Build an intraday bias around price location versus VWAP and value.
All-in-one intraday structure overlay
Day Trading Suite
A futures-focused overlay that brings anchored VWAPs, session volume profile, opening range, and key prior levels into one configurable TradingView script.
NY VWAPAbove
ON VWAPAbove
PD NYAbove
OROutside
POC4498
PriceFree and open source
PlatformTradingView Pine Script
Best forFutures traders who need session context without chart clutter.
MarketsES, MES, NQ
Problem
What it solves
The Day Trading Suite is the structural layer I wanted on my own futures charts: overnight and NY session VWAPs, prior-session references, developing value areas, weekly context, and opening range levels without stacking a handful of separate tools.
The point is not to outsource your decision. It is to make structure, leadership, and location easier to see so your own trade plan has cleaner context.
Visual read
How to read the screen
Track where current price is trading relative to prior-session memory zones.
Reduce indicator stacking by consolidating common structural references.
Core Features
What the script includes
Overnight and NY session anchored VWAPs with optional deviation bands.
Prior day and last week session volume profile references.
Opening range, prior highs/lows, previous close, and deadzone controls.
Configurable session inputs for non-CME products and different chart timezones.
Setup
Add it without overcomplicating the chart
- 1
Open the TradingView script page and add it to your favorites.
- 2
Apply the indicator to an intraday chart.
- 3
Confirm the chart timezone and session inputs match the product you trade.
- 4
Start with VWAP, opening range, and prior-session levels before enabling every optional layer.
Limits
Important notes
Default sessions are built around CME futures and a Central Time workflow.
Session volume profile is an approximation using chart-bar volume distribution, not a true tick profile.
The script plots structure only. It does not generate buy or sell signals.