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VWAP Slope (instantaneous and cumulative, includes percentiles)

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VWAP Slope shows how VWAP is moving right now and how that movement is building throughout the session.

The indicator has two modes:

Instantaneous: slope tracks short-term VWAP momentum using a smoothed, ATR-normalized slope, and only turns on once there’s enough data in the current session (no overnight weirdness).

Cumulative: slope adds up valid VWAP slope over the day, resetting each session and normalizing for time-of-day behavior so you can see whether VWAP pressure is meaningfully building or fading.

You can view both as raw values or as percentile strength levels, making it easy to spot when VWAP trends are unusually strong, weak, or just noise compared to recent days.

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