xVWAP (Multi-Source VWAP)

This indicator lets you plot a true cross-symbol VWAP — volume-weighted average price taken from any symbol or from your current chart. It’s ideal for futures, micros/minis, indices, and correlated assets (e.g., MGC ↔ GC1!, MNQ ↔ NQ1!, ES ↔ SPX).

You can choose the source symbol, anchor period, and display up to three standard-deviation bands around VWAP.

In the chart, since I trade Micros, I used MGC1! (colored), then overlay it with the VWAP from GC1! (Grey).