"RTH Session VWAP" Indicator - TradingView Pine Script

A TradingView (Pine Script v6) indicator that plots timezone-correct session VWAPs (New York, Europe, Asia) plus a continuous 24h/daily VWAP, with optional standard-deviation bands.

Built for intraday futures trading where the chart is viewed from a timezone that differs from the exchange — the sessions compute in explicit market timezones, so they plot correctly no matter what timezone your chart is set to (e.g. Manila), and daylight saving is handled automatically.

• TradingView Script https://www.tradingview.com/script/baqDrdPW-RTH-Session-VWAP/
• Website: https://raoulsson.com
• Repo: https://github.com/raoulsson/trading-view-script-rth-session-wvap

Screenshots

MNQ (Micro E-mini Nasdaq) 15m — session VWAPs with a volume-profile overlay for context. The NY VWAP anchors to 09:30 ET; the 24h VWAP runs continuously across the trading day.

Attribution

This is a modified derivative of "Koalafied VWAP Session/Day" (published as Session VWAP) by TJ_667, released under the Mozilla Public License 2.0. All original credit goes to TJ_667. This project keeps the same MPL-2.0 license (see LICENSE).

What changed vs. the original

• Timezone-correct sessions. Each session is computed in an explicit timezone (America/New_York, Europe/London, Asia/Tokyo) via the timezone argument of time(). The original relied on the chart/exchange timezone, which broke session boundaries when the chart was viewed from another timezone. DST is now handled automatically.
• New York = RTH. The NY session defaults to the regular cash session, 09:30–16:00 ET, so the NY VWAP anchors to the 09:30 open.
• Pine v6 migration. time() results (int-or-na) are converted to real booleans, since v6 removed implicit int/float → bool casting; the daily reset uses an explicit boolean condition rather than a numeric one.
• Daily VWAP. An always-on VWAP line anchored to the trading day (24h/Globex), drawn independently of the session VWAPs.
• Per-session config blocks. Each session (Asia, Europe, NY) is one block: a dropdown that sets the timezone and its hours, a per-session Use custom hours checkbox, and a custom from-to field applied only when that checkbox is on.
• Per-session toggles. Independent show switches for each session (Asia and Europe off, New York on by default).
• Presets. Line colors and width preset (Asia yellow, Europe cyan, NY green, Daily amber), labels off by default.
• Clean legend. All inputs and helper plots are hidden from the status line, so the chart legend stays uncluttered while the values remain in the Data Window and Inputs tab.

Installation

Two ways to get it on your chart:

A) From TradingView's Indicators library (easiest)

1. Open TradingView, click Indicators in the top toolbar.
2. Search for "RTH Session VWAP" and add it to your chart.

B) From source (this repo)

1. Grab the Pine code — either copy the contents of rth-session-vwap.pine directly, or clone the repo:

   git clone https://github.com/raoulsson/trading-view-script-rth-session-wvap.git
   

2. In TradingView, open Pine Editor, paste the code, and click Add to chart.
3. If you had a previous version loaded, open the indicator settings and use Defaults → Reset settings (or remove and re-add) so the presets take effect.

Settings

Sessions & timezone behaviour
─────────────────────────────
Each session (Asia, Europe, NY) is one block:
  • Zone & preset hours — a dropdown that sets the timezone AND default hours,
                          e.g. "America/New York (0930-1600, default)".
  • Use custom hours    — a checkbox; when on, the Custom hours field below
                          replaces the dropdown hours (read in the same zone).
  • Custom hours        — your own from-to session window.

Hours are read in the session's OWN market timezone, not your chart timezone —
they are passed explicitly to Pine's time():

    tNY = time(timeframe.period, NY_session_full + ':1234567', tzNY)

Consequences:
  • 0930-1600 always means New York local wall-clock — whether your chart is
    set to Manila, UTC, or anything else.
  • Daylight saving is handled automatically; you never re-enter hours in spring/fall.
  • Zones are a curated dropdown of real IANA names (e.g. Asia/Hong Kong,
    Europe/Berlin, America/Chicago). Only genuine IANA identifiers work — a
    non-IANA name such as "Europe/Frankfurt" (Germany is Europe/Berlin) errors,
    so pick from the list.

Defaults: Asia = Asia/Tokyo 0900-1500 · Europe = Europe/London 0800-1630 ·
          NY = America/New York 0930-1600 (RTH cash session).

• Display: Daily VWAP, per-session VWAP toggles, per-session labels, per-session + Daily std-dev band toggles.
• Asia / Europe / NY Session: zone+hours dropdown, "Use custom hours" checkbox, custom hours field.
• Calculation: std-dev multipliers, VWAP source (applies to all VWAPs), label offset.

Notes

• On futures, "24h/Daily" anchors to the exchange trading-day boundary (Globex reset), which is the standard daily VWAP anchor.
• Std-dev bands are off by default; enable them under Display.

License

Mozilla Public License 2.0 — see LICENSE. Original © TJ_667. Modifications © 2026 raoulsson.