/// Indicator

Anchored VWAP
Channels.

Anchored VWAP Channels that dynamically track volume-weighted average price from significant pivots or time periods, complete with volatility bands and historical levels.

VWAP Anchored Channels Support Resistance Volume
TradingView v1.0.0 Updated 2026-02-20
/// Introduction

Overview

The Problem

Traditional VWAP resets daily, missing the broader context of significant market events or structural pivots. Traders often struggle to find dynamic support and resistance levels that account for both volume and volatility from key turning points.

The Solution

Anchored VWAP Channels allows anchoring to specific timeframes or automatic market pivots. It wraps the VWAP in dynamic volatility bands and can display up to 15 historical levels, creating a comprehensive map of value zones.

Who It's For

Day traders, swing traders, and volume-profile enthusiasts looking for dynamic, volume-backed support and resistance levels.

/// Features

Key Features

Multiple Anchor Options: Anchor to time periods (Session, Week, Month, etc.), Auto-detect based on timeframe, or anchor to pivots.

VWAP & EVWAP Support: Choose between traditional Volume-Weighted Average Price or Exponential VWAP for different weighting characteristics.

Historical Levels: Display up to 15 previous anchored VWAP levels to visualize historical value zones and market memory.

Blended Envelope: Create a master channel (Hollow or Solid) that encompasses all active historical levels, highlighting the broader market value area.

Dynamic Volatility Bands: Channels adapt automatically to current market volatility, providing responsive boundaries.

/// Concepts

How It Works

1

Anchoring Mechanism

The indicator recalculates from the start of each chosen period or when a new pivot is detected.

2

Volatility Bands

The upper and lower channel bands are derived from market volatility, scaled by the Channel Height Factor, providing dynamic boundaries.

3

Historical Tracking

When a new anchor period starts, the previous VWAP level is saved and continues to be plotted, creating a historical map of previous value areas.

/// Playbook

How To Use

Quickstart

  1. Add Anchored VWAP Channels to your chart.
  2. Select your preferred Anchor Period (e.g., 'Pivot' or 'Session').
  3. Adjust the Channel Height Factor to fit the current market volatility.
  4. Enable 'Previous Anchored VWAPs' to see historical value zones.

Interpretation

  • Price above the current VWAP indicates bullish control from the anchor point; below indicates bearish control.
  • The upper and lower bands act as dynamic support and resistance. Reversals often occur at these boundaries.
  • Historical VWAP levels often act as strong magnets or support/resistance zones when price returns to them.
  • The Blended Envelope shows the macro value area. Breakouts from the blended envelope can signal significant trend shifts.
/// Reference

Visual Legend

Element Meaning Interpretation Common Mistake
Midline Anchored VWAP — the volume-weighted average price since the anchor point. Dynamic trend center; price gravitates toward it. Treating it as a hard wall; it's a dynamic zone.
Bands Volatility Envelope — dynamic Support/Resistance that adapts to market conditions. Entries near bands offer better risk/reward. Assuming price must reverse exactly at the band edge.
Historical Channels Previous VWAP levels — historical value zones. Use as secondary support/resistance or targets. Ignoring them when price is trending strongly.
Blended Envelope Macro Channel — the combined area of all active historical levels. Shows the broader market value area. Trading inside the envelope without considering the current active channel.
/// Configuration

Settings Reference

Main

VWAP Type
Choose between traditional VWAP or Exponential VWAP (EVWAP).
Anchor Period
The event or time period to anchor the VWAP to (Auto, 4h, 8h, 12h, Session, Week, Month, Quarter, Half-Year, Year, Decade, Century, Pivot).
Pivot Types
When Anchor is set to 'Pivot', choose whether to anchor to Both, High, or Low pivots.
Channel Height Factor
Multiplier to control the channel width based on current volatility.
Source
Price data input (default HL2 usually works best for median tracking).

Advanced

Previous Anchored VWAPs
Number of previous AVWAPs to display (max 15 plotted).
Envelope Mode
None or Hollow. Hollow fills only the outer boundaries of all active levels.

Style

Theme
Dark/Light: preset colors for dark/light chart backgrounds. Custom: use the color pickers below.
Current Channel Fill
Color for the current active channel.
Blended Fill Color
Color for the blended envelope.
/// Alerts

Alert Types

Price Entered Blended Envelope

Triggered when price enters the blended envelope.

Price Exited Blended Envelope

Triggered when price exits the blended envelope.

New Period Started

Triggered when a new Anchored VWAP period starts.

/// FAQ

Frequently Asked Questions

No, the indicator does not repaint. However, when using 'Pivot' anchoring, a pivot is only confirmed after a certain number of bars, so the anchor point may appear a few bars after the actual high/low.

Exponential Volume-Weighted Average Price (EVWAP) is a variant of VWAP that gives more weight to recent data, making it more responsive to current price action compared to traditional VWAP.

Auto Anchor selects the most appropriate time-based anchor depending on your current chart timeframe (e.g., Session for <= 15m, Week for 1H, Month for Daily).

/// Subscriptions

Choose Your Plan

Get access to Anchored VWAP Channels with the subscriptions below

Most Popular

Pro

$59.99
$38.99
monthly, after trial ends
  • Adaptive MA Bands
  • Price Rejection Oscillator
  • Supply/Demand Zones
  • Value Area Heatmap
  • Anchored VWAP Channels
  • Anchored VWAP Heatmap
  • Support: Email (1-2 business days)
  • 30-day money-back guarantee
Most Popular

Pro

$719.90
$359.95
yearly, after trial ends
  • Adaptive MA Bands
  • Price Rejection Oscillator
  • Supply/Demand Zones
  • Value Area Heatmap
  • Anchored VWAP Channels
  • Anchored VWAP Heatmap
  • Support: Email (1-2 business days)
  • 30-day money-back guarantee
14-Day Free Trial
35% off forever

Elite

$99.99
$64.99
monthly, after trial ends
  • Adaptive MA Bands
  • Price Rejection Oscillator
  • Supply/Demand Zones
  • Value Area Heatmap
  • Anchored VWAP Channels
  • Anchored VWAP Heatmap
  • Market Structure Levels
  • Premium ideas: Full Access to our Premium Ideas
  • Support: Email (1-2 business days) + Discord Live Support
  • 30-day money-back guarantee
14-Day Free Trial
50% off forever

Elite

$1,199.88
$599.94
yearly, after trial ends
  • Adaptive MA Bands
  • Price Rejection Oscillator
  • Supply/Demand Zones
  • Value Area Heatmap
  • Anchored VWAP Channels
  • Anchored VWAP Heatmap
  • Market Structure Levels
  • Premium ideas: Full Access to our Premium Ideas
  • Support: Email (1-2 business days) + Discord Live Support
  • 30-day money-back guarantee

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