Breadth above VWAP

Open on a chart

Load it on BTC 15m in the terminal, then change its settings or open it in the script editor.

Market breadth: the percent of Hyperliquid’s perps trading above their session VWAP. Above 50, most of the market is up on the day.

How it works

breadth() reads 0xArchive’s breadth series. Each reading is the bucket’s last, stamped once the bucket closed, so a bar reads the bucket before its own and never looks ahead. Pass { venue: 'hip3' } for HIP-3’s markets.

The script

breadth-above-vwap.ts

// The share of Hyperliquid's perps above their session VWAP, as of each bar.
indicator('Breadth above VWAP');

const chart = bars();
const perps = breadth();
const line = plot.line('Above VWAP %', { range: { min: 0, max: 100 }, precision: 1 });
plot.level('Half', 50, { style: 'dashed' });

chart.onBar(() => {
  if (!perps.available) return;
  line.set(perps.value);
});

Next step

See the next example, Bid share within a band.

Last modified on October 16, 2026

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Breadth above VWAP

Open on a chart

How it works

The script

Next step

Open on a chart

​How it works

​The script

​Next step

How it works

The script

Next step