Auto Last Earnings AVWAP

This script provides an automated approach to tracking critical post-earnings price levels. You can add it to a chart and then flip through your watchlist to see the anchored AVWAPs without the need to do it manually one by one.

Core Features:

• Automatically detects earnings dates and anchors VWAP calculations without manual input
  
• Calculates volume-weighted average price specifically from the last earnings release
  
• Identifies and visualizes significant earnings gaps between reporting periods
  

Volume-Based Signal Detection:

• Monitors VWAP crosses with volume confirmation (requires 1.5x normal volume)
  
• Labels high-volume breakouts with clear directional signals
  
• Uses a 6-bar adaptive volume baseline to filter out noise
  

Practical Applications:

AVWAP anchored at earnings offers a great price support level that should be considered when deciding to buy/sell the stock. This script eliminates manual VWAP anchoring and reduces chart management time

Key Differentiators:

First note: coding VWAP anchoring in pine is more challenging that one would think. The source code is open to help other users and hopefully inspire different applications.

• No need to manually anchor the VWAP
  
• Draws earnings gap from earnings to earnings (if auto mode)
  
• Detects breakouts through the AVWAP line