VWAP Screener

What this VWAP screener actually calculates

The current alert calculation uses the built-in session VWAP with HLC3 on intraday bars. On daily and higher timeframes it deliberately leaves VWAP unavailable. The public API requests 1D only, so this page is a guide to interpreting the fields and moving to an intraday view, not a complete intraday market scan.

• The public universe is the covered subset of the stock, hot-stock, major-crypto and ETF collections. Searching a symbol does not add it to the data feed.
• A response cache timestamp is not the bar time or a guarantee that every symbol updated together. Compare the available update information with the source chart and exchange session before using an App reading.
• The response has no anchor or regular-versus-extended-session metadata. Confirm the producing chart settings; this page cannot establish the deployed feed settings for each symbol.

Session, weekly and custom anchors answer different questions

An anchor defines when accumulation restarts; the bar interval defines the observations inside it. A session anchor on five-minute bars accumulates many bars. A session reset on each daily bar cannot reproduce that intraday calculation. Weekly or event-anchored VWAP requires a different reset rule and is not an option in this public table.

Price above VWAP is a state; a new crossing is an event

A snapshot above VWAP says where price is now. A new upward close crossing requires the previous close to be at or below its own VWAP and the current close to be above its own VWAP. Compare two completed bars from the same session. Exclude the first bar after a reset if the rule is intended to detect a crossing within a session.

Recalculate distance before choosing a filter

Assume two bars since a reset have HLC3 prices of 98 and 101 and volumes of 100 and 200. VWAP is (98 x 100 + 101 x 200) / 300 = 100. With a latest close of 102, Pineify distance is 100 x (102 - 100) / 102 = 1.9608%. A calculation divided by VWAP would instead be 2%. These are different filters.

• An illustrative screening rule of distance greater than 0% and at most 1% asks for closes just above VWAP under the close-denominator convention. Compare the displayed values manually or implement this threshold in a custom script. It does not require a fresh crossing or imply a profitable setup.
• The position tolerance uses VWAP as its denominator, while the distance field uses absolute close. Do not expect a 0.05 distance threshold to reproduce the neutral band exactly.
• When close is zero, the distance field is unavailable. Missing VWAP or no usable cumulative volume is not a zero-distance observation. Skip invalid rows rather than ranking them as near VWAP.

Build a finite-list intraday workflow for custom rules

Use Market Screener for its available VWAP fields. For a custom reset, a fresh-cross condition or a combined distance rule, give Pine Script AI Coding Agent a bounded specification. Review the generated script in TradingView before using its output.

• Start with three explicit exchange-qualified symbols and a five-minute interval. Specify regular-session stock data or an explicit crypto reset timezone, HLC3, and the distance denominator. Keep unlike sessions in separate scans.
• Request a table containing symbol, last completed bar time, VWAP, distance, above/below/neutral state, and a separate upward-cross flag. Require missing-data handling and suppress cross flags on reset bars.
• Calculate each symbol inside its own requested data context. Use completed bars and document when the host chart refreshes the table; a quiet host symbol can delay updates for other markets.
• Check each table row against the matching TradingView chart, including a reset, an already-above bar, a fresh crossing and missing volume. Add symbols only after those checks pass.
• Pine scripts have limits on unique data requests and execution resources. A finite list does not scan every exchange symbol, and adding symbols or timeframes consumes the available request budget.