VWAP Framework 

Automatically anchors VWAPs to confirmed swing highs and lows detected by the Price Action Engine.

These VWAPs track how value develops after structural shifts and remain active until volatility-adjusted acceptance invalidates them, making them ideal for trend legs, re-accumulation, and distribution phases. 

Manually anchor VWAP to any bar on the chart for discretionary analysis.

This mode uniquely supports the Advanced VWAP Deviation Engine, offering symmetric, asymmetric, and hybrid deviation bands to assess imbalance, absorption, and volatility expansion around key reference points. 

Anchors VWAP to the official open of major trading sessions:

Asia (Tokyo), Frankfurt, London, New York, and NYSE Cash (RTH).

Useful for identifying session bias, institutional participation, and cross-session acceptance. 

Resets VWAP at Day, Week, Month, and Quarter opens, providing higher-timeframe context and alignment for swing and positional trades.

Anchors VWAP to price extremes instead of time.

Automatically resets on new Highs or Lows for selected ranges (Day, RTH, Week, Month), highlighting reactions at statistically important boundaries. 

Plots a VWAP anchored to the Initial Balance (IB) range, allowing volume to be evaluated relative to the market’s early session structure and initial balance extremes.