VWAP Masterclass

This script consolidates four critical market dimensions into a single, coherent framework, reducing chart clutter while increasing decision quality.

Quick overview (what this script does):

Combines VWAP with adaptive bands, EMA-based trend logic, Volume Profile with Rolling POC, and global trading sessions.

Enables context-driven decisions instead of isolated indicator signals.

Fully configurable for intraday, futures, index, and crypto trading.

TradingView Script Description

VWAP Combined is a multifunctional TradingView indicator that merges four proven analytical tools into one unified overlay:
VWAP with dynamic bands, EMA trend filtering with bar coloring, Volume Profile with Rolling POC, and global market sessions.

The VWAP can be anchored to multiple periods (Session, Week, Month, Quarter, Year, Earnings, etc.) and optionally extended with up to three volatility- or percentage-based bands. This allows precise identification of fair value, overextension, and mean-reversion zones.

The integrated EMA trend acts as a structural market filter. Candles can be colored based on their position relative to the EMA, making trend direction and regime immediately visible.

The Volume Profile analyzes traded volume over a configurable lookback window. It highlights volume concentrations, key acceptance areas, and the Rolling Point of Control (POC) directly on the chart—useful for identifying institutionally relevant price levels.

In addition, the script visualizes the major global trading sessions (London, New York, Tokyo, Sydney), either as background shading or as session high/low ranges. This provides immediate context on liquidity, volatility, and session-driven price behavior.

Use cases:

Intraday and scalping strategies

VWAP- and session-based trading

Contextual analysis for futures, indices, forex, and crypto markets

Objective:
Deliver maximum market context with minimal indicator overload—integrating price, volume, trend, and time into a single, professional-grade tool.