Volume & Order Flow

NADRO VWAP

Enhanced VWAP implementation with additional analytical layers

An enhanced Volume Weighted Average Price (VWAP) implementation that adds analytical layers beyond standard VWAP. Calculates VWAP with 1st and 2nd standard deviation bands across five timeframes — Daily, Weekly, Monthly, Quarterly, and Yearly — plus previous period high/low VWAP levels for each. Provides precision price benchmarking for intraday futures trading.

Screenshot

The Concept

NADRO VWAP provides a comprehensive volume-weighted price framework across five timeframes — Daily, Weekly, Monthly, Quarterly, and Yearly — each with standard deviation bands and previous period reference levels. This multi-timeframe approach gives you a precise volume-weighted map for identifying fair value and statistical deviation at every horizon.

How to Read It

VWAP lines and bands create a layered reference framework on the price chart.

Each VWAP line represents fair value for its timeframe — price gravitates toward it
1st standard deviation bands contain the majority of normal price action around VWAP
2nd standard deviation bands mark statistically extreme extension from value
Previous period VWAP high/low levels act as historical support and resistance references

Practical Tips

Enable only the timeframes relevant to your trading horizon to keep the chart readable. For intraday trading, Daily and Weekly VWAPs are most actionable. When bands from multiple timeframes converge at the same price, that zone has increased significance. Previous period levels are especially relevant at the session open.

Input & Settings

No.	Input Name	Function
1	Enable Daily VWAP and Bands	Enables the Daily VWAP line and its standard deviation bands. Default: Yes.
2	Enable Previous Day High/Low VWAP and Bands	Enables the previous day's VWAP high and low reference levels with standard deviation bands. Default: Yes.
3	Enable Weekly VWAP and Bands	Enables the Weekly VWAP line and its standard deviation bands. Default: Yes.
4	Enable Previous Week High/Low VWAP and Bands	Enables the previous week's VWAP high and low reference levels with standard deviation bands. Default: Yes.
5	Enable Monthly VWAP and Bands	Enables the Monthly VWAP line and its standard deviation bands. Default: Yes.
6	Enable Previous Month High/Low VWAP and Bands	Enables the previous month's VWAP high and low reference levels with standard deviation bands. Default: Yes.
7	Enable Quarterly VWAP and Bands	Enables the Quarterly VWAP line and its standard deviation bands. Default: Yes.
8	Enable Previous Quarter High/Low VWAP and Bands	Enables the previous quarter's VWAP high and low reference levels with standard deviation bands. Default: Yes.
9	Enable Yearly VWAP and Bands	Enables the Yearly VWAP line and its standard deviation bands. Default: Yes.
10	Enable Previous Year High/Low VWAP and Bands	Enables the previous year's VWAP high and low reference levels with standard deviation bands. Default: Yes.

1Enable Daily VWAP and Bands

Enables the Daily VWAP line and its standard deviation bands. Default: Yes.

2Enable Previous Day High/Low VWAP and Bands

Enables the previous day's VWAP high and low reference levels with standard deviation bands. Default: Yes.

3Enable Weekly VWAP and Bands

Enables the Weekly VWAP line and its standard deviation bands. Default: Yes.

4Enable Previous Week High/Low VWAP and Bands

Enables the previous week's VWAP high and low reference levels with standard deviation bands. Default: Yes.

5Enable Monthly VWAP and Bands

Enables the Monthly VWAP line and its standard deviation bands. Default: Yes.

6Enable Previous Month High/Low VWAP and Bands

Enables the previous month's VWAP high and low reference levels with standard deviation bands. Default: Yes.

7Enable Quarterly VWAP and Bands

Enables the Quarterly VWAP line and its standard deviation bands. Default: Yes.

8Enable Previous Quarter High/Low VWAP and Bands

Enables the previous quarter's VWAP high and low reference levels with standard deviation bands. Default: Yes.

9Enable Yearly VWAP and Bands

Enables the Yearly VWAP line and its standard deviation bands. Default: Yes.

10Enable Previous Year High/Low VWAP and Bands

Enables the previous year's VWAP high and low reference levels with standard deviation bands. Default: Yes.

Subgraphs

No.	Subgraph Name	Function & Comments
1	VWAP	Default: Line. The Daily VWAP line.
2	1st Std Dev (Top)	Default: Transparent Fill Top. Upper 1st standard deviation band for Daily VWAP.
3	1st Std Dev (Bottom)	Default: Transparent Fill Top. Lower 1st standard deviation band for Daily VWAP.
4	2nd Std Dev (Top)	Default: Transparent Fill Bottom. Upper 2nd standard deviation band for Daily VWAP.
5	2nd Std Dev (Bottom)	Default: Transparent Fill Bottom. Lower 2nd standard deviation band for Daily VWAP.
6	Prev Day VWAP High	Default: Line. The previous day's VWAP high level.
7	Prev Day VWAP Low	Default: Line. The previous day's VWAP low level.
8	Prev 1st Std Dev High	Default: Line. Previous day 1st standard deviation high.
9	Prev 1st Std Dev Low	Default: Line. Previous day 1st standard deviation low.
10	Prev 2nd Std Dev High	Default: Line. Previous day 2nd standard deviation high.
11	Prev 2nd Std Dev Low	Default: Line. Previous day 2nd standard deviation low.
12	Weekly VWAP	Default: Line. The Weekly VWAP line.
13	Weekly 1st Std Dev (Top)	Default: Transparent Fill Top. Upper 1st standard deviation band for Weekly VWAP.
14	Weekly 1st Std Dev (Bottom)	Default: Transparent Fill Top. Lower 1st standard deviation band for Weekly VWAP.
15	Weekly 2nd Std Dev (Top)	Default: Transparent Fill Bottom. Upper 2nd standard deviation band for Weekly VWAP.
16	Weekly 2nd Std Dev (Bottom)	Default: Transparent Fill Bottom. Lower 2nd standard deviation band for Weekly VWAP.
17	Prev Week VWAP High	Default: Line. The previous week's VWAP high level.
18	Prev Week VWAP Low	Default: Line. The previous week's VWAP low level.
19	Prev Week 1st Std Dev High	Default: Line. Previous week 1st standard deviation high.
20	Prev Week 1st Std Dev Low	Default: Line. Previous week 1st standard deviation low.
21	Prev Week 2nd Std Dev High	Default: Line. Previous week 2nd standard deviation high.
22	Prev Week 2nd Std Dev Low	Default: Line. Previous week 2nd standard deviation low.
23	Monthly VWAP	Default: Line. The Monthly VWAP line.
24	Monthly 1st Std Dev (Top)	Default: Transparent Fill Top. Upper 1st standard deviation band for Monthly VWAP.
25	Monthly 1st Std Dev (Bottom)	Default: Transparent Fill Top. Lower 1st standard deviation band for Monthly VWAP.
26	Monthly 2nd Std Dev (Top)	Default: Transparent Fill Bottom. Upper 2nd standard deviation band for Monthly VWAP.
27	Monthly 2nd Std Dev (Bottom)	Default: Transparent Fill Bottom. Lower 2nd standard deviation band for Monthly VWAP.
28	Prev Month VWAP High	Default: Line. The previous month's VWAP high level.
29	Prev Month VWAP Low	Default: Line. The previous month's VWAP low level.
30	Prev Month 1st Std Dev High	Default: Line. Previous month 1st standard deviation high.
31	Prev Month 1st Std Dev Low	Default: Line. Previous month 1st standard deviation low.
32	Prev Month 2nd Std Dev High	Default: Line. Previous month 2nd standard deviation high.
33	Prev Month 2nd Std Dev Low	Default: Line. Previous month 2nd standard deviation low.
34	Quarterly VWAP	Default: Line. The Quarterly VWAP line.
35	Quarterly 1st Std Dev (Top)	Default: Transparent Fill Top. Upper 1st standard deviation band for Quarterly VWAP.
36	Quarterly 1st Std Dev (Bottom)	Default: Transparent Fill Top. Lower 1st standard deviation band for Quarterly VWAP.
37	Quarterly 2nd Std Dev (Top)	Default: Transparent Fill Bottom. Upper 2nd standard deviation band for Quarterly VWAP.
38	Quarterly 2nd Std Dev (Bottom)	Default: Transparent Fill Bottom. Lower 2nd standard deviation band for Quarterly VWAP.
39	Prev Quarter VWAP High	Default: Line. The previous quarter's VWAP high level.
40	Prev Quarter VWAP Low	Default: Line. The previous quarter's VWAP low level.
41	Prev Quarter 1st Std Dev High	Default: Line. Previous quarter 1st standard deviation high.
42	Prev Quarter 1st Std Dev Low	Default: Line. Previous quarter 1st standard deviation low.
43	Prev Quarter 2nd Std Dev High	Default: Line. Previous quarter 2nd standard deviation high.
44	Prev Quarter 2nd Std Dev Low	Default: Line. Previous quarter 2nd standard deviation low.
45	Yearly VWAP	Default: Line. The Yearly VWAP line.
46	Yearly 1st Std Dev (Top)	Default: Transparent Fill Top. Upper 1st standard deviation band for Yearly VWAP.
47	Yearly 1st Std Dev (Bottom)	Default: Transparent Fill Top. Lower 1st standard deviation band for Yearly VWAP.
48	Yearly 2nd Std Dev (Top)	Default: Transparent Fill Bottom. Upper 2nd standard deviation band for Yearly VWAP.
49	Yearly 2nd Std Dev (Bottom)	Default: Transparent Fill Bottom. Lower 2nd standard deviation band for Yearly VWAP.
50	Prev Year VWAP High	Default: Line. The previous year's VWAP high level.
51	Prev Year VWAP Low	Default: Line. The previous year's VWAP low level.
52	Prev Year 1st Std Dev High	Default: Line. Previous year 1st standard deviation high.
53	Prev Year 1st Std Dev Low	Default: Line. Previous year 1st standard deviation low.
54	Prev Year 2nd Std Dev High	Default: Line. Previous year 2nd standard deviation high.
55	Prev Year 2nd Std Dev Low	Default: Line. Previous year 2nd standard deviation low.

1VWAP

Default: Line. The Daily VWAP line.

21st Std Dev (Top)

Default: Transparent Fill Top. Upper 1st standard deviation band for Daily VWAP.

31st Std Dev (Bottom)

Default: Transparent Fill Top. Lower 1st standard deviation band for Daily VWAP.

42nd Std Dev (Top)

Default: Transparent Fill Bottom. Upper 2nd standard deviation band for Daily VWAP.

52nd Std Dev (Bottom)

Default: Transparent Fill Bottom. Lower 2nd standard deviation band for Daily VWAP.

6Prev Day VWAP High

Default: Line. The previous day's VWAP high level.

7Prev Day VWAP Low

Default: Line. The previous day's VWAP low level.

8Prev 1st Std Dev High

Default: Line. Previous day 1st standard deviation high.

9Prev 1st Std Dev Low

Default: Line. Previous day 1st standard deviation low.

10Prev 2nd Std Dev High

Default: Line. Previous day 2nd standard deviation high.

11Prev 2nd Std Dev Low

Default: Line. Previous day 2nd standard deviation low.

12Weekly VWAP

Default: Line. The Weekly VWAP line.

13Weekly 1st Std Dev (Top)

Default: Transparent Fill Top. Upper 1st standard deviation band for Weekly VWAP.

14Weekly 1st Std Dev (Bottom)

Default: Transparent Fill Top. Lower 1st standard deviation band for Weekly VWAP.

15Weekly 2nd Std Dev (Top)

Default: Transparent Fill Bottom. Upper 2nd standard deviation band for Weekly VWAP.

16Weekly 2nd Std Dev (Bottom)

Default: Transparent Fill Bottom. Lower 2nd standard deviation band for Weekly VWAP.

17Prev Week VWAP High

Default: Line. The previous week's VWAP high level.

18Prev Week VWAP Low

Default: Line. The previous week's VWAP low level.

19Prev Week 1st Std Dev High

Default: Line. Previous week 1st standard deviation high.

20Prev Week 1st Std Dev Low

Default: Line. Previous week 1st standard deviation low.

21Prev Week 2nd Std Dev High

Default: Line. Previous week 2nd standard deviation high.

22Prev Week 2nd Std Dev Low

Default: Line. Previous week 2nd standard deviation low.

23Monthly VWAP

Default: Line. The Monthly VWAP line.

24Monthly 1st Std Dev (Top)

Default: Transparent Fill Top. Upper 1st standard deviation band for Monthly VWAP.

25Monthly 1st Std Dev (Bottom)

Default: Transparent Fill Top. Lower 1st standard deviation band for Monthly VWAP.

26Monthly 2nd Std Dev (Top)

Default: Transparent Fill Bottom. Upper 2nd standard deviation band for Monthly VWAP.

27Monthly 2nd Std Dev (Bottom)

Default: Transparent Fill Bottom. Lower 2nd standard deviation band for Monthly VWAP.

28Prev Month VWAP High

Default: Line. The previous month's VWAP high level.

29Prev Month VWAP Low

Default: Line. The previous month's VWAP low level.

30Prev Month 1st Std Dev High

Default: Line. Previous month 1st standard deviation high.

31Prev Month 1st Std Dev Low

Default: Line. Previous month 1st standard deviation low.

32Prev Month 2nd Std Dev High

Default: Line. Previous month 2nd standard deviation high.

33Prev Month 2nd Std Dev Low

Default: Line. Previous month 2nd standard deviation low.

34Quarterly VWAP

Default: Line. The Quarterly VWAP line.

35Quarterly 1st Std Dev (Top)

Default: Transparent Fill Top. Upper 1st standard deviation band for Quarterly VWAP.

36Quarterly 1st Std Dev (Bottom)

Default: Transparent Fill Top. Lower 1st standard deviation band for Quarterly VWAP.

37Quarterly 2nd Std Dev (Top)

Default: Transparent Fill Bottom. Upper 2nd standard deviation band for Quarterly VWAP.

38Quarterly 2nd Std Dev (Bottom)

Default: Transparent Fill Bottom. Lower 2nd standard deviation band for Quarterly VWAP.

39Prev Quarter VWAP High

Default: Line. The previous quarter's VWAP high level.

40Prev Quarter VWAP Low

Default: Line. The previous quarter's VWAP low level.

41Prev Quarter 1st Std Dev High

Default: Line. Previous quarter 1st standard deviation high.

42Prev Quarter 1st Std Dev Low

Default: Line. Previous quarter 1st standard deviation low.

43Prev Quarter 2nd Std Dev High

Default: Line. Previous quarter 2nd standard deviation high.

44Prev Quarter 2nd Std Dev Low

Default: Line. Previous quarter 2nd standard deviation low.

45Yearly VWAP

Default: Line. The Yearly VWAP line.

46Yearly 1st Std Dev (Top)

Default: Transparent Fill Top. Upper 1st standard deviation band for Yearly VWAP.

47Yearly 1st Std Dev (Bottom)

Default: Transparent Fill Top. Lower 1st standard deviation band for Yearly VWAP.

48Yearly 2nd Std Dev (Top)

Default: Transparent Fill Bottom. Upper 2nd standard deviation band for Yearly VWAP.

49Yearly 2nd Std Dev (Bottom)

Default: Transparent Fill Bottom. Lower 2nd standard deviation band for Yearly VWAP.

50Prev Year VWAP High

Default: Line. The previous year's VWAP high level.

51Prev Year VWAP Low

Default: Line. The previous year's VWAP low level.

52Prev Year 1st Std Dev High

Default: Line. Previous year 1st standard deviation high.

53Prev Year 1st Std Dev Low

Default: Line. Previous year 1st standard deviation low.

54Prev Year 2nd Std Dev High

Default: Line. Previous year 2nd standard deviation high.

55Prev Year 2nd Std Dev Low

Default: Line. Previous year 2nd standard deviation low.

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