BAF Enhanced Levels Suite

What it does

Plots comprehensive multi-timeframe price levels including daily/weekly/monthly key levels, previous session highs/lows, and gap fills—all with clean labels positioned to avoid overlap.

Calculates precision VWAP (Volume Weighted Average Price) and standard deviation bands for both daily and weekly timeframes, with optional RTH-only mode that shows "PD VWAP" (previous RTH VWAP frozen) during overnight sessions.

Tracks developing and previous Value Area (VA) + Point of Control (POC) for day, week, and custom multi-day periods using volume profile distribution logic.

Identifies time-based intraday levels including Opening Range, Initial Balance, overnight session extremes, and London session markers with minute-level accuracy.

Key features

Precision minute series: Optional 1-minute secondary data series provides exact timing for VWAP/VA/POC calculations and time-based levels (OR/IB/RTH/London), with smart gating that hides partial data when session anchors aren't found—preventing misleading levels from incomplete sessions.

RTH VWAP mode: VWAP can start at RTH open (9:30 AM) instead of session start, accumulating only during regular hours and displaying the frozen previous RTH value (labeled "PD VWAP") during overnight/extended sessions.

Multi-day POC: Tracks 5-day POC by default, plus customizable N-day POC (2-60 days) that updates incrementally—useful for identifying institutional reference points across multiple sessions.

Theme color system: Built-in professional color schemas (Dark Professional, Light Clean, etc.) with semantic level classification (Primary/Secondary/Tertiary) plus granular line/label color toggles for full customization.

Smart label positioning: Staircase algorithm prevents label overlap with automatic horizontal offsetting and intelligent reset logic—keeps labels readable even when many levels cluster together.

Built for real trading

Strict validation: Weekly and monthly levels only plot when sufficient data exists (prevents "previous week high" from 2 days of history). Works reliably across 0-day real-time attach, 1-day partial loads, and full historical backtests.

Session-aware calculations: Handles overnight/ETH sessions correctly (e.g., ES Monday session starts Sunday 6pm), with proper midnight-crossing logic and exchange timezone conversions.

Performance optimized: Incremental multi-day POC updates (O(1) per bar), cached text rendering, minimal redraws, and automatic cleanup of old levels beyond max lookback window.

Works across all futures and instruments where session structure, VWAP, and volume profile matter—especially index futures (ES/NQ/RTY/YM) and energy/metals contracts.