There is commercial EA(s) that can copy TV signal to MT4/5. You can google it.
For DIY, you need
Python to set a server (like flask) to receive the TV webhook signal
Send the signal from python to MT4
Both cases require TV pro version that would provide webhook function.
DIY is free but cost in (a lot of) effort required
Commercial is easy but cost in money required
BTW, VWAP is one of my favourites but use in ETF is something new to me