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Adaptive VWAP Institutional v1.0.0
Institutional-grade Volume Weighted Average Price (VWAP) indicator for MetaTrader 5, engineered for high-frequency trading (HFT) environments and professional asset management. This is not just a retail vwap; it is a precision tool designed to meet institutional data standards.
🚀 Key Technical Features
- Multi-Stage Asset Intelligence: Automatically detects Asset Classes (Crypto, Forex, Metals, Stocks, Indices) using a sophisticated 5-step verification process to apply the correct reset policies.
- Institutional Timezone Engine: DST-aware calculations using Zeller's Congruence algorithm for lifelong precision in New York, London, Tokyo, and Sydney sessions.
- Forex Standard Rollover: Supports the gold-standard 17:00 (5 PM) New York session reset for Forex, Gold, and Energy.
- Volatility-Adaptive Filtering: Integrated Median Volume sampling to neutralize "bad ticks" and institutional volume spikes that often distort traditional VWAP lines.
- Zero-Latency Persistence: High-speed Disk Caching system that preserves session state (PV/Vol/Stats) across terminal restarts or timeframe switches.
- Modular High-Performance Code: Optimized $O(n)$ execution loop designed for low-latency and stable performance on VPS environments.
📊 Professional Analytics UI
The indicator features a real-time On-Chart Diagnostic Panel providing critical institutional data at a glance:
- Real-time Distance from VWAP (Percentage).
- Current Session Accumulated Volume.
- Precise Session Bar Count.
- Active Timezone and Server Offset detection.
⚙️ Optimized Parameters
- Session Reset: Daily, Weekly, Monthly, or Auto-Detected based on asset class.
- Customization: Fully adjustable Deviation Bands (±σ) with optimized memory allocation.
- Data Quality: Adjustable spike threshold to filter out market noise.
- Performance: Controllable historical depth (Max Recalc Bars) for smooth chart scrolling.
📊 Professional Analytics UI
Includes a real-time On-Chart Diagnostic Panel providing:
- Real-time Distance from VWAP (Percentage).
- Current Session Accumulated Volume & Bar Count.
- Active Timezone and Server Offset detection.
🛡️ Institutional Development & QA
This indicator has undergone a rigorous development cycle and high-level technical audits to ensure reliability:
- AI Technical Audit: The codebase has been thoroughly reviewed and stress-tested by Opus 4.5 and Gemeni 3 pro to identify and eliminate edge-case bugs and ensure mathematical precision in all calculation modes.
Engineered for traders who demand institutional accuracy and architectural excellence.
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