VWAP Diaria: Institutional VWAP Indicator for Precise Intraday MT5 Trading Signals

VWAP Diaria review for 2026 provides a focused performance and technical analysis of an indicator designed as an institutional intraday reference. In this review I examined published live samples, verified trade logs, and typical outcomes to evaluate VWAP Diaria performance and robustness across currency pairs. The indicator showed consistent responsiveness to high-volume sessions and produced clearly defined support and resistance zones tied to the session VWAP. What makes VWAP Diaria unique is its emphasis on volume-weighted reference levels rather than simple price averages. The algorithm calculates a session VWAP from market volume and overlays deviation bands to highlight fair value reversion and continuation opportunities. VWAP Diaria combines momentum confirmation and volume cluster detection to generate entries, while Samuel De Souza Ferreira implemented time filters and minimal latency signal criteria to suit MT5 execution. VWAP Diaria handles liquid forex majors and indices best during London and New York overlap, avoids thin Asian sessions, and adapts sizing to intraday volatility. Risk management is explicit: maximum per-trade exposure, configurable stop logic, and suggested account sizing are provided. Expected performance characteristics include moderate win rates with small average gains per trade but positive expectancy when combined with disciplined sizing and adherence to time-of-day rules.