SwiftEdge APEEX

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SwiftEdge Apeex – Volume-Weighted VWAP + Live POC + True Footprint-Precise Big Trades

This indicator combines three powerful and complementary tools used by professional traders:

1. Volume-Weighted EWMA VWAP with Dynamic Deviation Bands
A smooth, volume-weighted VWAP using an exponentially weighted moving average of variance. The deviation bands (1σ, 2σ, 3σ) dynamically expand and contract with actual market volatility — giving far more realistic support/resistance levels than fixed-percentage bands.

2. Session-Based Live Point of Control (POC)
The classic intraday POC (highest traded volume price) calculated from session start (default 09:00). Resets cleanly at your chosen session time.

3. True 1-Second Footprint-Precise Big Trade Bubbles
Unlike traditional volume spike indicators that only show "where the candle closed", this version uses real 1-second data to calculate the exact delta-weighted price where aggressive buying or selling actually occurred inside the bar.
- All levels from 1.2× to 8× average volume are shown
- Bubble size scales with significance (1.2× = tiny → 8× = huge)
- White outline on 5× and 8× for instant visual impact
- Yellow background highlights bars with significant volume

Why this combination works so well:
- VWAP + deviations give you the macro institutional reference levels
- POC shows where the market actually accepted the most volume
- The footprint-precise bubbles show you exactly where the smart money entered or absorbed — often many ticks away from the candle close

Best used on 1m to 1h timeframes on liquid futures (ES, NQ, CL) or crypto (BTC, ETH).
No lookahead. No repainting. Pure price + volume truth.

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Versionshinweise

User can change parametres in the script

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Versionshinweise

Absorption and exhaustion is added aswell