Follow the MT5 indicator installation guide for file locations, chart setup and troubleshooting. Use this tool’s own inputs and dependencies.
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TF Session and Anchored VWAP
Plot volume-weighted bar typical price from a UTC session boundary or a chosen server-time anchor, with an explicit tick-volume or reported-volume basis.
MQL5 source, EX5, README and SHA-256 checksums. Research beta.
What this MT5 indicator does
- Weights (high + low + close) / 3 by the chosen volume series.
- Resets at a configurable UTC session hour or accumulates from the first bar opening at/after a server-time anchor.
- Uses explicit broker UTC/DST inputs for session mode.
- Leaves an incomplete first session empty and refuses anchored output when the anchor precedes loaded history.
Inputs and default settings
These are the defaults in the supplied source. Review them for your account, exact broker symbol and intended test. They are not optimised trading recommendations.
| Input | Default |
|---|---|
Mode | VWAP_UTC_SESSION |
SessionStartUTCHour | 0 |
AnchorServerTime | D'2026.09.01 00:00' |
UseTickVolume | true |
MaximumBars | 20000 |
BrokerWinterUTCOffset | 2 |
BrokerDST | TF_DST_EU |
Limitations and failure conditions
- Tick volume is a broker-feed activity proxy, not consolidated traded FX volume. Bar typical-price weighting is not trade-by-trade exchange VWAP.
- Reported real volume may be zero or unavailable. The indicator does not silently switch volume sources.
- The current bar updates as prices and volume change. Anchors inside a bar do not reconstruct partial-bar trades.
- MaximumBars limits the history used. Load more history or raise the limit when an anchor is outside the available window.
Install in MetaTrader 5
- Extract the ZIP and read its README before attaching any file.
- In MT5, choose File → Open Data Folder. Copy the MQ5, EX5 and TFCommon.mqh files together into MQL5/Indicators/TradeForex.
- Refresh Navigator and attach the indicator to a chart in an isolated demo or tester. Review its inputs and data requirements.
- Use one instance per chart. Reattach after changing accounts; retain the documented state files and settings when testing restarts.
No broker password, web API key or DLL permission is required by this package.
Acceptance checks before relying on it
The following checklist is pending. It is not a report of passed runtime tests.
- Hand-calculate a short set of bar typical prices and volume weights and compare the result.
- Verify UTC session reset, a mid-bar anchor, incomplete anchor history and zero-volume data.
- Check broker-clock settings across DST changes.
Download contents and integrity
The ZIP contains MQL5 source, the compiled EX5, TFCommon.mqh, README.md, MIT licence, TEST-STATUS.json and SHA256SUMS.txt.
ZIP size: 20,063 bytes. SHA-256: 2545db8ae3420befdd87583fb40baa4f8c533669262e081093458cd48e6ff6f1.
Download indicator source and EX5
See how we distinguish compilation, demo testing and trading evidence.
Frequently asked questions
Does this tool work in MT4?
No. This package contains MQL5 source and an EX5 build for MetaTrader 5 desktop. MT4 requires a different codebase; mobile and web charts do not run this desktop file.
What has been tested?
MetaEditor build 6180 compiled the supplied release with zero errors and zero warnings. The runtime acceptance checklist, backtests and forward tests are still pending.
Does this indicator place orders?
No. It displays calculated chart context. Check its data inputs and compare its values independently before relying on the display.
Related tools and guides
Educational research, not personal investment advice. CFDs are leveraged products and can cause rapid losses. A calculation, indicator or stop cannot guarantee an account outcome.