ATC VWAP
Bands

ATC VWAP Bands is a session-anchored VWAP indicator with standard deviation bands and a hysteresis-based price location classifier. It plots the volume-weighted average price alongside ±1SD and ±2SD envelopes, and continuously classifies where price is sitting relative to those bands — displayed in plain language through a compact corner HUD. This is not a signal generator. It is a precision market context tool.

Intraday traders who use VWAP as a core reference — futures traders, active ETF traders, and equity day traders on liquid instruments. If you already watch VWAP, this replaces your current setup with a cleaner, more disciplined version.

VWAP is the most widely referenced intraday benchmark used by institutional desks, algorithms, and professional traders. It represents the average price at which all volume has transacted during the session, weighted by how much traded at each level. When price is above VWAP, buyers have been in control of volume. When price is below VWAP, sellers have. The standard deviation bands answer the question VWAP alone cannot: how far is too far? The bands expand and contract dynamically based on actual volume-weighted price dispersion — not a fixed multiplier.

Most VWAP tools give you a line and two bands. ATC adds a hysteresis-based five-zone classifier that eliminates the ambiguity of living near a band boundary. Standard tools flicker when price dances at a band edge. ATC uses a configurable neutral buffer — price must clear a boundary with conviction before the zone state updates. No flickering. Clean, trustworthy state reads every bar.