Dual ORB (EU/US) + VWAP + Filters (Retest/EMA/ATR/RVOL)

11 小時前

Release Notes — Dual ORB (EU & US) + Color VWAP

Summary
This script plots two configurable Opening Range Breakouts (ORB)—one for the European open and one for the US open—along with a color-adaptive VWAP (green above price, red below). It’s designed for M5/M15 intraday trading on indices (e.g., US100) and metals (e.g., XAUUSD), with clean visuals, optional history retention, and simple breakout cues.

New & Key Features
Dual ORB Sessions

• EU ORB (default 07:00) and US ORB (default 14:00).
  
• Each session’s start time and duration are configurable (15/30/45/60 min).
  
• Automatic OR box that tracks the session high/low and freezes at the end of the window.
  

Configurable Time Zone

• Choose a specific UTC offset or an IANA time zone (e.g., Europe/Paris, America/New_York) for precise session timing.
  
• “Exchange” option mirrors the chart’s exchange time when available.
  

Targets (1× Range by default)

• First upside/downside target plotted as a step line once the OR closes (based on a % of the OR width).
  
• Separate % settings per session (EU/US).
  

Breakout Signals

• Optional ▲ / ▼ markers when price crosses ORH/ORL after the OR window closes.
  
• Adjustable signal size and colors.
  

Color-Adaptive VWAP

• VWAP plotted for the whole session; green when price ≥ VWAP, red when price < VWAP.
  
• Single slider for VWAP line thickness and a toggle to show/hide.
  

Clean Visuals & History Control

• Option to preserve historical boxes/lines/labels, or auto-clean previous sessions when a new OR starts.
  
• Per-session colors for the OR lines, fills, labels.
  

Configuration

General
Show History: Keep OR drawings from prior sessions or clear them automatically.
Time Zone: Pick Exchange or a specific UTC/IANA zone.

ORB Europe / ORB US
Start Time (HH:MM)
Duration: 15 / 30 / 45 / 60 minutes.
Target %: Distance for the first target as a % of the OR range.
Colors: Line and fill per session.

Signals
Enable Breakout Signals
Up/Down Colors
Text Size: Tiny → Huge.

VWAP
Show/Hide
Line Width

Visual Elements
OR Box: Semi-transparent fill during the window; locks at end.
OR Levels: ORH / ORL solid lines; ORM dashed.
Target Lines: Step lines above/below after OR closes.
Signal Labels: ▲ at ORL (bull break), ▼ at ORH (bear break).
VWAP Line: Turns green/red with price relation.

Alerts (baseline)
Signal labels visually indicate ORH/ORL breaks. (You can add alertconditions to match these crossings if you want audible/Push alerts.)

Performance & Compatibility
Pine v6.
Intraday only (< 1D). The script aborts on daily or higher timeframes to avoid misleading OR timing.
Efficient drawing & clean-up to reduce line/label count.

Known Limitations
The script relies on bar timestamps; exact alignment depends on chart data and your chosen time zone
If your broker/exchange applies session gaps or custom trading hours, verify that your time zone and session align with the instrument.

Suggested Workflow
Pick your time zone.
Set EU/US start times and durations to match your plan (e.g., EU 07:00 30m, US 14:00 30m).
Choose whether to keep history.
Toggle signals and VWAP as desired.
Use ORH/ORL and the first target as decision levels; combine with your filter (trend MA, RSI, market structure, etc.).

Changelog (high-level)
v1.
Added dual configurable ORB (EU & US).
Added per-session targets (percent of OR width).
Added color-adaptive VWAP + width control.
Added breakout signals with customizable size and colors.
Added time zone selector (Exchange, UTC, IANA).
Added history on/off option and improved object lifecycle (clean-up vs persist).
Ported to Pine v6 and hardened against repainting artifacts at session edges.

2 小時前

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