner Settings

Input Description
Anchor Period Determines how often a new VWAP is seeded. Common examples: 15m, 1h, 1D
VWAP Source Price source used for VWAP calculation (default: hlc3)
VWAP Count Number of rolling VWAPs to store and evaluate. Affects how responsive or stable the cloud is

Toggle / Percentile / Width / Color

Each of the 5 layers — Max, Upper, Median, Lower, and Min — includes:
• Toggle (on/off)
• Percentile (editable for custom statistical boundaries)
• Line Width
• Color

This design gives traders full control to custom-tailor the cloud’s resolution and emphasis.

Style Options

Input Description
Use Dashed Lines Adds rhythm to cloud lines by visually breaking up uniform structure
Enable Gradient Fill Enables shaded cloud fills between Min–Median and Max–Median
Show Anchor Highlight When enabled, highlights the bar where each new VWAP instance is created


⸻

🧠 How to Interpret VWAP Cloud Runner

This tool is built for contextual reading, not explicit signals. Here’s how to interpret what you see:
• Price Near Max → Price is at a volume-weighted extreme → possible overextension or trend strength
• Price Near Min → Price is deeply discounted relative to recent VWAP history → potential reversion
• Price Near Median → Price is in balance → potential for breakout or continuation depending on trend

Use VWAP slope and percentile spacing to read the “shape” of price structure:
• Tight range between all percentiles → compression, awaiting expansion
• Widening gaps → trend formation or volatility burst
• Symmetric curve → balanced distribution
• Skewed cloud → directional bias forming

⸻

🧪 Use Cases and Strategy Tips
• 🎯 Mean Reversion Strategies: Fade extremes when price touches Max or Min and fails to close beyond
• 🛡️ Trend Confirmation: Ride price between High and Max or Low and Min — these zones act as trend channels
• 📉 Breakout Filtering: Use percentile gaps to measure conviction — small gaps = low conviction breakout
• 💡 Volume Fair Value: Trade only when price is near or reclaims the median VWAP → fair value validation

Works seamlessly across assets — whether you’re scalping BTC, swing trading FX pairs, or following trend continuation in equities.