Anchored VWAP + Multi-Symbol Dashboard

Professional Anchored VWAP with interactive MTF Scanner Dashboard. Scans up to 28 symbols x 4 timeframes with consensus column, 4-channel alerts, draggable panel, and live in-panel settings. Dual anchoring: Calendar + Auto-Pivot.

Full Product Description

Overview

VWAP Pro MTF Scanner is a complete Anchored VWAP trading system that combines a chart indicator with a multi-symbol multi-timeframe scanner dashboard. Instead of chart-hopping to check where every symbol stands, you see the entire market map in a single panel: which symbols are bullish, which are bearish, which just crossed VWAP, and which have full timeframe consensus — all in real time.

Whether you trade forex, gold, indices, or crypto, VWAP Pro MTF Scanner puts institutional-grade information at your fingertips with a level of automation, customization, and alerting that most commercial indicators simply do not offer.

The Two Products in One

1. Chart Indicator (main chart)

• Anchored VWAP line, colored dynamically by market side (bull/bear)
• Two deviation bands with optional inner shading
• Side-change arrows on the exact bar where price crosses VWAP
• Configurable anchor: Daily, Weekly, Monthly, Quarterly, Yearly, Auto-Pivot, or Sliding Window
• Auto-detects real vs tick volume (universal symbol compatibility)
• 15 buffers accessible from Expert Advisors via iCustom

2. MTF Scanner Dashboard (interactive panel)

• Up to 28 symbols x 4 timeframes = 112 monitored cells simultaneously
• Compact notation per cell: ^14 (BUY 14 bars ago), v7 (SELL 7 bars ago), flat (no direction), ... (measuring)
• AGREE consensus column: shows ^3/4 when 3 of 4 timeframes agree on BUY, v2/4 on SELL, - on tie
• Fresh signals highlighted with accent color; old signals fade to gray
• Clickable column headers for instant sorting
• Sort/Filter buttons: sort by freshness, name, or agreement; filter for buys only, sells only, or fresh only
• Auto-detects broker prefix and suffix (works with any broker naming convention)
• Budget-controlled refresh (N symbols per tick) so it never freezes your terminal

Key Differentiators

Draggable Panel with Live Settings The panel moves anywhere on your chart with a click and drag. Position is saved automatically. A built-in Settings panel lets you toggle bands, change color scheme, adjust band multiplier, switch anchor mode, and tune the scanner refresh rate — all in real time, without opening the input dialog or recompiling. Every change persists between MT5 restarts.

4-Channel Professional Alerts Independently toggleable channels: Popup, Sound, Mobile Push, Email. Fire on new BUY, new SELL, or full timeframe consensus. Anti-spam protection with per-cell cooldown (default 5 minutes) prevents alert fatigue. Global mute button for meetings or calls. Test button to verify all channels work.

Diagnostic Panel A secondary panel (toggleable) shows scanner health in real time: symbols with data vs failed, cells measured, fresh signals count, symbols with 3+ TF agreement, alerts fired, session uptime, total activations. Answers the trader's most common question: "Why isn't the scanner showing me signals?"

Dual Anchoring — Calendar AND Auto-Pivot Most VWAP indicators offer only one anchor type. Ours offers seven:

• Calendar anchors: Daily, Weekly, Monthly, Quarterly, Yearly (session-based analysis)
• Auto-Pivot: automatic swing high/low detection with configurable confirmation bars — never repaints on closed bars
• Sliding Window: rolling window of N bars for continuous adaptation

Full State Persistence Everything you customize persists: sort mode, show filter, panel position, sub-panel visibility, all runtime settings. Close the terminal, reopen it a week later — the scanner comes back exactly as you left it, per chart.

The AGREE Column — Institutional-Grade Consensus

The AGREE column is the single most powerful feature. It answers: "When multiple timeframes agree on direction, how strong is that signal?"

• ^4/4 (gold accent) — all 4 timeframes are bullish. This is a rare, powerful confluence.
• v3/4 — 3 of 4 timeframes bearish. Strong directional bias.
• ^2/4 — mixed. Trade with caution.
• - — tie. No directional bias.

You can sort the entire table by AGREE with one click, instantly surfacing the highest-conviction setups across the entire market you monitor.

Practical Trading Applications

Multi-Symbol Trend Alignment The scanner immediately shows you which markets are trending together and which are diverging. Perfect for correlation trades, risk-on/risk-off analysis, and identifying rotation between asset classes.

Consensus Reversal Detection When a symbol transitions from v4/4 (full bear consensus) to v3/4 and then to ^2/4, you are watching a multi-timeframe reversal build in real time — often before it becomes obvious on any single chart.

Fresh Signal Focus Set the show filter to fresh and you see only signals that occurred within your freshness threshold. This is the equivalent of a professional trader's real-time watchlist, but automated and updated every few seconds.

Institutional Order Flow (VWAP Bounce) Large orders are frequently filled near VWAP to minimize impact. The chart indicator shows exactly when price interacts with VWAP; the scanner shows across which symbols this is happening simultaneously. Combining both lets you catch VWAP bounces at the top of the order flow curve.

Session Bias Above daily VWAP = bulls in control. Below = bears. The scanner extends this to every symbol you follow across every timeframe you care about, giving you a complete session bias map at a glance.

Interface Overview

The main panel shows:

• Title bar with 6 buttons: Show, Sort, Set, Test, Diag, Mute
• Header row with clickable timeframe columns (M15, H1, H4, D1 by default) and the AGREE column
• Data rows: one per symbol, with color-coded cells per timeframe
• Two status lines: measurement progress and current filter/sort state

Below the main panel, two optional sub-panels appear:

• Settings panel (Set button) — 11 rows of live-editable settings with toggle, plus/minus, and cycle controls
• Diagnostic panel (Diag button) — 9 lines of runtime statistics

Drag the panel by its title bar to reposition. Buttons in the title bar retain their click behavior; only the empty title area triggers drag.

Full Input Parameter List

Anchor Settings

• Anchor mode: Daily / Weekly / Monthly / Quarterly / Yearly / Auto-Pivot / Sliding Window
• Pivot bars each side (for auto-pivot detection)
• Sliding window length (bars)

Volume Source

• Auto (real if available, else tick) / Real only / Tick only

Deviation Bands

• Show bands (on/off)
• Band multiplier (times standard deviation)
• Show shading between VWAP and bands

Visual Settings

• Color scheme: Classic / Modern / Colorblind Safe
• Custom bull color (Modern scheme)
• Custom bear color (Modern scheme)
• VWAP line width, band line width
• Show side-change arrows, arrow size

Info Label

• Show current VWAP value label on chart
• Label font size

Scanner Dashboard

• Show scanner panel (on/off)
• Symbols to scan (CSV, up to 28)
• Broker prefix / suffix (empty = auto-detect)

Scanner Timeframes (up to 4)

• TF1 through TF4, each with individual enable toggle

Scanner Behavior

• Freshness threshold (bars)
• Refresh interval (seconds)
• Symbols refreshed per tick (budget)
• Pivot bars for scanner anchoring

Scanner UI

• Panel X / Y position (starting position)
• Cell width / height
• Symbol column width
• Font size
• Background, header, text, accent, bull, bear, flat colors

Alert System

• Master alert switch
• Alert on BUY / SELL / AGREE consensus
• Alert only fresh signals
• Cooldown per cell (seconds)

Alert Channels

• Popup on/off
• Sound on/off, sound file name
• Push notification on/off
• Email on/off, subject prefix

Diagnostic

• Show diagnostic panel on start
• Save UI state between MT5 restarts

Technical Specifications

• Platform: MetaTrader 5 (build 3815 or later)
• Type: Chart-window custom indicator
• Buffers: 15 total (12 plot buffers + 3 calculation buffers)
• CPU load: Minimal. Budget-controlled scanner refresh ensures the indicator never freezes the terminal even with 28 symbols
• Memory: Standard indicator footprint plus one small state file per chart (approximately 500 bytes)
• No DLL dependencies — pure native MQL5
• No external network requests — fully offline operation
• File system access: state persistence file inside MT5 sandbox only
• Compatible with: all account types (real, demo, netting, hedging)
• Language: all interface elements, labels, alerts, and journal messages in English

Why This Product Over Alternatives

Free and cheap VWAP indicators typically have serious limitations:

1. They use real volume unconditionally — indicator shows nothing on forex where real volume is often zero
2. Single anchor mode — usually just Daily, no swing detection
3. No multi-symbol scanning — you must open one chart per symbol
4. No alerts, or only one channel — miss signals when away from screen
5. No customization at runtime — need to remove and re-add the indicator to change settings
6. Positioned in one fixed location — cannot adapt to your chart layout
7. No state persistence — every terminal restart resets your configuration
8. Not readable from EAs — you cannot build automated systems on top

VWAP Pro MTF Scanner addresses every one of these limitations. It is designed to be the professional trader's daily-use tool, not a toy indicator.

Support and Updates

• Free lifetime updates via the MQL5 Market
• Responsive support: contact via MQL5 profile messages
• Bug fixes prioritized within 48 hours
• Feature requests welcome — leave a comment on the product page
• Detailed change log published with each release

Frequently Asked Questions

Q: Does the scanner work on any broker? A: Yes. It auto-detects broker prefix and suffix so it works with symbols like EURUSD.pro, #EURUSD, EURUSDrfd, or any other broker convention. If auto-detection misses, you can enter the prefix/suffix manually.

Q: Does the indicator repaint? A: No. Both the chart indicator and the scanner use only closed bars for signal detection. The Auto-Pivot mode requires N bars of confirmation after a swing point — meaning a pivot cannot appear until N bars close after it. Once a bar closes, its signal is final.

Q: How many symbols can the scanner handle without lag? A: Up to 28 symbols x 4 timeframes = 112 cells with the default budget setting (5 symbols per refresh tick, every 3 seconds). If you experience lag, reduce the budget or increase the refresh interval — both are adjustable live via the Settings panel.

Q: Can I read scanner values from an Expert Advisor? A: The chart indicator exposes 15 buffers readable via iCustom(_Symbol, _Period, "VWAP_Pro_MTF_Scanner", ...). The scanner's internal state is not directly exposed to EAs by design (it uses live data from other symbols/timeframes), but you can run the indicator per symbol/timeframe you want to query and read from those instances.

Q: What is the difference between Calendar anchor and Auto-Pivot anchor? A: Calendar anchors reset at fixed times (midnight, Monday 00:00, first of month). Auto-Pivot anchors adapt to market structure — the VWAP starts from the most recent confirmed swing high or low. Calendar suits session traders; Auto-Pivot suits swing and position traders following market structure.

Q: Can I use both anchor types on the same chart? A: Yes, by adding two instances of the indicator with different settings. Each instance draws its own VWAP line and can share the same scanner or have separate scanners.

Q: Do alerts work when the terminal is closed? A: Push notifications continue to work from your terminal if it is running (even in the background). Email alerts require the terminal to be running. For 24/7 alerting, run the indicator on a VPS.

Q: What is the AGREE column really telling me? A: It is the count of enabled timeframes (out of the total) that currently agree on direction for a symbol. For instance, if you have M15, H1, H4, D1 enabled and 3 of them show BUY signals with the 4th being FLAT, AGREE displays ^3/4. Full agreement (^4/4 or v4/4) triggers an accent color to draw your attention.

Q: Can I customize the color scheme for accessibility? A: Yes. The Colorblind Safe scheme uses the Okabe-Ito palette (blue and orange instead of green and red), tested for red-green colorblindness. Switch schemes live from the Settings panel.

Getting Started

1. Purchase and download from MQL5 Market
2. Indicator installs automatically to your MetaTrader 5 terminal
3. Drag VWAP_Pro_MTF_Scanner from Navigator to any chart
4. Accept default settings for a working configuration
5. Wait 10-15 seconds for the scanner to complete its first full pass
6. Click Set to open Settings and customize
7. Click Test to verify your alert channels work
8. Drag the panel by its title bar to your preferred position

Within one minute of loading, you have a complete multi-symbol, multi-timeframe VWAP-based market map running on your chart.

For EA Developers

The chart indicator exposes 15 buffers via iCustom. Key buffers:

• Buffer 0: Buy Signal marker (price at signal bar, EMPTY_VALUE elsewhere)
• Buffer 1: Sell Signal marker
• Buffer 12: Signal state (+1 BUY, -1 SELL, 0 neutral)
• Buffer 13: VWAP continuous value (single line, no side coloring)
• Buffer 14: Trend state (0 bull side, 1 bear side)

Sample EA code:

int hVWAP = iCustom(_Symbol, _Period, "VWAP_Pro_MTF_Scanner");
double signals[];
CopyBuffer(hVWAP, 12, 0, 10, signals);
// signals[0] = latest bar signal (+1, -1, or 0)

Full buffer contract documented in the source header comments.

Tags: vwap, anchored vwap, mtf scanner, multi-timeframe, dashboard, consensus, alerts, institutional, day trading, swing trading, scalping, mean reversion, support resistance, forex, futures, indices, crypto, professional indicator, brian shannon, volume weighted

Version History

Version 3.10 — Current release

• Draggable panel (move anywhere on chart with the mouse)
• Integrated Settings panel with 11 live-editable settings
• Reset defaults button
• Enhanced state persistence (panel position + all runtime settings)
• Fixed edge cases in panel repositioning

Version 3.00 — Major release

• Complete MTF Scanner dashboard (up to 28 symbols x 4 timeframes)
• AGREE consensus column
• Clickable column sorting
• 4-channel alert system (Popup, Sound, Push, Email)
• Diagnostic panel
• State persistence between MT5 restarts

Version 2.00 — Feature release

• Dual anchoring: Calendar + Auto-Pivot detection
• Bull/Bear colored VWAP line with side-change arrows
• Configurable deviation bands with shading
• 15 buffers for EA integration
• 3 color schemes including colorblind-safe

Version 1.00 — Initial release

• Anchored VWAP with 5 calendar periods
• Configurable standard deviation bands
• Auto volume detection

Recommended Product Metadata for MQL5 Market Listing

Category: Indicators > Trend Suggested price: 49-69 USD Free demo: Yes (30 days recommended, market strategy tester compatible) Product type: Indicator