CoreQuant Universal Session VWAP Pro

Institutional Multi-Asset Anchored VWAP & 1σ–3σ Statistical Deviation Framework for cTrader.

⚡ Key Capabilities

• Interactive Multi-Asset Execution HUD: Displays real-time 4-pillar Confluence Scores (0–100%), dynamic Session Bias, VWAP Slope velocity, automated unit detection (Pips, Points, $), and rule-based Entry/SL/TP reference cards.

• 1σ–3σ Statistical Framework: Precision algorithmic computation of 1σ Fair Value (68.2%), 2σ Stretch Mean Reversion (95.4%), and 3σ Extreme Liquidity Sweeps (99.7%).

• Smart Directional Wick Engine: Mathematical tracking of live candle absorption (≥ 25%) at critical deviation boundaries to validate institutional liquidity defense before order entry.

• Universal Global Session Anchoring: One-click automated resets for Full Day (00:00 UTC), London Open (07:00 UTC), NY Cash Open (13:30 UTC), or custom session schedules for any asset class.

• Prior Session Memory & Collision Guard: Real-time visual tracking of prior session closing VWAP with built-in smart offset logic to prevent on-chart label overlaps.

• Precision Deviation Touch Alerts: Native audio and visual pop-up notifications triggered instantly when price tests 2σ Stretch or 3σ Liquidity Sweep extremes.