VWAP (PM, AH, Regular session)

前天VWAP Indicator

This TradingView script calculates and visualises the Volume Weighted Average Price (VWAP) for both premarket + afterhours and regular trading sessions. It distinguishes between two VWAPs:

1. Regular Session VWAP: This line only accounts for intraday volume from 9:30 AM to 4 PM, providing a clear view of price action during the regular trading hours.
   
2. Day VWAP: This line incorporates all volume, including premarket (4 AM to 9:30 AM) and after-hours (4 PM to 8 PM) trading, offering a comprehensive perspective on price movement throughout the entire trading day.
   

This script is useful for traders looking to analyse price action and volume dynamics throughout the trading day.

前天

版本注释

Fixed bug for daily chart.

昨天

版本注释

EOD line bug.