# Order Flow VWAP Deviation

Order Flow VWAP Deviation is an indicator on [Vela](https://vela.luxalgo.com/chart), our next-generation charting platform, written in Pine Script®.

A market-structure toolkit layering VWAP deviation bands, pivot-based Stop Zones with stop-run detection, an anchored volume profile with POC and buyer/seller bias, and optional Inversion Fair Value Gaps. Built for intraday and swing traders who trade liquidity sweeps, mean reversion, and the levels where volume actually changed hands.

- Indicator in the LuxAlgo Library, by LuxAlgo, published May 7, 2026.
- Access: free.
- Concepts: [VWAP Bands](https://www.luxalgo.com/library/concept/vwap-bands/) (primary), [Volume Delta](https://www.luxalgo.com/library/concept/volume-delta/), [Fair Value Gap](https://www.luxalgo.com/library/concept/fair-value-gap/)
- Open on Vela: https://vela.luxalgo.com/chart?pineScriptCodeId=cmpwn4cp30063vhsgf50tmclk
- Page: https://www.luxalgo.com/library/indicator/order-flow-vwap-deviation/

**Order Flow VWAP Deviation** stacks four reads of market structure into one overlay: [VWAP deviation bands](https://www.luxalgo.com/library/concept/vwap-bands/) showing how far price is stretched from volume-weighted fair value, dashed Stop Zone lines extended from significant pivot highs and lows, an anchored volume profile with point of control and buyer/seller bias, and optional Inversion Fair Value Gaps. The goal is to catch the moments when liquidity gets swept and price is primed to revert or expand.

## How to Trade the Order Flow VWAP Deviation?

- **Price pushing an outer band**: the market is extended from VWAP: a mean-reversion candidate, or continuation if price holds beyond the band on strong volume.
- **Circle at a Stop Zone**: price crossed a liquidity line on a volume surge, flagging a possible stop-run; sweeps near a deviation band are the prime reversal spots.
- **Yellow POC and orange Stop Nodes**: the anchored profile's heaviest level and its standout concentrations, each tagged with a volume multiplier and a B/S bias, act as magnets and reaction levels.
- **IFVG boxes**: invalidated [fair value gaps](https://www.luxalgo.com/library/concept/fair-value-gap/) flipped into support or resistance, displayed until mitigated.

A stop-run flag means liquidity was likely taken, not that price must reverse. The strongest setups stack a sweep, a deviation band, a profile node, and an IFVG retest.

## Order Flow VWAP Deviation Settings

- **VWAP Anchor**: the VWAP period: Session, Week, Month, or Year.
- **Std. Dev Multiplier**: distance of the deviation bands from VWAP.
- **Pivot Lookback**: bars used to qualify the swings that seed Stop Zones.
- **Max Active Lines**: caps the number of active liquidity lines.
- **Anchor Time Range / Profile Rows**: start time (HHMM) and vertical resolution of the anchored profile.
- **Stop Zone Volume Multiplier**: volume threshold for Stop Nodes in the profile; stop-run circles use a fixed 1.2x the 20-bar average volume.
- **Show IFVGs / IFVG Volatility Filter**: toggles inversion gaps and restricts them to significant moves.

## Frequently Asked Questions

### Does the buyer/seller bias use real bid/ask data?
No. Delta is estimated from where each candle closes within its high-low range. That makes the bias available on any symbol without an order-flow feed, but read it as a directional proxy rather than true executed flow.

### How do Stop Zones relate to liquidity sweeps?
Stop Zones extend from prior pivot highs and lows, where stops and breakout orders tend to rest, and the circle marks a high-volume push through one. For a tool dedicated purely to those events, see [Liquidity Sweeps](https://www.luxalgo.com/library/indicator/liquidity-sweeps/).

### How do I access the Order Flow VWAP Deviation?
It's free from the LuxAlgo Library. You can also load it into Quant, our coding agent, right from this page. You can also copy the source code from this page and run it anywhere Pine Script® runs.

## Related indicators

- [VWAP Bands - Event Based](https://www.luxalgo.com/library/indicator/vwap-bands-event-based/) (VWAP Bands): markdown at https://www.luxalgo.com/library/indicator/vwap-bands-event-based.md
- [Rolling VWAP Channel](https://www.luxalgo.com/library/indicator/rolling-vwap-channel/) (VWAP Bands): markdown at https://www.luxalgo.com/library/indicator/rolling-vwap-channel.md
- [Volume Delta Candles](https://www.luxalgo.com/library/indicator/volume-delta-candles/) (Volume Delta): markdown at https://www.luxalgo.com/library/indicator/volume-delta-candles.md
- [Volume Delta Methods (Chart)](https://www.luxalgo.com/library/indicator/volume-delta-methods-chart/) (Volume Delta): markdown at https://www.luxalgo.com/library/indicator/volume-delta-methods-chart.md
- [Fair Value Gap Absorption Indicator](https://www.luxalgo.com/library/indicator/fair-value-gap-absorption-indicator/) (Fair Value Gap): markdown at https://www.luxalgo.com/library/indicator/fair-value-gap-absorption-indicator.md
- [Fair Value Gaps Mitigation Oscillator](https://www.luxalgo.com/library/indicator/fair-value-gaps-mitigation-oscillator/) (Fair Value Gap): markdown at https://www.luxalgo.com/library/indicator/fair-value-gaps-mitigation-oscillator.md
- [VWAP](https://www.luxalgo.com/library/indicator/vwap/) (Session VWAP): markdown at https://www.luxalgo.com/library/indicator/vwap.md
- [VWAP Periodic Close](https://www.luxalgo.com/library/indicator/vwap-periodic-close/) (Periodic VWAPs): markdown at https://www.luxalgo.com/library/indicator/vwap-periodic-close.md

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Source: https://www.luxalgo.com/library/indicator/order-flow-vwap-deviation/ (LuxAlgo Library). Free to use with attribution: https://www.luxalgo.com/library/license/
